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- 621, "order": {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012806, "quantity": 1833.340000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-33 ] MESSAGE: limit
- [ 2024-06-12-11-56-33 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012806, "quantity": 1833.340000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-33 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012806, "quantity": 1833.340000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 5
- [ 2024-06-12-11-56-33 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012806, "quantity": 1833.340000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-33 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193393627", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193393627, "order": {"symbol": "LOTTUSDT", "coid": 1718193366724, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012780, "quantity": 1837.070000, "filled_quantity": 0.000000, "update_time": 272}}
- [ 2024-06-12-11-56-33 ] MESSAGE: limit
- [ 2024-06-12-11-56-33 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366724, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012780, "quantity": 1837.070000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-33 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366724, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012780, "quantity": 1837.070000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-33 ] MESSAGE: erase
- [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 4
- [ 2024-06-12-11-56-33 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366724, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012780, "quantity": 1837.070000, "filled_quantity": 0.000000, "update_time": 272}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-33 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1833.480000, "update_time": 1718193393612}
- [ 2024-06-12-11-56-33 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193393630", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193393630, "order": {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012805, "quantity": 1833.480000, "filled_quantity": 0.000000, "update_time": 273}}
- [ 2024-06-12-11-56-33 ] MESSAGE: limit
- [ 2024-06-12-11-56-33 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012805, "quantity": 1833.480000, "filled_quantity": 0.000000, "update_time": 273}
- [ 2024-06-12-11-56-33 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012805, "quantity": 1833.480000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 4
- [ 2024-06-12-11-56-33 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012805, "quantity": 1833.480000, "filled_quantity": 0.000000, "update_time": 273}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-33 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1833.200000, "update_time": 1718193393623}
- [ 2024-06-12-11-56-33 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366724, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012780, "quantity": 1837.070000, "filled_quantity": 0.000000, "update_time": 136946038860864}
- [ 2024-06-12-11-56-33 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366723, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012779, "quantity": 1837.210000, "filled_quantity": 0.000000, "update_time": 136946030468160}
- [ 2024-06-12-11-56-33 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193393645", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193393645, "order": {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012807, "quantity": 1833.200000, "filled_quantity": 0.000000, "update_time": 271}}
- [ 2024-06-12-11-56-33 ] MESSAGE: limit
- [ 2024-06-12-11-56-33 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012807, "quantity": 1833.200000, "filled_quantity": 0.000000, "update_time": 271}
- [ 2024-06-12-11-56-33 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012807, "quantity": 1833.200000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 4
- [ 2024-06-12-11-56-33 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012807, "quantity": 1833.200000, "filled_quantity": 0.000000, "update_time": 271}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-33 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193393654", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193393654, "order": {"symbol": "LOTTUSDT", "coid": 1718193366723, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012779, "quantity": 1837.210000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-33 ] MESSAGE: limit
- [ 2024-06-12-11-56-33 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366723, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012779, "quantity": 1837.210000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-33 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366723, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012779, "quantity": 1837.210000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-33 ] MESSAGE: erase
- [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-33 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366723, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012779, "quantity": 1837.210000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-34 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-34 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-34 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-34 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012948, 1548.59); (0.012949, 1548.59); (0.01295, 1548.59); ], bids: [(0.01282, 1831.34); (0.012819, 1831.49); (0.012818, 1831.63); ]
- [ 2024-06-12-11-56-34 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012805 1833.480000
- [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012806 1833.340000
- [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012807 1833.200000
- [ 2024-06-12-11-56-34 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-34 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.01282, 1831.34); (0.012819, 1831.49); (0.012818, 1831.63); ]
- [ 2024-06-12-11-56-34 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.01282, 1831.34); (0.012819, 1831.49); (0.012818, 1831.63); ]
- [ 2024-06-12-11-56-34 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.01282
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1831.34
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012819
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1831.49
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012818
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1831.63
- [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012818, "quantity": 1831.620000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012819, "quantity": 1831.480000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012820, "quantity": 1831.340000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] MESSAGE: csize: 3
- [ 2024-06-12-11-56-34 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012807, "quantity": 1833.200000, "filled_quantity": 0.000000, "update_time": 271}
- [ 2024-06-12-11-56-34 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012806, "quantity": 1833.340000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012805, "quantity": 1833.480000, "filled_quantity": 0.000000, "update_time": 273}
- [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012819, "quantity": 1831.480000, "client_order_id": 1718193366729, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012820, "quantity": 1831.340000, "client_order_id": 1718193366730, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012818, "quantity": 1831.620000, "client_order_id": 1718193366728, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1831.340000, "update_time": 1718193394098}
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394119", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394119, "order": {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012818, "quantity": 1831.620000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012818, "quantity": 1831.620000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012818, "quantity": 1831.620000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 6
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012818, "quantity": 1831.620000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394119", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394119, "order": {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012820, "quantity": 1831.340000, "filled_quantity": 0.000000, "update_time": 272}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012820, "quantity": 1831.340000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012820, "quantity": 1831.340000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 6
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012820, "quantity": 1831.340000, "filled_quantity": 0.000000, "update_time": 272}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1831.620000, "update_time": 1718193394099}
- [ 2024-06-12-11-56-34 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012805, "quantity": 1833.480000, "filled_quantity": 0.000000, "update_time": 136946256940096}
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394135", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394135, "order": {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012806, "quantity": 1833.340000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012806, "quantity": 1833.340000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012806, "quantity": 1833.340000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] MESSAGE: erase
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 5
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012806, "quantity": 1833.340000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012807, "quantity": 1833.200000, "filled_quantity": 0.000000, "update_time": 136946030468160}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394138", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394138, "order": {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012807, "quantity": 1833.200000, "filled_quantity": 0.000000, "update_time": 271}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012807, "quantity": 1833.200000, "filled_quantity": 0.000000, "update_time": 271}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012807, "quantity": 1833.200000, "filled_quantity": 0.000000, "update_time": 271}
- [ 2024-06-12-11-56-34 ] MESSAGE: erase
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 4
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366727, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012807, "quantity": 1833.200000, "filled_quantity": 0.000000, "update_time": 271}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394140", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394140, "order": {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012805, "quantity": 1833.480000, "filled_quantity": 0.000000, "update_time": 273}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012805, "quantity": 1833.480000, "filled_quantity": 0.000000, "update_time": 273}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012805, "quantity": 1833.480000, "filled_quantity": 0.000000, "update_time": 273}
- [ 2024-06-12-11-56-34 ] MESSAGE: erase
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012805, "quantity": 1833.480000, "filled_quantity": 0.000000, "update_time": 273}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366726, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012806, "quantity": 1833.340000, "filled_quantity": 0.000000, "update_time": 136946038860864}
- [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1831.480000, "update_time": 1718193394131}
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394152", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394152, "order": {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012819, "quantity": 1831.480000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012819, "quantity": 1831.480000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012819, "quantity": 1831.480000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012819, "quantity": 1831.480000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-34 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-34 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-34 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-34 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012955, 1548.59); (0.012956, 1548.59); (0.012957, 1548.59); ], bids: [(0.012827, 1830.34); (0.012826, 1830.49); (0.012825, 1830.63); ]
- [ 2024-06-12-11-56-34 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012818 1831.620000
- [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012819 1831.480000
- [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012820 1831.340000
- [ 2024-06-12-11-56-34 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-34 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012827, 1830.34); (0.012826, 1830.49); (0.012825, 1830.63); ]
- [ 2024-06-12-11-56-34 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012827, 1830.34); (0.012826, 1830.49); (0.012825, 1830.63); ]
- [ 2024-06-12-11-56-34 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012827
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1830.34
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012826
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1830.49
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012825
- [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1830.63
- [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012825, "quantity": 1830.630000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012826, "quantity": 1830.480000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012827, "quantity": 1830.340000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] MESSAGE: csize: 3
- [ 2024-06-12-11-56-34 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012820, "quantity": 1831.340000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-34 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012819, "quantity": 1831.480000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012818, "quantity": 1831.620000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012826, "quantity": 1830.480000, "client_order_id": 1718193366732, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012827, "quantity": 1830.340000, "client_order_id": 1718193366733, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012825, "quantity": 1830.630000, "client_order_id": 1718193366731, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-34 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012818, "quantity": 1831.620000, "filled_quantity": 0.000000, "update_time": 136946030468160}
- [ 2024-06-12-11-56-34 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012819, "quantity": 1831.480000, "filled_quantity": 0.000000, "update_time": 136946038860864}
- [ 2024-06-12-11-56-34 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012820, "quantity": 1831.340000, "filled_quantity": 0.000000, "update_time": 136946282118208}
- [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1830.480000, "update_time": 1718193394607}
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394623", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394623, "order": {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012818, "quantity": 1831.620000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012818, "quantity": 1831.620000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012818, "quantity": 1831.620000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] MESSAGE: erase
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 5
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012818, "quantity": 1831.620000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394624", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394624, "order": {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012819, "quantity": 1831.480000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012819, "quantity": 1831.480000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012819, "quantity": 1831.480000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] MESSAGE: erase
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 4
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366729, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012819, "quantity": 1831.480000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394627", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394627, "order": {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012820, "quantity": 1831.340000, "filled_quantity": 0.000000, "update_time": 272}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012820, "quantity": 1831.340000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012820, "quantity": 1831.340000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-34 ] MESSAGE: erase
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366730, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012820, "quantity": 1831.340000, "filled_quantity": 0.000000, "update_time": 272}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394628", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394628, "order": {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012826, "quantity": 1830.480000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012826, "quantity": 1830.480000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012826, "quantity": 1830.480000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012826, "quantity": 1830.480000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1830.630000, "update_time": 1718193394614}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394635", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394635, "order": {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012825, "quantity": 1830.630000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012825, "quantity": 1830.630000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012825, "quantity": 1830.630000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012825, "quantity": 1830.630000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193394637", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193394637, "order": {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012827, "quantity": 1830.340000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit
- [ 2024-06-12-11-56-34 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012827, "quantity": 1830.340000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-34 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012827, "quantity": 1830.340000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-34 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012827, "quantity": 1830.340000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1830.340000, "update_time": 1718193394627}
- [ 2024-06-12-11-56-35 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-35 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-35 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-35 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-35 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012959, 1548.59); (0.01296, 1548.59); (0.012961, 1548.59); ], bids: [(0.012831, 1829.77); (0.01283, 1829.92); (0.012829, 1830.06); ]
- [ 2024-06-12-11-56-35 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012825 1830.630000
- [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012826 1830.480000
- [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012827 1830.340000
- [ 2024-06-12-11-56-35 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-35 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012831, 1829.77); (0.01283, 1829.92); (0.012829, 1830.06); ]
- [ 2024-06-12-11-56-35 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012831, 1829.77); (0.01283, 1829.92); (0.012829, 1830.06); ]
- [ 2024-06-12-11-56-35 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.012831
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.77
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.01283
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.92
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.012829
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1830.06
- [ 2024-06-12-11-56-35 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012829, "quantity": 1830.050000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-35 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012830, "quantity": 1829.910000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-35 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012831, "quantity": 1829.770000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-35 ] MESSAGE: csize: 3
- [ 2024-06-12-11-56-35 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012827, "quantity": 1830.340000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012826, "quantity": 1830.480000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012825, "quantity": 1830.630000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012830, "quantity": 1829.910000, "client_order_id": 1718193366735, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-35 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012831, "quantity": 1829.770000, "client_order_id": 1718193366736, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-35 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012829, "quantity": 1830.050000, "client_order_id": 1718193366734, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-35 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012826, "quantity": 1830.480000, "filled_quantity": 0.000000, "update_time": 136946256940096}
- [ 2024-06-12-11-56-35 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012825, "quantity": 1830.630000, "filled_quantity": 0.000000, "update_time": 136946273725504}
- [ 2024-06-12-11-56-35 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1830.050000, "update_time": 1718193395116}
- [ 2024-06-12-11-56-35 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.910000, "update_time": 1718193395116}
- [ 2024-06-12-11-56-35 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193395131", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193395131, "order": {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012826, "quantity": 1830.480000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit
- [ 2024-06-12-11-56-35 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012826, "quantity": 1830.480000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012826, "quantity": 1830.480000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] MESSAGE: erase
- [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 5
- [ 2024-06-12-11-56-35 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366732, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012826, "quantity": 1830.480000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-35 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193395134", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193395134, "order": {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012831, "quantity": 1829.770000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit
- [ 2024-06-12-11-56-35 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012831, "quantity": 1829.770000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012831, "quantity": 1829.770000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 5
- [ 2024-06-12-11-56-35 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012831, "quantity": 1829.770000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-35 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.770000, "update_time": 1718193395115}
- [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-35 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193395136", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193395136, "order": {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012825, "quantity": 1830.630000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit
- [ 2024-06-12-11-56-35 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012825, "quantity": 1830.630000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012825, "quantity": 1830.630000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] MESSAGE: erase
- [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 4
- [ 2024-06-12-11-56-35 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012825, "quantity": 1830.630000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-35 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193395137", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193395137, "order": {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012829, "quantity": 1830.050000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit
- [ 2024-06-12-11-56-35 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012829, "quantity": 1830.050000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012829, "quantity": 1830.050000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 4
- [ 2024-06-12-11-56-35 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012829, "quantity": 1830.050000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-35 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012827, "quantity": 1830.340000, "filled_quantity": 0.000000, "update_time": 136946265332800}
- [ 2024-06-12-11-56-35 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193395140", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193395140, "order": {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012830, "quantity": 1829.910000, "filled_quantity": 0.000000, "update_time": 272}}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit
- [ 2024-06-12-11-56-35 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012830, "quantity": 1829.910000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-35 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012830, "quantity": 1829.910000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 4
- [ 2024-06-12-11-56-35 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012830, "quantity": 1829.910000, "filled_quantity": 0.000000, "update_time": 272}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-35 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193395144", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193395144, "order": {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012827, "quantity": 1830.340000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit
- [ 2024-06-12-11-56-35 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012827, "quantity": 1830.340000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012827, "quantity": 1830.340000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] MESSAGE: erase
- [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-35 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366733, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012827, "quantity": 1830.340000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-35 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-35 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-35 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-35 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-35 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.01296, 1548.59); (0.012961, 1548.59); (0.012962, 1548.59); ], bids: [(0.012832, 1829.63); (0.012831, 1829.77); (0.01283, 1829.92); ]
- [ 2024-06-12-11-56-35 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012829 1830.050000
- [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012830 1829.910000
- [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012831 1829.770000
- [ 2024-06-12-11-56-35 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-35 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012832, 1829.63); (0.012831, 1829.77); (0.01283, 1829.92); ]
- [ 2024-06-12-11-56-35 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012832, 1829.63); (0.012831, 1829.77); (0.01283, 1829.92); ]
- [ 2024-06-12-11-56-35 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.012831
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.77
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.01283
- [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.92
- [ 2024-06-12-11-56-35 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012832, "quantity": 1829.630000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-35 ] MESSAGE: csize: 1
- [ 2024-06-12-11-56-35 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012829, "quantity": 1830.050000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012832, "quantity": 1829.630000, "client_order_id": 1718193366737, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-35 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366737, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.630000, "update_time": 1718193395597}
- [ 2024-06-12-11-56-35 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193395620", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193395620, "order": {"symbol": "LOTTUSDT", "coid": 1718193366737, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012832, "quantity": 1829.630000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit
- [ 2024-06-12-11-56-35 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366737, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012832, "quantity": 1829.630000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366737, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012832, "quantity": 1829.630000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 4
- [ 2024-06-12-11-56-35 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366737, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012832, "quantity": 1829.630000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-35 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012829, "quantity": 1830.050000, "filled_quantity": 0.000000, "update_time": 136946265332800}
- [ 2024-06-12-11-56-35 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193395621", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193395621, "order": {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012829, "quantity": 1830.050000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-35 ] MESSAGE: limit
- [ 2024-06-12-11-56-35 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012829, "quantity": 1830.050000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012829, "quantity": 1830.050000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-35 ] MESSAGE: erase
- [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-35 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012829, "quantity": 1830.050000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-36 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-36 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-36 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-36 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-36 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012961, 1548.59); (0.012962, 1548.59); (0.012963, 1548.59); ], bids: [(0.012833, 1829.49); (0.012832, 1829.63); (0.012831, 1829.77); ]
- [ 2024-06-12-11-56-36 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012830 1829.910000
- [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012831 1829.770000
- [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-36 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-36 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012833, 1829.49); (0.012832, 1829.63); (0.012831, 1829.77); ]
- [ 2024-06-12-11-56-36 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012833, 1829.49); (0.012832, 1829.63); (0.012831, 1829.77); ]
- [ 2024-06-12-11-56-36 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012831
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.77
- [ 2024-06-12-11-56-36 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012833, "quantity": 1829.480000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-36 ] MESSAGE: csize: 1
- [ 2024-06-12-11-56-36 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012830, "quantity": 1829.910000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-36 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012833, "quantity": 1829.480000, "client_order_id": 1718193366738, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-36 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193396103", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193396103, "order": {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012830, "quantity": 1829.910000, "filled_quantity": 0.000000, "update_time": 272}}
- [ 2024-06-12-11-56-36 ] MESSAGE: limit
- [ 2024-06-12-11-56-36 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012830, "quantity": 1829.910000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-36 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012830, "quantity": 1829.910000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-11-56-36 ] MESSAGE: erase
- [ 2024-06-12-11-56-36 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-36 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012830, "quantity": 1829.910000, "filled_quantity": 0.000000, "update_time": 272}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-36 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-36 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366735, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012830, "quantity": 1829.910000, "filled_quantity": 0.000000, "update_time": 136946265332800}
- [ 2024-06-12-11-56-36 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366738, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.480000, "update_time": 1718193396103}
- [ 2024-06-12-11-56-36 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193396121", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193396121, "order": {"symbol": "LOTTUSDT", "coid": 1718193366738, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012833, "quantity": 1829.480000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-36 ] MESSAGE: limit
- [ 2024-06-12-11-56-36 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366738, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012833, "quantity": 1829.480000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-36 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366738, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012833, "quantity": 1829.480000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-36 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-36 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366738, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012833, "quantity": 1829.480000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-36 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-36 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-36 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-36 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-36 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-36 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-36 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012831 1829.770000
- [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-36 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-36 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-36 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-36 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-36 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012834, "quantity": 1829.340000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-36 ] MESSAGE: csize: 1
- [ 2024-06-12-11-56-36 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012831, "quantity": 1829.770000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-36 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012834, "quantity": 1829.340000, "client_order_id": 1718193366739, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-11-56-36 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012831, "quantity": 1829.770000, "filled_quantity": 0.000000, "update_time": 136946030468160}
- [ 2024-06-12-11-56-36 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193396626", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193396626, "order": {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012831, "quantity": 1829.770000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-36 ] MESSAGE: limit
- [ 2024-06-12-11-56-36 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012831, "quantity": 1829.770000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-36 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012831, "quantity": 1829.770000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-36 ] MESSAGE: erase
- [ 2024-06-12-11-56-36 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-36 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366736, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012831, "quantity": 1829.770000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-36 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-36 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366739, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.340000, "update_time": 1718193396746}
- [ 2024-06-12-11-56-36 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718193396845", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718193396845, "order": {"symbol": "LOTTUSDT", "coid": 1718193366739, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012834, "quantity": 1829.340000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-11-56-36 ] MESSAGE: limit
- [ 2024-06-12-11-56-36 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718193366739, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012834, "quantity": 1829.340000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-11-56-36 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718193366739, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012834, "quantity": 1829.340000, "update_time": 99705690927176}
- [ 2024-06-12-11-56-36 ] MESSAGE: limit/market orders size: 3
- [ 2024-06-12-11-56-36 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718193366739, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012834, "quantity": 1829.340000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0.012073, "quantity": -1901.38, "position_quote": -22.9554}
- [ 2024-06-12-11-56-36 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-11-56-37 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-37 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-37 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-37 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-37 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-37 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-37 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-37 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-37 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-37 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-37 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-37 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-37 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-37 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-37 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-37 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-37 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-37 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-37 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-37 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-37 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-37 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-38 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-38 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-38 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-38 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-38 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-38 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-38 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-38 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-38 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-38 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-38 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-38 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-38 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-38 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-38 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-38 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-38 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-38 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-38 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-38 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-38 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-38 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-39 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-39 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-39 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-39 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-39 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-39 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-39 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-39 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-39 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-39 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-39 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-39 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-39 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-39 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-39 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-39 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-39 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-39 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-39 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-39 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-39 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-39 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-40 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-40 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-40 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-40 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-40 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-40 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-40 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-40 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-40 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-40 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-40 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-40 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-40 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-40 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-40 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-40 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-40 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-40 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-40 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-40 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-40 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-40 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-41 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-41 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-41 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-41 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-41 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-41 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-41 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-41 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-41 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-41 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-41 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-41 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-41 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-41 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-41 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-41 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-41 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-41 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-41 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-41 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-41 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-41 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-42 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-42 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-42 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-42 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-42 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-42 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-42 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-42 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-42 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-42 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-42 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-42 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-42 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-42 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-42 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-42 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-42 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-42 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-42 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-42 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-42 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-42 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-43 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-43 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-43 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-43 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-43 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-43 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-43 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-43 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-43 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-43 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-43 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-43 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-43 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-43 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-43 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-43 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-43 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-43 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-43 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-43 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-43 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-43 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-44 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-44 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-44 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-44 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-44 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-44 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-44 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-44 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-44 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-44 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-44 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-44 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-44 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-44 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-44 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-44 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-44 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-44 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-44 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-44 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-44 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-44 ] MESSAGE: csize: 0
- [ 2024-06-12-11-56-45 ] MESSAGE: mm _process
- [ 2024-06-12-11-56-45 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-11-56-45 ] MESSAGE: position quote: -22.955397max pos: 12.000000
- [ 2024-06-12-11-56-45 ] MESSAGE: Too much position
- [ 2024-06-12-11-56-45 ] DEBUG blablabla: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012962, 1548.59); (0.012963, 1548.59); (0.012964, 1548.59); ], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-45 ] MESSAGE: Open orders:
- [ 2024-06-12-11-56-45 ] MESSAGE: bid order: 0.012832 1829.630000
- [ 2024-06-12-11-56-45 ] MESSAGE: bid order: 0.012833 1829.480000
- [ 2024-06-12-11-56-45 ] MESSAGE: bid order: 0.012834 1829.340000
- [ 2024-06-12-11-56-45 ] MESSAGE: cancel sell
- [ 2024-06-12-11-56-45 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-45 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: [(0.012834, 1829.35); (0.012833, 1829.49); (0.012832, 1829.63); ]
- [ 2024-06-12-11-56-45 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 0.012834
- [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 1829.35
- [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 0.012833
- [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 1829.49
- [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 0.012832
- [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 1829.63
- [ 2024-06-12-11-56-45 ] MESSAGE: csize: 0
- ubuntu@ip-172-31-31-23:~/connector_demo/main$
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