← All logs

20260423_071500_BTC_1_v8.4_dryrun_paperfill.jsonl

Strategy
v8.4
Question
Bitcoin Up or Down - April 23, 3:15AM-3:30AM ET
Run Note
v8.4 server
Mode
paper-fill
Inferred P&L
$-102.40
Guaranteed P&L
$-102.40
Winner
UP
BTC Move
12.51
Total Cost
305.2825
Fills
240
Orders
3562
TimeEventDetails
07:10:00.054 window_start
07:15:08.797 btc_price_update $78165.4 (diff=2.29)
07:15:08.798 buy_state_change INIT → ACCUMULATE
07:15:08.799 tracker_snapshot
07:15:10.818 btc_price_update $78168.2 (diff=5.09)
07:15:12.835 btc_price_update $78174.12 (diff=11.01)
07:15:14.852 btc_price_update $78173.31 (diff=10.2)
07:15:14.853 tracker_snapshot
07:15:16.872 btc_price_update $78173.13 (diff=10.02)
07:15:18.888 btc_price_update $78172.07 (diff=8.96)
07:15:20.904 btc_price_update $78171.94 (diff=8.83)
07:15:20.904 tracker_snapshot
07:15:22.920 btc_price_update $78172.58 (diff=9.47)
07:15:24.933 btc_price_update $78173.82 (diff=10.71)
07:15:26.948 btc_price_update $78173.83 (diff=10.72)
07:15:26.948 tracker_snapshot
07:15:28.963 btc_price_update $78176.92 (diff=13.81)
07:15:30.978 btc_price_update $78176.92 (diff=13.81)
07:15:32.996 btc_price_update $78176.92 (diff=13.81)
07:15:32.997 tracker_snapshot
07:15:35.014 btc_price_update $78171.97 (diff=8.86)
07:15:37.029 btc_price_update $78170.14 (diff=7.03)
07:15:39.043 btc_price_update $78169.43 (diff=6.32)
07:15:39.044 tracker_snapshot
07:15:39.044 market_snapshot
07:15:39.044 position_snapshot up=0.0 dn=0.0 gpnl=0.0
07:15:39.044 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
07:15:41.061 btc_price_update $78169.98 (diff=6.87)
07:15:43.078 btc_price_update $78170.39 (diff=7.28)
07:15:45.092 btc_price_update $78162.47 (diff=-0.64)
07:15:45.093 tracker_snapshot
07:15:47.108 btc_price_update $78152.11 (diff=-11.0)
07:15:49.125 btc_price_update $78151.58 (diff=-11.53)
07:15:51.140 btc_price_update $78151.87 (diff=-11.24)
07:15:51.140 tracker_snapshot
07:15:53.152 btc_price_update $78159.17 (diff=-3.94)
07:15:55.169 btc_price_update $78159.52 (diff=-3.59)
07:15:57.185 btc_price_update $78154.46 (diff=-8.65)
07:15:57.186 tracker_snapshot
07:15:59.200 btc_price_update $78142.78 (diff=-20.33)
07:16:01.225 btc_price_update $78145.82 (diff=-17.29)
07:16:01.409 buy_state_change ACCUMULATE → DIRECTIONAL
07:16:03.265 btc_price_update $78148.33 (diff=-14.78)
07:16:03.266 tracker_snapshot
07:16:05.284 btc_price_update $78155.71 (diff=-7.4)
07:16:07.299 btc_price_update $78156.76 (diff=-6.35)
07:16:09.315 btc_price_update $78153.52 (diff=-9.59)
07:16:09.315 tracker_snapshot
07:16:09.315 market_snapshot
07:16:09.315 position_snapshot up=0.0 dn=0.0 gpnl=0.0
07:16:09.315 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
07:16:11.330 btc_price_update $78153.5 (diff=-9.61)
07:16:13.345 btc_price_update $78154.96 (diff=-8.15)
07:16:15.360 btc_price_update $78150.56 (diff=-12.55)
07:16:15.360 tracker_snapshot
07:16:17.379 btc_price_update $78154.61 (diff=-8.5)
07:16:19.393 btc_price_update $78155.77 (diff=-7.34)
07:16:21.406 btc_price_update $78138.31 (diff=-24.8)
07:16:21.407 tracker_snapshot
07:16:23.424 btc_price_update $78137.75 (diff=-25.36)
07:16:25.441 btc_price_update $78138.58 (diff=-24.53)
07:16:27.459 btc_price_update $78136.93 (diff=-26.18)
07:16:27.459 tracker_snapshot
07:16:29.475 btc_price_update $78137.68 (diff=-25.43)
07:16:31.488 btc_price_update $78144.23 (diff=-18.88)
07:16:32.810 buy_state_change DIRECTIONAL → ACCUMULATE
07:16:33.503 btc_price_update $78156.7 (diff=-6.41)
07:16:33.504 tracker_snapshot
07:16:35.527 btc_price_update $78165.78 (diff=2.67)
07:16:37.541 btc_price_update $78160.87 (diff=-2.24)
07:16:39.556 btc_price_update $78165.77 (diff=2.66)
07:16:39.556 tracker_snapshot
07:16:39.556 market_snapshot
07:16:39.557 position_snapshot up=0.0 dn=0.0 gpnl=0.0
07:16:39.557 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
07:16:41.570 btc_price_update $78174.33 (diff=11.22)
07:16:43.584 btc_price_update $78183.5 (diff=20.39)
07:16:45.602 btc_price_update $78184.81 (diff=21.7)
07:16:45.603 tracker_snapshot
07:16:47.619 btc_price_update $78184.92 (diff=21.81)
07:16:49.631 btc_price_update $78183.93 (diff=20.82)
07:16:51.646 btc_price_update $78176.51 (diff=13.4)
07:16:51.647 tracker_snapshot
07:16:53.664 btc_price_update $78168.95 (diff=5.84)
07:16:55.682 btc_price_update $78169.04 (diff=5.93)
07:16:57.699 btc_price_update $78170.56 (diff=7.45)
07:16:57.700 tracker_snapshot
07:16:59.716 btc_price_update $78172.06 (diff=8.95)
07:17:01.766 btc_price_update $78172.69 (diff=9.58)
07:17:03.783 btc_price_update $78172.9 (diff=9.79)
07:17:03.783 tracker_snapshot
07:17:05.798 btc_price_update $78177.15 (diff=14.04)
07:17:07.816 btc_price_update $78177.85 (diff=14.74)
07:17:09.829 btc_price_update $78181.54 (diff=18.43)
07:17:09.830 tracker_snapshot
07:17:09.830 market_snapshot
07:17:09.830 position_snapshot up=0.0 dn=0.0 gpnl=0.0
07:17:09.830 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
07:17:11.846 btc_price_update $78174.84 (diff=11.73)
07:17:13.861 btc_price_update $78150.99 (diff=-12.12)
07:17:15.870 btc_price_update $78148.85 (diff=-14.26)
07:17:15.871 tracker_snapshot
07:17:17.886 btc_price_update $78148.07 (diff=-15.04)
07:17:19.902 btc_price_update $78147.88 (diff=-15.23)
07:17:21.916 btc_price_update $78147.86 (diff=-15.25)
07:17:21.916 tracker_snapshot
07:17:23.933 btc_price_update $78149.76 (diff=-13.35)
07:17:25.948 btc_price_update $78150.94 (diff=-12.17)
07:17:27.962 btc_price_update $78152.05 (diff=-11.06)
07:17:27.962 tracker_snapshot
07:17:29.980 btc_price_update $78152.19 (diff=-10.92)
07:17:31.997 btc_price_update $78152.17 (diff=-10.94)
07:17:34.014 btc_price_update $78151.44 (diff=-11.67)
07:17:34.014 tracker_snapshot
07:17:36.033 btc_price_update $78151.96 (diff=-11.15)
07:17:38.048 btc_price_update $78147.18 (diff=-15.93)
07:17:40.067 btc_price_update $78147.18 (diff=-15.93)
07:17:40.067 tracker_snapshot
07:17:40.067 market_snapshot
07:17:40.068 position_snapshot up=0.0 dn=0.0 gpnl=0.0
07:17:40.068 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
07:17:42.080 btc_price_update $78146.67 (diff=-16.44)
07:17:44.095 btc_price_update $78148.4 (diff=-14.71)
07:17:46.111 btc_price_update $78150.53 (diff=-12.58)
07:17:46.112 tracker_snapshot
07:17:48.126 btc_price_update $78153.92 (diff=-9.19)
07:17:50.142 btc_price_update $78153.82 (diff=-9.29)
07:17:52.157 btc_price_update $78153.93 (diff=-9.18)
07:17:52.157 tracker_snapshot
07:17:54.177 btc_price_update $78153.94 (diff=-9.17)
07:17:56.193 btc_price_update $78153.93 (diff=-9.18)
07:17:58.208 btc_price_update $78153.49 (diff=-9.62)
07:17:58.209 tracker_snapshot
07:18:00.226 btc_price_update $78150.77 (diff=-12.34)
07:18:02.246 btc_price_update $78153.53 (diff=-9.58)
07:18:04.310 btc_price_update $78149.87 (diff=-13.24)
07:18:04.311 tracker_snapshot
07:18:06.328 btc_price_update $78146.95 (diff=-16.16)
07:18:08.346 btc_price_update $78149.43 (diff=-13.68)
07:18:10.358 btc_price_update $78146.39 (diff=-16.72)
07:18:10.359 tracker_snapshot
07:18:10.359 market_snapshot
07:18:10.359 position_snapshot up=0.0 dn=0.0 gpnl=0.0
07:18:10.359 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
07:18:12.374 btc_price_update $78145.41 (diff=-17.7)
07:18:14.389 btc_price_update $78144.09 (diff=-19.02)
07:18:16.405 btc_price_update $78152.82 (diff=-10.29)
07:18:16.406 tracker_snapshot
07:18:18.422 btc_price_update $78152.94 (diff=-10.17)
07:18:20.432 btc_price_update $78153.24 (diff=-9.87)
07:18:22.447 btc_price_update $78151.18 (diff=-11.93)
07:18:22.447 tracker_snapshot
07:18:24.461 btc_price_update $78149.13 (diff=-13.98)
07:18:26.474 btc_price_update $78148.56 (diff=-14.55)
07:18:28.494 btc_price_update $78148.9 (diff=-14.21)
07:18:28.494 tracker_snapshot
07:18:30.508 btc_price_update $78148.67 (diff=-14.44)
07:18:32.526 btc_price_update $78148.67 (diff=-14.44)
07:18:34.545 btc_price_update $78149.72 (diff=-13.39)
07:18:34.545 tracker_snapshot
07:18:36.561 btc_price_update $78149.18 (diff=-13.93)
07:18:38.577 btc_price_update $78149.53 (diff=-13.58)
07:18:40.591 btc_price_update $78149.89 (diff=-13.22)
07:18:40.592 tracker_snapshot
07:18:40.592 market_snapshot
07:18:40.592 position_snapshot up=0.0 dn=0.0 gpnl=0.0
07:18:40.592 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
07:18:42.611 btc_price_update $78147.57 (diff=-15.54)
07:18:44.625 btc_price_update $78146.99 (diff=-16.12)
07:18:46.639 btc_price_update $78142.92 (diff=-20.19)
07:18:46.639 tracker_snapshot
07:18:48.654 btc_price_update $78144.78 (diff=-18.33)
07:18:50.672 btc_price_update $78143.17 (diff=-19.94)
07:18:52.687 btc_price_update $78142.88 (diff=-20.23)
07:18:52.687 tracker_snapshot
07:18:53.767 buy_state_change ACCUMULATE → DIRECTIONAL
07:18:54.704 btc_price_update $78142.0 (diff=-21.11)
07:18:56.722 btc_price_update $78140.8 (diff=-22.31)
07:18:58.740 btc_price_update $78138.1 (diff=-25.01)
07:18:58.740 tracker_snapshot
07:19:00.758 btc_price_update $78137.99 (diff=-25.12)
07:19:02.788 btc_price_update $78138.29 (diff=-24.82)
07:19:04.803 btc_price_update $78135.59 (diff=-27.52)
07:19:04.803 tracker_snapshot
07:19:06.818 btc_price_update $78139.11 (diff=-24.0)
07:19:08.834 btc_price_update $78138.97 (diff=-24.14)
07:19:10.852 btc_price_update $78139.04 (diff=-24.07)
07:19:10.853 tracker_snapshot
07:19:10.853 market_snapshot
07:19:10.853 position_snapshot up=0.0 dn=0.0 gpnl=0.0
07:19:10.853 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
07:19:12.867 btc_price_update $78138.81 (diff=-24.3)
07:19:14.885 btc_price_update $78144.3 (diff=-18.81)
07:19:16.900 btc_price_update $78146.29 (diff=-16.82)
07:19:16.900 tracker_snapshot
07:19:18.920 btc_price_update $78146.1 (diff=-17.01)
07:19:20.933 btc_price_update $78145.77 (diff=-17.34)
07:19:22.948 btc_price_update $78149.6 (diff=-13.51)
07:19:22.949 tracker_snapshot
07:19:24.964 btc_price_update $78153.66 (diff=-9.45)
07:19:26.976 btc_price_update $78154.69 (diff=-8.42)
07:19:28.992 btc_price_update $78155.01 (diff=-8.1)
07:19:28.992 tracker_snapshot
07:19:30.381 buy_state_change DIRECTIONAL → ACCUMULATE
07:19:31.005 btc_price_update $78154.75 (diff=-8.36)
07:19:32.276 cross_gate_opened
07:19:33.022 btc_price_update $78156.09 (diff=-7.02)
07:19:35.035 btc_price_update $78164.68 (diff=1.57)
07:19:35.036 tracker_snapshot
07:19:37.055 btc_price_update $78167.94 (diff=4.83)
07:19:39.069 btc_price_update $78167.61 (diff=4.5)
07:19:41.086 btc_price_update $78167.78 (diff=4.67)
07:19:41.086 tracker_snapshot
07:19:41.086 market_snapshot
07:19:41.086 position_snapshot up=0.0 dn=0.0 gpnl=0.0
07:19:41.087 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
07:19:43.101 btc_price_update $78168.31 (diff=5.2)
07:19:45.116 btc_price_update $78168.87 (diff=5.76)
07:19:47.132 btc_price_update $78170.02 (diff=6.91)
07:19:47.133 tracker_snapshot
07:19:49.149 btc_price_update $78170.21 (diff=7.1)
07:19:50.757 fill UP 5@0.45
07:19:50.757 paper_fill UP 5@0.45
07:19:51.163 btc_price_update $78170.77 (diff=7.66)
07:19:51.786 fill UP 5@0.44
07:19:51.786 paper_fill UP 5@0.44
07:19:53.175 btc_price_update $78160.83 (diff=-2.28)
07:19:53.176 tracker_snapshot
07:19:55.193 btc_price_update $78158.21 (diff=-4.9)
07:19:56.080 fill UP 5@0.46
07:19:56.080 paper_fill UP 5@0.46
07:19:57.208 btc_price_update $78158.73 (diff=-4.38)
07:19:57.812 fill UP 5@0.46
07:19:57.812 paper_fill UP 5@0.46
07:19:59.224 btc_price_update $78158.61 (diff=-4.5)
07:19:59.224 tracker_snapshot
07:20:01.248 btc_price_update $78166.33 (diff=3.22)
07:20:01.379 fill UP 5@0.47
07:20:01.380 paper_fill UP 5@0.47
07:20:03.283 fill UP 5@0.46
07:20:03.284 paper_fill UP 5@0.46
07:20:03.302 btc_price_update $78166.02 (diff=2.91)
07:20:05.318 btc_price_update $78158.64 (diff=-4.47)
07:20:05.318 tracker_snapshot
07:20:07.335 btc_price_update $78158.9 (diff=-4.21)
07:20:09.349 btc_price_update $78159.34 (diff=-3.77)
07:20:11.308 fill UP 5@0.45
07:20:11.308 paper_fill UP 5@0.45
07:20:11.364 btc_price_update $78158.58 (diff=-4.53)
07:20:11.365 tracker_snapshot
07:20:11.365 market_snapshot
07:20:11.365 position_snapshot up=35.0 dn=0.0 gpnl=-15.95
07:20:11.365 strategy_snapshot state=ACCUMULATE gpnl=-15.95 cost=15.95
07:20:11.617 fill UP 5@0.44
07:20:11.617 paper_fill UP 5@0.44
07:20:12.015 fill UP 5@0.41
07:20:12.015 paper_fill UP 5@0.41
07:20:13.380 btc_price_update $78155.47 (diff=-7.64)
07:20:14.200 fill UP 5@0.39
07:20:14.200 paper_fill UP 5@0.39
07:20:15.394 btc_price_update $78153.65 (diff=-9.46)
07:20:17.411 btc_price_update $78146.62 (diff=-16.49)
07:20:17.411 tracker_snapshot
07:20:19.427 btc_price_update $78146.0 (diff=-17.11)
07:20:21.441 btc_price_update $78142.5 (diff=-20.61)
07:20:23.458 btc_price_update $78145.69 (diff=-17.42)
07:20:23.458 tracker_snapshot
07:20:25.477 btc_price_update $78149.5 (diff=-13.61)
07:20:27.493 btc_price_update $78155.81 (diff=-7.3)
07:20:28.325 fill UP 5@0.46
07:20:28.325 paper_fill UP 5@0.46
07:20:29.508 btc_price_update $78159.54 (diff=-3.57)
07:20:29.509 tracker_snapshot
07:20:31.525 btc_price_update $78159.13 (diff=-3.98)
07:20:31.623 fill UP 5@0.48
07:20:31.623 paper_fill UP 5@0.48
07:20:33.539 btc_price_update $78160.36 (diff=-2.75)
07:20:35.556 btc_price_update $78168.66 (diff=5.55)
07:20:35.556 tracker_snapshot
07:20:37.571 btc_price_update $78177.99 (diff=14.88)
07:20:39.587 btc_price_update $78174.9 (diff=11.79)
07:20:41.602 btc_price_update $78176.66 (diff=13.55)
07:20:41.602 tracker_snapshot
07:20:41.602 market_snapshot
07:20:41.602 position_snapshot up=60.0 dn=0.0 gpnl=-26.85
07:20:41.602 strategy_snapshot state=ACCUMULATE gpnl=-26.85 cost=26.85
07:20:43.622 btc_price_update $78178.02 (diff=14.91)
07:20:45.638 btc_price_update $78169.12 (diff=6.01)
07:20:47.652 btc_price_update $78168.03 (diff=4.92)
07:20:47.652 tracker_snapshot
07:20:49.670 btc_price_update $78170.05 (diff=6.94)
07:20:51.684 btc_price_update $78169.53 (diff=6.42)
07:20:53.702 btc_price_update $78169.51 (diff=6.4)
07:20:53.702 tracker_snapshot
07:20:55.720 btc_price_update $78169.48 (diff=6.37)
07:20:57.737 btc_price_update $78172.71 (diff=9.6)
07:20:59.752 btc_price_update $78172.04 (diff=8.93)
07:20:59.753 tracker_snapshot
07:21:01.770 btc_price_update $78169.31 (diff=6.2)
07:21:03.789 btc_price_update $78168.66 (diff=5.55)
07:21:05.803 btc_price_update $78168.43 (diff=5.32)
07:21:05.804 tracker_snapshot
07:21:07.819 btc_price_update $78168.17 (diff=5.06)
07:21:09.836 btc_price_update $78167.32 (diff=4.21)
07:21:11.851 btc_price_update $78169.48 (diff=6.37)
07:21:11.851 tracker_snapshot
07:21:11.852 market_snapshot
07:21:11.852 position_snapshot up=60.0 dn=0.0 gpnl=-26.85
07:21:11.852 strategy_snapshot state=ACCUMULATE gpnl=-26.85 cost=26.85
07:21:13.868 btc_price_update $78169.44 (diff=6.34)
07:21:15.882 btc_price_update $78168.51 (diff=5.4)
07:21:17.898 btc_price_update $78168.17 (diff=5.06)
07:21:17.899 tracker_snapshot
07:21:19.914 btc_price_update $78167.63 (diff=4.52)
07:21:21.928 btc_price_update $78167.43 (diff=4.32)
07:21:23.945 btc_price_update $78169.19 (diff=6.08)
07:21:23.945 tracker_snapshot
07:21:25.965 btc_price_update $78168.15 (diff=5.04)
07:21:26.942 fill UP 5@0.47
07:21:26.942 paper_fill UP 5@0.47
07:21:27.977 btc_price_update $78167.74 (diff=4.63)
07:21:29.996 btc_price_update $78160.24 (diff=-2.87)
07:21:29.997 tracker_snapshot
07:21:30.365 fill UP 5@0.46
07:21:30.365 paper_fill UP 5@0.46
07:21:32.010 btc_price_update $78157.07 (diff=-6.04)
07:21:32.542 fill UP 5@0.46
07:21:32.543 paper_fill UP 5@0.46
07:21:34.027 btc_price_update $78157.62 (diff=-5.49)
07:21:36.044 btc_price_update $78156.79 (diff=-6.32)
07:21:36.045 tracker_snapshot
07:21:37.752 fill UP 5@0.46
07:21:37.753 paper_fill UP 5@0.46
07:21:38.060 btc_price_update $78158.98 (diff=-4.13)
07:21:40.075 btc_price_update $78159.09 (diff=-4.02)
07:21:42.090 btc_price_update $78158.71 (diff=-4.4)
07:21:42.090 tracker_snapshot
07:21:42.090 market_snapshot
07:21:42.090 position_snapshot up=80.0 dn=0.0 gpnl=-36.1
07:21:42.090 strategy_snapshot state=ACCUMULATE gpnl=-36.1 cost=36.1
07:21:43.115 fill UP 5@0.46
07:21:43.115 paper_fill UP 5@0.46
07:21:44.107 btc_price_update $78158.71 (diff=-4.4)
07:21:46.122 btc_price_update $78157.49 (diff=-5.62)
07:21:46.906 fill UP 5@0.43
07:21:46.906 paper_fill UP 5@0.43
07:21:48.135 btc_price_update $78157.28 (diff=-5.83)
07:21:48.136 tracker_snapshot
07:21:50.149 btc_price_update $78158.08 (diff=-5.03)
07:21:52.164 btc_price_update $78172.17 (diff=9.06)
07:21:54.180 btc_price_update $78172.35 (diff=9.24)
07:21:54.180 tracker_snapshot
07:21:56.193 btc_price_update $78172.56 (diff=9.45)
07:21:58.206 btc_price_update $78169.11 (diff=6.01)
07:22:00.219 btc_price_update $78169.88 (diff=6.77)
07:22:00.220 tracker_snapshot
07:22:02.241 btc_price_update $78172.0 (diff=8.89)
07:22:04.258 btc_price_update $78171.78 (diff=8.67)
07:22:06.276 btc_price_update $78174.25 (diff=11.14)
07:22:06.277 tracker_snapshot
07:22:08.296 btc_price_update $78174.28 (diff=11.17)
07:22:10.311 btc_price_update $78174.42 (diff=11.31)
07:22:11.943 fill DOWN 5@0.48
07:22:11.944 paper_fill DOWN 5@0.48
07:22:12.324 btc_price_update $78174.4 (diff=11.29)
07:22:12.325 two_sided_latch
07:22:12.325 buy_state_change ACCUMULATE → OVERWEIGHT
07:22:12.326 tracker_snapshot
07:22:12.326 market_snapshot
07:22:12.326 position_snapshot up=90.0 dn=5.0 gpnl=-37.95
07:22:12.326 strategy_snapshot state=OVERWEIGHT gpnl=-37.95 cost=42.95
07:22:12.739 fill UP 5@0.49
07:22:12.739 paper_fill UP 5@0.49
07:22:14.342 btc_price_update $78174.52 (diff=11.41)
07:22:16.109 fill UP 5@0.49
07:22:16.109 paper_fill UP 5@0.49
07:22:16.356 btc_price_update $78166.45 (diff=3.34)
07:22:18.370 btc_price_update $78167.62 (diff=4.51)
07:22:18.370 tracker_snapshot
07:22:20.385 btc_price_update $78157.32 (diff=-5.79)
07:22:22.398 btc_price_update $78157.49 (diff=-5.62)
07:22:22.618 fill UP 5@0.5
07:22:22.619 paper_fill UP 5@0.5
07:22:23.596 fill UP 5@0.55
07:22:23.597 paper_fill UP 5@0.55
07:22:24.090 fill UP 5@0.52
07:22:24.090 paper_fill UP 5@0.52
07:22:24.416 btc_price_update $78178.49 (diff=15.38)
07:22:24.416 tracker_snapshot
07:22:26.432 btc_price_update $78170.85 (diff=7.74)
07:22:28.452 btc_price_update $78166.92 (diff=3.81)
07:22:29.303 fill UP 5@0.51
07:22:29.303 paper_fill UP 5@0.51
07:22:30.465 btc_price_update $78167.1 (diff=3.99)
07:22:30.466 tracker_snapshot
07:22:30.826 fill UP 5@0.5
07:22:30.826 paper_fill UP 5@0.5
07:22:32.484 btc_price_update $78166.82 (diff=3.71)
07:22:34.504 btc_price_update $78166.58 (diff=3.47)
07:22:36.517 btc_price_update $78168.26 (diff=5.15)
07:22:36.517 tracker_snapshot
07:22:36.881 fill DOWN 5@0.46
07:22:36.881 paper_fill DOWN 5@0.46
07:22:38.533 btc_price_update $78177.46 (diff=14.35)
07:22:39.528 fill DOWN 5@0.46
07:22:39.528 paper_fill DOWN 5@0.46
07:22:39.586 fill UP 5@0.54
07:22:39.586 paper_fill UP 5@0.54
07:22:40.324 buy_state_change OVERWEIGHT → ACCUMULATE
07:22:40.553 btc_price_update $78176.9 (diff=13.79)
07:22:42.569 btc_price_update $78173.08 (diff=9.97)
07:22:42.569 tracker_snapshot
07:22:42.569 market_snapshot
07:22:42.569 position_snapshot up=50.0 dn=15.0 gpnl=-12.05
07:22:42.569 strategy_snapshot state=ACCUMULATE gpnl=-12.05 cost=27.05
07:22:44.044 fill DOWN 5@0.48
07:22:44.044 paper_fill DOWN 5@0.48
07:22:44.583 btc_price_update $78171.82 (diff=8.71)
07:22:46.600 btc_price_update $78174.09 (diff=10.98)
07:22:48.618 btc_price_update $78175.09 (diff=11.98)
07:22:48.618 tracker_snapshot
07:22:50.635 btc_price_update $78175.04 (diff=11.93)
07:22:50.735 fill UP 5@0.51
07:22:50.735 paper_fill UP 5@0.51
07:22:52.648 btc_price_update $78173.63 (diff=10.52)
07:22:54.664 btc_price_update $78171.1 (diff=7.99)
07:22:54.664 tracker_snapshot
07:22:56.678 btc_price_update $78171.3 (diff=8.19)
07:22:58.695 btc_price_update $78170.75 (diff=7.64)
07:22:59.039 fill UP 5@0.48
07:22:59.040 paper_fill UP 5@0.48
07:23:00.163 fill UP 5@0.48
07:23:00.164 paper_fill UP 5@0.48
07:23:00.734 btc_price_update $78167.97 (diff=4.86)
07:23:00.735 tracker_snapshot
07:23:02.212 fill UP 5@0.48
07:23:02.212 paper_fill UP 5@0.48
07:23:02.783 btc_price_update $78166.75 (diff=3.64)
07:23:04.796 btc_price_update $78167.09 (diff=3.98)
07:23:06.810 btc_price_update $78167.51 (diff=4.4)
07:23:06.811 tracker_snapshot
07:23:08.826 btc_price_update $78167.62 (diff=4.51)
07:23:10.847 btc_price_update $78168.57 (diff=5.46)
07:23:12.861 btc_price_update $78168.56 (diff=5.45)
07:23:12.861 tracker_snapshot
07:23:12.862 market_snapshot
07:23:12.862 position_snapshot up=50.0 dn=20.0 gpnl=-9.3
07:23:12.862 strategy_snapshot state=ACCUMULATE gpnl=-9.3 cost=29.3
07:23:14.880 btc_price_update $78169.02 (diff=5.91)
07:23:16.898 btc_price_update $78173.36 (diff=10.25)
07:23:18.915 btc_price_update $78173.36 (diff=10.25)
07:23:18.916 tracker_snapshot
07:23:20.930 btc_price_update $78173.51 (diff=10.4)
07:23:22.258 fill DOWN 5@0.44
07:23:22.259 paper_fill DOWN 5@0.44
07:23:22.275 fill UP 5@0.56
07:23:22.275 paper_fill UP 5@0.56
07:23:22.569 fill DOWN 5@0.41
07:23:22.569 paper_fill DOWN 5@0.41
07:23:22.613 fill UP 5@0.59
07:23:22.613 paper_fill UP 5@0.59
07:23:22.742 fill DOWN 5@0.41
07:23:22.743 paper_fill DOWN 5@0.41
07:23:22.945 btc_price_update $78173.64 (diff=10.53)
07:23:23.103 fill DOWN 5@0.39
07:23:23.103 paper_fill DOWN 5@0.39
07:23:23.535 fill DOWN 5@0.38
07:23:23.535 paper_fill DOWN 5@0.38
07:23:23.970 fill DOWN 5@0.36
07:23:23.971 paper_fill DOWN 5@0.36
07:23:24.801 fill DOWN 5@0.31
07:23:24.802 paper_fill DOWN 5@0.31
07:23:24.959 btc_price_update $78194.47 (diff=31.36)
07:23:24.960 tracker_snapshot
07:23:25.048 fill DOWN 5@0.31
07:23:25.048 paper_fill DOWN 5@0.31
07:23:25.975 fill DOWN 5@0.32
07:23:25.975 paper_fill DOWN 5@0.32
07:23:26.145 fill DOWN 5@0.32
07:23:26.145 paper_fill DOWN 5@0.32
07:23:26.320 buy_state_change ACCUMULATE → DIRECTIONAL
07:23:26.560 fill DOWN 5@0.33
07:23:26.560 paper_fill DOWN 5@0.33
07:23:26.975 btc_price_update $78213.66 (diff=50.55)
07:23:27.349 fill DOWN 5@0.33
07:23:27.350 paper_fill DOWN 5@0.33
07:23:27.671 fill DOWN 5@0.34
07:23:27.671 paper_fill DOWN 5@0.34
07:23:28.348 fill DOWN 5@0.36
07:23:28.348 paper_fill DOWN 5@0.36
07:23:28.993 btc_price_update $78204.17 (diff=41.06)
07:23:29.111 fill DOWN 5@0.37
07:23:29.111 paper_fill DOWN 5@0.37
07:23:29.243 fill DOWN 5@0.37
07:23:29.243 paper_fill DOWN 5@0.37
07:23:30.103 fill DOWN 5@0.37
07:23:30.103 paper_fill DOWN 5@0.37
07:23:30.730 fill DOWN 5@0.39
07:23:30.730 paper_fill DOWN 5@0.39
07:23:31.010 btc_price_update $78202.83 (diff=39.72)
07:23:31.010 tracker_snapshot
07:23:32.126 fill DOWN 5@0.39
07:23:32.126 paper_fill DOWN 5@0.39
07:23:32.974 fill DOWN 5@0.39
07:23:32.974 paper_fill DOWN 5@0.39
07:23:33.032 btc_price_update $78193.33 (diff=30.22)
07:23:33.506 fill DOWN 5@0.39
07:23:33.506 paper_fill DOWN 5@0.39
07:23:34.384 fill DOWN 5@0.39
07:23:34.385 paper_fill DOWN 5@0.39
07:23:34.987 fill DOWN 5@0.43
07:23:34.987 paper_fill DOWN 5@0.43
07:23:35.047 btc_price_update $78188.74 (diff=25.63)
07:23:37.065 btc_price_update $78188.74 (diff=25.63)
07:23:37.065 tracker_snapshot
07:23:39.081 btc_price_update $78180.17 (diff=17.06)
07:23:39.758 fill DOWN 5@0.46
07:23:39.758 paper_fill DOWN 5@0.46
07:23:39.826 fill DOWN 5@0.45
07:23:39.826 paper_fill DOWN 5@0.45
07:23:40.573 fill DOWN 5@0.46
07:23:40.574 paper_fill DOWN 5@0.46
07:23:40.966 fill DOWN 5@0.46
07:23:40.966 paper_fill DOWN 5@0.46
07:23:41.100 btc_price_update $78180.96 (diff=17.85)
07:23:42.003 fill DOWN 5@0.46
07:23:42.003 paper_fill DOWN 5@0.46
07:23:43.114 btc_price_update $78179.03 (diff=15.92)
07:23:43.115 tracker_snapshot
07:23:43.115 market_snapshot
07:23:43.115 position_snapshot up=40.0 dn=150.0 gpnl=-33.0
07:23:43.115 strategy_snapshot state=DIRECTIONAL gpnl=-33.0 cost=73.0
07:23:45.131 btc_price_update $78178.5 (diff=15.39)
07:23:47.146 btc_price_update $78179.32 (diff=16.21)
07:23:49.163 btc_price_update $78177.7 (diff=14.59)
07:23:49.164 tracker_snapshot
07:23:51.178 btc_price_update $78179.64 (diff=16.53)
07:23:52.430 fill DOWN 5@0.45
07:23:52.430 paper_fill DOWN 5@0.45
07:23:52.431 fill DOWN 5@0.46
07:23:52.431 paper_fill DOWN 5@0.46
07:23:53.194 btc_price_update $78177.62 (diff=14.51)
07:23:55.211 btc_price_update $78179.21 (diff=16.11)
07:23:55.211 tracker_snapshot
07:23:55.879 fill DOWN 5@0.46
07:23:55.880 paper_fill DOWN 5@0.46
07:23:55.895 fill DOWN 5@0.45
07:23:55.895 paper_fill DOWN 5@0.45
07:23:57.228 btc_price_update $78177.77 (diff=14.66)
07:23:59.248 btc_price_update $78177.77 (diff=14.66)
07:24:00.495 fill DOWN 5@0.46
07:24:00.495 paper_fill DOWN 5@0.46
07:24:01.266 btc_price_update $78178.33 (diff=15.23)
07:24:01.271 tracker_snapshot
07:24:02.320 fill DOWN 5@0.46
07:24:02.324 paper_fill DOWN 5@0.46
07:24:03.296 btc_price_update $78176.66 (diff=13.55)
07:24:04.238 fill DOWN 5@0.46
07:24:04.238 paper_fill DOWN 5@0.46
07:24:05.330 btc_price_update $78175.93 (diff=12.82)
07:24:07.344 btc_price_update $78175.9 (diff=12.79)
07:24:07.345 tracker_snapshot
07:24:09.360 btc_price_update $78179.3 (diff=16.19)
07:24:11.084 fill DOWN 5@0.46
07:24:11.084 paper_fill DOWN 5@0.46
07:24:11.375 btc_price_update $78179.44 (diff=16.33)
07:24:13.390 btc_price_update $78178.61 (diff=15.5)
07:24:13.391 tracker_snapshot
07:24:13.391 market_snapshot
07:24:13.391 position_snapshot up=40.0 dn=170.0 gpnl=-42.3
07:24:13.391 strategy_snapshot state=DIRECTIONAL gpnl=-42.3 cost=82.3
07:24:15.405 btc_price_update $78178.14 (diff=15.03)
07:24:15.955 fill DOWN 5@0.46
07:24:15.955 paper_fill DOWN 5@0.46
07:24:17.424 btc_price_update $78177.94 (diff=14.83)
07:24:19.442 btc_price_update $78177.78 (diff=14.67)
07:24:19.442 tracker_snapshot
07:24:20.175 fill DOWN 5@0.46
07:24:20.175 paper_fill DOWN 5@0.46
07:24:21.460 btc_price_update $78178.1 (diff=14.99)
07:24:23.478 btc_price_update $78178.44 (diff=15.33)
07:24:24.321 fill DOWN 5@0.45
07:24:24.321 paper_fill DOWN 5@0.45
07:24:24.321 fill DOWN 5@0.46
07:24:24.321 paper_fill DOWN 5@0.46
07:24:25.226 fill DOWN 5@0.44
07:24:25.226 paper_fill DOWN 5@0.44
07:24:25.494 btc_price_update $78178.96 (diff=15.85)
07:24:25.495 tracker_snapshot
07:24:27.511 btc_price_update $78179.25 (diff=16.14)
07:24:29.529 btc_price_update $78183.17 (diff=20.06)
07:24:31.547 btc_price_update $78183.09 (diff=19.98)
07:24:31.548 tracker_snapshot
07:24:33.088 fill DOWN 5@0.44
07:24:33.088 paper_fill DOWN 5@0.44
07:24:33.120 fill DOWN 5@0.43
07:24:33.120 paper_fill DOWN 5@0.43
07:24:33.564 btc_price_update $78183.74 (diff=20.63)
07:24:34.354 fill DOWN 5@0.43
07:24:34.354 paper_fill DOWN 5@0.43
07:24:35.581 btc_price_update $78183.78 (diff=20.67)
07:24:37.595 btc_price_update $78187.0 (diff=23.89)
07:24:37.596 tracker_snapshot
07:24:39.612 btc_price_update $78187.52 (diff=24.41)
07:24:41.629 btc_price_update $78187.53 (diff=24.42)
07:24:42.089 fill DOWN 5@0.41
07:24:42.089 paper_fill DOWN 5@0.41
07:24:43.592 fill DOWN 5@0.4
07:24:43.592 paper_fill DOWN 5@0.4
07:24:43.644 btc_price_update $78187.16 (diff=24.05)
07:24:43.645 tracker_snapshot
07:24:43.645 market_snapshot
07:24:43.645 position_snapshot up=40.0 dn=200.0 gpnl=-55.4
07:24:43.645 strategy_snapshot state=DIRECTIONAL gpnl=-55.4 cost=95.4
07:24:44.547 fill DOWN 5@0.36
07:24:44.547 paper_fill DOWN 5@0.36
07:24:44.740 buy_state_change DIRECTIONAL → OVERWEIGHT
07:24:45.658 btc_price_update $78187.75 (diff=24.64)
07:24:47.675 btc_price_update $78194.01 (diff=30.9)
07:24:49.691 btc_price_update $78197.18 (diff=34.07)
07:24:49.691 tracker_snapshot
07:24:51.706 btc_price_update $78197.18 (diff=34.07)
07:24:53.721 btc_price_update $78194.14 (diff=31.03)
07:24:55.737 btc_price_update $78185.39 (diff=22.28)
07:24:55.737 tracker_snapshot
07:24:57.756 btc_price_update $78183.97 (diff=20.86)
07:24:59.771 btc_price_update $78184.09 (diff=20.98)
07:25:01.970 btc_price_update $78184.37 (diff=21.26)
07:25:01.972 tracker_snapshot
07:25:03.989 btc_price_update $78181.44 (diff=18.33)
07:25:06.002 btc_price_update $78172.89 (diff=9.78)
07:25:07.785 fill DOWN 5@0.45
07:25:07.785 paper_fill DOWN 5@0.45
07:25:07.890 buy_state_change OVERWEIGHT → ACCUMULATE
07:25:07.907 fill DOWN 5@0.46
07:25:07.907 paper_fill DOWN 5@0.46
07:25:08.021 btc_price_update $78176.65 (diff=13.54)
07:25:08.021 buy_state_change ACCUMULATE → OVERWEIGHT
07:25:08.022 tracker_snapshot
07:25:10.035 btc_price_update $78176.12 (diff=13.01)
07:25:12.052 btc_price_update $78173.43 (diff=10.32)
07:25:14.069 btc_price_update $78173.13 (diff=10.02)
07:25:14.069 tracker_snapshot
07:25:14.070 market_snapshot
07:25:14.070 position_snapshot up=40.0 dn=205.0 gpnl=-57.25
07:25:14.070 strategy_snapshot state=OVERWEIGHT gpnl=-57.25 cost=97.25
07:25:16.085 btc_price_update $78174.03 (diff=10.92)
07:25:17.818 fill DOWN 5@0.45
07:25:17.818 paper_fill DOWN 5@0.45
07:25:18.098 btc_price_update $78174.14 (diff=11.03)
07:25:18.098 buy_state_change OVERWEIGHT → ACCUMULATE
07:25:20.113 btc_price_update $78172.91 (diff=9.8)
07:25:20.114 tracker_snapshot
07:25:22.133 btc_price_update $78170.98 (diff=7.87)
07:25:24.149 btc_price_update $78170.95 (diff=7.84)
07:25:26.167 btc_price_update $78170.75 (diff=7.64)
07:25:26.167 tracker_snapshot
07:25:28.182 btc_price_update $78168.67 (diff=5.56)
07:25:30.202 btc_price_update $78170.79 (diff=7.68)
07:25:32.217 btc_price_update $78168.46 (diff=5.35)
07:25:32.218 tracker_snapshot
07:25:34.234 btc_price_update $78168.08 (diff=4.97)
07:25:36.250 btc_price_update $78170.53 (diff=7.42)
07:25:38.269 btc_price_update $78167.15 (diff=4.04)
07:25:38.269 tracker_snapshot
07:25:40.286 btc_price_update $78166.77 (diff=3.66)
07:25:42.302 btc_price_update $78168.07 (diff=4.96)
07:25:43.165 fill UP 5@0.43
07:25:43.165 paper_fill UP 5@0.43
07:25:44.313 btc_price_update $78167.38 (diff=4.27)
07:25:44.314 tracker_snapshot
07:25:44.314 market_snapshot
07:25:44.314 position_snapshot up=45.0 dn=200.0 gpnl=-52.15
07:25:44.314 strategy_snapshot state=ACCUMULATE gpnl=-52.15 cost=97.15
07:25:46.331 btc_price_update $78157.84 (diff=-5.27)
07:25:48.352 btc_price_update $78155.06 (diff=-8.05)
07:25:49.446 fill UP 5@0.43
07:25:49.446 paper_fill UP 5@0.43
07:25:50.368 btc_price_update $78157.59 (diff=-5.52)
07:25:50.369 tracker_snapshot
07:25:51.264 fill UP 5@0.43
07:25:51.264 paper_fill UP 5@0.43
07:25:51.912 fill UP 5@0.42
07:25:51.912 paper_fill UP 5@0.42
07:25:52.383 btc_price_update $78153.67 (diff=-9.44)
07:25:54.400 btc_price_update $78152.52 (diff=-10.59)
07:25:56.412 btc_price_update $78152.85 (diff=-10.26)
07:25:56.413 tracker_snapshot
07:25:58.084 fill DOWN 5@0.59
07:25:58.084 paper_fill DOWN 5@0.59
07:25:58.425 btc_price_update $78152.59 (diff=-10.52)
07:26:00.440 btc_price_update $78152.66 (diff=-10.45)
07:26:00.440 buy_state_change ACCUMULATE → DIRECTIONAL
07:26:02.464 btc_price_update $78155.05 (diff=-8.06)
07:26:02.466 tracker_snapshot
07:26:04.487 btc_price_update $78153.36 (diff=-9.75)
07:26:06.504 btc_price_update $78153.48 (diff=-9.63)
07:26:08.520 btc_price_update $78153.37 (diff=-9.74)
07:26:08.521 tracker_snapshot
07:26:08.760 fill UP 5@0.43
07:26:08.760 paper_fill UP 5@0.43
07:26:10.537 btc_price_update $78157.42 (diff=-5.69)
07:26:12.554 btc_price_update $78158.62 (diff=-4.49)
07:26:14.296 fill UP 5@0.43
07:26:14.297 paper_fill UP 5@0.43
07:26:14.573 btc_price_update $78158.42 (diff=-4.69)
07:26:14.573 tracker_snapshot
07:26:14.574 market_snapshot
07:26:14.574 position_snapshot up=70.0 dn=195.0 gpnl=-34.9
07:26:14.574 strategy_snapshot state=DIRECTIONAL gpnl=-34.9 cost=104.9
07:26:16.591 btc_price_update $78157.31 (diff=-5.8)
07:26:18.605 btc_price_update $78157.46 (diff=-5.65)
07:26:18.614 fill UP 5@0.43
07:26:18.614 paper_fill UP 5@0.43
07:26:20.619 btc_price_update $78159.17 (diff=-3.94)
07:26:20.620 tracker_snapshot
07:26:22.637 btc_price_update $78159.55 (diff=-3.56)
07:26:24.438 fill UP 5@0.44
07:26:24.438 paper_fill UP 5@0.44
07:26:24.653 btc_price_update $78160.04 (diff=-3.07)
07:26:24.653 buy_state_change DIRECTIONAL → ACCUMULATE
07:26:24.822 fill DOWN 5@0.5
07:26:24.822 paper_fill DOWN 5@0.5
07:26:26.671 btc_price_update $78170.5 (diff=7.39)
07:26:26.672 tracker_snapshot
07:26:26.906 fill DOWN 5@0.47
07:26:26.906 paper_fill DOWN 5@0.47
07:26:27.159 fill DOWN 5@0.48
07:26:27.159 paper_fill DOWN 5@0.48
07:26:27.422 fill DOWN 5@0.48
07:26:27.422 paper_fill DOWN 5@0.48
07:26:27.845 fill DOWN 5@0.42
07:26:27.845 paper_fill DOWN 5@0.42
07:26:28.687 btc_price_update $78183.55 (diff=20.44)
07:26:28.848 fill DOWN 5@0.42
07:26:28.848 paper_fill DOWN 5@0.42
07:26:30.703 btc_price_update $78183.83 (diff=20.72)
07:26:31.713 fill DOWN 5@0.39
07:26:31.714 paper_fill DOWN 5@0.39
07:26:31.993 fill DOWN 5@0.39
07:26:31.993 paper_fill DOWN 5@0.39
07:26:32.717 btc_price_update $78186.59 (diff=23.48)
07:26:32.718 tracker_snapshot
07:26:33.286 fill DOWN 5@0.37
07:26:33.286 paper_fill DOWN 5@0.37
07:26:33.494 fill DOWN 5@0.35
07:26:33.494 paper_fill DOWN 5@0.35
07:26:34.394 fill DOWN 5@0.34
07:26:34.394 paper_fill DOWN 5@0.34
07:26:34.734 btc_price_update $78187.02 (diff=23.91)
07:26:34.853 fill DOWN 5@0.34
07:26:34.854 paper_fill DOWN 5@0.34
07:26:35.151 fill DOWN 5@0.34
07:26:35.151 paper_fill DOWN 5@0.34
07:26:35.517 buy_state_change ACCUMULATE → DIRECTIONAL
07:26:35.563 fill DOWN 5@0.34
07:26:35.564 paper_fill DOWN 5@0.34
07:26:36.209 fill DOWN 5@0.34
07:26:36.210 paper_fill DOWN 5@0.34
07:26:36.562 fill DOWN 5@0.34
07:26:36.562 paper_fill DOWN 5@0.34
07:26:36.750 btc_price_update $78189.77 (diff=26.66)
07:26:37.830 fill DOWN 5@0.34
07:26:37.830 paper_fill DOWN 5@0.34
07:26:38.765 btc_price_update $78189.76 (diff=26.65)
07:26:38.766 tracker_snapshot
07:26:38.791 fill DOWN 5@0.34
07:26:38.791 paper_fill DOWN 5@0.34
07:26:39.716 fill DOWN 5@0.34
07:26:39.716 paper_fill DOWN 5@0.34
07:26:40.778 btc_price_update $78187.84 (diff=24.73)
07:26:42.427 fill DOWN 5@0.33
07:26:42.428 paper_fill DOWN 5@0.33
07:26:42.793 btc_price_update $78193.12 (diff=30.01)
07:26:43.009 fill DOWN 5@0.36
07:26:43.009 paper_fill DOWN 5@0.36
07:26:43.195 fill DOWN 5@0.36
07:26:43.195 paper_fill DOWN 5@0.36
07:26:43.452 fill DOWN 5@0.36
07:26:43.452 paper_fill DOWN 5@0.36
07:26:44.810 btc_price_update $78186.37 (diff=23.26)
07:26:44.811 tracker_snapshot
07:26:44.811 market_snapshot
07:26:44.811 position_snapshot up=80.0 dn=270.0 gpnl=-53.65
07:26:44.811 strategy_snapshot state=DIRECTIONAL gpnl=-53.65 cost=133.65
07:26:45.430 fill DOWN 5@0.36
07:26:45.430 paper_fill DOWN 5@0.36
07:26:45.878 fill DOWN 5@0.39
07:26:45.878 paper_fill DOWN 5@0.39
07:26:46.743 fill DOWN 5@0.39
07:26:46.744 paper_fill DOWN 5@0.39
07:26:46.828 btc_price_update $78189.37 (diff=26.26)
07:26:47.091 fill DOWN 5@0.39
07:26:47.091 paper_fill DOWN 5@0.39
07:26:47.546 fill DOWN 5@0.39
07:26:47.546 paper_fill DOWN 5@0.39
07:26:47.795 fill DOWN 5@0.39
07:26:47.795 paper_fill DOWN 5@0.39
07:26:48.515 fill DOWN 5@0.39
07:26:48.515 paper_fill DOWN 5@0.39
07:26:48.849 btc_price_update $78181.83 (diff=18.72)
07:26:49.567 fill DOWN 5@0.39
07:26:49.568 paper_fill DOWN 5@0.39
07:26:50.804 fill DOWN 5@0.39
07:26:50.804 paper_fill DOWN 5@0.39
07:26:50.865 btc_price_update $78180.98 (diff=17.87)
07:26:50.866 tracker_snapshot
07:26:51.136 fill DOWN 5@0.39
07:26:51.137 paper_fill DOWN 5@0.39
07:26:52.238 fill DOWN 5@0.39
07:26:52.238 paper_fill DOWN 5@0.39
07:26:52.879 btc_price_update $78180.66 (diff=17.55)
07:26:52.992 fill DOWN 5@0.4
07:26:52.992 paper_fill DOWN 5@0.4
07:26:54.271 fill DOWN 5@0.4
07:26:54.271 paper_fill DOWN 5@0.4
07:26:54.475 buy_state_change DIRECTIONAL → ACCUMULATE
07:26:54.842 fill UP 5@0.47
07:26:54.842 paper_fill UP 5@0.47
07:26:54.895 btc_price_update $78179.73 (diff=16.62)
07:26:54.982 fill UP 5@0.46
07:26:54.982 paper_fill UP 5@0.46
07:26:55.068 fill UP 5@0.42
07:26:55.068 paper_fill UP 5@0.42
07:26:55.405 fill UP 5@0.4
07:26:55.406 paper_fill UP 5@0.4
07:26:55.915 fill DOWN 5@0.6
07:26:55.915 paper_fill DOWN 5@0.6
07:26:55.960 fill UP 5@0.4
07:26:55.960 paper_fill UP 5@0.4
07:26:56.153 fill UP 5@0.43
07:26:56.153 paper_fill UP 5@0.43
07:26:56.536 fill UP 5@0.48
07:26:56.536 paper_fill UP 5@0.48
07:26:56.914 btc_price_update $78174.88 (diff=11.77)
07:26:56.914 tracker_snapshot
07:26:58.929 btc_price_update $78163.98 (diff=0.87)
07:27:00.655 fill DOWN 5@0.45
07:27:00.655 paper_fill DOWN 5@0.45
07:27:00.949 btc_price_update $78165.9 (diff=2.79)
07:27:01.743 fill DOWN 5@0.4
07:27:01.743 paper_fill DOWN 5@0.4
07:27:03.028 btc_price_update $78174.29 (diff=11.18)
07:27:03.029 tracker_snapshot
07:27:03.168 fill DOWN 5@0.4
07:27:03.168 paper_fill DOWN 5@0.4
07:27:05.047 btc_price_update $78180.09 (diff=16.98)
07:27:05.609 fill DOWN 5@0.4
07:27:05.609 paper_fill DOWN 5@0.4
07:27:06.923 fill DOWN 5@0.43
07:27:06.923 paper_fill DOWN 5@0.43
07:27:07.060 btc_price_update $78180.13 (diff=17.02)
07:27:09.073 btc_price_update $78177.33 (diff=14.22)
07:27:09.074 tracker_snapshot
07:27:10.838 fill UP 5@0.44
07:27:10.838 paper_fill UP 5@0.44
07:27:11.088 btc_price_update $78170.69 (diff=7.58)
07:27:11.441 fill UP 5@0.43
07:27:11.442 paper_fill UP 5@0.43
07:27:13.107 btc_price_update $78166.06 (diff=2.95)
07:27:13.474 fill UP 5@0.42
07:27:13.474 paper_fill UP 5@0.42
07:27:13.541 fill DOWN 5@0.58
07:27:13.541 paper_fill DOWN 5@0.58
07:27:13.841 fill UP 5@0.43
07:27:13.842 paper_fill UP 5@0.43
07:27:15.123 btc_price_update $78161.27 (diff=-1.84)
07:27:15.124 tracker_snapshot
07:27:15.124 market_snapshot
07:27:15.124 position_snapshot up=135.0 dn=350.0 gpnl=-52.35
07:27:15.124 strategy_snapshot state=ACCUMULATE gpnl=-52.35 cost=187.35
07:27:17.139 btc_price_update $78161.85 (diff=-1.26)
07:27:17.200 fill DOWN 5@0.56
07:27:17.200 paper_fill DOWN 5@0.56
07:27:19.138 fill UP 5@0.44
07:27:19.138 paper_fill UP 5@0.44
07:27:19.155 btc_price_update $78162.57 (diff=-0.54)
07:27:21.169 btc_price_update $78161.51 (diff=-1.6)
07:27:21.169 tracker_snapshot
07:27:21.885 fill UP 5@0.44
07:27:21.885 paper_fill UP 5@0.44
07:27:23.181 btc_price_update $78161.54 (diff=-1.57)
07:27:24.179 fill UP 5@0.42
07:27:24.179 paper_fill UP 5@0.42
07:27:24.186 fill DOWN 5@0.58
07:27:24.186 paper_fill DOWN 5@0.58
07:27:24.696 fill UP 5@0.43
07:27:24.696 paper_fill UP 5@0.43
07:27:25.195 btc_price_update $78161.19 (diff=-1.92)
07:27:27.214 btc_price_update $78161.97 (diff=-1.14)
07:27:27.215 tracker_snapshot
07:27:28.552 fill UP 5@0.44
07:27:28.552 paper_fill UP 5@0.44
07:27:29.235 btc_price_update $78162.59 (diff=-0.52)
07:27:31.139 fill UP 5@0.44
07:27:31.139 paper_fill UP 5@0.44
07:27:31.249 btc_price_update $78161.0 (diff=-2.11)
07:27:33.263 btc_price_update $78160.95 (diff=-2.16)
07:27:33.263 tracker_snapshot
07:27:35.279 btc_price_update $78160.1 (diff=-3.01)
07:27:37.295 btc_price_update $78160.14 (diff=-2.97)
07:27:37.410 fill UP 5@0.44
07:27:37.410 paper_fill UP 5@0.44
07:27:39.312 btc_price_update $78160.76 (diff=-2.35)
07:27:39.312 tracker_snapshot
07:27:40.014 fill UP 5@0.44
07:27:40.014 paper_fill UP 5@0.44
07:27:41.328 btc_price_update $78160.24 (diff=-2.87)
07:27:43.343 btc_price_update $78161.04 (diff=-2.07)
07:27:44.260 fill UP 5@0.44
07:27:44.261 paper_fill UP 5@0.44
07:27:44.535 fill UP 5@0.44
07:27:44.535 paper_fill UP 5@0.44
07:27:45.358 btc_price_update $78163.0 (diff=-0.11)
07:27:45.359 tracker_snapshot
07:27:45.359 market_snapshot
07:27:45.359 position_snapshot up=185.0 dn=340.0 gpnl=-18.5
07:27:45.359 strategy_snapshot state=ACCUMULATE gpnl=-18.5 cost=203.5
07:27:45.595 fill UP 5@0.45
07:27:45.595 paper_fill UP 5@0.45
07:27:45.596 fill DOWN 5@0.55
07:27:45.596 paper_fill DOWN 5@0.55
07:27:47.375 btc_price_update $78165.58 (diff=2.47)
07:27:49.390 btc_price_update $78169.27 (diff=6.16)
07:27:50.843 fill DOWN 5@0.48
07:27:50.843 paper_fill DOWN 5@0.48
07:27:50.854 fill DOWN 5@0.47
07:27:50.855 paper_fill DOWN 5@0.47
07:27:51.406 btc_price_update $78170.09 (diff=6.98)
07:27:51.407 tracker_snapshot
07:27:53.423 btc_price_update $78174.59 (diff=11.48)
07:27:54.718 fill DOWN 5@0.43
07:27:54.719 paper_fill DOWN 5@0.43
07:27:55.435 btc_price_update $78175.09 (diff=11.98)
07:27:57.449 btc_price_update $78175.72 (diff=12.61)
07:27:57.451 tracker_snapshot
07:27:59.470 btc_price_update $78172.73 (diff=9.62)
07:28:01.491 btc_price_update $78173.44 (diff=10.33)
07:28:03.519 btc_price_update $78170.66 (diff=7.55)
07:28:03.521 tracker_snapshot
07:28:05.536 btc_price_update $78170.24 (diff=7.13)
07:28:07.553 btc_price_update $78171.35 (diff=8.24)
07:28:09.567 btc_price_update $78173.03 (diff=9.92)
07:28:09.568 tracker_snapshot
07:28:11.584 btc_price_update $78173.35 (diff=10.24)
07:28:13.596 btc_price_update $78173.35 (diff=10.24)
07:28:15.615 btc_price_update $78173.59 (diff=10.48)
07:28:15.616 tracker_snapshot
07:28:15.616 market_snapshot
07:28:15.616 position_snapshot up=190.0 dn=340.0 gpnl=-15.2
07:28:15.616 strategy_snapshot state=ACCUMULATE gpnl=-15.2 cost=205.2
07:28:17.632 btc_price_update $78171.71 (diff=8.6)
07:28:18.145 fill DOWN 5@0.47
07:28:18.145 paper_fill DOWN 5@0.47
07:28:18.529 fill DOWN 5@0.46
07:28:18.529 paper_fill DOWN 5@0.46
07:28:19.544 fill DOWN 5@0.45
07:28:19.544 paper_fill DOWN 5@0.45
07:28:19.622 fill DOWN 5@0.42
07:28:19.622 paper_fill DOWN 5@0.42
07:28:19.652 btc_price_update $78171.63 (diff=8.52)
07:28:19.723 fill DOWN 5@0.4
07:28:19.723 paper_fill DOWN 5@0.4
07:28:20.089 fill DOWN 5@0.38
07:28:20.089 paper_fill DOWN 5@0.38
07:28:21.002 fill DOWN 5@0.34
07:28:21.002 paper_fill DOWN 5@0.34
07:28:21.453 fill DOWN 5@0.34
07:28:21.453 paper_fill DOWN 5@0.34
07:28:21.670 btc_price_update $78172.64 (diff=9.53)
07:28:21.671 tracker_snapshot
07:28:22.408 fill DOWN 5@0.34
07:28:22.408 paper_fill DOWN 5@0.34
07:28:23.638 fill DOWN 5@0.34
07:28:23.638 paper_fill DOWN 5@0.34
07:28:23.684 btc_price_update $78184.74 (diff=21.63)
07:28:24.123 fill DOWN 5@0.34
07:28:24.123 paper_fill DOWN 5@0.34
07:28:24.712 fill DOWN 5@0.34
07:28:24.713 paper_fill DOWN 5@0.34
07:28:25.420 buy_state_change ACCUMULATE → DIRECTIONAL
07:28:25.504 fill DOWN 5@0.34
07:28:25.505 paper_fill DOWN 5@0.34
07:28:25.701 btc_price_update $78184.76 (diff=21.65)
07:28:26.867 fill DOWN 5@0.34
07:28:26.868 paper_fill DOWN 5@0.34
07:28:27.716 btc_price_update $78183.09 (diff=19.98)
07:28:27.717 tracker_snapshot
07:28:28.052 fill DOWN 5@0.34
07:28:28.052 paper_fill DOWN 5@0.34
07:28:28.965 fill DOWN 5@0.34
07:28:28.966 paper_fill DOWN 5@0.34
07:28:29.403 fill DOWN 5@0.27
07:28:29.403 paper_fill DOWN 5@0.27
07:28:29.729 btc_price_update $78183.24 (diff=20.13)
07:28:29.828 fill DOWN 5@0.25
07:28:29.829 paper_fill DOWN 5@0.25
07:28:30.198 fill DOWN 5@0.25
07:28:30.198 paper_fill DOWN 5@0.25
07:28:30.895 fill DOWN 5@0.25
07:28:30.895 paper_fill DOWN 5@0.25
07:28:31.744 btc_price_update $78184.24 (diff=21.13)
07:28:32.168 fill DOWN 5@0.25
07:28:32.168 paper_fill DOWN 5@0.25
07:28:32.482 fill DOWN 5@0.25
07:28:32.483 paper_fill DOWN 5@0.25
07:28:33.194 fill DOWN 5@0.25
07:28:33.194 paper_fill DOWN 5@0.25
07:28:33.760 btc_price_update $78189.91 (diff=26.8)
07:28:33.761 tracker_snapshot
07:28:35.777 btc_price_update $78189.92 (diff=26.81)
07:28:37.322 fill DOWN 5@0.25
07:28:37.322 paper_fill DOWN 5@0.25
07:28:37.796 btc_price_update $78189.76 (diff=26.65)
07:28:39.813 btc_price_update $78189.98 (diff=26.87)
07:28:39.814 tracker_snapshot
07:28:41.831 btc_price_update $78187.27 (diff=24.16)
07:28:42.052 fill DOWN 5@0.25
07:28:42.052 paper_fill DOWN 5@0.25
07:28:43.630 fill DOWN 5@0.24
07:28:43.630 paper_fill DOWN 5@0.24
07:28:43.842 btc_price_update $78186.71 (diff=23.6)
07:28:44.262 fill DOWN 5@0.21
07:28:44.262 paper_fill DOWN 5@0.21
07:28:45.031 fill DOWN 5@0.19
07:28:45.031 paper_fill DOWN 5@0.19
07:28:45.370 fill DOWN 5@0.19
07:28:45.370 paper_fill DOWN 5@0.19
07:28:45.771 fill DOWN 5@0.19
07:28:45.771 paper_fill DOWN 5@0.19
07:28:45.859 btc_price_update $78190.33 (diff=27.22)
07:28:45.860 tracker_snapshot
07:28:45.860 market_snapshot
07:28:45.860 position_snapshot up=190.0 dn=490.0 gpnl=-61.55
07:28:45.860 strategy_snapshot state=DIRECTIONAL gpnl=-61.55 cost=251.55
07:28:47.545 fill DOWN 5@0.19
07:28:47.545 paper_fill DOWN 5@0.19
07:28:47.876 btc_price_update $78196.61 (diff=33.5)
07:28:49.298 fill DOWN 5@0.17
07:28:49.298 paper_fill DOWN 5@0.17
07:28:49.760 fill DOWN 5@0.17
07:28:49.761 paper_fill DOWN 5@0.17
07:28:49.893 btc_price_update $78197.54 (diff=34.43)
07:28:51.686 fill DOWN 5@0.16
07:28:51.687 paper_fill DOWN 5@0.16
07:28:51.909 btc_price_update $78196.21 (diff=33.1)
07:28:51.910 tracker_snapshot
07:28:52.255 fill DOWN 5@0.16
07:28:52.256 paper_fill DOWN 5@0.16
07:28:53.376 fill DOWN 5@0.15
07:28:53.376 paper_fill DOWN 5@0.15
07:28:53.922 btc_price_update $78196.42 (diff=33.31)
07:28:54.281 fill DOWN 5@0.15
07:28:54.281 paper_fill DOWN 5@0.15
07:28:55.728 fill DOWN 5@0.14
07:28:55.728 paper_fill DOWN 5@0.14
07:28:55.935 btc_price_update $78197.51 (diff=34.4)
07:28:57.953 btc_price_update $78197.12 (diff=34.01)
07:28:57.954 tracker_snapshot
07:28:58.365 fill DOWN 5@0.15
07:28:58.365 paper_fill DOWN 5@0.15
07:28:58.948 fill DOWN 5@0.14
07:28:58.948 paper_fill DOWN 5@0.14
07:28:59.969 btc_price_update $78196.25 (diff=33.14)
07:29:00.586 fill DOWN 5@0.14
07:29:00.586 paper_fill DOWN 5@0.14
07:29:01.529 fill DOWN 5@0.09
07:29:01.530 paper_fill DOWN 5@0.09
07:29:01.761 fill DOWN 5@0.08
07:29:01.762 paper_fill DOWN 5@0.08
07:29:02.057 btc_price_update $78196.34 (diff=33.23)
07:29:02.212 fill DOWN 5@0.07
07:29:02.212 paper_fill DOWN 5@0.07
07:29:02.569 fill DOWN 5@0.06
07:29:02.569 paper_fill DOWN 5@0.06
07:29:04.087 btc_price_update $78203.2 (diff=40.09)
07:29:04.088 tracker_snapshot
07:29:06.106 btc_price_update $78210.28 (diff=47.17)
07:29:08.120 btc_price_update $78210.31 (diff=47.2)
07:29:10.137 btc_price_update $78214.59 (diff=51.48)
07:29:10.138 tracker_snapshot
07:29:12.155 btc_price_update $78214.11 (diff=51.0)
07:29:14.170 btc_price_update $78214.15 (diff=51.04)
07:29:16.187 btc_price_update $78218.64 (diff=55.53)
07:29:16.188 tracker_snapshot
07:29:16.188 market_snapshot
07:29:16.188 position_snapshot up=190.0 dn=565.0 gpnl=-71.65
07:29:16.188 strategy_snapshot state=DIRECTIONAL gpnl=-71.65 cost=261.65
07:29:18.205 btc_price_update $78218.43 (diff=55.32)
07:29:20.223 btc_price_update $78216.81 (diff=53.7)
07:29:22.237 btc_price_update $78212.08 (diff=48.97)
07:29:22.238 tracker_snapshot
07:29:24.255 btc_price_update $78212.59 (diff=49.48)
07:29:26.275 btc_price_update $78203.94 (diff=40.83)
07:29:28.290 btc_price_update $78202.22 (diff=39.11)
07:29:28.291 tracker_snapshot
07:29:30.306 btc_price_update $78200.91 (diff=37.8)
07:29:32.321 btc_price_update $78196.77 (diff=33.66)
07:29:34.336 btc_price_update $78196.24 (diff=33.13)
07:29:34.336 tracker_snapshot
07:29:36.257 fill DOWN 5@0.36
07:29:36.257 paper_fill DOWN 5@0.36
07:29:36.303 fill DOWN 5@0.35
07:29:36.303 paper_fill DOWN 5@0.35
07:29:36.349 btc_price_update $78188.27 (diff=25.16)
07:29:36.580 fill DOWN 5@0.36
07:29:36.580 paper_fill DOWN 5@0.36
07:29:36.990 fill DOWN 5@0.27
07:29:36.991 paper_fill DOWN 5@0.27
07:29:38.019 fill DOWN 5@0.32
07:29:38.019 paper_fill DOWN 5@0.32
07:29:38.366 btc_price_update $78175.81 (diff=12.7)
07:29:38.432 fill DOWN 5@0.32
07:29:38.432 paper_fill DOWN 5@0.32
07:29:38.448 fill DOWN 5@0.32
07:29:38.448 paper_fill DOWN 5@0.32
07:29:38.765 fill DOWN 5@0.32
07:29:38.765 paper_fill DOWN 5@0.32
07:29:39.055 fill DOWN 5@0.31
07:29:39.055 paper_fill DOWN 5@0.31
07:29:39.498 fill DOWN 5@0.31
07:29:39.498 paper_fill DOWN 5@0.31
07:29:39.657 fill DOWN 5@0.3
07:29:39.657 paper_fill DOWN 5@0.3
07:29:40.232 fill DOWN 5@0.3
07:29:40.232 paper_fill DOWN 5@0.3
07:29:40.382 btc_price_update $78170.24 (diff=7.13)
07:29:40.383 tracker_snapshot
07:29:40.666 fill DOWN 5@0.3
07:29:40.666 paper_fill DOWN 5@0.3
07:29:40.933 fill DOWN 5@0.3
07:29:40.933 paper_fill DOWN 5@0.3
07:29:41.352 fill DOWN 5@0.3
07:29:41.352 paper_fill DOWN 5@0.3
07:29:42.009 fill DOWN 5@0.32
07:29:42.009 paper_fill DOWN 5@0.32
07:29:42.398 btc_price_update $78169.08 (diff=5.97)
07:29:43.466 fill DOWN 5@0.3
07:29:43.466 paper_fill DOWN 5@0.3
07:29:43.758 fill DOWN 5@0.25
07:29:43.759 paper_fill DOWN 5@0.25
07:29:43.962 fill DOWN 5@0.25
07:29:43.963 paper_fill DOWN 5@0.25
07:29:44.171 fill DOWN 5@0.19
07:29:44.171 paper_fill DOWN 5@0.19
07:29:44.411 btc_price_update $78169.38 (diff=6.27)
07:29:44.538 fill DOWN 5@0.13
07:29:44.538 paper_fill DOWN 5@0.13
07:29:46.428 btc_price_update $78169.84 (diff=6.73)
07:29:46.428 tracker_snapshot
07:29:46.429 market_snapshot
07:29:46.429 position_snapshot up=190.0 dn=660.0 gpnl=-99.05
07:29:46.429 strategy_snapshot state=DIRECTIONAL gpnl=-99.05 cost=289.05
07:29:47.224 fill DOWN 5@0.15
07:29:47.224 paper_fill DOWN 5@0.15
07:29:48.448 btc_price_update $78178.08 (diff=14.97)
07:29:49.287 fill DOWN 5@0.12
07:29:49.288 paper_fill DOWN 5@0.12
07:29:50.463 btc_price_update $78177.83 (diff=14.72)
07:29:51.062 fill DOWN 5@0.09
07:29:51.062 paper_fill DOWN 5@0.09
07:29:51.732 fill DOWN 5@0.08
07:29:51.732 paper_fill DOWN 5@0.08
07:29:52.483 btc_price_update $78177.81 (diff=14.7)
07:29:52.484 tracker_snapshot
07:29:53.222 fill DOWN 5@0.08
07:29:53.222 paper_fill DOWN 5@0.08
07:29:54.422 fill DOWN 5@0.05
07:29:54.422 paper_fill DOWN 5@0.05
07:29:54.503 btc_price_update $78176.11 (diff=13.0)
07:29:55.076 fill DOWN 5@0.05
07:29:55.077 paper_fill DOWN 5@0.05
07:29:56.472 fill DOWN 5@0.05
07:29:56.473 paper_fill DOWN 5@0.05
07:29:56.522 btc_price_update $78176.36 (diff=13.25)
07:29:58.537 btc_price_update $78175.99 (diff=12.88)
07:29:58.538 tracker_snapshot
07:30:03.791 market_snapshot
07:30:03.792 position_snapshot up=190.0 dn=700.0 gpnl=-102.4
07:30:03.792 strategy_snapshot state=DIRECTIONAL gpnl=-102.4 cost=292.4
07:30:03.794 window_end