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den4ik2003

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den4ik2003
Jun 12th, 2024
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  1. 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}}
  2. [ 2024-06-12-11-56-33 ] MESSAGE: limit
  3. [ 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}
  4. [ 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}
  5. [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 5
  6. [ 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}
  7. [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
  8. [ 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}}
  9. [ 2024-06-12-11-56-33 ] MESSAGE: limit
  10. [ 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}
  11. [ 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}
  12. [ 2024-06-12-11-56-33 ] MESSAGE: erase
  13. [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 4
  14. [ 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}
  15. [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
  16. [ 2024-06-12-11-56-33 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1833.480000, "update_time": 1718193393612}
  17. [ 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}}
  18. [ 2024-06-12-11-56-33 ] MESSAGE: limit
  19. [ 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}
  20. [ 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}
  21. [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 4
  22. [ 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}
  23. [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
  24. [ 2024-06-12-11-56-33 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366725, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1833.200000, "update_time": 1718193393623}
  25. [ 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}
  26. [ 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}
  27. [ 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}}
  28. [ 2024-06-12-11-56-33 ] MESSAGE: limit
  29. [ 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}
  30. [ 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}
  31. [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 4
  32. [ 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}
  33. [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
  34. [ 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}}
  35. [ 2024-06-12-11-56-33 ] MESSAGE: limit
  36. [ 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}
  37. [ 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}
  38. [ 2024-06-12-11-56-33 ] MESSAGE: erase
  39. [ 2024-06-12-11-56-33 ] MESSAGE: limit/market orders size: 3
  40. [ 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}
  41. [ 2024-06-12-11-56-33 ] MESSAGE: in market making strategy fill process
  42. [ 2024-06-12-11-56-34 ] MESSAGE: mm _process
  43. [ 2024-06-12-11-56-34 ] MESSAGE: mid price changed +7952812
  44. [ 2024-06-12-11-56-34 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  45. [ 2024-06-12-11-56-34 ] MESSAGE: Too much position
  46. [ 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); ]
  47. [ 2024-06-12-11-56-34 ] MESSAGE: Open orders:
  48. [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012805 1833.480000
  49. [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012806 1833.340000
  50. [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012807 1833.200000
  51. [ 2024-06-12-11-56-34 ] MESSAGE: cancel sell
  52. [ 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); ]
  53. [ 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); ]
  54. [ 2024-06-12-11-56-34 ] MESSAGE: LIMIT GRID
  55. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.01282
  56. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1831.34
  57. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012819
  58. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1831.49
  59. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012818
  60. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1831.63
  61. [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012818, "quantity": 1831.620000, "type": LIMIT", "side": BUY"}
  62. [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012819, "quantity": 1831.480000, "type": LIMIT", "side": BUY"}
  63. [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012820, "quantity": 1831.340000, "type": LIMIT", "side": BUY"}
  64. [ 2024-06-12-11-56-34 ] MESSAGE: csize: 3
  65. [ 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}
  66. [ 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}
  67. [ 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}
  68. [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012819, "quantity": 1831.480000, "client_order_id": 1718193366729, "type": LIMIT", "side": BUY"}
  69. [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012820, "quantity": 1831.340000, "client_order_id": 1718193366730, "type": LIMIT", "side": BUY"}
  70. [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012818, "quantity": 1831.620000, "client_order_id": 1718193366728, "type": LIMIT", "side": BUY"}
  71. [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1831.340000, "update_time": 1718193394098}
  72. [ 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}}
  73. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  74. [ 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}
  75. [ 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}
  76. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 6
  77. [ 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}
  78. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  79. [ 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}}
  80. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  81. [ 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}
  82. [ 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}
  83. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 6
  84. [ 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}
  85. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  86. [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1831.620000, "update_time": 1718193394099}
  87. [ 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}
  88. [ 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}}
  89. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  90. [ 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}
  91. [ 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}
  92. [ 2024-06-12-11-56-34 ] MESSAGE: erase
  93. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 5
  94. [ 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}
  95. [ 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}
  96. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  97. [ 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}}
  98. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  99. [ 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}
  100. [ 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}
  101. [ 2024-06-12-11-56-34 ] MESSAGE: erase
  102. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 4
  103. [ 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}
  104. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  105. [ 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}}
  106. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  107. [ 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}
  108. [ 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}
  109. [ 2024-06-12-11-56-34 ] MESSAGE: erase
  110. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
  111. [ 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}
  112. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  113. [ 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}
  114. [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366728, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1831.480000, "update_time": 1718193394131}
  115. [ 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}}
  116. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  117. [ 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}
  118. [ 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}
  119. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
  120. [ 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}
  121. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  122. [ 2024-06-12-11-56-34 ] MESSAGE: mm _process
  123. [ 2024-06-12-11-56-34 ] MESSAGE: mid price changed +7952812
  124. [ 2024-06-12-11-56-34 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  125. [ 2024-06-12-11-56-34 ] MESSAGE: Too much position
  126. [ 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); ]
  127. [ 2024-06-12-11-56-34 ] MESSAGE: Open orders:
  128. [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012818 1831.620000
  129. [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012819 1831.480000
  130. [ 2024-06-12-11-56-34 ] MESSAGE: bid order: 0.012820 1831.340000
  131. [ 2024-06-12-11-56-34 ] MESSAGE: cancel sell
  132. [ 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); ]
  133. [ 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); ]
  134. [ 2024-06-12-11-56-34 ] MESSAGE: LIMIT GRID
  135. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012827
  136. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1830.34
  137. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012826
  138. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1830.49
  139. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 0.012825
  140. [ 2024-06-12-11-56-34 ] DEBUG in _process_limit_grid: 1830.63
  141. [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012825, "quantity": 1830.630000, "type": LIMIT", "side": BUY"}
  142. [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012826, "quantity": 1830.480000, "type": LIMIT", "side": BUY"}
  143. [ 2024-06-12-11-56-34 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012827, "quantity": 1830.340000, "type": LIMIT", "side": BUY"}
  144. [ 2024-06-12-11-56-34 ] MESSAGE: csize: 3
  145. [ 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}
  146. [ 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}
  147. [ 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}
  148. [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012826, "quantity": 1830.480000, "client_order_id": 1718193366732, "type": LIMIT", "side": BUY"}
  149. [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012827, "quantity": 1830.340000, "client_order_id": 1718193366733, "type": LIMIT", "side": BUY"}
  150. [ 2024-06-12-11-56-34 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012825, "quantity": 1830.630000, "client_order_id": 1718193366731, "type": LIMIT", "side": BUY"}
  151. [ 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}
  152. [ 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}
  153. [ 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}
  154. [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1830.480000, "update_time": 1718193394607}
  155. [ 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}}
  156. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  157. [ 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}
  158. [ 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}
  159. [ 2024-06-12-11-56-34 ] MESSAGE: erase
  160. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 5
  161. [ 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}
  162. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  163. [ 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}}
  164. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  165. [ 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}
  166. [ 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}
  167. [ 2024-06-12-11-56-34 ] MESSAGE: erase
  168. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 4
  169. [ 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}
  170. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  171. [ 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}}
  172. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  173. [ 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}
  174. [ 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}
  175. [ 2024-06-12-11-56-34 ] MESSAGE: erase
  176. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
  177. [ 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}
  178. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  179. [ 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}}
  180. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  181. [ 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}
  182. [ 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}
  183. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
  184. [ 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}
  185. [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1830.630000, "update_time": 1718193394614}
  186. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  187. [ 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}}
  188. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  189. [ 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}
  190. [ 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}
  191. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
  192. [ 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}
  193. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  194. [ 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}}
  195. [ 2024-06-12-11-56-34 ] MESSAGE: limit
  196. [ 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}
  197. [ 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}
  198. [ 2024-06-12-11-56-34 ] MESSAGE: limit/market orders size: 3
  199. [ 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}
  200. [ 2024-06-12-11-56-34 ] MESSAGE: in market making strategy fill process
  201. [ 2024-06-12-11-56-34 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366731, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1830.340000, "update_time": 1718193394627}
  202. [ 2024-06-12-11-56-35 ] MESSAGE: mm _process
  203. [ 2024-06-12-11-56-35 ] MESSAGE: mid price changed +7952812
  204. [ 2024-06-12-11-56-35 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  205. [ 2024-06-12-11-56-35 ] MESSAGE: Too much position
  206. [ 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); ]
  207. [ 2024-06-12-11-56-35 ] MESSAGE: Open orders:
  208. [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012825 1830.630000
  209. [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012826 1830.480000
  210. [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012827 1830.340000
  211. [ 2024-06-12-11-56-35 ] MESSAGE: cancel sell
  212. [ 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); ]
  213. [ 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); ]
  214. [ 2024-06-12-11-56-35 ] MESSAGE: LIMIT GRID
  215. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.012831
  216. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.77
  217. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.01283
  218. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.92
  219. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.012829
  220. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1830.06
  221. [ 2024-06-12-11-56-35 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012829, "quantity": 1830.050000, "type": LIMIT", "side": BUY"}
  222. [ 2024-06-12-11-56-35 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012830, "quantity": 1829.910000, "type": LIMIT", "side": BUY"}
  223. [ 2024-06-12-11-56-35 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012831, "quantity": 1829.770000, "type": LIMIT", "side": BUY"}
  224. [ 2024-06-12-11-56-35 ] MESSAGE: csize: 3
  225. [ 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}
  226. [ 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}
  227. [ 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}
  228. [ 2024-06-12-11-56-35 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012830, "quantity": 1829.910000, "client_order_id": 1718193366735, "type": LIMIT", "side": BUY"}
  229. [ 2024-06-12-11-56-35 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012831, "quantity": 1829.770000, "client_order_id": 1718193366736, "type": LIMIT", "side": BUY"}
  230. [ 2024-06-12-11-56-35 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012829, "quantity": 1830.050000, "client_order_id": 1718193366734, "type": LIMIT", "side": BUY"}
  231. [ 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}
  232. [ 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}
  233. [ 2024-06-12-11-56-35 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1830.050000, "update_time": 1718193395116}
  234. [ 2024-06-12-11-56-35 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.910000, "update_time": 1718193395116}
  235. [ 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}}
  236. [ 2024-06-12-11-56-35 ] MESSAGE: limit
  237. [ 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}
  238. [ 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}
  239. [ 2024-06-12-11-56-35 ] MESSAGE: erase
  240. [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 5
  241. [ 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}
  242. [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
  243. [ 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}}
  244. [ 2024-06-12-11-56-35 ] MESSAGE: limit
  245. [ 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}
  246. [ 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}
  247. [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 5
  248. [ 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}
  249. [ 2024-06-12-11-56-35 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366734, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.770000, "update_time": 1718193395115}
  250. [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
  251. [ 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}}
  252. [ 2024-06-12-11-56-35 ] MESSAGE: limit
  253. [ 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}
  254. [ 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}
  255. [ 2024-06-12-11-56-35 ] MESSAGE: erase
  256. [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 4
  257. [ 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}
  258. [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
  259. [ 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}}
  260. [ 2024-06-12-11-56-35 ] MESSAGE: limit
  261. [ 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}
  262. [ 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}
  263. [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 4
  264. [ 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}
  265. [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
  266. [ 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}
  267. [ 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}}
  268. [ 2024-06-12-11-56-35 ] MESSAGE: limit
  269. [ 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}
  270. [ 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}
  271. [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 4
  272. [ 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}
  273. [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
  274. [ 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}}
  275. [ 2024-06-12-11-56-35 ] MESSAGE: limit
  276. [ 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}
  277. [ 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}
  278. [ 2024-06-12-11-56-35 ] MESSAGE: erase
  279. [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 3
  280. [ 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}
  281. [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
  282. [ 2024-06-12-11-56-35 ] MESSAGE: mm _process
  283. [ 2024-06-12-11-56-35 ] MESSAGE: mid price changed +7952812
  284. [ 2024-06-12-11-56-35 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  285. [ 2024-06-12-11-56-35 ] MESSAGE: Too much position
  286. [ 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); ]
  287. [ 2024-06-12-11-56-35 ] MESSAGE: Open orders:
  288. [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012829 1830.050000
  289. [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012830 1829.910000
  290. [ 2024-06-12-11-56-35 ] MESSAGE: bid order: 0.012831 1829.770000
  291. [ 2024-06-12-11-56-35 ] MESSAGE: cancel sell
  292. [ 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); ]
  293. [ 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); ]
  294. [ 2024-06-12-11-56-35 ] MESSAGE: LIMIT GRID
  295. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.012832
  296. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.63
  297. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.012831
  298. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.77
  299. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 0.01283
  300. [ 2024-06-12-11-56-35 ] DEBUG in _process_limit_grid: 1829.92
  301. [ 2024-06-12-11-56-35 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012832, "quantity": 1829.630000, "type": LIMIT", "side": BUY"}
  302. [ 2024-06-12-11-56-35 ] MESSAGE: csize: 1
  303. [ 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}
  304. [ 2024-06-12-11-56-35 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012832, "quantity": 1829.630000, "client_order_id": 1718193366737, "type": LIMIT", "side": BUY"}
  305. [ 2024-06-12-11-56-35 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366737, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.630000, "update_time": 1718193395597}
  306. [ 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}}
  307. [ 2024-06-12-11-56-35 ] MESSAGE: limit
  308. [ 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}
  309. [ 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}
  310. [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 4
  311. [ 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}
  312. [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
  313. [ 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}
  314. [ 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}}
  315. [ 2024-06-12-11-56-35 ] MESSAGE: limit
  316. [ 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}
  317. [ 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}
  318. [ 2024-06-12-11-56-35 ] MESSAGE: erase
  319. [ 2024-06-12-11-56-35 ] MESSAGE: limit/market orders size: 3
  320. [ 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}
  321. [ 2024-06-12-11-56-35 ] MESSAGE: in market making strategy fill process
  322. [ 2024-06-12-11-56-36 ] MESSAGE: mm _process
  323. [ 2024-06-12-11-56-36 ] MESSAGE: mid price changed +7952812
  324. [ 2024-06-12-11-56-36 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  325. [ 2024-06-12-11-56-36 ] MESSAGE: Too much position
  326. [ 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); ]
  327. [ 2024-06-12-11-56-36 ] MESSAGE: Open orders:
  328. [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012830 1829.910000
  329. [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012831 1829.770000
  330. [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012832 1829.630000
  331. [ 2024-06-12-11-56-36 ] MESSAGE: cancel sell
  332. [ 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); ]
  333. [ 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); ]
  334. [ 2024-06-12-11-56-36 ] MESSAGE: LIMIT GRID
  335. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012833
  336. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.49
  337. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012832
  338. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.63
  339. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012831
  340. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.77
  341. [ 2024-06-12-11-56-36 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012833, "quantity": 1829.480000, "type": LIMIT", "side": BUY"}
  342. [ 2024-06-12-11-56-36 ] MESSAGE: csize: 1
  343. [ 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}
  344. [ 2024-06-12-11-56-36 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012833, "quantity": 1829.480000, "client_order_id": 1718193366738, "type": LIMIT", "side": BUY"}
  345. [ 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}}
  346. [ 2024-06-12-11-56-36 ] MESSAGE: limit
  347. [ 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}
  348. [ 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}
  349. [ 2024-06-12-11-56-36 ] MESSAGE: erase
  350. [ 2024-06-12-11-56-36 ] MESSAGE: limit/market orders size: 3
  351. [ 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}
  352. [ 2024-06-12-11-56-36 ] MESSAGE: in market making strategy fill process
  353. [ 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}
  354. [ 2024-06-12-11-56-36 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366738, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.480000, "update_time": 1718193396103}
  355. [ 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}}
  356. [ 2024-06-12-11-56-36 ] MESSAGE: limit
  357. [ 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}
  358. [ 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}
  359. [ 2024-06-12-11-56-36 ] MESSAGE: limit/market orders size: 3
  360. [ 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}
  361. [ 2024-06-12-11-56-36 ] MESSAGE: in market making strategy fill process
  362. [ 2024-06-12-11-56-36 ] MESSAGE: mm _process
  363. [ 2024-06-12-11-56-36 ] MESSAGE: mid price changed +7952812
  364. [ 2024-06-12-11-56-36 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  365. [ 2024-06-12-11-56-36 ] MESSAGE: Too much position
  366. [ 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); ]
  367. [ 2024-06-12-11-56-36 ] MESSAGE: Open orders:
  368. [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012831 1829.770000
  369. [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012832 1829.630000
  370. [ 2024-06-12-11-56-36 ] MESSAGE: bid order: 0.012833 1829.480000
  371. [ 2024-06-12-11-56-36 ] MESSAGE: cancel sell
  372. [ 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); ]
  373. [ 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); ]
  374. [ 2024-06-12-11-56-36 ] MESSAGE: LIMIT GRID
  375. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012834
  376. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.35
  377. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012833
  378. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.49
  379. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 0.012832
  380. [ 2024-06-12-11-56-36 ] DEBUG in _process_limit_grid: 1829.63
  381. [ 2024-06-12-11-56-36 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012834, "quantity": 1829.340000, "type": LIMIT", "side": BUY"}
  382. [ 2024-06-12-11-56-36 ] MESSAGE: csize: 1
  383. [ 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}
  384. [ 2024-06-12-11-56-36 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012834, "quantity": 1829.340000, "client_order_id": 1718193366739, "type": LIMIT", "side": BUY"}
  385. [ 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}
  386. [ 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}}
  387. [ 2024-06-12-11-56-36 ] MESSAGE: limit
  388. [ 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}
  389. [ 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}
  390. [ 2024-06-12-11-56-36 ] MESSAGE: erase
  391. [ 2024-06-12-11-56-36 ] MESSAGE: limit/market orders size: 3
  392. [ 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}
  393. [ 2024-06-12-11-56-36 ] MESSAGE: in market making strategy fill process
  394. [ 2024-06-12-11-56-36 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718193366739, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1829.340000, "update_time": 1718193396746}
  395. [ 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}}
  396. [ 2024-06-12-11-56-36 ] MESSAGE: limit
  397. [ 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}
  398. [ 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}
  399. [ 2024-06-12-11-56-36 ] MESSAGE: limit/market orders size: 3
  400. [ 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}
  401. [ 2024-06-12-11-56-36 ] MESSAGE: in market making strategy fill process
  402. [ 2024-06-12-11-56-37 ] MESSAGE: mm _process
  403. [ 2024-06-12-11-56-37 ] MESSAGE: mid price changed +7952812
  404. [ 2024-06-12-11-56-37 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  405. [ 2024-06-12-11-56-37 ] MESSAGE: Too much position
  406. [ 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); ]
  407. [ 2024-06-12-11-56-37 ] MESSAGE: Open orders:
  408. [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012832 1829.630000
  409. [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012833 1829.480000
  410. [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012834 1829.340000
  411. [ 2024-06-12-11-56-37 ] MESSAGE: cancel sell
  412. [ 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); ]
  413. [ 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); ]
  414. [ 2024-06-12-11-56-37 ] MESSAGE: LIMIT GRID
  415. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012834
  416. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.35
  417. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012833
  418. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.49
  419. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012832
  420. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.63
  421. [ 2024-06-12-11-56-37 ] MESSAGE: csize: 0
  422. [ 2024-06-12-11-56-37 ] MESSAGE: mm _process
  423. [ 2024-06-12-11-56-37 ] MESSAGE: mid price changed +7952812
  424. [ 2024-06-12-11-56-37 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  425. [ 2024-06-12-11-56-37 ] MESSAGE: Too much position
  426. [ 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); ]
  427. [ 2024-06-12-11-56-37 ] MESSAGE: Open orders:
  428. [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012832 1829.630000
  429. [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012833 1829.480000
  430. [ 2024-06-12-11-56-37 ] MESSAGE: bid order: 0.012834 1829.340000
  431. [ 2024-06-12-11-56-37 ] MESSAGE: cancel sell
  432. [ 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); ]
  433. [ 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); ]
  434. [ 2024-06-12-11-56-37 ] MESSAGE: LIMIT GRID
  435. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012834
  436. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.35
  437. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012833
  438. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.49
  439. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 0.012832
  440. [ 2024-06-12-11-56-37 ] DEBUG in _process_limit_grid: 1829.63
  441. [ 2024-06-12-11-56-37 ] MESSAGE: csize: 0
  442. [ 2024-06-12-11-56-38 ] MESSAGE: mm _process
  443. [ 2024-06-12-11-56-38 ] MESSAGE: mid price changed +7952812
  444. [ 2024-06-12-11-56-38 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  445. [ 2024-06-12-11-56-38 ] MESSAGE: Too much position
  446. [ 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); ]
  447. [ 2024-06-12-11-56-38 ] MESSAGE: Open orders:
  448. [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012832 1829.630000
  449. [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012833 1829.480000
  450. [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012834 1829.340000
  451. [ 2024-06-12-11-56-38 ] MESSAGE: cancel sell
  452. [ 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); ]
  453. [ 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); ]
  454. [ 2024-06-12-11-56-38 ] MESSAGE: LIMIT GRID
  455. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012834
  456. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.35
  457. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012833
  458. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.49
  459. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012832
  460. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.63
  461. [ 2024-06-12-11-56-38 ] MESSAGE: csize: 0
  462. [ 2024-06-12-11-56-38 ] MESSAGE: mm _process
  463. [ 2024-06-12-11-56-38 ] MESSAGE: mid price changed +7952812
  464. [ 2024-06-12-11-56-38 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  465. [ 2024-06-12-11-56-38 ] MESSAGE: Too much position
  466. [ 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); ]
  467. [ 2024-06-12-11-56-38 ] MESSAGE: Open orders:
  468. [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012832 1829.630000
  469. [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012833 1829.480000
  470. [ 2024-06-12-11-56-38 ] MESSAGE: bid order: 0.012834 1829.340000
  471. [ 2024-06-12-11-56-38 ] MESSAGE: cancel sell
  472. [ 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); ]
  473. [ 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); ]
  474. [ 2024-06-12-11-56-38 ] MESSAGE: LIMIT GRID
  475. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012834
  476. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.35
  477. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012833
  478. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.49
  479. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 0.012832
  480. [ 2024-06-12-11-56-38 ] DEBUG in _process_limit_grid: 1829.63
  481. [ 2024-06-12-11-56-38 ] MESSAGE: csize: 0
  482. [ 2024-06-12-11-56-39 ] MESSAGE: mm _process
  483. [ 2024-06-12-11-56-39 ] MESSAGE: mid price changed +7952812
  484. [ 2024-06-12-11-56-39 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  485. [ 2024-06-12-11-56-39 ] MESSAGE: Too much position
  486. [ 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); ]
  487. [ 2024-06-12-11-56-39 ] MESSAGE: Open orders:
  488. [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012832 1829.630000
  489. [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012833 1829.480000
  490. [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012834 1829.340000
  491. [ 2024-06-12-11-56-39 ] MESSAGE: cancel sell
  492. [ 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); ]
  493. [ 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); ]
  494. [ 2024-06-12-11-56-39 ] MESSAGE: LIMIT GRID
  495. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012834
  496. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.35
  497. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012833
  498. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.49
  499. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012832
  500. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.63
  501. [ 2024-06-12-11-56-39 ] MESSAGE: csize: 0
  502. [ 2024-06-12-11-56-39 ] MESSAGE: mm _process
  503. [ 2024-06-12-11-56-39 ] MESSAGE: mid price changed +7952812
  504. [ 2024-06-12-11-56-39 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  505. [ 2024-06-12-11-56-39 ] MESSAGE: Too much position
  506. [ 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); ]
  507. [ 2024-06-12-11-56-39 ] MESSAGE: Open orders:
  508. [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012832 1829.630000
  509. [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012833 1829.480000
  510. [ 2024-06-12-11-56-39 ] MESSAGE: bid order: 0.012834 1829.340000
  511. [ 2024-06-12-11-56-39 ] MESSAGE: cancel sell
  512. [ 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); ]
  513. [ 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); ]
  514. [ 2024-06-12-11-56-39 ] MESSAGE: LIMIT GRID
  515. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012834
  516. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.35
  517. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012833
  518. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.49
  519. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 0.012832
  520. [ 2024-06-12-11-56-39 ] DEBUG in _process_limit_grid: 1829.63
  521. [ 2024-06-12-11-56-39 ] MESSAGE: csize: 0
  522. [ 2024-06-12-11-56-40 ] MESSAGE: mm _process
  523. [ 2024-06-12-11-56-40 ] MESSAGE: mid price changed +7952812
  524. [ 2024-06-12-11-56-40 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  525. [ 2024-06-12-11-56-40 ] MESSAGE: Too much position
  526. [ 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); ]
  527. [ 2024-06-12-11-56-40 ] MESSAGE: Open orders:
  528. [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012832 1829.630000
  529. [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012833 1829.480000
  530. [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012834 1829.340000
  531. [ 2024-06-12-11-56-40 ] MESSAGE: cancel sell
  532. [ 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); ]
  533. [ 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); ]
  534. [ 2024-06-12-11-56-40 ] MESSAGE: LIMIT GRID
  535. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012834
  536. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.35
  537. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012833
  538. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.49
  539. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012832
  540. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.63
  541. [ 2024-06-12-11-56-40 ] MESSAGE: csize: 0
  542. [ 2024-06-12-11-56-40 ] MESSAGE: mm _process
  543. [ 2024-06-12-11-56-40 ] MESSAGE: mid price changed +7952812
  544. [ 2024-06-12-11-56-40 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  545. [ 2024-06-12-11-56-40 ] MESSAGE: Too much position
  546. [ 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); ]
  547. [ 2024-06-12-11-56-40 ] MESSAGE: Open orders:
  548. [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012832 1829.630000
  549. [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012833 1829.480000
  550. [ 2024-06-12-11-56-40 ] MESSAGE: bid order: 0.012834 1829.340000
  551. [ 2024-06-12-11-56-40 ] MESSAGE: cancel sell
  552. [ 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); ]
  553. [ 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); ]
  554. [ 2024-06-12-11-56-40 ] MESSAGE: LIMIT GRID
  555. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012834
  556. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.35
  557. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012833
  558. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.49
  559. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 0.012832
  560. [ 2024-06-12-11-56-40 ] DEBUG in _process_limit_grid: 1829.63
  561. [ 2024-06-12-11-56-40 ] MESSAGE: csize: 0
  562. [ 2024-06-12-11-56-41 ] MESSAGE: mm _process
  563. [ 2024-06-12-11-56-41 ] MESSAGE: mid price changed +7952812
  564. [ 2024-06-12-11-56-41 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  565. [ 2024-06-12-11-56-41 ] MESSAGE: Too much position
  566. [ 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); ]
  567. [ 2024-06-12-11-56-41 ] MESSAGE: Open orders:
  568. [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012832 1829.630000
  569. [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012833 1829.480000
  570. [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012834 1829.340000
  571. [ 2024-06-12-11-56-41 ] MESSAGE: cancel sell
  572. [ 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); ]
  573. [ 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); ]
  574. [ 2024-06-12-11-56-41 ] MESSAGE: LIMIT GRID
  575. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012834
  576. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.35
  577. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012833
  578. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.49
  579. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012832
  580. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.63
  581. [ 2024-06-12-11-56-41 ] MESSAGE: csize: 0
  582. [ 2024-06-12-11-56-41 ] MESSAGE: mm _process
  583. [ 2024-06-12-11-56-41 ] MESSAGE: mid price changed +7952812
  584. [ 2024-06-12-11-56-41 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  585. [ 2024-06-12-11-56-41 ] MESSAGE: Too much position
  586. [ 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); ]
  587. [ 2024-06-12-11-56-41 ] MESSAGE: Open orders:
  588. [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012832 1829.630000
  589. [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012833 1829.480000
  590. [ 2024-06-12-11-56-41 ] MESSAGE: bid order: 0.012834 1829.340000
  591. [ 2024-06-12-11-56-41 ] MESSAGE: cancel sell
  592. [ 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); ]
  593. [ 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); ]
  594. [ 2024-06-12-11-56-41 ] MESSAGE: LIMIT GRID
  595. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012834
  596. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.35
  597. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012833
  598. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.49
  599. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 0.012832
  600. [ 2024-06-12-11-56-41 ] DEBUG in _process_limit_grid: 1829.63
  601. [ 2024-06-12-11-56-41 ] MESSAGE: csize: 0
  602. [ 2024-06-12-11-56-42 ] MESSAGE: mm _process
  603. [ 2024-06-12-11-56-42 ] MESSAGE: mid price changed +7952812
  604. [ 2024-06-12-11-56-42 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  605. [ 2024-06-12-11-56-42 ] MESSAGE: Too much position
  606. [ 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); ]
  607. [ 2024-06-12-11-56-42 ] MESSAGE: Open orders:
  608. [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012832 1829.630000
  609. [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012833 1829.480000
  610. [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012834 1829.340000
  611. [ 2024-06-12-11-56-42 ] MESSAGE: cancel sell
  612. [ 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); ]
  613. [ 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); ]
  614. [ 2024-06-12-11-56-42 ] MESSAGE: LIMIT GRID
  615. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012834
  616. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.35
  617. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012833
  618. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.49
  619. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012832
  620. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.63
  621. [ 2024-06-12-11-56-42 ] MESSAGE: csize: 0
  622. [ 2024-06-12-11-56-42 ] MESSAGE: mm _process
  623. [ 2024-06-12-11-56-42 ] MESSAGE: mid price changed +7952812
  624. [ 2024-06-12-11-56-42 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  625. [ 2024-06-12-11-56-42 ] MESSAGE: Too much position
  626. [ 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); ]
  627. [ 2024-06-12-11-56-42 ] MESSAGE: Open orders:
  628. [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012832 1829.630000
  629. [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012833 1829.480000
  630. [ 2024-06-12-11-56-42 ] MESSAGE: bid order: 0.012834 1829.340000
  631. [ 2024-06-12-11-56-42 ] MESSAGE: cancel sell
  632. [ 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); ]
  633. [ 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); ]
  634. [ 2024-06-12-11-56-42 ] MESSAGE: LIMIT GRID
  635. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012834
  636. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.35
  637. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012833
  638. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.49
  639. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 0.012832
  640. [ 2024-06-12-11-56-42 ] DEBUG in _process_limit_grid: 1829.63
  641. [ 2024-06-12-11-56-42 ] MESSAGE: csize: 0
  642. [ 2024-06-12-11-56-43 ] MESSAGE: mm _process
  643. [ 2024-06-12-11-56-43 ] MESSAGE: mid price changed +7952812
  644. [ 2024-06-12-11-56-43 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  645. [ 2024-06-12-11-56-43 ] MESSAGE: Too much position
  646. [ 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); ]
  647. [ 2024-06-12-11-56-43 ] MESSAGE: Open orders:
  648. [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012832 1829.630000
  649. [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012833 1829.480000
  650. [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012834 1829.340000
  651. [ 2024-06-12-11-56-43 ] MESSAGE: cancel sell
  652. [ 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); ]
  653. [ 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); ]
  654. [ 2024-06-12-11-56-43 ] MESSAGE: LIMIT GRID
  655. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012834
  656. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.35
  657. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012833
  658. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.49
  659. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012832
  660. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.63
  661. [ 2024-06-12-11-56-43 ] MESSAGE: csize: 0
  662. [ 2024-06-12-11-56-43 ] MESSAGE: mm _process
  663. [ 2024-06-12-11-56-43 ] MESSAGE: mid price changed +7952812
  664. [ 2024-06-12-11-56-43 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  665. [ 2024-06-12-11-56-43 ] MESSAGE: Too much position
  666. [ 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); ]
  667. [ 2024-06-12-11-56-43 ] MESSAGE: Open orders:
  668. [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012832 1829.630000
  669. [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012833 1829.480000
  670. [ 2024-06-12-11-56-43 ] MESSAGE: bid order: 0.012834 1829.340000
  671. [ 2024-06-12-11-56-43 ] MESSAGE: cancel sell
  672. [ 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); ]
  673. [ 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); ]
  674. [ 2024-06-12-11-56-43 ] MESSAGE: LIMIT GRID
  675. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012834
  676. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.35
  677. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012833
  678. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.49
  679. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 0.012832
  680. [ 2024-06-12-11-56-43 ] DEBUG in _process_limit_grid: 1829.63
  681. [ 2024-06-12-11-56-43 ] MESSAGE: csize: 0
  682. [ 2024-06-12-11-56-44 ] MESSAGE: mm _process
  683. [ 2024-06-12-11-56-44 ] MESSAGE: mid price changed +7952812
  684. [ 2024-06-12-11-56-44 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  685. [ 2024-06-12-11-56-44 ] MESSAGE: Too much position
  686. [ 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); ]
  687. [ 2024-06-12-11-56-44 ] MESSAGE: Open orders:
  688. [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012832 1829.630000
  689. [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012833 1829.480000
  690. [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012834 1829.340000
  691. [ 2024-06-12-11-56-44 ] MESSAGE: cancel sell
  692. [ 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); ]
  693. [ 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); ]
  694. [ 2024-06-12-11-56-44 ] MESSAGE: LIMIT GRID
  695. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012834
  696. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.35
  697. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012833
  698. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.49
  699. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012832
  700. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.63
  701. [ 2024-06-12-11-56-44 ] MESSAGE: csize: 0
  702. [ 2024-06-12-11-56-44 ] MESSAGE: mm _process
  703. [ 2024-06-12-11-56-44 ] MESSAGE: mid price changed +7952812
  704. [ 2024-06-12-11-56-44 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  705. [ 2024-06-12-11-56-44 ] MESSAGE: Too much position
  706. [ 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); ]
  707. [ 2024-06-12-11-56-44 ] MESSAGE: Open orders:
  708. [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012832 1829.630000
  709. [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012833 1829.480000
  710. [ 2024-06-12-11-56-44 ] MESSAGE: bid order: 0.012834 1829.340000
  711. [ 2024-06-12-11-56-44 ] MESSAGE: cancel sell
  712. [ 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); ]
  713. [ 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); ]
  714. [ 2024-06-12-11-56-44 ] MESSAGE: LIMIT GRID
  715. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012834
  716. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.35
  717. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012833
  718. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.49
  719. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 0.012832
  720. [ 2024-06-12-11-56-44 ] DEBUG in _process_limit_grid: 1829.63
  721. [ 2024-06-12-11-56-44 ] MESSAGE: csize: 0
  722. [ 2024-06-12-11-56-45 ] MESSAGE: mm _process
  723. [ 2024-06-12-11-56-45 ] MESSAGE: mid price changed +7952812
  724. [ 2024-06-12-11-56-45 ] MESSAGE: position quote: -22.955397max pos: 12.000000
  725. [ 2024-06-12-11-56-45 ] MESSAGE: Too much position
  726. [ 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); ]
  727. [ 2024-06-12-11-56-45 ] MESSAGE: Open orders:
  728. [ 2024-06-12-11-56-45 ] MESSAGE: bid order: 0.012832 1829.630000
  729. [ 2024-06-12-11-56-45 ] MESSAGE: bid order: 0.012833 1829.480000
  730. [ 2024-06-12-11-56-45 ] MESSAGE: bid order: 0.012834 1829.340000
  731. [ 2024-06-12-11-56-45 ] MESSAGE: cancel sell
  732. [ 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); ]
  733. [ 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); ]
  734. [ 2024-06-12-11-56-45 ] MESSAGE: LIMIT GRID
  735. [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 0.012834
  736. [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 1829.35
  737. [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 0.012833
  738. [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 1829.49
  739. [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 0.012832
  740. [ 2024-06-12-11-56-45 ] DEBUG in _process_limit_grid: 1829.63
  741. [ 2024-06-12-11-56-45 ] MESSAGE: csize: 0
  742. ubuntu@ip-172-31-31-23:~/connector_demo/main$
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