20260423_114500_BTC_1_v8.5_dryrun_paperfill.jsonl
Strategy
v8.5
Question
Bitcoin Up or Down - April 23, 7:45AM-8:00AM ET
Run Note
v8.5 server
Mode
paper-fill
Inferred P&L
$-23.95
Guaranteed P&L
$-23.95
Winner
UP
BTC Move
118.08
Total Cost
367.2263
Fills
314
Orders
12707
| Time | Event | Details |
|---|---|---|
| 11:40:00.031 | window_start | |
| 11:45:10.748 | seed_placed | |
| 11:45:10.748 | seed_skipped | |
| 11:45:10.748 | seed_result | |
| 11:45:10.748 | buy_state_change | INIT → ACCUMULATE |
| 11:45:11.063 | fill | UP 5@0.45 |
| 11:45:11.064 | paper_fill | UP 5@0.45 |
| 11:45:11.086 | fill | UP 5@0.45 |
| 11:45:11.086 | paper_fill | UP 5@0.45 |
| 11:45:11.599 | fill | UP 5@0.45 |
| 11:45:11.599 | paper_fill | UP 5@0.45 |
| 11:45:12.693 | fill | UP 5@0.47 |
| 11:45:12.693 | paper_fill | UP 5@0.47 |
| 11:45:12.806 | fill | UP 5@0.47 |
| 11:45:12.807 | paper_fill | UP 5@0.47 |
| 11:45:13.870 | fill | UP 5@0.47 |
| 11:45:13.870 | paper_fill | UP 5@0.47 |
| 11:45:16.442 | fill | UP 5@0.47 |
| 11:45:16.442 | paper_fill | UP 5@0.47 |
| 11:45:16.773 | fill | UP 5@0.46 |
| 11:45:16.773 | paper_fill | UP 5@0.46 |
| 11:45:16.843 | fill | UP 5@0.45 |
| 11:45:16.844 | paper_fill | UP 5@0.45 |
| 11:45:17.158 | fill | UP 5@0.44 |
| 11:45:17.159 | paper_fill | UP 5@0.44 |
| 11:45:17.644 | fill | UP 5@0.44 |
| 11:45:17.644 | paper_fill | UP 5@0.44 |
| 11:45:19.151 | fill | UP 5@0.44 |
| 11:45:19.151 | paper_fill | UP 5@0.44 |
| 11:45:20.044 | fill | UP 5@0.44 |
| 11:45:20.044 | paper_fill | UP 5@0.44 |
| 11:45:20.124 | fill | UP 5@0.44 |
| 11:45:20.124 | paper_fill | UP 5@0.44 |
| 11:45:20.739 | fill | UP 5@0.44 |
| 11:45:20.739 | paper_fill | UP 5@0.44 |
| 11:45:21.287 | fill | UP 5@0.44 |
| 11:45:21.287 | paper_fill | UP 5@0.44 |
| 11:45:21.596 | fill | UP 5@0.44 |
| 11:45:21.596 | paper_fill | UP 5@0.44 |
| 11:45:23.500 | fill | UP 5@0.44 |
| 11:45:23.500 | paper_fill | UP 5@0.44 |
| 11:45:23.669 | fill | UP 5@0.44 |
| 11:45:23.669 | paper_fill | UP 5@0.44 |
| 11:45:27.290 | fill | UP 5@0.46 |
| 11:45:27.290 | paper_fill | UP 5@0.46 |
| 11:45:28.245 | fill | UP 5@0.46 |
| 11:45:28.245 | paper_fill | UP 5@0.46 |
| 11:45:28.738 | fill | UP 5@0.46 |
| 11:45:28.738 | paper_fill | UP 5@0.46 |
| 11:45:28.898 | buy_blocked_floor | |
| 11:45:30.913 | buy_blocked_floor | |
| 11:45:35.268 | fill | DOWN 5@0.48 |
| 11:45:35.268 | paper_fill | DOWN 5@0.48 |
| 11:45:35.428 | buy_state_change | ACCUMULATE → OVERWEIGHT |
| 11:45:35.572 | fill | UP 5@0.51 |
| 11:45:35.572 | paper_fill | UP 5@0.51 |
| 11:45:35.730 | fill | UP 5@0.51 |
| 11:45:35.731 | paper_fill | UP 5@0.51 |
| 11:45:36.943 | fill | DOWN 5@0.48 |
| 11:45:36.943 | paper_fill | DOWN 5@0.48 |
| 11:45:37.017 | fill | UP 5@0.52 |
| 11:45:37.018 | paper_fill | UP 5@0.52 |
| 11:45:38.454 | fill | DOWN 5@0.48 |
| 11:45:38.454 | paper_fill | DOWN 5@0.48 |
| 11:45:38.852 | fill | UP 5@0.52 |
| 11:45:38.852 | paper_fill | UP 5@0.52 |
| 11:45:38.895 | fill | DOWN 5@0.48 |
| 11:45:38.895 | paper_fill | DOWN 5@0.48 |
| 11:45:38.985 | buy_state_change | OVERWEIGHT → ACCUMULATE |
| 11:45:40.707 | fill | UP 5@0.49 |
| 11:45:40.708 | paper_fill | UP 5@0.49 |
| 11:45:41.002 | market_snapshot | |
| 11:45:41.002 | position_snapshot | up=85.0 dn=20.0 gpnl=-26.45 |
| 11:45:41.002 | strategy_snapshot | state=ACCUMULATE gpnl=-26.45 cost=46.45 |
| 11:45:42.227 | fill | UP 5@0.49 |
| 11:45:42.228 | paper_fill | UP 5@0.49 |
| 11:45:42.491 | fill | UP 5@0.49 |
| 11:45:42.491 | paper_fill | UP 5@0.49 |
| 11:45:51.016 | fill | DOWN 5@0.47 |
| 11:45:51.017 | paper_fill | DOWN 5@0.47 |
| 11:45:51.095 | fill | DOWN 5@0.47 |
| 11:45:51.095 | paper_fill | DOWN 5@0.47 |
| 11:45:51.860 | fill | DOWN 5@0.44 |
| 11:45:51.860 | paper_fill | DOWN 5@0.44 |
| 11:45:52.461 | fill | DOWN 5@0.43 |
| 11:45:52.461 | paper_fill | DOWN 5@0.43 |
| 11:45:52.932 | fill | UP 5@0.57 |
| 11:45:52.932 | paper_fill | UP 5@0.57 |
| 11:45:52.933 | fill | DOWN 5@0.43 |
| 11:45:52.933 | paper_fill | DOWN 5@0.43 |
| 11:45:54.199 | fill | DOWN 5@0.46 |
| 11:45:54.199 | paper_fill | DOWN 5@0.46 |
| 11:45:54.379 | fill | UP 5@0.54 |
| 11:45:54.380 | paper_fill | UP 5@0.54 |
| 11:45:54.411 | fill | DOWN 5@0.48 |
| 11:45:54.411 | paper_fill | DOWN 5@0.48 |
| 11:45:54.667 | fill | DOWN 5@0.48 |
| 11:45:54.667 | paper_fill | DOWN 5@0.48 |
| 11:45:55.222 | fill | DOWN 5@0.48 |
| 11:45:55.223 | paper_fill | DOWN 5@0.48 |
| 11:45:55.889 | fill | DOWN 5@0.48 |
| 11:45:55.889 | paper_fill | DOWN 5@0.48 |
| 11:45:56.835 | fill | DOWN 5@0.47 |
| 11:45:56.835 | paper_fill | DOWN 5@0.47 |
| 11:45:59.471 | fill | DOWN 5@0.43 |
| 11:45:59.472 | paper_fill | DOWN 5@0.43 |
| 11:45:59.925 | fill | DOWN 5@0.43 |
| 11:45:59.925 | paper_fill | DOWN 5@0.43 |
| 11:46:01.013 | fill | DOWN 5@0.43 |
| 11:46:01.014 | paper_fill | DOWN 5@0.43 |
| 11:46:02.824 | fill | DOWN 5@0.43 |
| 11:46:02.824 | paper_fill | DOWN 5@0.43 |
| 11:46:03.093 | fill | DOWN 5@0.43 |
| 11:46:03.094 | paper_fill | DOWN 5@0.43 |
| 11:46:03.347 | fill | DOWN 5@0.45 |
| 11:46:03.348 | paper_fill | DOWN 5@0.45 |
| 11:46:07.654 | fill | DOWN 5@0.45 |
| 11:46:07.654 | paper_fill | DOWN 5@0.45 |
| 11:46:09.064 | fill | DOWN 5@0.43 |
| 11:46:09.064 | paper_fill | DOWN 5@0.43 |
| 11:46:10.903 | fill | DOWN 5@0.42 |
| 11:46:10.903 | paper_fill | DOWN 5@0.42 |
| 11:46:11.236 | market_snapshot | |
| 11:46:11.236 | position_snapshot | up=65.0 dn=120.0 gpnl=-15.95 |
| 11:46:11.236 | strategy_snapshot | state=ACCUMULATE gpnl=-15.95 cost=80.95 |
| 11:46:11.561 | fill | DOWN 5@0.42 |
| 11:46:11.562 | paper_fill | DOWN 5@0.42 |
| 11:46:12.496 | fill | DOWN 5@0.42 |
| 11:46:12.496 | paper_fill | DOWN 5@0.42 |
| 11:46:15.230 | fill | DOWN 5@0.41 |
| 11:46:15.230 | paper_fill | DOWN 5@0.41 |
| 11:46:16.105 | fill | DOWN 5@0.4 |
| 11:46:16.105 | paper_fill | DOWN 5@0.4 |
| 11:46:17.378 | fill | DOWN 5@0.4 |
| 11:46:17.378 | paper_fill | DOWN 5@0.4 |
| 11:46:19.303 | buy_state_change | ACCUMULATE → DIRECTIONAL |
| 11:46:22.165 | fill | DOWN 5@0.43 |
| 11:46:22.165 | paper_fill | DOWN 5@0.43 |
| 11:46:26.246 | fill | DOWN 5@0.4 |
| 11:46:26.247 | paper_fill | DOWN 5@0.4 |
| 11:46:37.968 | fill | DOWN 5@0.41 |
| 11:46:37.968 | paper_fill | DOWN 5@0.41 |
| 11:46:41.497 | market_snapshot | |
| 11:46:41.497 | position_snapshot | up=65.0 dn=160.0 gpnl=-32.4 |
| 11:46:41.497 | strategy_snapshot | state=DIRECTIONAL gpnl=-32.4 cost=97.4 |
| 11:46:42.751 | fill | DOWN 5@0.4 |
| 11:46:42.751 | paper_fill | DOWN 5@0.4 |
| 11:46:53.369 | fill | DOWN 5@0.42 |
| 11:46:53.369 | paper_fill | DOWN 5@0.42 |
| 11:46:58.188 | fill | DOWN 5@0.43 |
| 11:46:58.188 | paper_fill | DOWN 5@0.43 |
| 11:47:04.856 | fill | DOWN 5@0.42 |
| 11:47:04.856 | paper_fill | DOWN 5@0.42 |
| 11:47:11.742 | market_snapshot | |
| 11:47:11.742 | position_snapshot | up=65.0 dn=180.0 gpnl=-40.75 |
| 11:47:11.742 | strategy_snapshot | state=DIRECTIONAL gpnl=-40.75 cost=105.75 |
| 11:47:13.256 | fill | DOWN 5@0.43 |
| 11:47:13.256 | paper_fill | DOWN 5@0.43 |
| 11:47:15.345 | fill | DOWN 5@0.44 |
| 11:47:15.345 | paper_fill | DOWN 5@0.44 |
| 11:47:17.703 | fill | DOWN 5@0.42 |
| 11:47:17.703 | paper_fill | DOWN 5@0.42 |
| 11:47:20.039 | fill | DOWN 5@0.38 |
| 11:47:20.039 | paper_fill | DOWN 5@0.38 |
| 11:47:20.427 | buy_blocked_floor | |
| 11:47:21.828 | buy_blocked_floor | |
| 11:47:22.052 | buy_blocked_floor | |
| 11:47:23.847 | buy_blocked_floor | |
| 11:47:24.042 | buy_blocked_floor | |
| 11:47:25.616 | buy_blocked_floor | |
| 11:47:25.820 | buy_blocked_floor | |
| 11:47:25.859 | buy_blocked_floor | |
| 11:47:27.333 | buy_blocked_floor | |
| 11:47:27.651 | buy_blocked_floor | |
| 11:47:27.871 | buy_blocked_floor | |
| 11:47:28.256 | buy_blocked_floor | |
| 11:47:28.592 | buy_blocked_floor | |
| 11:47:29.111 | buy_blocked_floor | |
| 11:47:29.887 | buy_blocked_floor | |
| 11:47:30.624 | buy_blocked_floor | |
| 11:47:31.477 | buy_blocked_floor | |
| 11:47:31.905 | buy_blocked_floor | |
| 11:47:32.542 | buy_blocked_floor | |
| 11:47:32.799 | buy_blocked_floor | |
| 11:47:33.017 | buy_blocked_floor | |
| 11:47:33.266 | buy_blocked_floor | |
| 11:47:33.663 | buy_blocked_floor | |
| 11:47:33.920 | buy_blocked_floor | |
| 11:47:33.977 | buy_blocked_floor | |
| 11:47:34.512 | buy_blocked_floor | |
| 11:47:34.782 | buy_blocked_floor | |
| 11:47:35.015 | buy_blocked_floor | |
| 11:47:35.217 | buy_blocked_floor | |
| 11:47:35.456 | buy_blocked_floor | |
| 11:47:35.665 | buy_blocked_floor | |
| 11:47:35.866 | buy_blocked_floor | |
| 11:47:35.934 | buy_blocked_floor | |
| 11:47:36.195 | buy_blocked_floor | |
| 11:47:36.408 | buy_blocked_floor | |
| 11:47:36.621 | buy_blocked_floor | |
| 11:47:37.183 | buy_blocked_floor | |
| 11:47:37.496 | buy_blocked_floor | |
| 11:47:37.950 | buy_blocked_floor | |
| 11:47:38.143 | buy_blocked_floor | |
| 11:47:38.510 | buy_blocked_floor | |
| 11:47:39.968 | buy_blocked_floor | |
| 11:47:40.330 | buy_blocked_floor | |
| 11:47:41.164 | buy_blocked_floor | |
| 11:47:41.769 | buy_blocked_floor | |
| 11:47:41.972 | buy_blocked_floor | |
| 11:47:41.982 | buy_blocked_floor | |
| 11:47:41.982 | market_snapshot | |
| 11:47:41.982 | position_snapshot | up=65.0 dn=200.0 gpnl=-49.1 |
| 11:47:41.982 | strategy_snapshot | state=DIRECTIONAL gpnl=-49.1 cost=114.1 |
| 11:47:42.553 | buy_blocked_floor | |
| 11:47:42.988 | buy_blocked_floor | |
| 11:47:43.216 | buy_blocked_floor | |
| 11:47:43.546 | buy_blocked_floor | |
| 11:47:43.881 | buy_blocked_floor | |
| 11:47:43.996 | buy_blocked_floor | |
| 11:47:44.790 | buy_blocked_floor | |
| 11:47:45.000 | buy_blocked_floor | |
| 11:47:45.258 | buy_blocked_floor | |
| 11:47:45.468 | buy_blocked_floor | |
| 11:47:45.774 | buy_blocked_floor | |
| 11:47:46.015 | buy_blocked_floor | |
| 11:47:48.030 | buy_blocked_floor | |
| 11:47:50.005 | buy_blocked_floor | |
| 11:47:50.046 | buy_blocked_floor | |
| 11:47:50.482 | buy_blocked_floor | |
| 11:47:51.268 | buy_blocked_floor | |
| 11:47:51.970 | buy_blocked_floor | |
| 11:47:52.064 | buy_blocked_floor | |
| 11:47:52.186 | buy_blocked_floor | |
| 11:47:52.428 | buy_blocked_floor | |
| 11:47:52.709 | buy_blocked_floor | |
| 11:47:53.635 | buy_blocked_floor | |
| 11:47:53.850 | buy_blocked_floor | |
| 11:47:54.056 | buy_blocked_floor | |
| 11:47:54.083 | buy_blocked_floor | |
| 11:47:54.257 | buy_blocked_floor | |
| 11:47:54.458 | buy_blocked_floor | |
| 11:47:54.754 | buy_blocked_floor | |
| 11:47:54.980 | buy_blocked_floor | |
| 11:47:55.211 | buy_blocked_floor | |
| 11:47:55.417 | buy_blocked_floor | |
| 11:47:55.888 | buy_blocked_floor | |
| 11:47:56.097 | buy_blocked_floor | |
| 11:47:56.256 | buy_blocked_floor | |
| 11:47:57.044 | buy_blocked_floor | |
| 11:47:58.112 | buy_blocked_floor | |
| 11:48:00.132 | buy_blocked_floor | |
| 11:48:02.161 | buy_blocked_floor | |
| 11:48:02.642 | buy_blocked_floor | |
| 11:48:03.317 | buy_blocked_floor | |
| 11:48:03.532 | buy_blocked_floor | |
| 11:48:03.736 | buy_blocked_floor | |
| 11:48:03.950 | buy_blocked_floor | |
| 11:48:04.187 | buy_blocked_floor | |
| 11:48:04.580 | buy_blocked_floor | |
| 11:48:04.830 | buy_blocked_floor | |
| 11:48:05.199 | buy_blocked_floor | |
| 11:48:05.421 | buy_blocked_floor | |
| 11:48:05.766 | buy_blocked_floor | |
| 11:48:06.203 | buy_blocked_floor | |
| 11:48:06.435 | buy_blocked_floor | |
| 11:48:07.123 | buy_blocked_floor | |
| 11:48:07.434 | buy_blocked_floor | |
| 11:48:07.932 | buy_blocked_floor | |
| 11:48:08.219 | buy_blocked_floor | |
| 11:48:08.472 | buy_blocked_floor | |
| 11:48:09.196 | buy_blocked_floor | |
| 11:48:10.234 | buy_blocked_floor | |
| 11:48:11.735 | buy_blocked_floor | |
| 11:48:12.249 | buy_blocked_floor | |
| 11:48:12.249 | market_snapshot | |
| 11:48:12.249 | position_snapshot | up=65.0 dn=200.0 gpnl=-49.1 |
| 11:48:12.249 | strategy_snapshot | state=DIRECTIONAL gpnl=-49.1 cost=114.1 |
| 11:48:14.263 | buy_blocked_floor | |
| 11:48:14.281 | buy_blocked_floor | |
| 11:48:14.900 | buy_blocked_floor | |
| 11:48:15.134 | buy_blocked_floor | |
| 11:48:16.074 | buy_blocked_floor | |
| 11:48:16.276 | buy_blocked_floor | |
| 11:48:17.128 | buy_blocked_floor | |
| 11:48:18.291 | buy_blocked_floor | |
| 11:48:20.227 | buy_blocked_floor | |
| 11:48:20.310 | buy_blocked_floor | |
| 11:48:20.839 | buy_blocked_floor | |
| 11:48:22.071 | buy_blocked_floor | |
| 11:48:22.299 | buy_blocked_floor | |
| 11:48:22.327 | buy_blocked_floor | |
| 11:48:22.915 | buy_blocked_floor | |
| 11:48:23.665 | buy_blocked_floor | |
| 11:48:23.969 | buy_blocked_floor | |
| 11:48:24.343 | buy_blocked_floor | |
| 11:48:24.822 | buy_blocked_floor | |
| 11:48:25.081 | buy_blocked_floor | |
| 11:48:25.282 | buy_blocked_floor | |
| 11:48:26.357 | buy_blocked_floor | |
| 11:48:26.541 | buy_blocked_floor | |
| 11:48:28.362 | buy_blocked_floor | |
| 11:48:28.378 | buy_blocked_floor | |
| 11:48:29.414 | buy_blocked_floor | |
| 11:48:30.015 | buy_blocked_floor | |
| 11:48:30.394 | buy_blocked_floor | |
| 11:48:30.786 | buy_blocked_floor | |
| 11:48:31.033 | buy_blocked_floor | |
| 11:48:31.692 | buy_blocked_floor | |
| 11:48:32.372 | buy_blocked_floor | |
| 11:48:32.409 | buy_blocked_floor | |
| 11:48:32.982 | buy_blocked_floor | |
| 11:48:33.964 | buy_blocked_floor | |
| 11:48:34.426 | buy_blocked_floor | |
| 11:48:36.442 | buy_blocked_floor | |
| 11:48:36.726 | buy_blocked_floor | |
| 11:48:37.502 | buy_blocked_floor | |
| 11:48:38.454 | buy_blocked_floor | |
| 11:48:40.028 | buy_blocked_floor | |
| 11:48:40.468 | buy_blocked_floor | |
| 11:48:40.519 | buy_blocked_floor | |
| 11:48:40.798 | buy_blocked_floor | |
| 11:48:41.028 | buy_blocked_floor | |
| 11:48:41.316 | buy_blocked_floor | |
| 11:48:41.528 | buy_blocked_floor | |
| 11:48:41.844 | buy_blocked_floor | |
| 11:48:42.482 | buy_blocked_floor | |
| 11:48:42.482 | market_snapshot | |
| 11:48:42.482 | position_snapshot | up=65.0 dn=200.0 gpnl=-49.1 |
| 11:48:42.482 | strategy_snapshot | state=DIRECTIONAL gpnl=-49.1 cost=114.1 |
| 11:48:42.567 | buy_blocked_floor | |
| 11:48:43.178 | buy_blocked_floor | |
| 11:48:43.630 | buy_blocked_floor | |
| 11:48:44.498 | buy_blocked_floor | |
| 11:48:46.512 | buy_blocked_floor | |
| 11:48:47.488 | buy_blocked_floor | |
| 11:48:48.524 | buy_blocked_floor | |
| 11:48:48.527 | buy_blocked_floor | |
| 11:48:49.175 | buy_blocked_floor | |
| 11:48:50.430 | buy_blocked_floor | |
| 11:48:50.543 | buy_blocked_floor | |
| 11:48:50.775 | buy_blocked_floor | |
| 11:48:51.058 | buy_blocked_floor | |
| 11:48:51.514 | buy_blocked_floor | |
| 11:48:51.722 | buy_blocked_floor | |
| 11:48:51.928 | buy_blocked_floor | |
| 11:48:52.225 | buy_blocked_floor | |
| 11:48:52.557 | buy_blocked_floor | |
| 11:48:52.593 | buy_blocked_floor | |
| 11:48:52.800 | buy_blocked_floor | |
| 11:48:53.019 | buy_blocked_floor | |
| 11:48:53.263 | buy_blocked_floor | |
| 11:48:53.526 | buy_blocked_floor | |
| 11:48:53.754 | buy_blocked_floor | |
| 11:48:53.958 | buy_blocked_floor | |
| 11:48:54.191 | buy_blocked_floor | |
| 11:48:54.395 | buy_blocked_floor | |
| 11:48:54.572 | buy_blocked_floor | |
| 11:48:54.619 | buy_blocked_floor | |
| 11:48:55.038 | buy_blocked_floor | |
| 11:48:55.272 | buy_blocked_floor | |
| 11:48:55.697 | buy_blocked_floor | |
| 11:48:55.898 | buy_blocked_floor | |
| 11:48:56.173 | buy_blocked_floor | |
| 11:48:56.417 | buy_blocked_floor | |
| 11:48:56.586 | buy_blocked_floor | |
| 11:48:57.418 | buy_blocked_floor | |
| 11:48:57.843 | buy_blocked_floor | |
| 11:48:58.348 | buy_blocked_floor | |
| 11:48:58.556 | buy_blocked_floor | |
| 11:48:58.600 | buy_blocked_floor | |
| 11:48:58.763 | buy_blocked_floor | |
| 11:48:58.974 | buy_blocked_floor | |
| 11:48:59.195 | buy_blocked_floor | |
| 11:48:59.400 | buy_blocked_floor | |
| 11:48:59.644 | buy_blocked_floor | |
| 11:48:59.847 | buy_blocked_floor | |
| 11:49:00.089 | buy_blocked_floor | |
| 11:49:00.398 | buy_blocked_floor | |
| 11:49:00.607 | buy_blocked_floor | |
| 11:49:00.627 | buy_blocked_floor | |
| 11:49:01.120 | buy_blocked_floor | |
| 11:49:01.346 | buy_blocked_floor | |
| 11:49:01.703 | buy_blocked_floor | |
| 11:49:01.908 | buy_blocked_floor | |
| 11:49:02.118 | buy_blocked_floor | |
| 11:49:02.332 | buy_blocked_floor | |
| 11:49:02.534 | buy_blocked_floor | |
| 11:49:02.736 | buy_blocked_floor | |
| 11:49:02.816 | buy_blocked_floor | |
| 11:49:02.937 | buy_blocked_floor | |
| 11:49:03.157 | buy_blocked_floor | |
| 11:49:03.386 | buy_blocked_floor | |
| 11:49:03.640 | buy_blocked_floor | |
| 11:49:04.217 | buy_blocked_floor | |
| 11:49:04.654 | buy_blocked_floor | |
| 11:49:04.830 | buy_blocked_floor | |
| 11:49:05.413 | buy_blocked_floor | |
| 11:49:05.776 | buy_blocked_floor | |
| 11:49:06.030 | buy_blocked_floor | |
| 11:49:06.557 | buy_blocked_floor | |
| 11:49:06.802 | buy_blocked_floor | |
| 11:49:06.847 | buy_blocked_floor | |
| 11:49:07.324 | buy_blocked_floor | |
| 11:49:07.528 | buy_blocked_floor | |
| 11:49:07.771 | buy_blocked_floor | |
| 11:49:08.106 | buy_blocked_floor | |
| 11:49:08.373 | buy_state_change | DIRECTIONAL → ACCUMULATE |
| 11:49:08.373 | buy_blocked_floor | |
| 11:49:08.582 | buy_blocked_floor | |
| 11:49:08.863 | buy_blocked_floor | |
| 11:49:08.890 | buy_blocked_floor | |
| 11:49:08.891 | fill | DOWN 5@0.47 |
| 11:49:08.891 | paper_fill | DOWN 5@0.47 |
| 11:49:09.326 | fill | DOWN 5@0.48 |
| 11:49:09.326 | paper_fill | DOWN 5@0.48 |
| 11:49:09.693 | buy_blocked_floor | |
| 11:49:09.694 | fill | DOWN 5@0.47 |
| 11:49:09.694 | paper_fill | DOWN 5@0.47 |
| 11:49:10.019 | fill | DOWN 5@0.48 |
| 11:49:10.019 | paper_fill | DOWN 5@0.48 |
| 11:49:10.161 | buy_blocked_floor | |
| 11:49:10.494 | buy_blocked_floor | |
| 11:49:10.779 | buy_blocked_floor | |
| 11:49:12.240 | fill | DOWN 5@0.5 |
| 11:49:12.240 | paper_fill | DOWN 5@0.5 |
| 11:49:12.896 | market_snapshot | |
| 11:49:12.896 | position_snapshot | up=65.0 dn=195.0 gpnl=-46.7 |
| 11:49:12.896 | strategy_snapshot | state=ACCUMULATE gpnl=-46.7 cost=111.7 |
| 11:49:13.185 | fill | DOWN 5@0.5 |
| 11:49:13.185 | paper_fill | DOWN 5@0.5 |
| 11:49:13.668 | fill | DOWN 5@0.5 |
| 11:49:13.669 | paper_fill | DOWN 5@0.5 |
| 11:49:20.676 | fill | DOWN 5@0.51 |
| 11:49:20.676 | paper_fill | DOWN 5@0.51 |
| 11:49:22.123 | fill | DOWN 5@0.51 |
| 11:49:22.123 | paper_fill | DOWN 5@0.51 |
| 11:49:22.167 | fill | UP 5@0.44 |
| 11:49:22.167 | paper_fill | UP 5@0.44 |
| 11:49:22.304 | fill | DOWN 5@0.55 |
| 11:49:22.304 | paper_fill | DOWN 5@0.55 |
| 11:49:22.541 | fill | UP 5@0.43 |
| 11:49:22.541 | paper_fill | UP 5@0.43 |
| 11:49:23.016 | fill | UP 5@0.43 |
| 11:49:23.016 | paper_fill | UP 5@0.43 |
| 11:49:23.286 | fill | UP 5@0.43 |
| 11:49:23.286 | paper_fill | UP 5@0.43 |
| 11:49:23.303 | fill | DOWN 5@0.56 |
| 11:49:23.303 | paper_fill | DOWN 5@0.56 |
| 11:49:23.923 | fill | UP 5@0.46 |
| 11:49:23.923 | paper_fill | UP 5@0.46 |
| 11:49:23.955 | fill | DOWN 5@0.54 |
| 11:49:23.955 | paper_fill | DOWN 5@0.54 |
| 11:49:24.524 | fill | UP 5@0.42 |
| 11:49:24.524 | paper_fill | UP 5@0.42 |
| 11:49:24.527 | fill | DOWN 5@0.58 |
| 11:49:24.527 | paper_fill | DOWN 5@0.58 |
| 11:49:26.809 | fill | DOWN 5@0.53 |
| 11:49:26.809 | paper_fill | DOWN 5@0.53 |
| 11:49:27.116 | fill | DOWN 5@0.53 |
| 11:49:27.116 | paper_fill | DOWN 5@0.53 |
| 11:49:28.235 | fill | UP 5@0.48 |
| 11:49:28.236 | paper_fill | UP 5@0.48 |
| 11:49:28.983 | fill | UP 5@0.48 |
| 11:49:28.983 | paper_fill | UP 5@0.48 |
| 11:49:30.483 | fill | UP 5@0.48 |
| 11:49:30.483 | paper_fill | UP 5@0.48 |
| 11:49:31.112 | fill | UP 5@0.48 |
| 11:49:31.112 | paper_fill | UP 5@0.48 |
| 11:49:33.036 | fill | UP 5@0.47 |
| 11:49:33.037 | paper_fill | UP 5@0.47 |
| 11:49:34.112 | fill | UP 5@0.42 |
| 11:49:34.112 | paper_fill | UP 5@0.42 |
| 11:49:35.079 | buy_state_change | ACCUMULATE → LOCKED |
| 11:49:35.175 | fill | UP 5@0.44 |
| 11:49:35.176 | paper_fill | UP 5@0.44 |
| 11:49:36.238 | fill | UP 5@0.38 |
| 11:49:36.239 | paper_fill | UP 5@0.38 |
| 11:49:36.618 | fill | UP 5@0.41 |
| 11:49:36.618 | paper_fill | UP 5@0.41 |
| 11:49:37.036 | fill | UP 5@0.42 |
| 11:49:37.037 | paper_fill | UP 5@0.42 |
| 11:49:37.375 | fill | UP 5@0.42 |
| 11:49:37.375 | paper_fill | UP 5@0.42 |
| 11:49:37.653 | fill | UP 5@0.42 |
| 11:49:37.654 | paper_fill | UP 5@0.42 |
| 11:49:38.971 | fill | UP 5@0.41 |
| 11:49:38.971 | paper_fill | UP 5@0.41 |
| 11:49:40.286 | fill | UP 5@0.42 |
| 11:49:40.287 | paper_fill | UP 5@0.42 |
| 11:49:41.105 | fill | UP 5@0.42 |
| 11:49:41.105 | paper_fill | UP 5@0.42 |
| 11:49:42.513 | fill | UP 5@0.43 |
| 11:49:42.513 | paper_fill | UP 5@0.43 |
| 11:49:42.911 | fill | UP 5@0.43 |
| 11:49:42.911 | paper_fill | UP 5@0.43 |
| 11:49:43.142 | market_snapshot | |
| 11:49:43.142 | position_snapshot | up=180.0 dn=145.0 gpnl=9.75 |
| 11:49:43.142 | strategy_snapshot | state=LOCKED gpnl=9.75 cost=135.25 |
| 11:49:44.144 | fill | UP 5@0.44 |
| 11:49:44.144 | paper_fill | UP 5@0.44 |
| 11:49:46.294 | fill | UP 5@0.44 |
| 11:49:46.294 | paper_fill | UP 5@0.44 |
| 11:49:46.682 | fill | UP 5@0.44 |
| 11:49:46.683 | paper_fill | UP 5@0.44 |
| 11:49:48.330 | fill | UP 5@0.44 |
| 11:49:48.330 | paper_fill | UP 5@0.44 |
| 11:49:49.652 | fill | UP 5@0.44 |
| 11:49:49.653 | paper_fill | UP 5@0.44 |
| 11:49:50.485 | fill | UP 5@0.44 |
| 11:49:50.485 | paper_fill | UP 5@0.44 |
| 11:49:51.843 | fill | UP 5@0.44 |
| 11:49:51.844 | paper_fill | UP 5@0.44 |
| 11:49:53.057 | fill | UP 5@0.44 |
| 11:49:53.057 | paper_fill | UP 5@0.44 |
| 11:49:53.590 | fill | UP 5@0.44 |
| 11:49:53.591 | paper_fill | UP 5@0.44 |
| 11:49:54.429 | fill | UP 5@0.44 |
| 11:49:54.429 | paper_fill | UP 5@0.44 |
| 11:49:55.461 | fill | UP 5@0.45 |
| 11:49:55.461 | paper_fill | UP 5@0.45 |
| 11:49:56.755 | fill | UP 5@0.45 |
| 11:49:56.756 | paper_fill | UP 5@0.45 |
| 11:49:57.438 | fill | UP 5@0.4 |
| 11:49:57.438 | paper_fill | UP 5@0.4 |
| 11:49:57.906 | fill | UP 5@0.4 |
| 11:49:57.907 | paper_fill | UP 5@0.4 |
| 11:49:58.390 | fill | UP 5@0.4 |
| 11:49:58.390 | paper_fill | UP 5@0.4 |
| 11:49:58.703 | fill | UP 5@0.4 |
| 11:49:58.703 | paper_fill | UP 5@0.4 |
| 11:49:59.083 | fill | UP 5@0.4 |
| 11:49:59.084 | paper_fill | UP 5@0.4 |
| 11:49:59.639 | fill | UP 5@0.4 |
| 11:49:59.639 | paper_fill | UP 5@0.4 |
| 11:50:00.589 | fill | UP 5@0.4 |
| 11:50:00.589 | paper_fill | UP 5@0.4 |
| 11:50:00.767 | fill | UP 5@0.4 |
| 11:50:00.767 | paper_fill | UP 5@0.4 |
| 11:50:01.460 | fill | UP 5@0.4 |
| 11:50:01.462 | paper_fill | UP 5@0.4 |
| 11:50:03.349 | fill | UP 5@0.44 |
| 11:50:03.349 | paper_fill | UP 5@0.44 |
| 11:50:03.622 | fill | UP 5@0.49 |
| 11:50:03.622 | paper_fill | UP 5@0.49 |
| 11:50:04.067 | fill | UP 5@0.51 |
| 11:50:04.067 | paper_fill | UP 5@0.51 |
| 11:50:05.089 | fill | UP 5@0.5 |
| 11:50:05.090 | paper_fill | UP 5@0.5 |
| 11:50:12.567 | fill | UP 5@0.5 |
| 11:50:12.568 | paper_fill | UP 5@0.5 |
| 11:50:13.728 | market_snapshot | |
| 11:50:13.728 | position_snapshot | up=270.0 dn=145.0 gpnl=-26.95 |
| 11:50:13.728 | strategy_snapshot | state=LOCKED gpnl=-26.95 cost=171.95 |
| 11:50:23.817 | fill | UP 5@0.5 |
| 11:50:23.817 | paper_fill | UP 5@0.5 |
| 11:50:27.538 | fill | DOWN 5@0.48 |
| 11:50:27.538 | paper_fill | DOWN 5@0.48 |
| 11:50:28.518 | fill | UP 5@0.52 |
| 11:50:28.518 | paper_fill | UP 5@0.52 |
| 11:50:31.555 | fill | DOWN 5@0.48 |
| 11:50:31.555 | paper_fill | DOWN 5@0.48 |
| 11:50:38.918 | fill | UP 5@0.47 |
| 11:50:38.918 | paper_fill | UP 5@0.47 |
| 11:50:39.604 | fill | UP 5@0.45 |
| 11:50:39.604 | paper_fill | UP 5@0.45 |
| 11:50:39.604 | fill | UP 5@0.46 |
| 11:50:39.604 | paper_fill | UP 5@0.46 |
| 11:50:40.780 | fill | UP 5@0.44 |
| 11:50:40.780 | paper_fill | UP 5@0.44 |
| 11:50:40.781 | fill | UP 5@0.45 |
| 11:50:40.781 | paper_fill | UP 5@0.45 |
| 11:50:43.964 | market_snapshot | |
| 11:50:43.964 | position_snapshot | up=265.0 dn=155.0 gpnl=-19.1 |
| 11:50:43.964 | strategy_snapshot | state=LOCKED gpnl=-19.1 cost=174.1 |
| 11:50:49.009 | fill | UP 5@0.45 |
| 11:50:49.009 | paper_fill | UP 5@0.45 |
| 11:50:58.744 | fill | UP 5@0.46 |
| 11:50:58.744 | paper_fill | UP 5@0.46 |
| 11:51:00.386 | fill | UP 5@0.46 |
| 11:51:00.386 | paper_fill | UP 5@0.46 |
| 11:51:00.729 | fill | UP 5@0.46 |
| 11:51:00.729 | paper_fill | UP 5@0.46 |
| 11:51:03.724 | fill | UP 5@0.46 |
| 11:51:03.724 | paper_fill | UP 5@0.46 |
| 11:51:04.180 | fill | UP 5@0.46 |
| 11:51:04.180 | paper_fill | UP 5@0.46 |
| 11:51:08.413 | fill | UP 5@0.47 |
| 11:51:08.413 | paper_fill | UP 5@0.47 |
| 11:51:14.227 | market_snapshot | |
| 11:51:14.227 | position_snapshot | up=300.0 dn=155.0 gpnl=-35.2 |
| 11:51:14.227 | strategy_snapshot | state=LOCKED gpnl=-35.2 cost=190.2 |
| 11:51:14.982 | fill | UP 5@0.45 |
| 11:51:14.982 | paper_fill | UP 5@0.45 |
| 11:51:15.836 | fill | UP 5@0.45 |
| 11:51:15.836 | paper_fill | UP 5@0.45 |
| 11:51:16.153 | fill | UP 5@0.45 |
| 11:51:16.153 | paper_fill | UP 5@0.45 |
| 11:51:16.172 | fill | UP 5@0.44 |
| 11:51:16.173 | paper_fill | UP 5@0.44 |
| 11:51:16.509 | fill | UP 5@0.44 |
| 11:51:16.509 | paper_fill | UP 5@0.44 |
| 11:51:16.510 | fill | UP 5@0.45 |
| 11:51:16.510 | paper_fill | UP 5@0.45 |
| 11:51:16.748 | fill | UP 5@0.44 |
| 11:51:16.749 | paper_fill | UP 5@0.44 |
| 11:51:16.918 | fill | UP 5@0.44 |
| 11:51:16.918 | paper_fill | UP 5@0.44 |
| 11:51:17.161 | fill | UP 5@0.44 |
| 11:51:17.161 | paper_fill | UP 5@0.44 |
| 11:51:17.662 | fill | UP 5@0.43 |
| 11:51:17.663 | paper_fill | UP 5@0.43 |
| 11:51:18.261 | buy_blocked_floor | |
| 11:51:19.525 | buy_blocked_floor | |
| 11:51:19.975 | buy_blocked_floor | |
| 11:51:20.278 | buy_blocked_floor | |
| 11:51:20.534 | buy_blocked_floor | |
| 11:51:21.619 | buy_blocked_floor | |
| 11:51:26.864 | fill | UP 5@0.48 |
| 11:51:26.864 | paper_fill | UP 5@0.48 |
| 11:51:27.706 | fill | UP 5@0.44 |
| 11:51:27.706 | paper_fill | UP 5@0.44 |
| 11:51:28.339 | buy_blocked_floor | |
| 11:51:28.535 | buy_blocked_floor | |
| 11:51:30.353 | buy_blocked_floor | |
| 11:51:31.423 | buy_blocked_floor | |
| 11:51:32.367 | buy_blocked_floor | |
| 11:51:32.795 | buy_blocked_floor | |
| 11:51:33.452 | buy_blocked_floor | |
| 11:51:34.386 | buy_blocked_floor | |
| 11:51:34.737 | buy_blocked_floor | |
| 11:51:36.403 | buy_blocked_floor | |
| 11:51:36.481 | buy_blocked_floor | |
| 11:51:36.992 | buy_blocked_floor | |
| 11:51:38.421 | buy_blocked_floor | |
| 11:51:40.438 | buy_blocked_floor | |
| 11:51:41.253 | buy_blocked_floor | |
| 11:51:41.762 | buy_blocked_floor | |
| 11:51:42.296 | buy_blocked_floor | |
| 11:51:42.450 | buy_blocked_floor | |
| 11:51:42.711 | buy_blocked_floor | |
| 11:51:43.005 | buy_blocked_floor | |
| 11:51:44.467 | buy_blocked_floor | |
| 11:51:44.468 | market_snapshot | |
| 11:51:44.468 | position_snapshot | up=330.0 dn=155.0 gpnl=-48.35 |
| 11:51:44.468 | strategy_snapshot | state=LOCKED gpnl=-48.35 cost=203.35 |
| 11:51:44.503 | buy_blocked_floor | |
| 11:51:44.718 | buy_blocked_floor | |
| 11:51:46.221 | fill | DOWN 5@0.45 |
| 11:51:46.221 | paper_fill | DOWN 5@0.45 |
| 11:51:50.810 | fill | UP 5@0.5 |
| 11:51:50.810 | paper_fill | UP 5@0.5 |
| 11:51:53.305 | fill | UP 5@0.49 |
| 11:51:53.305 | paper_fill | UP 5@0.49 |
| 11:51:54.386 | fill | UP 5@0.49 |
| 11:51:54.386 | paper_fill | UP 5@0.49 |
| 11:51:55.276 | fill | UP 5@0.49 |
| 11:51:55.277 | paper_fill | UP 5@0.49 |
| 11:51:56.498 | fill | UP 5@0.43 |
| 11:51:56.499 | paper_fill | UP 5@0.43 |
| 11:51:58.036 | fill | UP 5@0.43 |
| 11:51:58.037 | paper_fill | UP 5@0.43 |
| 11:51:59.020 | fill | UP 5@0.43 |
| 11:51:59.020 | paper_fill | UP 5@0.43 |
| 11:52:00.588 | fill | UP 5@0.4 |
| 11:52:00.588 | paper_fill | UP 5@0.4 |
| 11:52:01.004 | fill | UP 5@0.4 |
| 11:52:01.004 | paper_fill | UP 5@0.4 |
| 11:52:01.353 | fill | UP 5@0.4 |
| 11:52:01.353 | paper_fill | UP 5@0.4 |
| 11:52:01.491 | buy_blocked_floor | |
| 11:52:01.698 | buy_blocked_floor | |
| 11:52:02.413 | buy_blocked_floor | |
| 11:52:02.649 | buy_blocked_floor | |
| 11:52:03.398 | buy_blocked_floor | |
| 11:52:04.696 | buy_blocked_floor | |
| 11:52:04.705 | buy_blocked_floor | |
| 11:52:04.988 | buy_blocked_floor | |
| 11:52:05.201 | buy_blocked_floor | |
| 11:52:07.910 | fill | DOWN 5@0.46 |
| 11:52:07.910 | paper_fill | DOWN 5@0.46 |
| 11:52:08.076 | fill | DOWN 5@0.45 |
| 11:52:08.076 | paper_fill | DOWN 5@0.45 |
| 11:52:08.554 | fill | DOWN 5@0.43 |
| 11:52:08.555 | paper_fill | DOWN 5@0.43 |
| 11:52:09.116 | fill | DOWN 5@0.42 |
| 11:52:09.116 | paper_fill | DOWN 5@0.42 |
| 11:52:09.424 | fill | DOWN 5@0.42 |
| 11:52:09.424 | paper_fill | DOWN 5@0.42 |
| 11:52:10.000 | fill | UP 5@0.59 |
| 11:52:10.000 | paper_fill | UP 5@0.59 |
| 11:52:11.819 | fill | DOWN 5@0.41 |
| 11:52:11.819 | paper_fill | DOWN 5@0.41 |
| 11:52:12.403 | fill | DOWN 5@0.4 |
| 11:52:12.403 | paper_fill | DOWN 5@0.4 |
| 11:52:14.788 | market_snapshot | |
| 11:52:14.788 | position_snapshot | up=335.0 dn=195.0 gpnl=-25.2 |
| 11:52:14.788 | strategy_snapshot | state=LOCKED gpnl=-25.2 cost=220.2 |
| 11:52:16.619 | fill | DOWN 5@0.39 |
| 11:52:16.619 | paper_fill | DOWN 5@0.39 |
| 11:52:17.008 | fill | DOWN 5@0.35 |
| 11:52:17.008 | paper_fill | DOWN 5@0.35 |
| 11:52:18.180 | fill | DOWN 5@0.34 |
| 11:52:18.180 | paper_fill | DOWN 5@0.34 |
| 11:52:18.392 | fill | DOWN 5@0.34 |
| 11:52:18.392 | paper_fill | DOWN 5@0.34 |
| 11:52:19.227 | fill | UP 5@0.65 |
| 11:52:19.227 | paper_fill | UP 5@0.65 |
| 11:52:23.716 | fill | DOWN 5@0.35 |
| 11:52:23.717 | paper_fill | DOWN 5@0.35 |
| 11:52:24.509 | fill | DOWN 5@0.31 |
| 11:52:24.509 | paper_fill | DOWN 5@0.31 |
| 11:52:26.936 | fill | DOWN 5@0.33 |
| 11:52:26.937 | paper_fill | DOWN 5@0.33 |
| 11:52:28.276 | fill | DOWN 5@0.33 |
| 11:52:28.276 | paper_fill | DOWN 5@0.33 |
| 11:52:32.517 | fill | DOWN 5@0.33 |
| 11:52:32.519 | paper_fill | DOWN 5@0.33 |
| 11:52:34.290 | fill | DOWN 5@0.33 |
| 11:52:34.290 | paper_fill | DOWN 5@0.33 |
| 11:52:36.641 | fill | DOWN 5@0.34 |
| 11:52:36.641 | paper_fill | DOWN 5@0.34 |
| 11:52:40.522 | fill | DOWN 5@0.37 |
| 11:52:40.522 | paper_fill | DOWN 5@0.37 |
| 11:52:42.944 | fill | DOWN 5@0.37 |
| 11:52:42.944 | paper_fill | DOWN 5@0.37 |
| 11:52:44.031 | fill | DOWN 5@0.38 |
| 11:52:44.031 | paper_fill | DOWN 5@0.38 |
| 11:52:44.384 | fill | DOWN 5@0.36 |
| 11:52:44.385 | paper_fill | DOWN 5@0.36 |
| 11:52:44.625 | fill | DOWN 5@0.36 |
| 11:52:44.626 | paper_fill | DOWN 5@0.36 |
| 11:52:44.972 | fill | DOWN 5@0.37 |
| 11:52:44.973 | paper_fill | DOWN 5@0.37 |
| 11:52:45.048 | market_snapshot | |
| 11:52:45.048 | position_snapshot | up=330.0 dn=280.0 gpnl=33.3 |
| 11:52:45.048 | strategy_snapshot | state=LOCKED gpnl=33.3 cost=246.7 |
| 11:52:45.545 | fill | DOWN 5@0.36 |
| 11:52:45.545 | paper_fill | DOWN 5@0.36 |
| 11:52:46.239 | fill | DOWN 5@0.36 |
| 11:52:46.240 | paper_fill | DOWN 5@0.36 |
| 11:52:48.506 | fill | DOWN 5@0.36 |
| 11:52:48.506 | paper_fill | DOWN 5@0.36 |
| 11:52:49.054 | fill | DOWN 5@0.36 |
| 11:52:49.055 | paper_fill | DOWN 5@0.36 |
| 11:52:50.815 | fill | DOWN 5@0.36 |
| 11:52:50.815 | paper_fill | DOWN 5@0.36 |
| 11:52:52.182 | fill | DOWN 5@0.36 |
| 11:52:52.182 | paper_fill | DOWN 5@0.36 |
| 11:52:54.948 | fill | DOWN 5@0.35 |
| 11:52:54.949 | paper_fill | DOWN 5@0.35 |
| 11:53:01.703 | fill | DOWN 5@0.35 |
| 11:53:01.703 | paper_fill | DOWN 5@0.35 |
| 11:53:03.300 | fill | DOWN 5@0.34 |
| 11:53:03.300 | paper_fill | DOWN 5@0.34 |
| 11:53:05.127 | fill | DOWN 5@0.33 |
| 11:53:05.128 | paper_fill | DOWN 5@0.33 |
| 11:53:07.894 | fill | DOWN 5@0.33 |
| 11:53:07.894 | paper_fill | DOWN 5@0.33 |
| 11:53:10.021 | fill | DOWN 5@0.32 |
| 11:53:10.021 | paper_fill | DOWN 5@0.32 |
| 11:53:11.473 | fill | DOWN 5@0.32 |
| 11:53:11.473 | paper_fill | DOWN 5@0.32 |
| 11:53:14.022 | fill | DOWN 5@0.32 |
| 11:53:14.022 | paper_fill | DOWN 5@0.32 |
| 11:53:14.873 | fill | DOWN 5@0.32 |
| 11:53:14.874 | paper_fill | DOWN 5@0.32 |
| 11:53:15.313 | market_snapshot | |
| 11:53:15.313 | position_snapshot | up=330.0 dn=355.0 gpnl=57.6 |
| 11:53:15.313 | strategy_snapshot | state=LOCKED gpnl=57.6 cost=272.4 |
| 11:53:16.336 | fill | DOWN 5@0.32 |
| 11:53:16.336 | paper_fill | DOWN 5@0.32 |
| 11:53:17.033 | fill | DOWN 5@0.33 |
| 11:53:17.033 | paper_fill | DOWN 5@0.33 |
| 11:53:17.604 | fill | DOWN 5@0.33 |
| 11:53:17.604 | paper_fill | DOWN 5@0.33 |
| 11:53:19.468 | fill | DOWN 5@0.35 |
| 11:53:19.468 | paper_fill | DOWN 5@0.35 |
| 11:53:23.395 | fill | DOWN 5@0.35 |
| 11:53:23.395 | paper_fill | DOWN 5@0.35 |
| 11:53:26.190 | fill | DOWN 5@0.35 |
| 11:53:26.191 | paper_fill | DOWN 5@0.35 |
| 11:53:29.955 | fill | DOWN 5@0.34 |
| 11:53:29.955 | paper_fill | DOWN 5@0.34 |
| 11:53:43.531 | fill | DOWN 5@0.36 |
| 11:53:43.531 | paper_fill | DOWN 5@0.36 |
| 11:53:44.139 | fill | DOWN 5@0.36 |
| 11:53:44.139 | paper_fill | DOWN 5@0.36 |
| 11:53:45.549 | market_snapshot | |
| 11:53:45.549 | position_snapshot | up=330.0 dn=400.0 gpnl=42.15 |
| 11:53:45.549 | strategy_snapshot | state=LOCKED gpnl=42.15 cost=287.85 |
| 11:53:48.627 | fill | DOWN 5@0.36 |
| 11:53:48.627 | paper_fill | DOWN 5@0.36 |
| 11:53:51.872 | fill | DOWN 5@0.36 |
| 11:53:51.872 | paper_fill | DOWN 5@0.36 |
| 11:53:58.414 | fill | DOWN 5@0.36 |
| 11:53:58.414 | paper_fill | DOWN 5@0.36 |
| 11:54:04.728 | fill | DOWN 5@0.35 |
| 11:54:04.729 | paper_fill | DOWN 5@0.35 |
| 11:54:05.403 | fill | DOWN 5@0.34 |
| 11:54:05.404 | paper_fill | DOWN 5@0.34 |
| 11:54:05.904 | fill | DOWN 5@0.26 |
| 11:54:05.905 | paper_fill | DOWN 5@0.26 |
| 11:54:06.180 | fill | DOWN 5@0.21 |
| 11:54:06.181 | paper_fill | DOWN 5@0.21 |
| 11:54:07.094 | fill | DOWN 5@0.2 |
| 11:54:07.094 | paper_fill | DOWN 5@0.2 |
| 11:54:07.848 | fill | DOWN 5@0.2 |
| 11:54:07.849 | paper_fill | DOWN 5@0.2 |
| 11:54:08.783 | fill | DOWN 5@0.19 |
| 11:54:08.783 | paper_fill | DOWN 5@0.19 |
| 11:54:10.235 | fill | DOWN 5@0.2 |
| 11:54:10.235 | paper_fill | DOWN 5@0.2 |
| 11:54:10.939 | fill | DOWN 5@0.2 |
| 11:54:10.940 | paper_fill | DOWN 5@0.2 |
| 11:54:11.848 | fill | DOWN 5@0.19 |
| 11:54:11.849 | paper_fill | DOWN 5@0.19 |
| 11:54:12.221 | fill | DOWN 5@0.19 |
| 11:54:12.221 | paper_fill | DOWN 5@0.19 |
| 11:54:13.240 | fill | DOWN 5@0.19 |
| 11:54:13.241 | paper_fill | DOWN 5@0.19 |
| 11:54:13.883 | fill | DOWN 5@0.19 |
| 11:54:13.884 | paper_fill | DOWN 5@0.19 |
| 11:54:14.623 | fill | DOWN 5@0.19 |
| 11:54:14.623 | paper_fill | DOWN 5@0.19 |
| 11:54:15.823 | market_snapshot | |
| 11:54:15.824 | position_snapshot | up=330.0 dn=485.0 gpnl=21.25 |
| 11:54:15.824 | strategy_snapshot | state=LOCKED gpnl=21.25 cost=308.75 |
| 11:54:16.162 | fill | DOWN 5@0.19 |
| 11:54:16.162 | paper_fill | DOWN 5@0.19 |
| 11:54:16.808 | fill | DOWN 5@0.16 |
| 11:54:16.808 | paper_fill | DOWN 5@0.16 |
| 11:54:17.510 | fill | DOWN 5@0.16 |
| 11:54:17.510 | paper_fill | DOWN 5@0.16 |
| 11:54:18.922 | fill | DOWN 5@0.16 |
| 11:54:18.923 | paper_fill | DOWN 5@0.16 |
| 11:54:19.965 | fill | DOWN 5@0.16 |
| 11:54:19.965 | paper_fill | DOWN 5@0.16 |
| 11:54:21.594 | fill | DOWN 5@0.16 |
| 11:54:21.594 | paper_fill | DOWN 5@0.16 |
| 11:54:23.389 | fill | DOWN 5@0.16 |
| 11:54:23.389 | paper_fill | DOWN 5@0.16 |
| 11:54:24.295 | fill | DOWN 5@0.16 |
| 11:54:24.295 | paper_fill | DOWN 5@0.16 |
| 11:54:24.662 | fill | DOWN 5@0.16 |
| 11:54:24.662 | paper_fill | DOWN 5@0.16 |
| 11:54:25.480 | fill | DOWN 5@0.16 |
| 11:54:25.480 | paper_fill | DOWN 5@0.16 |
| 11:54:26.122 | fill | DOWN 5@0.17 |
| 11:54:26.122 | paper_fill | DOWN 5@0.17 |
| 11:54:26.832 | fill | DOWN 5@0.17 |
| 11:54:26.832 | paper_fill | DOWN 5@0.17 |
| 11:54:27.718 | fill | DOWN 5@0.17 |
| 11:54:27.718 | paper_fill | DOWN 5@0.17 |
| 11:54:27.884 | fill | DOWN 5@0.17 |
| 11:54:27.884 | paper_fill | DOWN 5@0.17 |
| 11:54:28.921 | fill | DOWN 5@0.16 |
| 11:54:28.921 | paper_fill | DOWN 5@0.16 |
| 11:54:29.474 | fill | DOWN 5@0.16 |
| 11:54:29.474 | paper_fill | DOWN 5@0.16 |
| 11:54:30.003 | fill | DOWN 5@0.16 |
| 11:54:30.003 | paper_fill | DOWN 5@0.16 |
| 11:54:32.440 | fill | DOWN 5@0.17 |
| 11:54:32.440 | paper_fill | DOWN 5@0.17 |
| 11:54:33.934 | fill | DOWN 5@0.17 |
| 11:54:33.934 | paper_fill | DOWN 5@0.17 |
| 11:54:36.350 | fill | DOWN 5@0.18 |
| 11:54:36.350 | paper_fill | DOWN 5@0.18 |
| 11:54:36.923 | fill | DOWN 5@0.16 |
| 11:54:36.923 | paper_fill | DOWN 5@0.16 |
| 11:54:39.812 | fill | DOWN 5@0.16 |
| 11:54:39.812 | paper_fill | DOWN 5@0.16 |
| 11:54:46.074 | market_snapshot | |
| 11:54:46.074 | position_snapshot | up=330.0 dn=595.0 gpnl=3.1 |
| 11:54:46.074 | strategy_snapshot | state=LOCKED gpnl=3.1 cost=326.9 |
| 11:54:47.895 | fill | DOWN 5@0.15 |
| 11:54:47.895 | paper_fill | DOWN 5@0.15 |
| 11:54:49.366 | fill | DOWN 5@0.13 |
| 11:54:49.367 | paper_fill | DOWN 5@0.13 |
| 11:54:49.663 | fill | DOWN 5@0.13 |
| 11:54:49.663 | paper_fill | DOWN 5@0.13 |
| 11:54:50.643 | fill | DOWN 5@0.13 |
| 11:54:50.643 | paper_fill | DOWN 5@0.13 |
| 11:54:52.732 | fill | DOWN 5@0.13 |
| 11:54:52.732 | paper_fill | DOWN 5@0.13 |
| 11:54:57.094 | fill | DOWN 5@0.13 |
| 11:54:57.095 | paper_fill | DOWN 5@0.13 |
| 11:54:58.949 | fill | DOWN 5@0.12 |
| 11:54:58.950 | paper_fill | DOWN 5@0.12 |
| 11:55:00.683 | fill | DOWN 5@0.12 |
| 11:55:00.683 | paper_fill | DOWN 5@0.12 |
| 11:55:01.189 | fill | DOWN 5@0.1 |
| 11:55:01.189 | paper_fill | DOWN 5@0.1 |
| 11:55:01.905 | fill | DOWN 5@0.1 |
| 11:55:01.905 | paper_fill | DOWN 5@0.1 |
| 11:55:02.326 | fill | DOWN 5@0.1 |
| 11:55:02.327 | paper_fill | DOWN 5@0.1 |
| 11:55:02.402 | fill | DOWN 5@0.1 |
| 11:55:02.403 | paper_fill | DOWN 5@0.1 |
| 11:55:03.572 | fill | DOWN 5@0.12 |
| 11:55:03.572 | paper_fill | DOWN 5@0.12 |
| 11:55:07.058 | fill | DOWN 5@0.14 |
| 11:55:07.058 | paper_fill | DOWN 5@0.14 |
| 11:55:08.220 | fill | DOWN 5@0.15 |
| 11:55:08.220 | paper_fill | DOWN 5@0.15 |
| 11:55:08.795 | fill | DOWN 5@0.17 |
| 11:55:08.795 | paper_fill | DOWN 5@0.17 |
| 11:55:09.826 | fill | DOWN 5@0.17 |
| 11:55:09.826 | paper_fill | DOWN 5@0.17 |
| 11:55:14.080 | fill | DOWN 5@0.14 |
| 11:55:14.080 | paper_fill | DOWN 5@0.14 |
| 11:55:15.399 | fill | DOWN 5@0.16 |
| 11:55:15.399 | paper_fill | DOWN 5@0.16 |
| 11:55:16.318 | fill | DOWN 5@0.16 |
| 11:55:16.318 | paper_fill | DOWN 5@0.16 |
| 11:55:16.472 | market_snapshot | |
| 11:55:16.472 | position_snapshot | up=330.0 dn=695.0 gpnl=-10.15 |
| 11:55:16.472 | strategy_snapshot | state=LOCKED gpnl=-10.15 cost=340.15 |
| 11:55:16.979 | fill | DOWN 5@0.16 |
| 11:55:16.980 | paper_fill | DOWN 5@0.16 |
| 11:55:17.922 | fill | DOWN 5@0.16 |
| 11:55:17.922 | paper_fill | DOWN 5@0.16 |
| 11:55:19.146 | fill | DOWN 5@0.16 |
| 11:55:19.146 | paper_fill | DOWN 5@0.16 |
| 11:55:22.830 | fill | DOWN 5@0.11 |
| 11:55:22.830 | paper_fill | DOWN 5@0.11 |
| 11:55:24.320 | fill | DOWN 5@0.1 |
| 11:55:24.320 | paper_fill | DOWN 5@0.1 |
| 11:55:25.663 | fill | DOWN 5@0.1 |
| 11:55:25.663 | paper_fill | DOWN 5@0.1 |
| 11:55:26.541 | fill | DOWN 5@0.11 |
| 11:55:26.542 | paper_fill | DOWN 5@0.11 |
| 11:55:26.745 | fill | DOWN 5@0.1 |
| 11:55:26.745 | paper_fill | DOWN 5@0.1 |
| 11:55:27.332 | fill | DOWN 5@0.1 |
| 11:55:27.333 | paper_fill | DOWN 5@0.1 |
| 11:55:28.026 | fill | DOWN 5@0.1 |
| 11:55:28.026 | paper_fill | DOWN 5@0.1 |
| 11:55:28.623 | fill | DOWN 5@0.1 |
| 11:55:28.623 | paper_fill | DOWN 5@0.1 |
| 11:55:29.123 | fill | DOWN 5@0.11 |
| 11:55:29.123 | paper_fill | DOWN 5@0.11 |
| 11:55:31.553 | fill | DOWN 5@0.11 |
| 11:55:31.553 | paper_fill | DOWN 5@0.11 |
| 11:55:32.135 | fill | DOWN 5@0.11 |
| 11:55:32.136 | paper_fill | DOWN 5@0.11 |
| 11:55:34.613 | fill | DOWN 5@0.1 |
| 11:55:34.613 | paper_fill | DOWN 5@0.1 |
| 11:55:35.788 | fill | DOWN 5@0.1 |
| 11:55:35.788 | paper_fill | DOWN 5@0.1 |
| 11:55:41.241 | fill | DOWN 5@0.09 |
| 11:55:41.242 | paper_fill | DOWN 5@0.09 |
| 11:55:41.606 | fill | DOWN 5@0.09 |
| 11:55:41.606 | paper_fill | DOWN 5@0.09 |
| 11:55:44.448 | fill | DOWN 5@0.08 |
| 11:55:44.448 | paper_fill | DOWN 5@0.08 |
| 11:55:44.941 | fill | DOWN 5@0.07 |
| 11:55:44.941 | paper_fill | DOWN 5@0.07 |
| 11:55:45.282 | fill | DOWN 5@0.07 |
| 11:55:45.282 | paper_fill | DOWN 5@0.07 |
| 11:55:45.816 | fill | DOWN 5@0.07 |
| 11:55:45.816 | paper_fill | DOWN 5@0.07 |
| 11:55:46.716 | market_snapshot | |
| 11:55:46.716 | position_snapshot | up=330.0 dn=805.0 gpnl=-21.65 |
| 11:55:46.716 | strategy_snapshot | state=LOCKED gpnl=-21.65 cost=351.65 |
| 11:55:56.056 | fill | DOWN 5@0.06 |
| 11:55:56.056 | paper_fill | DOWN 5@0.06 |
| 11:55:56.849 | fill | DOWN 5@0.05 |
| 11:55:56.849 | paper_fill | DOWN 5@0.05 |
| 11:56:00.373 | fill | DOWN 5@0.05 |
| 11:56:00.373 | paper_fill | DOWN 5@0.05 |
| 11:56:01.393 | fill | DOWN 5@0.05 |
| 11:56:01.394 | paper_fill | DOWN 5@0.05 |
| 11:56:04.203 | fill | DOWN 5@0.05 |
| 11:56:04.203 | paper_fill | DOWN 5@0.05 |
| 11:56:05.626 | fill | DOWN 5@0.05 |
| 11:56:05.626 | paper_fill | DOWN 5@0.05 |
| 11:56:06.224 | fill | DOWN 5@0.05 |
| 11:56:06.225 | paper_fill | DOWN 5@0.05 |
| 11:56:16.986 | market_snapshot | |
| 11:56:16.986 | position_snapshot | up=330.0 dn=840.0 gpnl=-23.45 |
| 11:56:16.986 | strategy_snapshot | state=LOCKED gpnl=-23.45 cost=353.45 |
| 11:56:25.489 | fill | DOWN 5@0.05 |
| 11:56:25.489 | paper_fill | DOWN 5@0.05 |
| 11:56:30.841 | fill | DOWN 5@0.05 |
| 11:56:30.841 | paper_fill | DOWN 5@0.05 |
| 11:56:47.253 | market_snapshot | |
| 11:56:47.253 | position_snapshot | up=330.0 dn=850.0 gpnl=-23.95 |
| 11:56:47.253 | strategy_snapshot | state=LOCKED gpnl=-23.95 cost=353.95 |
| 11:57:17.525 | market_snapshot | |
| 11:57:17.525 | position_snapshot | up=330.0 dn=850.0 gpnl=-23.95 |
| 11:57:17.526 | strategy_snapshot | state=LOCKED gpnl=-23.95 cost=353.95 |
| 11:57:47.783 | market_snapshot | |
| 11:57:47.783 | position_snapshot | up=330.0 dn=850.0 gpnl=-23.95 |
| 11:57:47.783 | strategy_snapshot | state=LOCKED gpnl=-23.95 cost=353.95 |
| 11:58:18.028 | market_snapshot | |
| 11:58:18.028 | position_snapshot | up=330.0 dn=850.0 gpnl=-23.95 |
| 11:58:18.028 | strategy_snapshot | state=LOCKED gpnl=-23.95 cost=353.95 |
| 11:58:48.285 | market_snapshot | |
| 11:58:48.285 | position_snapshot | up=330.0 dn=850.0 gpnl=-23.95 |
| 11:58:48.285 | strategy_snapshot | state=LOCKED gpnl=-23.95 cost=353.95 |
| 11:59:18.548 | market_snapshot | |
| 11:59:18.548 | position_snapshot | up=330.0 dn=850.0 gpnl=-23.95 |
| 11:59:18.548 | strategy_snapshot | state=LOCKED gpnl=-23.95 cost=353.95 |
| 11:59:48.806 | market_snapshot | |
| 11:59:48.807 | position_snapshot | up=330.0 dn=850.0 gpnl=-23.95 |
| 11:59:48.807 | strategy_snapshot | state=LOCKED gpnl=-23.95 cost=353.95 |
| 12:00:04.202 | market_snapshot | |
| 12:00:04.202 | position_snapshot | up=330.0 dn=850.0 gpnl=-23.95 |
| 12:00:04.202 | strategy_snapshot | state=LOCKED gpnl=-23.95 cost=353.95 |
| 12:00:04.203 | window_end |
sircreamalot