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- 1711187696356 0.009260
- 1711187696355 0.012308
- check_remove_if_present: id = 1711187696355
- check_add_if_not_present: id = 1711187696361 , price = 12308
- local new order
- id = 1711187696361 , price = 0.012308
- id = 1711187696360 , price = 0.009258
- id = 1711187696359 , price = 0.012310
- id = 1711187696358 , price = 0.009259
- id = 1711187696356 , price = 0.009260
- id = 1711187696355 , price = 0.012308
- id = 1711187696260 , price = 0.015852
- id = 1711187696357 , price = 0.012309
- id = 1711187696266 , price = 0.015852
- Account order event
- !{"amount": "6.039040","average_price": "0.000000","client_order_id": 1711187696355,"create_time": 1711187843758,"is_maker": false,"status": "CANCELED","price": "0.012308","quantity": "490.660000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850001}
- grid 0.010494 543.160000
- grid 0.012309 654.220000
- grid 0.010493 724.290000
- grid 0.012310 817.770000
- grid 0.010492 905.450000
- In grid!scaled price = 9260 scaled_ qty = 61554
- grid 0.012308 490.660000
- grid 0.010494 543.160000
- grid 0.012309 654.220000
- grid 0.010493 724.290000
- grid 0.012310 817.770000
- grid 0.010492 905.450000
- Was not found
- get_order:
- 1711187696361 0.012308
- 1711187696360 0.009258
- 1711187696359 0.012310
- 1711187696358 0.009259
- 1711187696356 0.009260
- id = 1711187696356
- check_remove_if_present: id = 1711187696356
- add_with_overwrite: id = 1711187696361 , price = 12308
- prev price = 12308
- new price = 12308
- Account order event
- !{"amount": "6.039040","average_price": "0.000000","client_order_id": 1711187696361,"create_time": 1711187850012,"is_maker": false,"status": "NEW","price": "0.012308","quantity": "490.660000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850024}
- Account order event
- !{"amount": "5.699990","average_price": "0.000000","client_order_id": 1711187696356,"create_time": 1711187843800,"is_maker": false,"status": "CANCELED","price": "0.009260","quantity": "615.540000","filled_quantity": "0.000000","side": "BUY","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850044}
- In grid!scaled price = 12309 scaled_ qty = 65422
- grid 0.012308 490.660000
- grid 0.010494 543.160000
- grid 0.012309 654.220000
- Different quantity
- get_order:
- 1711187696361 0.012308
- 1711187696360 0.009258
- 1711187696359 0.012310
- 1711187696358 0.009259
- 1711187696260 0.015852
- 1711187696357 0.012309
- check_remove_if_present: id = 1711187696357
- check_add_if_not_present: id = 1711187696362 , price = 12309
- local new order
- id = 1711187696362 , price = 0.012309
- id = 1711187696361 , price = 0.012308
- id = 1711187696360 , price = 0.009258
- id = 1711187696359 , price = 0.012310
- id = 1711187696358 , price = 0.009259
- id = 1711187696260 , price = 0.015852
- id = 1711187696357 , price = 0.012309
- id = 1711187696266 , price = 0.015852
- Account order event
- !{"amount": "8.052790","average_price": "0.000000","client_order_id": 1711187696357,"create_time": 1711187843869,"is_maker": false,"status": "CANCELED","price": "0.012309","quantity": "654.220000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850070}
- grid 0.010493 724.290000
- grid 0.012310 817.770000
- grid 0.010492 905.450000
- In grid!scaled price = 9259 scaled_ qty = 82082
- grid 0.012308 490.660000
- grid 0.010494 543.160000
- grid 0.012309 654.220000
- grid 0.010493 724.290000
- grid 0.012310 817.770000
- grid 0.010492 905.450000
- Was not found
- get_order:
- 1711187696362 0.012309
- 1711187696361 0.012308
- 1711187696360 0.009258
- 1711187696359 0.012310
- 1711187696358 0.009259
- id = 1711187696358
- check_remove_if_present: id = 1711187696358
- add_with_overwrite: id = 1711187696362 , price = 12309
- prev price = 12309
- new price = 12309
- Account order event
- !{"amount": "8.052790","average_price": "0.000000","client_order_id": 1711187696362,"create_time": 1711187850079,"is_maker": false,"status": "NEW","price": "0.012309","quantity": "654.220000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850091}
- Account order event
- !{"amount": "7.599970","average_price": "0.000000","client_order_id": 1711187696358,"create_time": 1711187843899,"is_maker": false,"status": "CANCELED","price": "0.009259","quantity": "820.820000","filled_quantity": "0.000000","side": "BUY","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850120}
- In grid!scaled price = 12310 scaled_ qty = 81777
- grid 0.012308 490.660000
- grid 0.010494 543.160000
- grid 0.012309 654.220000
- grid 0.010493 724.290000
- grid 0.012310 817.770000
- Different quantity
- get_order:
- 1711187696362 0.012309
- 1711187696361 0.012308
- 1711187696360 0.009258
- 1711187696359 0.012310
- check_remove_if_present: id = 1711187696359
- check_add_if_not_present: id = 1711187696363 , price = 12310
- local new order
- id = 1711187696363 , price = 0.012310
- id = 1711187696362 , price = 0.012309
- id = 1711187696361 , price = 0.012308
- id = 1711187696360 , price = 0.009258
- id = 1711187696359 , price = 0.012310
- id = 1711187696260 , price = 0.015852
- id = 1711187696266 , price = 0.015852
- grid 0.010492 905.450000
- In grid!scaled price = 9258 scaled_ qty = 102614
- grid 0.012308 490.660000
- grid 0.010494 543.160000
- grid 0.012309 654.220000
- grid 0.010493 724.290000
- grid 0.012310 817.770000
- grid 0.010492 905.450000
- Was not found
- get_order:
- 1711187696363 0.012310
- 1711187696362 0.012309
- 1711187696361 0.012308
- 1711187696360 0.009258
- id = 1711187696360
- check_remove_if_present: id = 1711187696360
- Account order event
- !{"amount": "10.066740","average_price": "0.000000","client_order_id": 1711187696359,"create_time": 1711187843920,"is_maker": false,"status": "CANCELED","price": "0.012310","quantity": "817.770000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850186}
- add_with_overwrite: id = 1711187696363 , price = 12310
- prev price = 12310
- new price = 12310
- Account order event
- !{"amount": "10.066740","average_price": "0.000000","client_order_id": 1711187696363,"create_time": 1711187850219,"is_maker": false,"status": "NEW","price": "0.012310","quantity": "817.770000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850230}
- After grid!
- 0.012308
- Complete
- 0.010494
- check_add_if_not_present: id = 1711187696364 , price = 10494
- local new order
- id = 1711187696363 , price = 0.012310
- id = 1711187696362 , price = 0.012309
- id = 1711187696361 , price = 0.012308
- id = 1711187696360 , price = 0.009258
- id = 1711187696364 , price = 0.010494
- id = 1711187696260 , price = 0.015852
- id = 1711187696266 , price = 0.015852
- Account order event
- !{"amount": "9.500000","average_price": "0.000000","client_order_id": 1711187696360,"create_time": 1711187843949,"is_maker": false,"status": "CANCELED","price": "0.009258","quantity": "1026.140000","filled_quantity": "0.000000","side": "BUY","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850249}
- add_with_overwrite: id = 1711187696364 , price = 10494
- prev price = 10494
- new price = 10494
- Account order event
- !{"amount": "5.699920","average_price": "0.000000","client_order_id": 1711187696364,"create_time": 1711187850277,"is_maker": false,"status": "NEW","price": "0.010494","quantity": "543.160000","filled_quantity": "0.000000","side": "BUY","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850290}
- Complete
- 0.012309
- Complete
- 0.010493
- check_add_if_not_present: id = 1711187696365 , price = 10493
- local new order
- id = 1711187696365 , price = 0.010493
- id = 1711187696363 , price = 0.012310
- id = 1711187696362 , price = 0.012309
- id = 1711187696361 , price = 0.012308
- id = 1711187696364 , price = 0.010494
- id = 1711187696260 , price = 0.015852
- id = 1711187696266 , price = 0.015852
- Complete
- 0.012310
- Complete
- 0.010492
- check_add_if_not_present: id = 1711187696366 , price = 10492
- local new order
- id = 1711187696366 , price = 0.010492
- id = 1711187696365 , price = 0.010493
- id = 1711187696363 , price = 0.012310
- id = 1711187696362 , price = 0.012309
- id = 1711187696361 , price = 0.012308
- id = 1711187696364 , price = 0.010494
- id = 1711187696260 , price = 0.015852
- id = 1711187696266 , price = 0.015852
- add_with_overwrite: id = 1711187696365 , price = 10493
- prev price = 10493
- new price = 10493
- Account order event
- !{"amount": "7.599970","average_price": "0.000000","client_order_id": 1711187696365,"create_time": 1711187850352,"is_maker": false,"status": "NEW","price": "0.010493","quantity": "724.290000","filled_quantity": "0.000000","side": "BUY","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850363}
- Complete
- 1711187850389 Orders posted.
- add_with_overwrite: id = 1711187696366 , price = 10492
- prev price = 10492
- new price = 10492
- Account order event
- !{"amount": "9.499980","average_price": "0.000000","client_order_id": 1711187696366,"create_time": 1711187850380,"is_maker": false,"status": "NEW","price": "0.010492","quantity": "905.450000","filled_quantity": "0.000000","side": "BUY","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187850390}
- 1711187856390 Previous mid price: 0.012345
- 1711187856390 Posting...
- 1711187856390 Placing orders.
- Mid price: 0.012304, spread ticks: 1230
- In MakeNewOrdersWithGrid
- snapshot:
- order price = 10492 , order_id = 1711187696366
- order price = 10493 , order_id = 1711187696365
- order price = 10494 , order_id = 1711187696364
- order price = 12310 , order_id = 1711187696363
- order price = 12309 , order_id = 1711187696362
- order price = 12308 , order_id = 1711187696361
- In MakeNewOrdersWithGrid get grid
- In grid!scaled price = 12308 scaled_ qty = 49066
- grid 0.012225 490.660000
- grid 0.009229 617.620000
- grid 0.012226 654.220000
- grid 0.009228 823.580000
- grid 0.012227 817.770000
- grid 0.009227 1029.590000
- Was not found
- get_order:
- 1711187696366 0.010492
- 1711187696365 0.010493
- 1711187696363 0.012310
- 1711187696362 0.012309
- 1711187696361 0.012308
- id = 1711187696361
- check_remove_if_present: id = 1711187696361
- In grid!scaled price = 12309 scaled_ qty = 65422
- grid 0.012225 490.660000
- grid 0.009229 617.620000
- grid 0.012226 654.220000
- grid 0.009228 Account order event
- !{"amount": "6.039040","average_price": "0.000000","client_order_id": 1711187696361,"create_time": 1711187850012,"is_maker": false,"status": "CANCELED","price": "0.012308","quantity": "490.660000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187856419}
- 823.580000
- grid 0.012227 817.770000
- grid 0.009227 1029.590000
- Was not found
- get_order:
- 1711187696366 0.010492
- 1711187696365 0.010493
- 1711187696363 0.012310
- 1711187696362 0.012309
- id = 1711187696362
- check_remove_if_present: id = 1711187696362
- In grid!scaled price = 12310 scaled_ qty = 81777
- grid 0.012225 490.660000
- grid 0.009229 617.620000
- grid 0.012226 654.220000
- grid 0.009228 823.580000
- grid 0.012227 817.770000
- grid 0.009227 1029.590000
- Was not found
- get_order:
- 1711187696366 0.010492
- 1711187696365 0.010493
- 1711187696363 0.012310
- id = 1711187696363
- check_remove_if_present: id = 1711187696363
- Account order event
- !{"amount": "8.052790","average_price": "0.000000","client_order_id": 1711187696362,"create_time": 1711187850079,"is_maker": false,"status": "CANCELED","price": "0.012309","quantity": "654.220000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187856449}
- Account order event
- !{"amount": "10.066740","average_price": "0.000000","client_order_id": 1711187696363,"create_time": 1711187850219,"is_maker": false,"status": "CANCELED","price": "0.012310","quantity": "817.770000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187856472}
- In grid!scaled price = 10494 scaled_ qty = 54316
- grid 0.012225 490.660000
- grid 0.009229 617.620000
- grid 0.012226 654.220000
- grid 0.009228 823.580000
- grid 0.012227 817.770000
- grid 0.009227 1029.590000
- Was not found
- get_order:
- 1711187696366 0.010492
- 1711187696365 0.010493
- 1711187696364 0.010494
- id = 1711187696364
- check_remove_if_present: id = 1711187696364
- In grid!scaled price = 10493 scaled_ qty = 72429
- grid 0.012225 490.660000
- grid 0.009229 617.620000
- grid 0.012226 654.220000
- grid 0.009228 823.580000
- grid 0.012227 817.770000
- grid 0.009227 1029.590000
- Was not found
- get_order:
- 1711187696366 0.010492
- 1711187696365 0.010493
- id = 1711187696365
- check_remove_if_present: id = 1711187696365
- Account order event
- !{"amount": "5.699920","average_price": "0.000000","client_order_id": 1711187696364,"create_time": 1711187850277,"is_maker": false,"status": "CANCELED","price": "0.010494","quantity": "543.160000","filled_quantity": "0.000000","side": "BUY","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187856500}
- In grid!scaled price = 10492 scaled_ qty = 90545
- grid 0.012225 490.660000
- grid 0.009229 617.620000
- grid 0.012226 654.220000
- grid 0.009228 823.580000
- grid 0.012227 817.770000
- grid 0.009227 1029.590000
- Was not found
- get_order:
- 1711187696366 0.010492
- id = 1711187696366
- check_remove_if_present: id = 1711187696366
- Account order event
- !{"amount": "7.599970","average_price": "0.000000","client_order_id": 1711187696365,"create_time": 1711187850352,"is_maker": false,"status": "CANCELED","price": "0.010493","quantity": "724.290000","filled_quantity": "0.000000","side": "BUY","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187856535}
- After grid!
- 0.012225
- check_add_if_not_present: id = 1711187696367 , price = 12225
- local new order
- id = 1711187696367 , price = 0.012225
- id = 1711187696366 , price = 0.010492
- id = 1711187696260 , price = 0.015852
- id = 1711187696266 , price = 0.015852
- Account order event
- !{"amount": "9.499980","average_price": "0.000000","client_order_id": 1711187696366,"create_time": 1711187850380,"is_maker": false,"status": "CANCELED","price": "0.010492","quantity": "905.450000","filled_quantity": "0.000000","side": "BUY","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187856553}
- add_with_overwrite: id = 1711187696367 , price = 12225
- prev price = 12225
- new price = 12225
- Account order event
- !{"amount": "5.998310","average_price": "0.000000","client_order_id": 1711187696367,"create_time": 1711187856572,Complete
- 0.009229
- check_add_if_not_present: id = 1711187696368 , price = 9229
- local new order
- id = 1711187696368 , price = 0.009229
- id = 1711187696367 , price = "is_maker": false,"status": "NEW","price": "0.0122250.012225
- id = 1711187696260 , price = 0.015852
- id = 1711187696266 , price = 0.015852
- ","quantity": "490.660000","filled_quantity": "0.000000","side": "SELL","symbol": "0x5594e99b4b18","type": "LIMIT_MAKER""update_time": 1711187856583}
- Complete
- 0.012226
- check_add_if_not_present: id = 1711187696369 , price = 12226
- local new order
- id = 1711187696369 , price = 0.012226
- id = 1711187696368 , price = 0.009229
- id = 1711187696367 , price = 0.012225
- id = 1711187696260 , price = 0.015852
- id = 1711187696266 , price = 0.015852
- add_with_overwrite: id = 1711187696368 , price = 9229
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