sircreamalot sircreamalot
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20260422_223000_BTC_1_v8.4_dryrun_paperfill.jsonl

Strategy
v8.4
Question
Bitcoin Up or Down - April 22, 6:30PM-6:45PM ET
Run Note
v8.4 server
Mode
paper-fill
Inferred P&L
$38.30
Guaranteed P&L
$38.30
Winner
DOWN
BTC Move
-55.01
Total Cost
266.7186
Fills
212
Orders
1109
TimeEventDetails
22:25:00.022 window_start
22:30:05.159 btc_price_update $78566.76 (diff=2.08)
22:30:05.159 buy_state_change INIT → ACCUMULATE
22:30:05.159 tracker_snapshot
22:30:07.175 btc_price_update $78566.24 (diff=1.55)
22:30:09.194 btc_price_update $78565.09 (diff=0.4)
22:30:11.207 btc_price_update $78560.91 (diff=-3.78)
22:30:11.208 tracker_snapshot
22:30:13.222 btc_price_update $78567.47 (diff=2.78)
22:30:15.236 btc_price_update $78578.02 (diff=13.34)
22:30:17.251 btc_price_update $78584.24 (diff=19.55)
22:30:17.251 tracker_snapshot
22:30:18.456 buy_state_change ACCUMULATE → DIRECTIONAL
22:30:19.265 btc_price_update $78586.11 (diff=21.42)
22:30:21.285 btc_price_update $78587.75 (diff=23.07)
22:30:23.299 btc_price_update $78590.43 (diff=25.74)
22:30:23.300 tracker_snapshot
22:30:25.316 btc_price_update $78589.95 (diff=25.26)
22:30:27.332 btc_price_update $78590.68 (diff=25.99)
22:30:29.347 btc_price_update $78591.5 (diff=26.81)
22:30:29.348 tracker_snapshot
22:30:31.365 btc_price_update $78596.06 (diff=31.37)
22:30:33.378 btc_price_update $78599.56 (diff=34.87)
22:30:35.395 btc_price_update $78598.79 (diff=34.1)
22:30:35.395 tracker_snapshot
22:30:35.395 market_snapshot
22:30:35.395 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:30:35.395 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
22:30:37.410 btc_price_update $78599.1 (diff=34.41)
22:30:39.427 btc_price_update $78605.56 (diff=40.87)
22:30:41.444 btc_price_update $78605.11 (diff=40.42)
22:30:41.444 tracker_snapshot
22:30:43.460 btc_price_update $78606.08 (diff=41.39)
22:30:45.473 btc_price_update $78607.0 (diff=42.32)
22:30:47.489 btc_price_update $78609.25 (diff=44.57)
22:30:47.489 tracker_snapshot
22:30:49.506 btc_price_update $78601.45 (diff=36.76)
22:30:51.524 btc_price_update $78600.97 (diff=36.28)
22:30:53.540 btc_price_update $78600.78 (diff=36.1)
22:30:53.541 tracker_snapshot
22:30:55.553 btc_price_update $78599.92 (diff=35.24)
22:30:57.571 btc_price_update $78605.61 (diff=40.93)
22:30:59.582 btc_price_update $78609.41 (diff=44.72)
22:30:59.583 tracker_snapshot
22:31:01.613 btc_price_update $78609.46 (diff=44.77)
22:31:03.629 btc_price_update $78611.02 (diff=46.33)
22:31:05.644 btc_price_update $78611.01 (diff=46.33)
22:31:05.644 tracker_snapshot
22:31:05.644 market_snapshot
22:31:05.644 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:31:05.644 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
22:31:07.660 btc_price_update $78620.61 (diff=55.92)
22:31:09.671 btc_price_update $78622.88 (diff=58.2)
22:31:11.685 btc_price_update $78608.04 (diff=43.35)
22:31:11.685 tracker_snapshot
22:31:13.700 btc_price_update $78608.07 (diff=43.38)
22:31:15.715 btc_price_update $78608.32 (diff=43.63)
22:31:17.728 btc_price_update $78606.23 (diff=41.54)
22:31:17.729 tracker_snapshot
22:31:19.744 btc_price_update $78605.85 (diff=41.16)
22:31:21.757 btc_price_update $78605.71 (diff=41.02)
22:31:23.771 btc_price_update $78605.75 (diff=41.06)
22:31:23.771 tracker_snapshot
22:31:25.790 btc_price_update $78606.83 (diff=42.15)
22:31:27.808 btc_price_update $78622.9 (diff=58.22)
22:31:29.825 btc_price_update $78621.81 (diff=57.12)
22:31:29.825 tracker_snapshot
22:31:31.839 btc_price_update $78617.37 (diff=52.68)
22:31:33.851 btc_price_update $78607.52 (diff=42.84)
22:31:35.865 btc_price_update $78605.45 (diff=40.77)
22:31:35.865 tracker_snapshot
22:31:35.866 market_snapshot
22:31:35.866 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:31:35.866 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
22:31:37.882 btc_price_update $78606.16 (diff=41.47)
22:31:39.896 btc_price_update $78603.73 (diff=39.05)
22:31:41.910 btc_price_update $78601.16 (diff=36.47)
22:31:41.911 tracker_snapshot
22:31:43.925 btc_price_update $78599.57 (diff=34.89)
22:31:45.940 btc_price_update $78599.93 (diff=35.25)
22:31:47.956 btc_price_update $78598.17 (diff=33.48)
22:31:47.957 tracker_snapshot
22:31:49.967 btc_price_update $78598.07 (diff=33.38)
22:31:51.981 btc_price_update $78597.9 (diff=33.21)
22:31:53.996 btc_price_update $78598.21 (diff=33.53)
22:31:53.996 tracker_snapshot
22:31:56.010 btc_price_update $78598.14 (diff=33.45)
22:31:58.028 btc_price_update $78597.64 (diff=32.96)
22:32:00.047 btc_price_update $78597.62 (diff=32.93)
22:32:00.048 tracker_snapshot
22:32:02.073 btc_price_update $78601.05 (diff=36.36)
22:32:04.099 btc_price_update $78607.0 (diff=42.32)
22:32:06.114 btc_price_update $78593.36 (diff=28.67)
22:32:06.114 tracker_snapshot
22:32:06.114 market_snapshot
22:32:06.114 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:32:06.114 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
22:32:08.130 btc_price_update $78580.41 (diff=15.72)
22:32:10.142 btc_price_update $78576.6 (diff=11.91)
22:32:12.155 btc_price_update $78577.73 (diff=13.04)
22:32:12.155 tracker_snapshot
22:32:14.172 btc_price_update $78576.3 (diff=11.61)
22:32:16.190 btc_price_update $78571.15 (diff=6.46)
22:32:18.206 btc_price_update $78571.19 (diff=6.5)
22:32:18.206 tracker_snapshot
22:32:20.054 buy_state_change DIRECTIONAL → ACCUMULATE
22:32:20.220 btc_price_update $78570.67 (diff=5.99)
22:32:22.238 btc_price_update $78566.24 (diff=1.56)
22:32:24.252 btc_price_update $78565.35 (diff=0.67)
22:32:24.253 tracker_snapshot
22:32:26.270 btc_price_update $78565.2 (diff=0.52)
22:32:28.284 btc_price_update $78564.79 (diff=0.1)
22:32:30.300 btc_price_update $78565.03 (diff=0.35)
22:32:30.300 tracker_snapshot
22:32:32.313 btc_price_update $78564.08 (diff=-0.6)
22:32:34.328 btc_price_update $78554.68 (diff=-10.01)
22:32:36.341 btc_price_update $78559.82 (diff=-4.87)
22:32:36.341 tracker_snapshot
22:32:36.341 market_snapshot
22:32:36.341 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:32:36.341 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
22:32:38.359 btc_price_update $78559.54 (diff=-5.15)
22:32:40.374 btc_price_update $78559.74 (diff=-4.95)
22:32:42.390 btc_price_update $78560.18 (diff=-4.51)
22:32:42.390 tracker_snapshot
22:32:44.405 btc_price_update $78564.77 (diff=0.08)
22:32:46.418 btc_price_update $78570.3 (diff=5.61)
22:32:48.435 btc_price_update $78567.63 (diff=2.94)
22:32:48.435 tracker_snapshot
22:32:50.448 btc_price_update $78568.79 (diff=4.1)
22:32:52.461 btc_price_update $78568.79 (diff=4.1)
22:32:54.476 btc_price_update $78567.71 (diff=3.03)
22:32:54.477 tracker_snapshot
22:32:56.495 btc_price_update $78567.71 (diff=3.03)
22:32:58.508 btc_price_update $78567.86 (diff=3.17)
22:33:00.529 btc_price_update $78568.98 (diff=4.3)
22:33:00.530 tracker_snapshot
22:33:02.551 btc_price_update $78568.67 (diff=3.99)
22:33:04.569 btc_price_update $78568.51 (diff=3.82)
22:33:06.580 btc_price_update $78567.51 (diff=2.82)
22:33:06.581 tracker_snapshot
22:33:06.581 market_snapshot
22:33:06.581 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:33:06.581 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
22:33:08.598 btc_price_update $78559.38 (diff=-5.31)
22:33:10.614 btc_price_update $78550.78 (diff=-13.9)
22:33:12.628 btc_price_update $78549.43 (diff=-15.26)
22:33:12.628 tracker_snapshot
22:33:14.644 btc_price_update $78549.38 (diff=-15.31)
22:33:16.657 btc_price_update $78549.37 (diff=-15.31)
22:33:18.676 btc_price_update $78549.38 (diff=-15.3)
22:33:18.676 tracker_snapshot
22:33:20.689 btc_price_update $78549.37 (diff=-15.32)
22:33:22.706 btc_price_update $78556.52 (diff=-8.17)
22:33:24.721 btc_price_update $78561.03 (diff=-3.65)
22:33:24.722 tracker_snapshot
22:33:26.736 btc_price_update $78564.03 (diff=-0.65)
22:33:28.749 btc_price_update $78565.77 (diff=1.08)
22:33:30.767 btc_price_update $78566.05 (diff=1.36)
22:33:30.767 tracker_snapshot
22:33:32.782 btc_price_update $78565.69 (diff=1.0)
22:33:34.799 btc_price_update $78565.68 (diff=0.99)
22:33:36.813 btc_price_update $78566.18 (diff=1.49)
22:33:36.813 tracker_snapshot
22:33:36.814 market_snapshot
22:33:36.814 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:33:36.814 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
22:33:38.828 btc_price_update $78566.42 (diff=1.73)
22:33:40.842 btc_price_update $78565.79 (diff=1.1)
22:33:42.857 btc_price_update $78563.64 (diff=-1.05)
22:33:42.858 tracker_snapshot
22:33:44.873 btc_price_update $78563.45 (diff=-1.24)
22:33:46.286 cross_gate_opened
22:33:46.888 btc_price_update $78556.37 (diff=-8.32)
22:33:47.388 fill DOWN 5@0.47
22:33:47.389 paper_fill DOWN 5@0.47
22:33:48.704 fill DOWN 5@0.46
22:33:48.704 paper_fill DOWN 5@0.46
22:33:48.901 btc_price_update $78557.12 (diff=-7.57)
22:33:48.902 tracker_snapshot
22:33:50.914 btc_price_update $78568.39 (diff=3.7)
22:33:52.625 fill DOWN 5@0.44
22:33:52.626 paper_fill DOWN 5@0.44
22:33:52.930 btc_price_update $78569.52 (diff=4.84)
22:33:54.942 btc_price_update $78569.21 (diff=4.52)
22:33:54.943 tracker_snapshot
22:33:56.960 btc_price_update $78568.64 (diff=3.95)
22:33:58.973 btc_price_update $78566.2 (diff=1.51)
22:34:00.989 btc_price_update $78565.77 (diff=1.08)
22:34:00.990 tracker_snapshot
22:34:03.012 btc_price_update $78566.52 (diff=1.83)
22:34:04.574 fill DOWN 5@0.47
22:34:04.574 paper_fill DOWN 5@0.47
22:34:05.030 btc_price_update $78566.63 (diff=1.94)
22:34:07.049 btc_price_update $78566.62 (diff=1.93)
22:34:07.049 tracker_snapshot
22:34:07.049 market_snapshot
22:34:07.049 position_snapshot up=0.0 dn=20.0 gpnl=-9.2
22:34:07.049 strategy_snapshot state=ACCUMULATE gpnl=-9.2 cost=9.2
22:34:09.070 btc_price_update $78566.95 (diff=2.26)
22:34:09.779 fill DOWN 5@0.47
22:34:09.779 paper_fill DOWN 5@0.47
22:34:11.084 btc_price_update $78567.42 (diff=2.74)
22:34:13.101 btc_price_update $78569.29 (diff=4.61)
22:34:13.101 tracker_snapshot
22:34:15.123 btc_price_update $78569.77 (diff=5.09)
22:34:17.141 btc_price_update $78569.51 (diff=4.82)
22:34:19.155 btc_price_update $78569.84 (diff=5.15)
22:34:19.156 tracker_snapshot
22:34:19.738 fill DOWN 5@0.45
22:34:19.738 paper_fill DOWN 5@0.45
22:34:21.168 btc_price_update $78569.84 (diff=5.15)
22:34:23.181 btc_price_update $78569.85 (diff=5.17)
22:34:25.195 btc_price_update $78570.32 (diff=5.63)
22:34:25.195 tracker_snapshot
22:34:27.205 btc_price_update $78569.7 (diff=5.02)
22:34:29.220 btc_price_update $78566.26 (diff=1.57)
22:34:31.236 btc_price_update $78565.93 (diff=1.24)
22:34:31.236 tracker_snapshot
22:34:33.255 btc_price_update $78556.45 (diff=-8.24)
22:34:35.276 btc_price_update $78556.32 (diff=-8.37)
22:34:35.437 fill DOWN 5@0.44
22:34:35.438 paper_fill DOWN 5@0.44
22:34:37.293 btc_price_update $78569.0 (diff=4.31)
22:34:37.293 tracker_snapshot
22:34:37.294 market_snapshot
22:34:37.294 position_snapshot up=0.0 dn=35.0 gpnl=-16.0
22:34:37.294 strategy_snapshot state=ACCUMULATE gpnl=-16.0 cost=16.0
22:34:38.576 fill DOWN 5@0.45
22:34:38.576 paper_fill DOWN 5@0.45
22:34:39.306 btc_price_update $78569.01 (diff=4.33)
22:34:41.328 btc_price_update $78568.92 (diff=4.23)
22:34:43.342 btc_price_update $78568.95 (diff=4.27)
22:34:43.342 tracker_snapshot
22:34:45.268 fill DOWN 5@0.45
22:34:45.268 paper_fill DOWN 5@0.45
22:34:45.355 btc_price_update $78568.98 (diff=4.3)
22:34:45.381 fill DOWN 5@0.45
22:34:45.381 paper_fill DOWN 5@0.45
22:34:45.478 fill DOWN 5@0.46
22:34:45.478 paper_fill DOWN 5@0.46
22:34:47.368 btc_price_update $78522.35 (diff=-42.34)
22:34:47.950 fill UP 5@0.41
22:34:47.951 paper_fill UP 5@0.41
22:34:48.288 two_sided_latch
22:34:48.288 buy_state_change ACCUMULATE → OVERWEIGHT
22:34:48.391 fill UP 5@0.4
22:34:48.391 paper_fill UP 5@0.4
22:34:48.414 fill DOWN 5@0.58
22:34:48.414 paper_fill DOWN 5@0.58
22:34:48.504 buy_state_change OVERWEIGHT → ACCUMULATE
22:34:48.627 fill UP 5@0.38
22:34:48.627 paper_fill UP 5@0.38
22:34:48.673 fill DOWN 5@0.59
22:34:48.673 paper_fill DOWN 5@0.59
22:34:49.250 fill UP 5@0.4
22:34:49.251 paper_fill UP 5@0.4
22:34:49.307 fill UP 5@0.36
22:34:49.307 paper_fill UP 5@0.36
22:34:49.383 btc_price_update $78518.69 (diff=-45.99)
22:34:49.383 tracker_snapshot
22:34:49.404 fill UP 5@0.4
22:34:49.405 paper_fill UP 5@0.4
22:34:49.759 fill UP 5@0.38
22:34:49.759 paper_fill UP 5@0.38
22:34:49.823 fill DOWN 5@0.62
22:34:49.823 paper_fill DOWN 5@0.62
22:34:50.868 fill UP 5@0.36
22:34:50.868 paper_fill UP 5@0.36
22:34:50.986 buy_state_change ACCUMULATE → DIRECTIONAL
22:34:51.129 fill UP 5@0.36
22:34:51.129 paper_fill UP 5@0.36
22:34:51.398 btc_price_update $78508.24 (diff=-56.44)
22:34:52.027 fill UP 5@0.35
22:34:52.027 paper_fill UP 5@0.35
22:34:52.724 fill UP 5@0.35
22:34:52.724 paper_fill UP 5@0.35
22:34:53.054 fill UP 5@0.33
22:34:53.054 paper_fill UP 5@0.33
22:34:53.351 fill UP 5@0.33
22:34:53.351 paper_fill UP 5@0.33
22:34:53.411 btc_price_update $78507.93 (diff=-56.76)
22:34:53.462 fill UP 5@0.33
22:34:53.462 paper_fill UP 5@0.33
22:34:53.674 fill UP 5@0.33
22:34:53.675 paper_fill UP 5@0.33
22:34:54.063 fill UP 5@0.33
22:34:54.063 paper_fill UP 5@0.33
22:34:55.067 fill UP 5@0.33
22:34:55.067 paper_fill UP 5@0.33
22:34:55.429 btc_price_update $78509.51 (diff=-55.17)
22:34:55.429 tracker_snapshot
22:34:55.497 fill UP 5@0.33
22:34:55.497 paper_fill UP 5@0.33
22:34:55.604 fill UP 5@0.33
22:34:55.604 paper_fill UP 5@0.33
22:34:55.837 fill UP 5@0.36
22:34:55.837 paper_fill UP 5@0.36
22:34:56.127 fill UP 5@0.36
22:34:56.127 paper_fill UP 5@0.36
22:34:56.491 fill UP 5@0.36
22:34:56.492 paper_fill UP 5@0.36
22:34:57.027 fill UP 5@0.37
22:34:57.028 paper_fill UP 5@0.37
22:34:57.445 btc_price_update $78513.22 (diff=-51.46)
22:34:57.495 fill UP 5@0.37
22:34:57.495 paper_fill UP 5@0.37
22:34:57.495 fill UP 5@0.38
22:34:57.495 paper_fill UP 5@0.38
22:34:57.887 fill UP 5@0.38
22:34:57.888 paper_fill UP 5@0.38
22:34:59.182 fill UP 5@0.37
22:34:59.182 paper_fill UP 5@0.37
22:34:59.458 btc_price_update $78521.79 (diff=-42.9)
22:35:00.844 fill UP 5@0.36
22:35:00.844 paper_fill UP 5@0.36
22:35:01.458 fill UP 5@0.33
22:35:01.458 paper_fill UP 5@0.33
22:35:01.534 btc_price_update $78519.81 (diff=-44.88)
22:35:01.540 tracker_snapshot
22:35:01.637 fill UP 5@0.33
22:35:01.639 paper_fill UP 5@0.33
22:35:01.861 fill UP 5@0.32
22:35:01.861 paper_fill UP 5@0.32
22:35:02.520 fill UP 5@0.31
22:35:02.520 paper_fill UP 5@0.31
22:35:03.076 fill UP 5@0.3
22:35:03.077 paper_fill UP 5@0.3
22:35:03.620 btc_price_update $78515.61 (diff=-49.08)
22:35:04.328 fill UP 5@0.29
22:35:04.329 paper_fill UP 5@0.29
22:35:04.518 fill UP 5@0.34
22:35:04.518 paper_fill UP 5@0.34
22:35:05.027 fill UP 5@0.39
22:35:05.027 paper_fill UP 5@0.39
22:35:05.314 fill UP 5@0.39
22:35:05.314 paper_fill UP 5@0.39
22:35:05.633 fill UP 5@0.38
22:35:05.633 paper_fill UP 5@0.38
22:35:05.634 btc_price_update $78503.61 (diff=-61.08)
22:35:05.779 fill UP 5@0.39
22:35:05.779 paper_fill UP 5@0.39
22:35:06.110 fill UP 5@0.39
22:35:06.110 paper_fill UP 5@0.39
22:35:06.593 fill UP 5@0.39
22:35:06.593 paper_fill UP 5@0.39
22:35:07.129 fill UP 5@0.4
22:35:07.129 paper_fill UP 5@0.4
22:35:07.568 fill UP 5@0.44
22:35:07.568 paper_fill UP 5@0.44
22:35:07.650 btc_price_update $78521.61 (diff=-43.07)
22:35:07.651 tracker_snapshot
22:35:07.651 market_snapshot
22:35:07.651 position_snapshot up=195.0 dn=40.0 gpnl=-46.05
22:35:07.651 strategy_snapshot state=DIRECTIONAL gpnl=-46.05 cost=86.05
22:35:08.595 buy_state_change DIRECTIONAL → ACCUMULATE
22:35:09.667 btc_price_update $78530.17 (diff=-34.51)
22:35:09.978 fill UP 5@0.47
22:35:09.978 paper_fill UP 5@0.47
22:35:11.682 btc_price_update $78545.73 (diff=-18.95)
22:35:12.052 fill UP 5@0.46
22:35:12.052 paper_fill UP 5@0.46
22:35:13.304 buy_state_change ACCUMULATE → OVERWEIGHT
22:35:13.703 btc_price_update $78547.58 (diff=-17.1)
22:35:13.704 tracker_snapshot
22:35:15.721 btc_price_update $78552.64 (diff=-12.05)
22:35:17.736 btc_price_update $78558.87 (diff=-5.81)
22:35:19.751 btc_price_update $78557.62 (diff=-7.07)
22:35:19.752 tracker_snapshot
22:35:21.769 btc_price_update $78557.62 (diff=-7.07)
22:35:23.785 btc_price_update $78557.17 (diff=-7.51)
22:35:25.801 btc_price_update $78556.63 (diff=-8.05)
22:35:25.801 tracker_snapshot
22:35:27.821 btc_price_update $78557.82 (diff=-6.87)
22:35:29.837 btc_price_update $78557.46 (diff=-7.22)
22:35:31.854 btc_price_update $78557.23 (diff=-7.46)
22:35:31.855 tracker_snapshot
22:35:32.985 fill UP 5@0.49
22:35:32.985 paper_fill UP 5@0.49
22:35:33.507 buy_state_change OVERWEIGHT → ACCUMULATE
22:35:33.868 btc_price_update $78556.43 (diff=-8.26)
22:35:34.066 fill UP 5@0.53
22:35:34.066 paper_fill UP 5@0.53
22:35:35.885 btc_price_update $78561.32 (diff=-3.36)
22:35:37.082 fill UP 5@0.53
22:35:37.082 paper_fill UP 5@0.53
22:35:37.901 btc_price_update $78563.79 (diff=-0.89)
22:35:37.902 tracker_snapshot
22:35:37.902 market_snapshot
22:35:37.902 position_snapshot up=190.0 dn=40.0 gpnl=-42.95
22:35:37.902 strategy_snapshot state=ACCUMULATE gpnl=-42.95 cost=82.95
22:35:39.917 btc_price_update $78563.79 (diff=-0.9)
22:35:40.400 fill DOWN 5@0.47
22:35:40.401 paper_fill DOWN 5@0.47
22:35:41.190 fill DOWN 5@0.46
22:35:41.190 paper_fill DOWN 5@0.46
22:35:41.931 btc_price_update $78563.55 (diff=-1.14)
22:35:43.950 btc_price_update $78566.72 (diff=2.03)
22:35:43.951 tracker_snapshot
22:35:45.968 btc_price_update $78567.65 (diff=2.97)
22:35:47.985 btc_price_update $78567.67 (diff=2.99)
22:35:48.269 fill DOWN 5@0.48
22:35:48.269 paper_fill DOWN 5@0.48
22:35:49.460 fill DOWN 5@0.48
22:35:49.460 paper_fill DOWN 5@0.48
22:35:50.003 btc_price_update $78565.7 (diff=1.01)
22:35:50.004 tracker_snapshot
22:35:52.020 btc_price_update $78564.09 (diff=-0.59)
22:35:54.035 btc_price_update $78564.66 (diff=-0.03)
22:35:56.048 btc_price_update $78564.61 (diff=-0.08)
22:35:56.048 tracker_snapshot
22:35:58.062 btc_price_update $78562.83 (diff=-1.86)
22:36:00.098 btc_price_update $78562.92 (diff=-1.77)
22:36:02.199 btc_price_update $78563.03 (diff=-1.66)
22:36:02.230 tracker_snapshot
22:36:04.267 btc_price_update $78564.09 (diff=-0.59)
22:36:06.279 btc_price_update $78568.87 (diff=4.19)
22:36:06.869 fill UP 5@0.52
22:36:06.869 paper_fill UP 5@0.52
22:36:08.294 btc_price_update $78568.69 (diff=4.0)
22:36:08.295 tracker_snapshot
22:36:08.295 market_snapshot
22:36:08.295 position_snapshot up=185.0 dn=60.0 gpnl=-29.8
22:36:08.295 strategy_snapshot state=ACCUMULATE gpnl=-29.8 cost=89.8
22:36:10.310 btc_price_update $78562.85 (diff=-1.84)
22:36:12.325 btc_price_update $78562.6 (diff=-2.09)
22:36:14.339 btc_price_update $78562.33 (diff=-2.36)
22:36:14.340 tracker_snapshot
22:36:15.895 fill UP 5@0.5
22:36:15.895 paper_fill UP 5@0.5
22:36:16.357 btc_price_update $78562.34 (diff=-2.35)
22:36:18.376 btc_price_update $78559.93 (diff=-4.75)
22:36:18.439 fill UP 5@0.49
22:36:18.439 paper_fill UP 5@0.49
22:36:20.394 btc_price_update $78558.69 (diff=-6.0)
22:36:20.395 tracker_snapshot
22:36:22.408 btc_price_update $78558.66 (diff=-6.03)
22:36:24.423 btc_price_update $78559.15 (diff=-5.54)
22:36:26.436 btc_price_update $78557.56 (diff=-7.13)
22:36:26.436 tracker_snapshot
22:36:28.452 btc_price_update $78557.88 (diff=-6.81)
22:36:30.467 btc_price_update $78557.88 (diff=-6.81)
22:36:32.478 btc_price_update $78557.89 (diff=-6.8)
22:36:32.479 tracker_snapshot
22:36:33.661 fill UP 5@0.43
22:36:33.661 paper_fill UP 5@0.43
22:36:34.497 btc_price_update $78557.88 (diff=-6.8)
22:36:35.540 fill UP 5@0.4
22:36:35.541 paper_fill UP 5@0.4
22:36:36.123 fill UP 5@0.4
22:36:36.123 paper_fill UP 5@0.4
22:36:36.512 btc_price_update $78541.37 (diff=-23.32)
22:36:37.996 fill UP 5@0.42
22:36:37.996 paper_fill UP 5@0.42
22:36:38.528 btc_price_update $78542.77 (diff=-21.92)
22:36:38.530 tracker_snapshot
22:36:38.530 market_snapshot
22:36:38.530 position_snapshot up=185.0 dn=60.0 gpnl=-29.1
22:36:38.530 strategy_snapshot state=ACCUMULATE gpnl=-29.1 cost=89.1
22:36:38.737 fill UP 5@0.45
22:36:38.737 paper_fill UP 5@0.45
22:36:38.992 fill UP 5@0.46
22:36:38.993 paper_fill UP 5@0.46
22:36:39.551 fill UP 5@0.46
22:36:39.551 paper_fill UP 5@0.46
22:36:40.548 btc_price_update $78549.12 (diff=-15.57)
22:36:42.561 btc_price_update $78550.47 (diff=-14.21)
22:36:44.019 fill UP 5@0.46
22:36:44.019 paper_fill UP 5@0.46
22:36:44.576 btc_price_update $78550.35 (diff=-14.33)
22:36:44.576 tracker_snapshot
22:36:46.592 btc_price_update $78550.43 (diff=-14.26)
22:36:48.608 btc_price_update $78550.36 (diff=-14.32)
22:36:50.622 btc_price_update $78550.37 (diff=-14.32)
22:36:50.622 tracker_snapshot
22:36:52.635 btc_price_update $78550.37 (diff=-14.32)
22:36:54.280 fill UP 5@0.46
22:36:54.280 paper_fill UP 5@0.46
22:36:54.649 btc_price_update $78550.52 (diff=-14.16)
22:36:56.662 btc_price_update $78549.94 (diff=-14.75)
22:36:56.663 tracker_snapshot
22:36:58.676 btc_price_update $78549.91 (diff=-14.77)
22:37:00.497 fill UP 5@0.46
22:37:00.497 paper_fill UP 5@0.46
22:37:00.689 btc_price_update $78550.91 (diff=-13.77)
22:37:00.815 fill UP 5@0.45
22:37:00.815 paper_fill UP 5@0.45
22:37:00.925 fill UP 5@0.46
22:37:00.925 paper_fill UP 5@0.46
22:37:01.135 fill UP 5@0.45
22:37:01.135 paper_fill UP 5@0.45
22:37:01.176 fill UP 5@0.46
22:37:01.176 paper_fill UP 5@0.46
22:37:01.394 fill UP 5@0.44
22:37:01.394 paper_fill UP 5@0.44
22:37:01.395 fill UP 5@0.45
22:37:01.395 paper_fill UP 5@0.45
22:37:02.390 fill UP 5@0.39
22:37:02.391 paper_fill UP 5@0.39
22:37:02.734 btc_price_update $78553.88 (diff=-10.81)
22:37:02.734 tracker_snapshot
22:37:03.492 fill UP 5@0.36
22:37:03.492 paper_fill UP 5@0.36
22:37:04.752 btc_price_update $78545.89 (diff=-18.79)
22:37:06.771 btc_price_update $78534.38 (diff=-30.31)
22:37:06.803 fill UP 5@0.36
22:37:06.803 paper_fill UP 5@0.36
22:37:08.787 btc_price_update $78534.19 (diff=-30.49)
22:37:08.788 tracker_snapshot
22:37:08.788 market_snapshot
22:37:08.788 position_snapshot up=230.0 dn=60.0 gpnl=-48.55
22:37:08.788 strategy_snapshot state=ACCUMULATE gpnl=-48.55 cost=108.55
22:37:09.995 fill UP 5@0.36
22:37:09.996 paper_fill UP 5@0.36
22:37:10.804 btc_price_update $78533.63 (diff=-31.06)
22:37:10.804 buy_state_change ACCUMULATE → DIRECTIONAL
22:37:12.082 fill UP 5@0.36
22:37:12.082 paper_fill UP 5@0.36
22:37:12.817 btc_price_update $78533.11 (diff=-31.57)
22:37:14.832 btc_price_update $78530.61 (diff=-34.07)
22:37:14.833 tracker_snapshot
22:37:15.836 fill UP 5@0.35
22:37:15.836 paper_fill UP 5@0.35
22:37:16.848 btc_price_update $78529.57 (diff=-35.12)
22:37:18.863 btc_price_update $78529.37 (diff=-35.32)
22:37:18.886 fill UP 5@0.34
22:37:18.886 paper_fill UP 5@0.34
22:37:20.880 btc_price_update $78530.35 (diff=-34.34)
22:37:20.881 tracker_snapshot
22:37:21.151 fill UP 5@0.34
22:37:21.152 paper_fill UP 5@0.34
22:37:22.215 fill UP 5@0.34
22:37:22.215 paper_fill UP 5@0.34
22:37:22.896 btc_price_update $78530.34 (diff=-34.35)
22:37:23.497 fill UP 5@0.31
22:37:23.498 paper_fill UP 5@0.31
22:37:24.227 fill UP 5@0.3
22:37:24.227 paper_fill UP 5@0.3
22:37:24.910 btc_price_update $78529.13 (diff=-35.56)
22:37:25.381 fill UP 5@0.32
22:37:25.381 paper_fill UP 5@0.32
22:37:26.364 fill UP 5@0.32
22:37:26.364 paper_fill UP 5@0.32
22:37:26.923 btc_price_update $78521.73 (diff=-42.95)
22:37:26.924 tracker_snapshot
22:37:27.092 fill UP 5@0.32
22:37:27.093 paper_fill UP 5@0.32
22:37:28.940 btc_price_update $78524.25 (diff=-40.44)
22:37:29.309 fill UP 5@0.32
22:37:29.309 paper_fill UP 5@0.32
22:37:30.955 btc_price_update $78524.18 (diff=-40.5)
22:37:31.542 fill UP 5@0.32
22:37:31.542 paper_fill UP 5@0.32
22:37:32.969 btc_price_update $78524.54 (diff=-40.14)
22:37:32.970 tracker_snapshot
22:37:33.301 fill UP 5@0.26
22:37:33.301 paper_fill UP 5@0.26
22:37:34.988 btc_price_update $78521.75 (diff=-42.94)
22:37:36.025 fill UP 5@0.26
22:37:36.025 paper_fill UP 5@0.26
22:37:37.002 btc_price_update $78516.65 (diff=-48.03)
22:37:37.002 buy_state_change DIRECTIONAL → OVERWEIGHT
22:37:39.017 btc_price_update $78515.59 (diff=-49.09)
22:37:39.017 tracker_snapshot
22:37:39.017 market_snapshot
22:37:39.017 position_snapshot up=305.0 dn=60.0 gpnl=-72.65
22:37:39.018 strategy_snapshot state=OVERWEIGHT gpnl=-72.65 cost=132.65
22:37:41.034 btc_price_update $78516.32 (diff=-48.37)
22:37:43.049 btc_price_update $78519.02 (diff=-45.67)
22:37:45.068 btc_price_update $78518.02 (diff=-46.67)
22:37:45.068 tracker_snapshot
22:37:47.085 btc_price_update $78517.81 (diff=-46.88)
22:37:49.100 btc_price_update $78516.81 (diff=-47.88)
22:37:51.113 btc_price_update $78516.8 (diff=-47.88)
22:37:51.114 tracker_snapshot
22:37:53.129 btc_price_update $78528.66 (diff=-36.02)
22:37:55.146 btc_price_update $78530.42 (diff=-34.27)
22:37:57.159 btc_price_update $78531.93 (diff=-32.76)
22:37:57.160 tracker_snapshot
22:37:59.176 btc_price_update $78531.98 (diff=-32.7)
22:38:01.189 btc_price_update $78531.99 (diff=-32.7)
22:38:03.208 btc_price_update $78532.27 (diff=-32.41)
22:38:03.209 tracker_snapshot
22:38:05.226 btc_price_update $78531.76 (diff=-32.92)
22:38:07.240 btc_price_update $78531.19 (diff=-33.5)
22:38:09.254 btc_price_update $78531.55 (diff=-33.13)
22:38:09.255 tracker_snapshot
22:38:09.255 market_snapshot
22:38:09.255 position_snapshot up=305.0 dn=60.0 gpnl=-72.65
22:38:09.255 strategy_snapshot state=OVERWEIGHT gpnl=-72.65 cost=132.65
22:38:11.270 btc_price_update $78531.47 (diff=-33.22)
22:38:13.283 btc_price_update $78523.08 (diff=-41.6)
22:38:15.297 btc_price_update $78519.17 (diff=-45.52)
22:38:15.298 tracker_snapshot
22:38:17.313 btc_price_update $78519.64 (diff=-45.05)
22:38:19.328 btc_price_update $78519.13 (diff=-45.56)
22:38:21.345 btc_price_update $78525.54 (diff=-39.14)
22:38:21.345 tracker_snapshot
22:38:23.360 btc_price_update $78529.05 (diff=-35.63)
22:38:25.375 btc_price_update $78529.38 (diff=-35.3)
22:38:27.390 btc_price_update $78526.74 (diff=-37.95)
22:38:27.391 tracker_snapshot
22:38:29.408 btc_price_update $78525.57 (diff=-39.11)
22:38:31.428 btc_price_update $78520.25 (diff=-44.43)
22:38:33.444 btc_price_update $78519.66 (diff=-45.02)
22:38:33.445 tracker_snapshot
22:38:34.682 fill UP 5@0.39
22:38:34.682 paper_fill UP 5@0.39
22:38:35.352 buy_state_change OVERWEIGHT → ACCUMULATE
22:38:35.457 btc_price_update $78530.57 (diff=-34.11)
22:38:35.457 buy_state_change ACCUMULATE → DIRECTIONAL
22:38:37.473 btc_price_update $78540.34 (diff=-24.35)
22:38:39.379 fill UP 5@0.4
22:38:39.380 paper_fill UP 5@0.4
22:38:39.489 btc_price_update $78535.67 (diff=-29.02)
22:38:39.489 buy_state_change DIRECTIONAL → OVERWEIGHT
22:38:39.490 tracker_snapshot
22:38:39.490 market_snapshot
22:38:39.490 position_snapshot up=305.0 dn=60.0 gpnl=-72.7
22:38:39.490 strategy_snapshot state=OVERWEIGHT gpnl=-72.7 cost=132.7
22:38:41.507 btc_price_update $78545.25 (diff=-19.43)
22:38:43.525 btc_price_update $78545.23 (diff=-19.45)
22:38:45.540 btc_price_update $78538.06 (diff=-26.63)
22:38:45.540 tracker_snapshot
22:38:47.555 btc_price_update $78538.06 (diff=-26.63)
22:38:48.036 fill UP 5@0.42
22:38:48.036 paper_fill UP 5@0.42
22:38:48.476 buy_state_change OVERWEIGHT → ACCUMULATE
22:38:49.417 fill UP 5@0.43
22:38:49.417 paper_fill UP 5@0.43
22:38:49.572 btc_price_update $78546.0 (diff=-18.69)
22:38:49.572 buy_state_change ACCUMULATE → OVERWEIGHT
22:38:51.587 btc_price_update $78549.54 (diff=-15.14)
22:38:51.588 tracker_snapshot
22:38:52.442 fill UP 5@0.43
22:38:52.442 paper_fill UP 5@0.43
22:38:53.605 btc_price_update $78552.48 (diff=-12.21)
22:38:53.605 buy_state_change OVERWEIGHT → ACCUMULATE
22:38:54.683 fill UP 5@0.43
22:38:54.683 paper_fill UP 5@0.43
22:38:54.683 fill UP 5@0.44
22:38:54.684 paper_fill UP 5@0.44
22:38:55.620 btc_price_update $78552.55 (diff=-12.14)
22:38:57.631 fill UP 5@0.44
22:38:57.631 paper_fill UP 5@0.44
22:38:57.637 btc_price_update $78551.76 (diff=-12.93)
22:38:57.637 buy_state_change ACCUMULATE → OVERWEIGHT
22:38:57.638 tracker_snapshot
22:38:59.651 btc_price_update $78552.25 (diff=-12.44)
22:39:00.603 fill UP 5@0.43
22:39:00.603 paper_fill UP 5@0.43
22:39:01.601 buy_state_change OVERWEIGHT → ACCUMULATE
22:39:01.668 btc_price_update $78553.05 (diff=-11.64)
22:39:02.604 fill UP 5@0.44
22:39:02.604 paper_fill UP 5@0.44
22:39:03.686 btc_price_update $78553.05 (diff=-11.63)
22:39:03.687 buy_state_change ACCUMULATE → OVERWEIGHT
22:39:03.688 tracker_snapshot
22:39:05.705 btc_price_update $78551.68 (diff=-13.01)
22:39:07.720 btc_price_update $78551.68 (diff=-13.01)
22:39:09.735 btc_price_update $78551.91 (diff=-12.78)
22:39:09.735 tracker_snapshot
22:39:09.736 market_snapshot
22:39:09.736 position_snapshot up=305.0 dn=60.0 gpnl=-72.9
22:39:09.736 strategy_snapshot state=OVERWEIGHT gpnl=-72.9 cost=132.9
22:39:11.751 btc_price_update $78552.51 (diff=-12.17)
22:39:13.769 btc_price_update $78553.47 (diff=-11.22)
22:39:15.786 btc_price_update $78553.6 (diff=-11.08)
22:39:15.787 tracker_snapshot
22:39:17.803 btc_price_update $78554.78 (diff=-9.91)
22:39:19.818 btc_price_update $78554.84 (diff=-9.85)
22:39:21.833 btc_price_update $78554.84 (diff=-9.84)
22:39:21.834 tracker_snapshot
22:39:23.850 btc_price_update $78554.34 (diff=-10.35)
22:39:25.865 btc_price_update $78554.42 (diff=-10.27)
22:39:27.881 btc_price_update $78554.95 (diff=-9.73)
22:39:27.882 tracker_snapshot
22:39:29.902 btc_price_update $78561.49 (diff=-3.2)
22:39:30.253 fill DOWN 5@0.46
22:39:30.253 paper_fill DOWN 5@0.46
22:39:30.373 buy_state_change OVERWEIGHT → ACCUMULATE
22:39:30.426 fill DOWN 5@0.46
22:39:30.426 paper_fill DOWN 5@0.46
22:39:31.016 fill DOWN 5@0.46
22:39:31.017 paper_fill DOWN 5@0.46
22:39:31.382 fill DOWN 5@0.46
22:39:31.382 paper_fill DOWN 5@0.46
22:39:31.679 fill DOWN 5@0.46
22:39:31.679 paper_fill DOWN 5@0.46
22:39:31.918 btc_price_update $78565.47 (diff=0.79)
22:39:32.122 fill DOWN 5@0.46
22:39:32.123 paper_fill DOWN 5@0.46
22:39:32.315 fill DOWN 5@0.46
22:39:32.315 paper_fill DOWN 5@0.46
22:39:33.103 fill DOWN 5@0.46
22:39:33.103 paper_fill DOWN 5@0.46
22:39:33.931 btc_price_update $78567.41 (diff=2.73)
22:39:33.932 tracker_snapshot
22:39:35.944 btc_price_update $78567.83 (diff=3.14)
22:39:36.393 fill DOWN 5@0.46
22:39:36.393 paper_fill DOWN 5@0.46
22:39:37.962 btc_price_update $78567.98 (diff=3.3)
22:39:39.978 btc_price_update $78568.71 (diff=4.02)
22:39:39.979 tracker_snapshot
22:39:39.979 market_snapshot
22:39:39.979 position_snapshot up=305.0 dn=105.0 gpnl=-48.6
22:39:39.980 strategy_snapshot state=ACCUMULATE gpnl=-48.6 cost=153.6
22:39:40.076 fill DOWN 5@0.46
22:39:40.077 paper_fill DOWN 5@0.46
22:39:40.094 fill UP 5@0.54
22:39:40.094 paper_fill UP 5@0.54
22:39:41.994 btc_price_update $78569.21 (diff=4.53)
22:39:44.012 btc_price_update $78569.21 (diff=4.53)
22:39:46.027 btc_price_update $78569.46 (diff=4.77)
22:39:46.028 tracker_snapshot
22:39:48.044 btc_price_update $78569.46 (diff=4.78)
22:39:49.676 fill DOWN 5@0.46
22:39:49.676 paper_fill DOWN 5@0.46
22:39:50.062 btc_price_update $78569.46 (diff=4.78)
22:39:52.078 btc_price_update $78569.34 (diff=4.65)
22:39:52.079 tracker_snapshot
22:39:52.393 fill DOWN 5@0.46
22:39:52.394 paper_fill DOWN 5@0.46
22:39:54.094 btc_price_update $78569.45 (diff=4.76)
22:39:54.321 fill UP 5@0.53
22:39:54.321 paper_fill UP 5@0.53
22:39:56.110 btc_price_update $78568.96 (diff=4.27)
22:39:58.125 btc_price_update $78569.64 (diff=4.95)
22:39:58.126 tracker_snapshot
22:39:59.067 fill UP 5@0.5
22:39:59.067 paper_fill UP 5@0.5
22:39:59.453 fill UP 5@0.48
22:39:59.453 paper_fill UP 5@0.48
22:40:00.174 btc_price_update $78569.47 (diff=4.78)
22:40:00.282 fill UP 5@0.48
22:40:00.282 paper_fill UP 5@0.48
22:40:02.285 btc_price_update $78561.18 (diff=-3.51)
22:40:04.308 btc_price_update $78561.23 (diff=-3.45)
22:40:04.308 tracker_snapshot
22:40:04.943 fill UP 5@0.51
22:40:04.943 paper_fill UP 5@0.51
22:40:06.322 btc_price_update $78561.21 (diff=-3.48)
22:40:07.055 fill UP 5@0.51
22:40:07.055 paper_fill UP 5@0.51
22:40:08.131 fill UP 5@0.49
22:40:08.131 paper_fill UP 5@0.49
22:40:08.339 btc_price_update $78561.35 (diff=-3.34)
22:40:10.357 btc_price_update $78561.1 (diff=-3.59)
22:40:10.358 tracker_snapshot
22:40:10.358 market_snapshot
22:40:10.358 position_snapshot up=285.0 dn=120.0 gpnl=-29.9
22:40:10.358 strategy_snapshot state=ACCUMULATE gpnl=-29.9 cost=149.9
22:40:12.378 btc_price_update $78561.07 (diff=-3.62)
22:40:14.390 btc_price_update $78561.19 (diff=-3.5)
22:40:16.405 btc_price_update $78560.98 (diff=-3.71)
22:40:16.405 tracker_snapshot
22:40:17.519 fill UP 5@0.45
22:40:17.519 paper_fill UP 5@0.45
22:40:17.519 fill UP 5@0.46
22:40:17.520 paper_fill UP 5@0.46
22:40:17.729 fill UP 5@0.46
22:40:17.729 paper_fill UP 5@0.46
22:40:18.418 btc_price_update $78561.01 (diff=-3.68)
22:40:18.482 fill UP 5@0.45
22:40:18.483 paper_fill UP 5@0.45
22:40:18.484 fill UP 5@0.44
22:40:18.485 paper_fill UP 5@0.44
22:40:18.958 fill UP 5@0.44
22:40:18.958 paper_fill UP 5@0.44
22:40:19.915 fill UP 5@0.44
22:40:19.915 paper_fill UP 5@0.44
22:40:20.174 fill UP 5@0.44
22:40:20.174 paper_fill UP 5@0.44
22:40:20.407 fill UP 5@0.46
22:40:20.408 paper_fill UP 5@0.46
22:40:20.433 btc_price_update $78559.07 (diff=-5.62)
22:40:20.476 fill UP 5@0.46
22:40:20.476 paper_fill UP 5@0.46
22:40:22.332 fill UP 5@0.48
22:40:22.332 paper_fill UP 5@0.48
22:40:22.448 btc_price_update $78557.08 (diff=-7.61)
22:40:22.449 tracker_snapshot
22:40:24.466 btc_price_update $78559.67 (diff=-5.02)
22:40:24.496 fill UP 5@0.48
22:40:24.496 paper_fill UP 5@0.48
22:40:26.486 btc_price_update $78558.78 (diff=-5.9)
22:40:27.577 fill UP 5@0.48
22:40:27.578 paper_fill UP 5@0.48
22:40:28.500 btc_price_update $78559.0 (diff=-5.69)
22:40:28.501 tracker_snapshot
22:40:30.515 btc_price_update $78559.0 (diff=-5.69)
22:40:30.882 fill UP 5@0.48
22:40:30.882 paper_fill UP 5@0.48
22:40:32.530 btc_price_update $78559.0 (diff=-5.69)
22:40:34.507 fill UP 5@0.48
22:40:34.507 paper_fill UP 5@0.48
22:40:34.544 btc_price_update $78559.02 (diff=-5.67)
22:40:34.544 tracker_snapshot
22:40:36.559 btc_price_update $78559.36 (diff=-5.33)
22:40:38.573 btc_price_update $78562.13 (diff=-2.56)
22:40:40.588 btc_price_update $78561.18 (diff=-3.5)
22:40:40.588 tracker_snapshot
22:40:40.589 market_snapshot
22:40:40.589 position_snapshot up=340.0 dn=120.0 gpnl=-55.5
22:40:40.589 strategy_snapshot state=ACCUMULATE gpnl=-55.5 cost=175.5
22:40:42.602 btc_price_update $78563.2 (diff=-1.49)
22:40:44.617 btc_price_update $78567.51 (diff=2.83)
22:40:45.463 fill DOWN 5@0.46
22:40:45.463 paper_fill DOWN 5@0.46
22:40:46.631 btc_price_update $78570.86 (diff=6.17)
22:40:46.632 tracker_snapshot
22:40:48.649 btc_price_update $78567.94 (diff=3.26)
22:40:49.349 fill DOWN 5@0.45
22:40:49.350 paper_fill DOWN 5@0.45
22:40:50.319 fill DOWN 5@0.45
22:40:50.319 paper_fill DOWN 5@0.45
22:40:50.669 btc_price_update $78568.4 (diff=3.71)
22:40:50.980 fill DOWN 5@0.43
22:40:50.980 paper_fill DOWN 5@0.43
22:40:52.682 btc_price_update $78571.12 (diff=6.44)
22:40:52.683 tracker_snapshot
22:40:53.006 fill DOWN 5@0.43
22:40:53.006 paper_fill DOWN 5@0.43
22:40:54.248 fill DOWN 5@0.43
22:40:54.248 paper_fill DOWN 5@0.43
22:40:54.699 btc_price_update $78571.7 (diff=7.01)
22:40:56.717 btc_price_update $78571.92 (diff=7.23)
22:40:58.731 btc_price_update $78571.92 (diff=7.23)
22:40:58.732 tracker_snapshot
22:40:59.665 fill DOWN 5@0.43
22:40:59.665 paper_fill DOWN 5@0.43
22:41:00.736 fill DOWN 5@0.43
22:41:00.736 paper_fill DOWN 5@0.43
22:41:00.749 btc_price_update $78572.21 (diff=7.52)
22:41:01.326 fill DOWN 5@0.43
22:41:01.326 paper_fill DOWN 5@0.43
22:41:02.778 btc_price_update $78573.0 (diff=8.32)
22:41:03.914 fill DOWN 5@0.43
22:41:03.914 paper_fill DOWN 5@0.43
22:41:04.511 fill DOWN 5@0.43
22:41:04.511 paper_fill DOWN 5@0.43
22:41:04.796 btc_price_update $78572.83 (diff=8.15)
22:41:04.797 tracker_snapshot
22:41:06.749 fill DOWN 5@0.43
22:41:06.750 paper_fill DOWN 5@0.43
22:41:06.810 btc_price_update $78572.8 (diff=8.12)
22:41:08.821 btc_price_update $78571.87 (diff=7.18)
22:41:10.837 btc_price_update $78571.87 (diff=7.18)
22:41:10.838 tracker_snapshot
22:41:10.838 market_snapshot
22:41:10.838 position_snapshot up=340.0 dn=180.0 gpnl=-21.65
22:41:10.838 strategy_snapshot state=ACCUMULATE gpnl=-21.65 cost=201.65
22:41:12.854 btc_price_update $78572.08 (diff=7.39)
22:41:14.871 btc_price_update $78571.92 (diff=7.23)
22:41:15.860 fill DOWN 5@0.44
22:41:15.860 paper_fill DOWN 5@0.44
22:41:16.884 btc_price_update $78571.04 (diff=6.36)
22:41:16.885 tracker_snapshot
22:41:18.901 btc_price_update $78569.89 (diff=5.21)
22:41:20.915 btc_price_update $78569.89 (diff=5.21)
22:41:21.622 fill DOWN 5@0.45
22:41:21.622 paper_fill DOWN 5@0.45
22:41:22.932 btc_price_update $78570.09 (diff=5.4)
22:41:22.932 tracker_snapshot
22:41:23.977 fill UP 5@0.51
22:41:23.977 paper_fill UP 5@0.51
22:41:24.309 fill UP 5@0.48
22:41:24.309 paper_fill UP 5@0.48
22:41:24.416 fill UP 5@0.47
22:41:24.416 paper_fill UP 5@0.47
22:41:24.416 fill UP 5@0.48
22:41:24.416 paper_fill UP 5@0.48
22:41:24.603 fill UP 5@0.48
22:41:24.603 paper_fill UP 5@0.48
22:41:24.947 btc_price_update $78570.08 (diff=5.4)
22:41:26.523 fill UP 5@0.45
22:41:26.524 paper_fill UP 5@0.45
22:41:26.962 btc_price_update $78562.31 (diff=-2.37)
22:41:27.526 fill UP 5@0.46
22:41:27.526 paper_fill UP 5@0.46
22:41:28.132 fill UP 5@0.46
22:41:28.132 paper_fill UP 5@0.46
22:41:28.219 fill UP 5@0.45
22:41:28.219 paper_fill UP 5@0.45
22:41:28.976 btc_price_update $78558.14 (diff=-6.54)
22:41:28.978 tracker_snapshot
22:41:29.230 fill UP 5@0.44
22:41:29.230 paper_fill UP 5@0.44
22:41:29.230 fill UP 5@0.45
22:41:29.230 paper_fill UP 5@0.45
22:41:29.576 fill UP 5@0.42
22:41:29.577 paper_fill UP 5@0.42
22:41:30.990 btc_price_update $78558.14 (diff=-6.54)
22:41:33.011 btc_price_update $78555.79 (diff=-8.9)
22:41:35.026 btc_price_update $78555.74 (diff=-8.95)
22:41:35.027 tracker_snapshot
22:41:35.254 fill UP 5@0.43
22:41:35.255 paper_fill UP 5@0.43
22:41:37.042 btc_price_update $78556.7 (diff=-7.98)
22:41:37.979 fill UP 5@0.44
22:41:37.979 paper_fill UP 5@0.44
22:41:38.894 fill UP 5@0.44
22:41:38.895 paper_fill UP 5@0.44
22:41:39.055 btc_price_update $78556.78 (diff=-7.9)
22:41:40.816 fill UP 5@0.44
22:41:40.816 paper_fill UP 5@0.44
22:41:41.072 btc_price_update $78556.94 (diff=-7.75)
22:41:41.073 tracker_snapshot
22:41:41.073 market_snapshot
22:41:41.073 position_snapshot up=380.0 dn=190.0 gpnl=-33.9
22:41:41.073 strategy_snapshot state=ACCUMULATE gpnl=-33.9 cost=223.9
22:41:43.092 btc_price_update $78556.91 (diff=-7.77)
22:41:45.106 btc_price_update $78557.09 (diff=-7.6)
22:41:46.248 fill UP 5@0.44
22:41:46.248 paper_fill UP 5@0.44
22:41:47.121 btc_price_update $78557.06 (diff=-7.62)
22:41:47.122 tracker_snapshot
22:41:49.142 btc_price_update $78557.21 (diff=-7.48)
22:41:49.793 fill UP 5@0.44
22:41:49.793 paper_fill UP 5@0.44
22:41:51.158 btc_price_update $78556.92 (diff=-7.76)
22:41:51.556 fill UP 5@0.44
22:41:51.556 paper_fill UP 5@0.44
22:41:53.178 btc_price_update $78556.93 (diff=-7.76)
22:41:53.179 tracker_snapshot
22:41:54.730 fill UP 5@0.44
22:41:54.730 paper_fill UP 5@0.44
22:41:55.192 btc_price_update $78556.93 (diff=-7.76)
22:41:55.465 fill UP 5@0.45
22:41:55.465 paper_fill UP 5@0.45
22:41:57.204 btc_price_update $78559.9 (diff=-4.78)
22:41:57.327 fill UP 5@0.46
22:41:57.327 paper_fill UP 5@0.46
22:41:58.912 fill UP 5@0.46
22:41:58.913 paper_fill UP 5@0.46
22:41:59.218 btc_price_update $78559.94 (diff=-4.74)
22:41:59.219 tracker_snapshot
22:42:01.238 btc_price_update $78562.41 (diff=-2.28)
22:42:03.148 fill DOWN 5@0.46
22:42:03.152 paper_fill DOWN 5@0.46
22:42:03.490 btc_price_update $78563.23 (diff=-1.46)
22:42:03.541 fill DOWN 5@0.46
22:42:03.541 paper_fill DOWN 5@0.46
22:42:03.545 fill UP 5@0.54
22:42:03.546 paper_fill UP 5@0.54
22:42:04.202 fill DOWN 5@0.46
22:42:04.202 paper_fill DOWN 5@0.46
22:42:04.344 fill UP 5@0.54
22:42:04.344 paper_fill UP 5@0.54
22:42:04.725 fill DOWN 5@0.46
22:42:04.725 paper_fill DOWN 5@0.46
22:42:05.515 btc_price_update $78564.24 (diff=-0.45)
22:42:05.516 tracker_snapshot
22:42:06.259 fill DOWN 5@0.46
22:42:06.259 paper_fill DOWN 5@0.46
22:42:07.531 btc_price_update $78566.45 (diff=1.77)
22:42:09.495 fill DOWN 5@0.46
22:42:09.495 paper_fill DOWN 5@0.46
22:42:09.549 btc_price_update $78566.65 (diff=1.97)
22:42:10.733 fill UP 5@0.54
22:42:10.733 paper_fill UP 5@0.54
22:42:11.566 fill DOWN 5@0.46
22:42:11.566 paper_fill DOWN 5@0.46
22:42:11.571 btc_price_update $78567.22 (diff=2.54)
22:42:11.571 tracker_snapshot
22:42:11.572 market_snapshot
22:42:11.572 position_snapshot up=390.0 dn=225.0 gpnl=-18.05
22:42:11.572 strategy_snapshot state=ACCUMULATE gpnl=-18.05 cost=243.05
22:42:12.079 fill DOWN 5@0.46
22:42:12.080 paper_fill DOWN 5@0.46
22:42:13.586 btc_price_update $78567.23 (diff=2.54)
22:42:14.656 fill DOWN 5@0.46
22:42:14.657 paper_fill DOWN 5@0.46
22:42:15.601 btc_price_update $78565.99 (diff=1.31)
22:42:16.081 fill DOWN 5@0.44
22:42:16.081 paper_fill DOWN 5@0.44
22:42:16.968 fill DOWN 5@0.44
22:42:16.969 paper_fill DOWN 5@0.44
22:42:17.619 btc_price_update $78569.43 (diff=4.74)
22:42:17.620 tracker_snapshot
22:42:18.186 fill DOWN 5@0.44
22:42:18.187 paper_fill DOWN 5@0.44
22:42:19.636 btc_price_update $78570.31 (diff=5.63)
22:42:19.767 fill DOWN 5@0.43
22:42:19.767 paper_fill DOWN 5@0.43
22:42:19.960 fill DOWN 5@0.39
22:42:19.960 paper_fill DOWN 5@0.39
22:42:20.734 fill DOWN 5@0.37
22:42:20.734 paper_fill DOWN 5@0.37
22:42:21.547 fill DOWN 5@0.37
22:42:21.547 paper_fill DOWN 5@0.37
22:42:21.648 btc_price_update $78570.31 (diff=5.63)
22:42:21.921 fill DOWN 5@0.3
22:42:21.921 paper_fill DOWN 5@0.3
22:42:22.335 buy_state_change ACCUMULATE → LOCKED
22:42:22.943 fill UP 5@0.72
22:42:22.943 paper_fill UP 5@0.72
22:42:23.662 btc_price_update $78580.78 (diff=16.1)
22:42:23.663 tracker_snapshot
22:42:24.460 fill UP 5@0.74
22:42:24.461 paper_fill UP 5@0.74
22:42:25.677 btc_price_update $78587.01 (diff=22.32)
22:42:27.695 btc_price_update $78588.25 (diff=23.56)
22:42:29.717 btc_price_update $78587.7 (diff=23.02)
22:42:29.718 tracker_snapshot
22:42:30.187 fill UP 5@0.8
22:42:30.187 paper_fill UP 5@0.8
22:42:31.310 fill UP 5@0.8
22:42:31.310 paper_fill UP 5@0.8
22:42:31.731 btc_price_update $78586.9 (diff=22.22)
22:42:33.748 btc_price_update $78588.26 (diff=23.58)
22:42:35.763 btc_price_update $78588.8 (diff=24.11)
22:42:35.764 tracker_snapshot
22:42:36.035 fill UP 5@0.8
22:42:36.035 paper_fill UP 5@0.8
22:42:37.778 btc_price_update $78588.91 (diff=24.22)
22:42:39.794 btc_price_update $78591.2 (diff=26.51)
22:42:41.809 btc_price_update $78591.48 (diff=26.79)
22:42:41.809 tracker_snapshot
22:42:41.810 market_snapshot
22:42:41.810 position_snapshot up=365.0 dn=275.0 gpnl=30.75
22:42:41.810 strategy_snapshot state=LOCKED gpnl=30.75 cost=244.25
22:42:43.824 btc_price_update $78591.33 (diff=26.64)
22:42:45.841 btc_price_update $78591.75 (diff=27.07)
22:42:47.858 btc_price_update $78591.75 (diff=27.07)
22:42:47.858 tracker_snapshot
22:42:49.871 btc_price_update $78591.92 (diff=27.24)
22:42:51.891 btc_price_update $78591.58 (diff=26.9)
22:42:53.908 btc_price_update $78591.59 (diff=26.9)
22:42:53.908 tracker_snapshot
22:42:55.922 btc_price_update $78592.28 (diff=27.59)
22:42:57.596 fill UP 5@0.8
22:42:57.596 paper_fill UP 5@0.8
22:42:57.935 btc_price_update $78592.28 (diff=27.59)
22:42:59.951 btc_price_update $78591.79 (diff=27.1)
22:42:59.951 tracker_snapshot
22:43:01.978 btc_price_update $78591.84 (diff=27.15)
22:43:03.798 fill UP 5@0.71
22:43:03.799 paper_fill UP 5@0.71
22:43:04.020 btc_price_update $78591.84 (diff=27.15)
22:43:06.037 btc_price_update $78589.84 (diff=25.15)
22:43:06.037 tracker_snapshot
22:43:08.052 btc_price_update $78581.53 (diff=16.84)
22:43:10.069 btc_price_update $78570.29 (diff=5.61)
22:43:12.082 btc_price_update $78568.56 (diff=3.87)
22:43:12.082 tracker_snapshot
22:43:12.082 market_snapshot
22:43:12.082 position_snapshot up=355.0 dn=275.0 gpnl=38.3
22:43:12.082 strategy_snapshot state=LOCKED gpnl=38.3 cost=236.7
22:43:14.098 btc_price_update $78568.71 (diff=4.02)
22:43:16.114 btc_price_update $78568.42 (diff=3.74)
22:43:18.130 btc_price_update $78569.22 (diff=4.53)
22:43:18.130 tracker_snapshot
22:43:20.144 btc_price_update $78569.32 (diff=4.63)
22:43:22.158 btc_price_update $78569.08 (diff=4.4)
22:43:24.174 btc_price_update $78570.14 (diff=5.46)
22:43:24.174 tracker_snapshot
22:43:26.187 btc_price_update $78570.0 (diff=5.31)
22:43:28.203 btc_price_update $78569.63 (diff=4.94)
22:43:30.218 btc_price_update $78569.65 (diff=4.96)
22:43:30.218 tracker_snapshot
22:43:32.230 btc_price_update $78569.99 (diff=5.3)
22:43:34.246 btc_price_update $78570.11 (diff=5.42)
22:43:36.262 btc_price_update $78570.08 (diff=5.39)
22:43:36.262 tracker_snapshot
22:43:38.284 btc_price_update $78570.34 (diff=5.66)
22:43:40.294 btc_price_update $78570.38 (diff=5.69)
22:43:42.311 btc_price_update $78570.31 (diff=5.62)
22:43:42.311 tracker_snapshot
22:43:42.312 market_snapshot
22:43:42.312 position_snapshot up=355.0 dn=275.0 gpnl=38.3
22:43:42.312 strategy_snapshot state=LOCKED gpnl=38.3 cost=236.7
22:43:44.326 btc_price_update $78568.1 (diff=3.41)
22:43:46.346 btc_price_update $78568.04 (diff=3.36)
22:43:48.361 btc_price_update $78568.03 (diff=3.34)
22:43:48.361 tracker_snapshot
22:43:50.377 btc_price_update $78567.99 (diff=3.31)
22:43:52.393 btc_price_update $78566.97 (diff=2.28)
22:43:54.410 btc_price_update $78566.67 (diff=1.98)
22:43:54.411 tracker_snapshot
22:43:56.425 btc_price_update $78566.55 (diff=1.87)
22:43:58.438 btc_price_update $78566.62 (diff=1.93)
22:44:00.468 btc_price_update $78566.9 (diff=2.22)
22:44:00.469 tracker_snapshot
22:44:02.514 btc_price_update $78566.81 (diff=2.13)
22:44:04.527 btc_price_update $78566.81 (diff=2.12)
22:44:06.544 btc_price_update $78567.15 (diff=2.46)
22:44:06.544 tracker_snapshot
22:44:08.562 btc_price_update $78567.26 (diff=2.58)
22:44:10.577 btc_price_update $78567.26 (diff=2.58)
22:44:12.594 btc_price_update $78565.03 (diff=0.34)
22:44:12.595 tracker_snapshot
22:44:12.595 market_snapshot
22:44:12.595 position_snapshot up=355.0 dn=275.0 gpnl=38.3
22:44:12.595 strategy_snapshot state=LOCKED gpnl=38.3 cost=236.7
22:44:14.613 btc_price_update $78564.49 (diff=-0.2)
22:44:16.626 btc_price_update $78564.54 (diff=-0.15)
22:44:18.638 btc_price_update $78563.11 (diff=-1.57)
22:44:18.638 tracker_snapshot
22:44:20.654 btc_price_update $78553.93 (diff=-10.75)
22:44:22.669 btc_price_update $78553.29 (diff=-11.39)
22:44:24.683 btc_price_update $78553.05 (diff=-11.64)
22:44:24.684 tracker_snapshot
22:44:26.703 btc_price_update $78548.72 (diff=-15.97)
22:44:28.718 btc_price_update $78543.85 (diff=-20.84)
22:44:30.730 btc_price_update $78539.37 (diff=-25.31)
22:44:30.730 tracker_snapshot
22:44:32.745 btc_price_update $78539.22 (diff=-25.47)
22:44:34.762 btc_price_update $78538.98 (diff=-25.71)
22:44:36.774 btc_price_update $78538.77 (diff=-25.92)
22:44:36.775 tracker_snapshot
22:44:38.789 btc_price_update $78538.43 (diff=-26.26)
22:44:40.803 btc_price_update $78538.81 (diff=-25.87)
22:44:42.816 btc_price_update $78538.26 (diff=-26.43)
22:44:42.817 tracker_snapshot
22:44:42.817 market_snapshot
22:44:42.817 position_snapshot up=355.0 dn=275.0 gpnl=38.3
22:44:42.817 strategy_snapshot state=LOCKED gpnl=38.3 cost=236.7
22:44:44.834 btc_price_update $78538.36 (diff=-26.33)
22:44:46.849 btc_price_update $78538.35 (diff=-26.34)
22:44:48.863 btc_price_update $78538.5 (diff=-26.19)
22:44:48.864 tracker_snapshot
22:44:50.880 btc_price_update $78538.29 (diff=-26.4)
22:44:52.894 btc_price_update $78530.99 (diff=-33.7)
22:44:54.909 btc_price_update $78526.6 (diff=-38.09)
22:44:54.909 tracker_snapshot
22:44:56.924 btc_price_update $78526.07 (diff=-38.61)
22:44:58.941 btc_price_update $78525.64 (diff=-39.05)
22:45:04.096 market_snapshot
22:45:04.096 position_snapshot up=355.0 dn=275.0 gpnl=38.3
22:45:04.096 strategy_snapshot state=LOCKED gpnl=38.3 cost=236.7
22:45:04.096 window_end