sircreamalot sircreamalot
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20260423_124500_BTC_1_v8.1_dryrun_paperfill.jsonl

Strategy
v8.1
Question
Bitcoin Up or Down - April 23, 8:45AM-9:00AM ET
Run Note
v8.1 server
Mode
paper-fill
Inferred P&L
$387.00
Guaranteed P&L
$102.00
Winner
UP
BTC Move
107.05
Total Cost
281.96
Fills
391
Orders
9617
TimeEventDetails
12:40:00.032 window_start
12:45:06.766 btc_price_update $77788.25 (diff=4.3)
12:45:06.766 buy_state_change INIT → ACCUMULATE
12:45:06.767 tracker_snapshot
12:45:08.786 btc_price_update $77799.64 (diff=15.69)
12:45:09.651 cross_gate_opened
12:45:10.803 btc_price_update $77803.89 (diff=19.94)
12:45:11.536 fill DOWN 5@0.48
12:45:11.536 paper_fill DOWN 5@0.48
12:45:11.964 fill DOWN 5@0.48
12:45:11.964 paper_fill DOWN 5@0.48
12:45:12.787 fill DOWN 5@0.48
12:45:12.787 paper_fill DOWN 5@0.48
12:45:12.819 btc_price_update $77807.27 (diff=23.32)
12:45:12.820 tracker_snapshot
12:45:13.209 fill DOWN 5@0.47
12:45:13.210 paper_fill DOWN 5@0.47
12:45:14.838 btc_price_update $77808.73 (diff=24.78)
12:45:15.649 fill DOWN 5@0.47
12:45:15.649 paper_fill DOWN 5@0.47
12:45:16.856 btc_price_update $77809.34 (diff=25.39)
12:45:18.622 fill DOWN 5@0.47
12:45:18.622 paper_fill DOWN 5@0.47
12:45:18.875 btc_price_update $77809.39 (diff=25.44)
12:45:18.875 tracker_snapshot
12:45:19.760 fill DOWN 5@0.47
12:45:19.760 paper_fill DOWN 5@0.47
12:45:20.778 fill DOWN 5@0.47
12:45:20.779 paper_fill DOWN 5@0.47
12:45:20.889 btc_price_update $77809.39 (diff=25.44)
12:45:22.905 btc_price_update $77810.21 (diff=26.26)
12:45:23.455 fill DOWN 5@0.47
12:45:23.455 paper_fill DOWN 5@0.47
12:45:24.763 fill DOWN 5@0.46
12:45:24.763 paper_fill DOWN 5@0.46
12:45:24.919 btc_price_update $77811.33 (diff=27.38)
12:45:24.920 tracker_snapshot
12:45:26.937 btc_price_update $77815.9 (diff=31.95)
12:45:27.941 fill DOWN 5@0.41
12:45:27.941 paper_fill DOWN 5@0.41
12:45:28.955 btc_price_update $77824.14 (diff=40.19)
12:45:30.415 fill DOWN 5@0.41
12:45:30.416 paper_fill DOWN 5@0.41
12:45:30.844 fill DOWN 5@0.4
12:45:30.844 paper_fill DOWN 5@0.4
12:45:30.969 btc_price_update $77824.29 (diff=40.34)
12:45:30.970 tracker_snapshot
12:45:31.065 fill DOWN 5@0.4
12:45:31.066 paper_fill DOWN 5@0.4
12:45:32.984 btc_price_update $77825.59 (diff=41.64)
12:45:32.984 buy_state_change ACCUMULATE → DIRECTIONAL
12:45:34.997 btc_price_update $77825.22 (diff=41.27)
12:45:35.835 fill DOWN 5@0.41
12:45:35.835 paper_fill DOWN 5@0.41
12:45:36.259 fill DOWN 5@0.4
12:45:36.260 paper_fill DOWN 5@0.4
12:45:36.830 fill DOWN 5@0.4
12:45:36.831 paper_fill DOWN 5@0.4
12:45:37.012 btc_price_update $77825.92 (diff=41.97)
12:45:37.013 tracker_snapshot
12:45:37.013 market_snapshot
12:45:37.013 position_snapshot up=0.0 dn=85.0 gpnl=-37.75
12:45:37.013 strategy_snapshot state=DIRECTIONAL gpnl=-37.75 cost=37.75
12:45:37.704 fill DOWN 5@0.4
12:45:37.704 paper_fill DOWN 5@0.4
12:45:38.826 fill DOWN 5@0.4
12:45:38.827 paper_fill DOWN 5@0.4
12:45:39.030 btc_price_update $77832.4 (diff=48.45)
12:45:40.429 fill DOWN 5@0.4
12:45:40.429 paper_fill DOWN 5@0.4
12:45:41.044 btc_price_update $77833.73 (diff=49.78)
12:45:41.252 fill DOWN 5@0.4
12:45:41.253 paper_fill DOWN 5@0.4
12:45:42.727 fill DOWN 5@0.38
12:45:42.728 paper_fill DOWN 5@0.38
12:45:43.059 btc_price_update $77834.56 (diff=50.61)
12:45:43.060 tracker_snapshot
12:45:43.672 fill DOWN 5@0.38
12:45:43.673 paper_fill DOWN 5@0.38
12:45:44.016 fill DOWN 5@0.38
12:45:44.016 paper_fill DOWN 5@0.38
12:45:44.796 fill DOWN 5@0.38
12:45:44.796 paper_fill DOWN 5@0.38
12:45:45.076 btc_price_update $77841.37 (diff=57.42)
12:45:45.078 fill DOWN 5@0.38
12:45:45.078 paper_fill DOWN 5@0.38
12:45:46.062 fill DOWN 5@0.39
12:45:46.062 paper_fill DOWN 5@0.39
12:45:46.465 fill DOWN 5@0.4
12:45:46.465 paper_fill DOWN 5@0.4
12:45:46.784 fill DOWN 5@0.41
12:45:46.784 paper_fill DOWN 5@0.41
12:45:47.093 btc_price_update $77845.99 (diff=62.04)
12:45:47.146 fill DOWN 5@0.4
12:45:47.147 paper_fill DOWN 5@0.4
12:45:47.166 fill DOWN 5@0.4
12:45:47.168 paper_fill DOWN 5@0.4
12:45:47.505 fill DOWN 5@0.4
12:45:47.505 paper_fill DOWN 5@0.4
12:45:47.653 fill DOWN 5@0.38
12:45:47.653 paper_fill DOWN 5@0.38
12:45:47.809 fill DOWN 5@0.38
12:45:47.810 paper_fill DOWN 5@0.38
12:45:48.108 fill DOWN 5@0.38
12:45:48.108 paper_fill DOWN 5@0.38
12:45:48.419 fill DOWN 5@0.38
12:45:48.419 paper_fill DOWN 5@0.38
12:45:49.111 btc_price_update $77853.98 (diff=70.03)
12:45:49.111 tracker_snapshot
12:45:49.132 fill DOWN 5@0.38
12:45:49.132 paper_fill DOWN 5@0.38
12:45:49.285 fill DOWN 5@0.38
12:45:49.285 paper_fill DOWN 5@0.38
12:45:49.566 fill DOWN 5@0.38
12:45:49.566 paper_fill DOWN 5@0.38
12:45:49.911 fill DOWN 5@0.38
12:45:49.911 paper_fill DOWN 5@0.38
12:45:50.624 fill DOWN 5@0.38
12:45:50.625 paper_fill DOWN 5@0.38
12:45:51.128 btc_price_update $77854.33 (diff=70.38)
12:45:51.217 fill DOWN 5@0.4
12:45:51.218 paper_fill DOWN 5@0.4
12:45:51.534 fill DOWN 5@0.4
12:45:51.534 paper_fill DOWN 5@0.4
12:45:51.972 fill DOWN 5@0.39
12:45:51.972 paper_fill DOWN 5@0.39
12:45:53.143 btc_price_update $77854.36 (diff=70.41)
12:45:53.573 fill DOWN 5@0.39
12:45:53.574 paper_fill DOWN 5@0.39
12:45:54.272 fill DOWN 5@0.4
12:45:54.272 paper_fill DOWN 5@0.4
12:45:54.483 fill DOWN 5@0.39
12:45:54.483 paper_fill DOWN 5@0.39
12:45:55.005 fill DOWN 5@0.39
12:45:55.005 paper_fill DOWN 5@0.39
12:45:55.161 btc_price_update $77853.85 (diff=69.9)
12:45:55.162 tracker_snapshot
12:45:55.291 fill DOWN 5@0.39
12:45:55.291 paper_fill DOWN 5@0.39
12:45:55.781 fill DOWN 5@0.39
12:45:55.782 paper_fill DOWN 5@0.39
12:45:56.312 fill DOWN 5@0.45
12:45:56.312 paper_fill DOWN 5@0.45
12:45:56.695 fill DOWN 5@0.44
12:45:56.695 paper_fill DOWN 5@0.44
12:45:56.918 fill DOWN 5@0.45
12:45:56.919 paper_fill DOWN 5@0.45
12:45:57.177 btc_price_update $77853.17 (diff=69.22)
12:45:57.177 buy_state_change DIRECTIONAL → ACCUMULATE
12:45:58.938 fill UP 5@0.46
12:45:58.938 paper_fill UP 5@0.46
12:45:59.193 btc_price_update $77852.53 (diff=68.58)
12:45:59.193 buy_state_change ACCUMULATE → OVERWEIGHT
12:46:00.529 fill UP 5@0.43
12:46:00.529 paper_fill UP 5@0.43
12:46:00.568 fill DOWN 5@0.56
12:46:00.568 paper_fill DOWN 5@0.56
12:46:01.208 btc_price_update $77750.02 (diff=-33.93)
12:46:01.212 tracker_snapshot
12:46:01.469 fill UP 5@0.43
12:46:01.470 paper_fill UP 5@0.43
12:46:01.859 fill UP 5@0.43
12:46:01.859 paper_fill UP 5@0.43
12:46:02.750 fill UP 5@0.42
12:46:02.750 paper_fill UP 5@0.42
12:46:03.179 fill UP 5@0.41
12:46:03.180 paper_fill UP 5@0.41
12:46:03.230 btc_price_update $77673.89 (diff=-110.06)
12:46:03.298 fill DOWN 5@0.6
12:46:03.298 paper_fill DOWN 5@0.6
12:46:03.460 fill DOWN 5@0.6
12:46:03.460 paper_fill DOWN 5@0.6
12:46:03.648 fill UP 5@0.33
12:46:03.648 paper_fill UP 5@0.33
12:46:04.126 fill UP 5@0.32
12:46:04.126 paper_fill UP 5@0.32
12:46:04.342 fill UP 5@0.32
12:46:04.342 paper_fill UP 5@0.32
12:46:05.249 btc_price_update $77597.4 (diff=-186.55)
12:46:05.283 fill UP 5@0.31
12:46:05.283 paper_fill UP 5@0.31
12:46:05.366 buy_state_change OVERWEIGHT → ACCUMULATE
12:46:05.512 fill DOWN 5@0.65
12:46:05.513 paper_fill DOWN 5@0.65
12:46:05.563 fill UP 5@0.31
12:46:05.563 paper_fill UP 5@0.31
12:46:05.596 fill DOWN 5@0.69
12:46:05.596 paper_fill DOWN 5@0.69
12:46:05.636 fill UP 5@0.31
12:46:05.636 paper_fill UP 5@0.31
12:46:05.866 fill UP 5@0.31
12:46:05.866 paper_fill UP 5@0.31
12:46:06.068 fill UP 5@0.26
12:46:06.068 paper_fill UP 5@0.26
12:46:06.201 fill DOWN 5@0.7
12:46:06.201 paper_fill DOWN 5@0.7
12:46:06.298 fill DOWN 5@0.71
12:46:06.298 paper_fill DOWN 5@0.71
12:46:06.453 fill UP 5@0.26
12:46:06.453 paper_fill UP 5@0.26
12:46:06.552 fill DOWN 5@0.7
12:46:06.552 paper_fill DOWN 5@0.7
12:46:06.741 fill DOWN 5@0.7
12:46:06.741 paper_fill DOWN 5@0.7
12:46:06.755 fill UP 5@0.25
12:46:06.756 paper_fill UP 5@0.25
12:46:06.871 fill UP 5@0.25
12:46:06.872 paper_fill UP 5@0.25
12:46:06.898 fill DOWN 5@0.71
12:46:06.898 paper_fill DOWN 5@0.71
12:46:07.083 fill UP 5@0.27
12:46:07.084 paper_fill UP 5@0.27
12:46:07.254 fill DOWN 5@0.73
12:46:07.254 paper_fill DOWN 5@0.73
12:46:07.276 btc_price_update $77654.18 (diff=-129.77)
12:46:07.277 tracker_snapshot
12:46:07.277 market_snapshot
12:46:07.277 position_snapshot up=90.0 dn=210.0 gpnl=-12.4
12:46:07.279 strategy_snapshot state=ACCUMULATE gpnl=-12.4 cost=102.4
12:46:07.282 fill UP 5@0.26
12:46:07.283 paper_fill UP 5@0.26
12:46:07.398 fill DOWN 5@0.73
12:46:07.398 paper_fill DOWN 5@0.73
12:46:07.530 fill UP 5@0.22
12:46:07.531 paper_fill UP 5@0.22
12:46:07.889 buy_state_change ACCUMULATE → DIRECTIONAL
12:46:08.457 fill UP 5@0.18
12:46:08.457 paper_fill UP 5@0.18
12:46:08.460 fill DOWN 5@0.81
12:46:08.461 paper_fill DOWN 5@0.81
12:46:09.304 btc_price_update $77654.09 (diff=-129.86)
12:46:10.209 fill UP 5@0.23
12:46:10.209 paper_fill UP 5@0.23
12:46:10.357 fill DOWN 5@0.77
12:46:10.357 paper_fill DOWN 5@0.77
12:46:11.308 fill UP 5@0.23
12:46:11.308 paper_fill UP 5@0.23
12:46:11.323 btc_price_update $77665.38 (diff=-118.57)
12:46:11.888 fill UP 5@0.23
12:46:11.888 paper_fill UP 5@0.23
12:46:11.890 fill DOWN 5@0.77
12:46:11.890 paper_fill DOWN 5@0.77
12:46:12.252 fill UP 5@0.23
12:46:12.253 paper_fill UP 5@0.23
12:46:12.254 fill DOWN 5@0.77
12:46:12.254 paper_fill DOWN 5@0.77
12:46:12.602 fill DOWN 5@0.67
12:46:12.602 paper_fill DOWN 5@0.67
12:46:12.961 fill DOWN 5@0.77
12:46:12.961 paper_fill DOWN 5@0.77
12:46:12.997 fill UP 5@0.2
12:46:12.998 paper_fill UP 5@0.2
12:46:13.251 fill DOWN 5@0.78
12:46:13.251 paper_fill DOWN 5@0.78
12:46:13.338 fill UP 5@0.21
12:46:13.339 paper_fill UP 5@0.21
12:46:13.340 btc_price_update $77605.88 (diff=-178.07)
12:46:13.342 tracker_snapshot
12:46:13.457 fill UP 5@0.21
12:46:13.457 paper_fill UP 5@0.21
12:46:13.927 fill UP 5@0.15
12:46:13.927 paper_fill UP 5@0.15
12:46:14.221 fill UP 5@0.19
12:46:14.221 paper_fill UP 5@0.19
12:46:14.395 fill UP 5@0.19
12:46:14.395 paper_fill UP 5@0.19
12:46:14.780 fill UP 5@0.15
12:46:14.780 paper_fill UP 5@0.15
12:46:15.019 fill UP 5@0.15
12:46:15.019 paper_fill UP 5@0.15
12:46:15.356 btc_price_update $77632.09 (diff=-151.86)
12:46:15.742 fill UP 5@0.16
12:46:15.742 paper_fill UP 5@0.16
12:46:16.024 fill UP 5@0.15
12:46:16.024 paper_fill UP 5@0.15
12:46:17.023 fill UP 5@0.19
12:46:17.024 paper_fill UP 5@0.19
12:46:17.267 fill UP 5@0.17
12:46:17.267 paper_fill UP 5@0.17
12:46:17.372 btc_price_update $77612.62 (diff=-171.33)
12:46:17.499 fill UP 5@0.21
12:46:17.499 paper_fill UP 5@0.21
12:46:17.675 fill UP 5@0.19
12:46:17.676 paper_fill UP 5@0.19
12:46:17.944 fill UP 5@0.19
12:46:17.944 paper_fill UP 5@0.19
12:46:18.508 fill UP 5@0.18
12:46:18.509 paper_fill UP 5@0.18
12:46:19.388 btc_price_update $77616.15 (diff=-167.8)
12:46:19.388 tracker_snapshot
12:46:19.590 fill UP 5@0.19
12:46:19.590 paper_fill UP 5@0.19
12:46:20.522 fill UP 5@0.23
12:46:20.523 paper_fill UP 5@0.23
12:46:21.234 fill UP 5@0.19
12:46:21.235 paper_fill UP 5@0.19
12:46:21.411 btc_price_update $77597.89 (diff=-186.06)
12:46:21.634 fill UP 5@0.19
12:46:21.635 paper_fill UP 5@0.19
12:46:22.667 fill UP 5@0.19
12:46:22.667 paper_fill UP 5@0.19
12:46:23.299 fill UP 5@0.17
12:46:23.299 paper_fill UP 5@0.17
12:46:23.430 btc_price_update $77622.08 (diff=-161.87)
12:46:23.648 fill UP 5@0.22
12:46:23.648 paper_fill UP 5@0.22
12:46:23.972 fill UP 5@0.19
12:46:23.972 paper_fill UP 5@0.19
12:46:24.473 fill UP 5@0.2
12:46:24.473 paper_fill UP 5@0.2
12:46:24.705 fill UP 5@0.2
12:46:24.705 paper_fill UP 5@0.2
12:46:24.984 fill UP 5@0.2
12:46:24.984 paper_fill UP 5@0.2
12:46:25.439 fill UP 5@0.2
12:46:25.440 paper_fill UP 5@0.2
12:46:25.446 btc_price_update $77639.32 (diff=-144.63)
12:46:25.447 tracker_snapshot
12:46:25.779 fill UP 5@0.2
12:46:25.779 paper_fill UP 5@0.2
12:46:25.940 fill UP 5@0.22
12:46:25.940 paper_fill UP 5@0.22
12:46:26.534 fill UP 5@0.22
12:46:26.534 paper_fill UP 5@0.22
12:46:26.833 fill UP 5@0.22
12:46:26.833 paper_fill UP 5@0.22
12:46:27.125 fill UP 5@0.22
12:46:27.125 paper_fill UP 5@0.22
12:46:27.465 btc_price_update $77651.23 (diff=-132.72)
12:46:27.736 fill UP 5@0.16
12:46:27.736 paper_fill UP 5@0.16
12:46:29.482 btc_price_update $77653.57 (diff=-130.38)
12:46:29.891 fill UP 5@0.22
12:46:29.891 paper_fill UP 5@0.22
12:46:30.487 fill UP 5@0.19
12:46:30.487 paper_fill UP 5@0.19
12:46:30.965 fill UP 5@0.19
12:46:30.965 paper_fill UP 5@0.19
12:46:31.495 btc_price_update $77668.33 (diff=-115.62)
12:46:31.496 tracker_snapshot
12:46:31.556 fill UP 5@0.19
12:46:31.556 paper_fill UP 5@0.19
12:46:31.802 fill UP 5@0.19
12:46:31.802 paper_fill UP 5@0.19
12:46:32.587 fill UP 5@0.22
12:46:32.588 paper_fill UP 5@0.22
12:46:33.370 fill UP 5@0.21
12:46:33.370 paper_fill UP 5@0.21
12:46:33.508 btc_price_update $77664.99 (diff=-118.96)
12:46:34.562 fill UP 5@0.23
12:46:34.562 paper_fill UP 5@0.23
12:46:34.657 fill UP 5@0.21
12:46:34.658 paper_fill UP 5@0.21
12:46:34.946 fill UP 5@0.22
12:46:34.946 paper_fill UP 5@0.22
12:46:35.348 fill UP 5@0.19
12:46:35.348 paper_fill UP 5@0.19
12:46:35.527 btc_price_update $77661.85 (diff=-122.1)
12:46:35.828 fill UP 5@0.21
12:46:35.828 paper_fill UP 5@0.21
12:46:35.998 fill UP 5@0.21
12:46:35.999 paper_fill UP 5@0.21
12:46:36.273 fill UP 5@0.21
12:46:36.273 paper_fill UP 5@0.21
12:46:36.594 fill UP 5@0.2
12:46:36.594 paper_fill UP 5@0.2
12:46:37.160 fill UP 5@0.21
12:46:37.160 paper_fill UP 5@0.21
12:46:37.542 btc_price_update $77652.64 (diff=-131.31)
12:46:37.543 tracker_snapshot
12:46:37.543 market_snapshot
12:46:37.543 position_snapshot up=375.0 dn=170.0 gpnl=41.05
12:46:37.543 strategy_snapshot state=DIRECTIONAL gpnl=41.05 cost=128.95
12:46:38.686 fill UP 5@0.21
12:46:38.686 paper_fill UP 5@0.21
12:46:39.304 fill UP 5@0.21
12:46:39.304 paper_fill UP 5@0.21
12:46:39.560 btc_price_update $77665.8 (diff=-118.15)
12:46:41.163 fill UP 5@0.21
12:46:41.163 paper_fill UP 5@0.21
12:46:41.580 btc_price_update $77668.99 (diff=-114.96)
12:46:42.352 fill UP 5@0.21
12:46:42.352 paper_fill UP 5@0.21
12:46:42.693 fill UP 5@0.21
12:46:42.693 paper_fill UP 5@0.21
12:46:43.276 fill UP 5@0.19
12:46:43.277 paper_fill UP 5@0.19
12:46:43.600 btc_price_update $77660.67 (diff=-123.28)
12:46:43.602 tracker_snapshot
12:46:44.113 fill UP 5@0.2
12:46:44.114 paper_fill UP 5@0.2
12:46:44.692 fill UP 5@0.22
12:46:44.692 paper_fill UP 5@0.22
12:46:45.252 fill UP 5@0.22
12:46:45.252 paper_fill UP 5@0.22
12:46:45.618 btc_price_update $77650.58 (diff=-133.37)
12:46:46.974 fill UP 5@0.22
12:46:46.974 paper_fill UP 5@0.22
12:46:47.417 fill UP 5@0.22
12:46:47.417 paper_fill UP 5@0.22
12:46:47.633 btc_price_update $77648.13 (diff=-135.82)
12:46:49.183 fill UP 5@0.22
12:46:49.183 paper_fill UP 5@0.22
12:46:49.649 btc_price_update $77656.29 (diff=-127.66)
12:46:49.650 tracker_snapshot
12:46:49.760 fill UP 5@0.22
12:46:49.760 paper_fill UP 5@0.22
12:46:50.278 fill UP 5@0.22
12:46:50.278 paper_fill UP 5@0.22
12:46:51.179 fill UP 5@0.23
12:46:51.179 paper_fill UP 5@0.23
12:46:51.672 btc_price_update $77672.78 (diff=-111.17)
12:46:51.792 fill UP 5@0.25
12:46:51.792 paper_fill UP 5@0.25
12:46:53.689 btc_price_update $77692.23 (diff=-91.72)
12:46:54.123 fill UP 5@0.27
12:46:54.124 paper_fill UP 5@0.27
12:46:54.318 fill UP 5@0.26
12:46:54.318 paper_fill UP 5@0.26
12:46:54.874 fill UP 5@0.3
12:46:54.874 paper_fill UP 5@0.3
12:46:55.215 fill UP 5@0.3
12:46:55.216 paper_fill UP 5@0.3
12:46:55.707 btc_price_update $77697.63 (diff=-86.32)
12:46:55.708 tracker_snapshot
12:46:56.457 fill UP 5@0.3
12:46:56.457 paper_fill UP 5@0.3
12:46:57.726 btc_price_update $77706.05 (diff=-77.9)
12:46:58.541 fill UP 5@0.32
12:46:58.541 paper_fill UP 5@0.32
12:46:59.693 fill UP 5@0.32
12:46:59.694 paper_fill UP 5@0.32
12:46:59.745 btc_price_update $77717.7 (diff=-66.25)
12:47:00.080 fill UP 5@0.31
12:47:00.080 paper_fill UP 5@0.31
12:47:00.180 fill UP 5@0.32
12:47:00.180 paper_fill UP 5@0.32
12:47:00.777 fill UP 5@0.31
12:47:00.777 paper_fill UP 5@0.31
12:47:00.777 fill UP 5@0.32
12:47:00.778 paper_fill UP 5@0.32
12:47:00.974 fill UP 5@0.31
12:47:00.974 paper_fill UP 5@0.31
12:47:01.606 fill UP 5@0.31
12:47:01.608 paper_fill UP 5@0.31
12:47:01.617 fill UP 5@0.3
12:47:01.618 paper_fill UP 5@0.3
12:47:01.804 btc_price_update $77711.19 (diff=-72.76)
12:47:01.806 tracker_snapshot
12:47:02.126 fill UP 5@0.25
12:47:02.126 paper_fill UP 5@0.25
12:47:02.598 fill UP 5@0.24
12:47:02.599 paper_fill UP 5@0.24
12:47:02.918 fill UP 5@0.19
12:47:02.919 paper_fill UP 5@0.19
12:47:03.642 fill UP 5@0.22
12:47:03.642 paper_fill UP 5@0.22
12:47:03.846 btc_price_update $77698.41 (diff=-85.54)
12:47:04.936 fill UP 5@0.25
12:47:04.937 paper_fill UP 5@0.25
12:47:05.860 btc_price_update $77694.28 (diff=-89.67)
12:47:07.477 fill UP 5@0.25
12:47:07.480 paper_fill UP 5@0.25
12:47:07.878 btc_price_update $77689.87 (diff=-94.08)
12:47:07.881 tracker_snapshot
12:47:07.881 market_snapshot
12:47:07.881 position_snapshot up=515.0 dn=170.0 gpnl=7.3
12:47:07.881 strategy_snapshot state=DIRECTIONAL gpnl=7.3 cost=162.7
12:47:08.136 fill UP 5@0.24
12:47:08.136 paper_fill UP 5@0.24
12:47:08.136 fill UP 5@0.25
12:47:08.137 paper_fill UP 5@0.25
12:47:09.897 btc_price_update $77690.23 (diff=-93.72)
12:47:11.911 btc_price_update $77682.55 (diff=-101.4)
12:47:13.058 fill UP 5@0.25
12:47:13.059 paper_fill UP 5@0.25
12:47:13.788 fill UP 5@0.25
12:47:13.789 paper_fill UP 5@0.25
12:47:13.931 btc_price_update $77695.67 (diff=-88.28)
12:47:13.932 tracker_snapshot
12:47:15.947 btc_price_update $77696.96 (diff=-86.99)
12:47:17.963 btc_price_update $77683.83 (diff=-100.12)
12:47:19.938 fill UP 5@0.21
12:47:19.938 paper_fill UP 5@0.21
12:47:19.977 btc_price_update $77682.3 (diff=-101.65)
12:47:19.978 tracker_snapshot
12:47:20.183 fill UP 5@0.2
12:47:20.183 paper_fill UP 5@0.2
12:47:21.352 fill UP 5@0.14
12:47:21.352 paper_fill UP 5@0.14
12:47:21.563 fill UP 5@0.16
12:47:21.563 paper_fill UP 5@0.16
12:47:21.875 fill UP 5@0.15
12:47:21.875 paper_fill UP 5@0.15
12:47:21.991 btc_price_update $77679.46 (diff=-104.49)
12:47:22.992 fill UP 5@0.17
12:47:22.992 paper_fill UP 5@0.17
12:47:23.033 fill UP 5@0.17
12:47:23.033 paper_fill UP 5@0.17
12:47:24.005 btc_price_update $77677.68 (diff=-106.27)
12:47:25.656 fill UP 5@0.17
12:47:25.657 paper_fill UP 5@0.17
12:47:26.024 btc_price_update $77663.79 (diff=-120.16)
12:47:26.026 tracker_snapshot
12:47:28.040 btc_price_update $77679.88 (diff=-104.07)
12:47:28.089 fill UP 5@0.22
12:47:28.089 paper_fill UP 5@0.22
12:47:29.154 fill UP 5@0.22
12:47:29.154 paper_fill UP 5@0.22
12:47:29.734 fill UP 5@0.22
12:47:29.734 paper_fill UP 5@0.22
12:47:30.055 btc_price_update $77693.49 (diff=-90.46)
12:47:30.143 fill UP 5@0.22
12:47:30.143 paper_fill UP 5@0.22
12:47:30.557 fill UP 5@0.31
12:47:30.558 paper_fill UP 5@0.31
12:47:30.997 fill UP 5@0.33
12:47:30.997 paper_fill UP 5@0.33
12:47:31.358 fill UP 5@0.25
12:47:31.358 paper_fill UP 5@0.25
12:47:31.623 fill UP 5@0.32
12:47:31.623 paper_fill UP 5@0.32
12:47:31.971 fill UP 5@0.32
12:47:31.971 paper_fill UP 5@0.32
12:47:32.068 btc_price_update $77717.0 (diff=-66.95)
12:47:32.069 tracker_snapshot
12:47:32.438 fill UP 5@0.33
12:47:32.438 paper_fill UP 5@0.33
12:47:33.259 fill UP 5@0.33
12:47:33.259 paper_fill UP 5@0.33
12:47:34.088 btc_price_update $77731.31 (diff=-52.64)
12:47:34.097 fill UP 5@0.33
12:47:34.097 paper_fill UP 5@0.33
12:47:34.223 fill UP 5@0.32
12:47:34.223 paper_fill UP 5@0.32
12:47:36.075 fill UP 5@0.33
12:47:36.075 paper_fill UP 5@0.33
12:47:36.105 btc_price_update $77734.49 (diff=-49.46)
12:47:36.369 fill UP 5@0.33
12:47:36.369 paper_fill UP 5@0.33
12:47:36.767 fill UP 5@0.35
12:47:36.767 paper_fill UP 5@0.35
12:47:37.088 fill UP 5@0.32
12:47:37.088 paper_fill UP 5@0.32
12:47:37.932 fill UP 5@0.33
12:47:37.932 paper_fill UP 5@0.33
12:47:37.932 fill UP 5@0.34
12:47:37.933 paper_fill UP 5@0.34
12:47:38.122 btc_price_update $77749.94 (diff=-34.01)
12:47:38.124 tracker_snapshot
12:47:38.124 market_snapshot
12:47:38.124 position_snapshot up=640.0 dn=170.0 gpnl=-24.2
12:47:38.124 strategy_snapshot state=DIRECTIONAL gpnl=-24.2 cost=194.2
12:47:38.298 fill UP 5@0.33
12:47:38.298 paper_fill UP 5@0.33
12:47:38.871 fill UP 5@0.33
12:47:38.872 paper_fill UP 5@0.33
12:47:38.956 fill UP 5@0.32
12:47:38.957 paper_fill UP 5@0.32
12:47:39.178 fill UP 5@0.29
12:47:39.179 paper_fill UP 5@0.29
12:47:39.179 fill UP 5@0.3
12:47:39.179 paper_fill UP 5@0.3
12:47:39.647 fill UP 5@0.29
12:47:39.647 paper_fill UP 5@0.29
12:47:39.647 fill UP 5@0.3
12:47:39.648 paper_fill UP 5@0.3
12:47:39.896 fill UP 5@0.25
12:47:39.896 paper_fill UP 5@0.25
12:47:39.896 fill UP 5@0.26
12:47:39.896 paper_fill UP 5@0.26
12:47:40.141 btc_price_update $77733.73 (diff=-50.22)
12:47:40.217 fill UP 5@0.23
12:47:40.217 paper_fill UP 5@0.23
12:47:40.469 fill UP 5@0.22
12:47:40.469 paper_fill UP 5@0.22
12:47:40.743 fill UP 5@0.22
12:47:40.743 paper_fill UP 5@0.22
12:47:41.207 fill UP 5@0.21
12:47:41.207 paper_fill UP 5@0.21
12:47:41.435 buy_state_change DIRECTIONAL → OVERWEIGHT
12:47:42.161 btc_price_update $77704.21 (diff=-79.74)
12:47:44.176 btc_price_update $77682.61 (diff=-101.34)
12:47:44.178 tracker_snapshot
12:47:46.194 btc_price_update $77674.26 (diff=-109.69)
12:47:48.209 btc_price_update $77674.26 (diff=-109.69)
12:47:50.225 btc_price_update $77679.32 (diff=-104.63)
12:47:50.226 tracker_snapshot
12:47:52.242 btc_price_update $77682.77 (diff=-101.18)
12:47:54.263 btc_price_update $77677.74 (diff=-106.21)
12:47:56.282 btc_price_update $77676.96 (diff=-106.99)
12:47:56.283 tracker_snapshot
12:47:58.298 btc_price_update $77677.45 (diff=-106.5)
12:48:00.329 btc_price_update $77676.65 (diff=-107.3)
12:48:02.347 btc_price_update $77669.25 (diff=-114.7)
12:48:02.349 tracker_snapshot
12:48:04.370 btc_price_update $77669.56 (diff=-114.39)
12:48:06.382 btc_price_update $77678.29 (diff=-105.66)
12:48:08.401 btc_price_update $77729.29 (diff=-54.66)
12:48:08.403 tracker_snapshot
12:48:08.404 market_snapshot
12:48:08.404 position_snapshot up=665.0 dn=170.0 gpnl=-30.45
12:48:08.404 strategy_snapshot state=OVERWEIGHT gpnl=-30.45 cost=200.45
12:48:10.422 btc_price_update $77724.35 (diff=-59.6)
12:48:12.438 btc_price_update $77728.77 (diff=-55.18)
12:48:14.456 btc_price_update $77728.51 (diff=-55.44)
12:48:14.457 tracker_snapshot
12:48:16.279 fill UP 5@0.28
12:48:16.279 paper_fill UP 5@0.28
12:48:16.471 btc_price_update $77725.99 (diff=-57.96)
12:48:16.471 buy_state_change OVERWEIGHT → ACCUMULATE
12:48:16.871 buy_state_change ACCUMULATE → DIRECTIONAL
12:48:17.865 fill UP 5@0.27
12:48:17.865 paper_fill UP 5@0.27
12:48:17.865 fill UP 5@0.28
12:48:17.865 paper_fill UP 5@0.28
12:48:18.109 fill UP 5@0.28
12:48:18.109 paper_fill UP 5@0.28
12:48:18.304 buy_state_change DIRECTIONAL → OVERWEIGHT
12:48:18.487 btc_price_update $77722.26 (diff=-61.69)
12:48:20.505 btc_price_update $77712.34 (diff=-71.61)
12:48:20.506 tracker_snapshot
12:48:22.526 btc_price_update $77705.16 (diff=-78.79)
12:48:23.064 fill UP 5@0.25
12:48:23.065 paper_fill UP 5@0.25
12:48:24.541 btc_price_update $77706.5 (diff=-77.45)
12:48:24.541 buy_state_change OVERWEIGHT → ACCUMULATE
12:48:25.599 buy_state_change ACCUMULATE → DIRECTIONAL
12:48:26.555 btc_price_update $77704.95 (diff=-79.0)
12:48:26.556 tracker_snapshot
12:48:26.746 fill UP 5@0.25
12:48:26.746 paper_fill UP 5@0.25
12:48:27.323 buy_state_change DIRECTIONAL → OVERWEIGHT
12:48:28.571 btc_price_update $77704.64 (diff=-79.31)
12:48:30.586 btc_price_update $77678.87 (diff=-105.08)
12:48:32.605 btc_price_update $77672.82 (diff=-111.13)
12:48:32.606 tracker_snapshot
12:48:34.620 btc_price_update $77671.19 (diff=-112.76)
12:48:36.639 btc_price_update $77667.85 (diff=-116.1)
12:48:38.654 btc_price_update $77668.23 (diff=-115.72)
12:48:38.655 tracker_snapshot
12:48:38.655 market_snapshot
12:48:38.656 position_snapshot up=665.0 dn=170.0 gpnl=-30.5
12:48:38.656 strategy_snapshot state=OVERWEIGHT gpnl=-30.5 cost=200.5
12:48:40.670 btc_price_update $77654.73 (diff=-129.22)
12:48:42.690 btc_price_update $77652.23 (diff=-131.72)
12:48:44.708 btc_price_update $77657.44 (diff=-126.51)
12:48:44.709 tracker_snapshot
12:48:46.726 btc_price_update $77667.67 (diff=-116.28)
12:48:48.744 btc_price_update $77667.85 (diff=-116.1)
12:48:50.761 btc_price_update $77670.67 (diff=-113.28)
12:48:50.762 tracker_snapshot
12:48:52.778 btc_price_update $77670.67 (diff=-113.28)
12:48:54.793 btc_price_update $77675.85 (diff=-108.1)
12:48:56.810 btc_price_update $77664.69 (diff=-119.26)
12:48:56.811 tracker_snapshot
12:48:58.829 btc_price_update $77664.96 (diff=-118.99)
12:49:00.850 btc_price_update $77675.04 (diff=-108.91)
12:49:02.891 btc_price_update $77695.61 (diff=-88.34)
12:49:02.892 tracker_snapshot
12:49:04.909 btc_price_update $77696.9 (diff=-87.05)
12:49:06.927 btc_price_update $77699.5 (diff=-84.45)
12:49:08.945 btc_price_update $77699.73 (diff=-84.22)
12:49:08.947 tracker_snapshot
12:49:08.947 market_snapshot
12:49:08.947 position_snapshot up=665.0 dn=170.0 gpnl=-30.5
12:49:08.947 strategy_snapshot state=OVERWEIGHT gpnl=-30.5 cost=200.5
12:49:10.962 btc_price_update $77699.1 (diff=-84.85)
12:49:12.977 btc_price_update $77699.1 (diff=-84.85)
12:49:14.994 btc_price_update $77699.1 (diff=-84.85)
12:49:14.995 tracker_snapshot
12:49:17.009 btc_price_update $77699.1 (diff=-84.85)
12:49:19.023 btc_price_update $77699.1 (diff=-84.85)
12:49:21.040 btc_price_update $77694.59 (diff=-89.36)
12:49:21.042 tracker_snapshot
12:49:23.058 btc_price_update $77688.79 (diff=-95.16)
12:49:25.072 btc_price_update $77686.33 (diff=-97.62)
12:49:26.015 fill UP 5@0.31
12:49:26.015 paper_fill UP 5@0.31
12:49:26.328 buy_state_change OVERWEIGHT → ACCUMULATE
12:49:26.346 fill UP 5@0.31
12:49:26.346 paper_fill UP 5@0.31
12:49:26.472 fill UP 5@0.3
12:49:26.473 paper_fill UP 5@0.3
12:49:26.999 buy_state_change ACCUMULATE → DIRECTIONAL
12:49:27.090 btc_price_update $77687.18 (diff=-96.77)
12:49:27.091 tracker_snapshot
12:49:27.230 fill UP 5@0.3
12:49:27.230 paper_fill UP 5@0.3
12:49:28.889 buy_state_change DIRECTIONAL → OVERWEIGHT
12:49:29.107 btc_price_update $77691.57 (diff=-92.38)
12:49:30.478 fill UP 5@0.29
12:49:30.478 paper_fill UP 5@0.29
12:49:30.904 buy_state_change OVERWEIGHT → ACCUMULATE
12:49:31.125 btc_price_update $77695.4 (diff=-88.55)
12:49:31.126 buy_state_change ACCUMULATE → DIRECTIONAL
12:49:31.817 fill UP 5@0.3
12:49:31.817 paper_fill UP 5@0.3
12:49:32.042 buy_state_change DIRECTIONAL → OVERWEIGHT
12:49:33.141 btc_price_update $77696.04 (diff=-87.91)
12:49:33.142 tracker_snapshot
12:49:35.157 btc_price_update $77699.49 (diff=-84.46)
12:49:37.169 btc_price_update $77704.32 (diff=-79.63)
12:49:39.185 btc_price_update $77706.67 (diff=-77.28)
12:49:39.186 tracker_snapshot
12:49:39.186 market_snapshot
12:49:39.186 position_snapshot up=665.0 dn=170.0 gpnl=-30.55
12:49:39.186 strategy_snapshot state=OVERWEIGHT gpnl=-30.55 cost=200.55
12:49:41.200 btc_price_update $77692.61 (diff=-91.34)
12:49:43.219 btc_price_update $77687.46 (diff=-96.49)
12:49:45.231 btc_price_update $77688.69 (diff=-95.26)
12:49:45.233 tracker_snapshot
12:49:47.248 btc_price_update $77693.07 (diff=-90.88)
12:49:49.024 fill UP 5@0.31
12:49:49.025 paper_fill UP 5@0.31
12:49:49.263 btc_price_update $77702.13 (diff=-81.82)
12:49:49.264 buy_state_change OVERWEIGHT → ACCUMULATE
12:49:50.007 buy_state_change ACCUMULATE → DIRECTIONAL
12:49:50.361 fill UP 5@0.32
12:49:50.361 paper_fill UP 5@0.32
12:49:50.953 buy_state_change DIRECTIONAL → OVERWEIGHT
12:49:51.281 btc_price_update $77706.03 (diff=-77.92)
12:49:51.282 tracker_snapshot
12:49:53.302 btc_price_update $77711.25 (diff=-72.7)
12:49:55.316 btc_price_update $77712.34 (diff=-71.61)
12:49:57.331 btc_price_update $77711.12 (diff=-72.83)
12:49:57.332 tracker_snapshot
12:49:58.456 fill UP 5@0.26
12:49:58.456 paper_fill UP 5@0.26
12:49:58.696 buy_state_change OVERWEIGHT → ACCUMULATE
12:49:58.816 fill UP 5@0.26
12:49:58.817 paper_fill UP 5@0.26
12:49:58.817 fill UP 5@0.27
12:49:58.818 paper_fill UP 5@0.27
12:49:59.144 buy_state_change ACCUMULATE → DIRECTIONAL
12:49:59.348 btc_price_update $77705.23 (diff=-78.72)
12:50:00.173 fill UP 5@0.26
12:50:00.173 paper_fill UP 5@0.26
12:50:00.686 buy_state_change DIRECTIONAL → OVERWEIGHT
12:50:00.765 fill UP 5@0.25
12:50:00.765 paper_fill UP 5@0.25
12:50:01.395 btc_price_update $77702.14 (diff=-81.81)
12:50:01.399 buy_state_change OVERWEIGHT → ACCUMULATE
12:50:01.643 buy_state_change ACCUMULATE → DIRECTIONAL
12:50:03.422 btc_price_update $77703.76 (diff=-80.19)
12:50:03.423 tracker_snapshot
12:50:04.608 fill UP 5@0.25
12:50:04.608 paper_fill UP 5@0.25
12:50:05.001 buy_state_change DIRECTIONAL → OVERWEIGHT
12:50:05.441 btc_price_update $77704.15 (diff=-79.8)
12:50:07.456 btc_price_update $77703.44 (diff=-80.51)
12:50:09.475 btc_price_update $77698.53 (diff=-85.42)
12:50:09.476 tracker_snapshot
12:50:09.476 market_snapshot
12:50:09.476 position_snapshot up=665.0 dn=170.0 gpnl=-30.65
12:50:09.477 strategy_snapshot state=OVERWEIGHT gpnl=-30.65 cost=200.65
12:50:11.493 btc_price_update $77695.35 (diff=-88.6)
12:50:13.508 btc_price_update $77699.75 (diff=-84.2)
12:50:13.922 fill UP 5@0.29
12:50:13.922 paper_fill UP 5@0.29
12:50:15.523 btc_price_update $77699.75 (diff=-84.2)
12:50:15.523 buy_state_change OVERWEIGHT → ACCUMULATE
12:50:15.524 tracker_snapshot
12:50:17.247 buy_state_change ACCUMULATE → DIRECTIONAL
12:50:17.541 btc_price_update $77718.69 (diff=-65.26)
12:50:19.557 btc_price_update $77718.69 (diff=-65.26)
12:50:20.202 fill UP 5@0.27
12:50:20.203 paper_fill UP 5@0.27
12:50:20.203 fill UP 5@0.28
12:50:20.203 paper_fill UP 5@0.28
12:50:20.856 fill UP 5@0.24
12:50:20.856 paper_fill UP 5@0.24
12:50:20.965 buy_state_change DIRECTIONAL → OVERWEIGHT
12:50:21.571 btc_price_update $77704.54 (diff=-79.41)
12:50:21.572 tracker_snapshot
12:50:23.586 btc_price_update $77692.53 (diff=-91.42)
12:50:25.598 btc_price_update $77688.4 (diff=-95.55)
12:50:27.614 btc_price_update $77676.98 (diff=-106.97)
12:50:27.615 tracker_snapshot
12:50:29.632 btc_price_update $77670.91 (diff=-113.04)
12:50:31.648 btc_price_update $77658.98 (diff=-124.97)
12:50:33.665 btc_price_update $77657.99 (diff=-125.96)
12:50:33.666 tracker_snapshot
12:50:35.679 btc_price_update $77652.78 (diff=-131.17)
12:50:37.696 btc_price_update $77649.32 (diff=-134.63)
12:50:39.709 btc_price_update $77645.96 (diff=-137.99)
12:50:39.710 tracker_snapshot
12:50:39.711 market_snapshot
12:50:39.711 position_snapshot up=665.0 dn=170.0 gpnl=-30.45
12:50:39.711 strategy_snapshot state=OVERWEIGHT gpnl=-30.45 cost=200.45
12:50:41.725 btc_price_update $77645.81 (diff=-138.14)
12:50:43.747 btc_price_update $77645.59 (diff=-138.36)
12:50:45.764 btc_price_update $77644.17 (diff=-139.78)
12:50:45.766 tracker_snapshot
12:50:47.784 btc_price_update $77650.33 (diff=-133.62)
12:50:49.800 btc_price_update $77649.41 (diff=-134.54)
12:50:51.815 btc_price_update $77646.45 (diff=-137.5)
12:50:51.817 tracker_snapshot
12:50:53.832 btc_price_update $77627.48 (diff=-156.47)
12:50:55.848 btc_price_update $77649.07 (diff=-134.88)
12:50:57.863 btc_price_update $77654.07 (diff=-129.88)
12:50:57.864 tracker_snapshot
12:50:59.880 btc_price_update $77657.72 (diff=-126.23)
12:51:01.895 btc_price_update $77665.92 (diff=-118.03)
12:51:03.914 btc_price_update $77668.31 (diff=-115.64)
12:51:03.915 tracker_snapshot
12:51:05.933 btc_price_update $77661.44 (diff=-122.51)
12:51:07.951 btc_price_update $77667.09 (diff=-116.86)
12:51:09.968 btc_price_update $77671.22 (diff=-112.73)
12:51:09.969 tracker_snapshot
12:51:09.969 market_snapshot
12:51:09.969 position_snapshot up=665.0 dn=170.0 gpnl=-30.45
12:51:09.969 strategy_snapshot state=OVERWEIGHT gpnl=-30.45 cost=200.45
12:51:11.983 btc_price_update $77670.3 (diff=-113.65)
12:51:14.001 btc_price_update $77673.63 (diff=-110.32)
12:51:16.018 btc_price_update $77687.13 (diff=-96.82)
12:51:16.020 tracker_snapshot
12:51:18.039 btc_price_update $77687.13 (diff=-96.82)
12:51:20.053 btc_price_update $77687.84 (diff=-96.11)
12:51:22.068 btc_price_update $77687.54 (diff=-96.41)
12:51:22.069 tracker_snapshot
12:51:24.091 btc_price_update $77688.04 (diff=-95.91)
12:51:26.106 btc_price_update $77691.32 (diff=-92.63)
12:51:28.124 btc_price_update $77697.62 (diff=-86.33)
12:51:28.125 tracker_snapshot
12:51:30.145 btc_price_update $77698.11 (diff=-85.84)
12:51:32.160 btc_price_update $77698.54 (diff=-85.41)
12:51:34.174 btc_price_update $77698.91 (diff=-85.04)
12:51:34.176 tracker_snapshot
12:51:36.191 btc_price_update $77698.85 (diff=-85.1)
12:51:38.207 btc_price_update $77707.47 (diff=-76.48)
12:51:40.221 btc_price_update $77708.73 (diff=-75.22)
12:51:40.223 tracker_snapshot
12:51:40.223 market_snapshot
12:51:40.223 position_snapshot up=665.0 dn=170.0 gpnl=-30.45
12:51:40.223 strategy_snapshot state=OVERWEIGHT gpnl=-30.45 cost=200.45
12:51:42.238 btc_price_update $77714.37 (diff=-69.58)
12:51:44.255 btc_price_update $77712.16 (diff=-71.79)
12:51:46.270 btc_price_update $77711.97 (diff=-71.98)
12:51:46.272 tracker_snapshot
12:51:48.291 btc_price_update $77712.19 (diff=-71.76)
12:51:50.306 btc_price_update $77713.19 (diff=-70.76)
12:51:52.322 btc_price_update $77713.3 (diff=-70.65)
12:51:52.323 tracker_snapshot
12:51:54.336 btc_price_update $77711.26 (diff=-72.69)
12:51:56.354 btc_price_update $77713.56 (diff=-70.39)
12:51:58.372 btc_price_update $77714.59 (diff=-69.36)
12:51:58.373 tracker_snapshot
12:52:00.390 btc_price_update $77715.84 (diff=-68.11)
12:52:02.528 btc_price_update $77715.88 (diff=-68.07)
12:52:04.557 btc_price_update $77725.47 (diff=-58.48)
12:52:04.559 tracker_snapshot
12:52:06.578 btc_price_update $77736.42 (diff=-47.53)
12:52:06.852 fill UP 5@0.29
12:52:06.852 paper_fill UP 5@0.29
12:52:06.883 buy_state_change OVERWEIGHT → ACCUMULATE
12:52:07.678 buy_state_change ACCUMULATE → DIRECTIONAL
12:52:07.680 fill UP 5@0.33
12:52:07.680 paper_fill UP 5@0.33
12:52:08.314 buy_state_change DIRECTIONAL → OVERWEIGHT
12:52:08.452 fill UP 5@0.32
12:52:08.452 paper_fill UP 5@0.32
12:52:08.596 btc_price_update $77750.16 (diff=-33.79)
12:52:08.596 buy_state_change OVERWEIGHT → ACCUMULATE
12:52:08.605 buy_state_change ACCUMULATE → DIRECTIONAL
12:52:10.611 btc_price_update $77755.5 (diff=-28.45)
12:52:10.612 tracker_snapshot
12:52:10.612 market_snapshot
12:52:10.612 position_snapshot up=660.0 dn=170.0 gpnl=-29.05
12:52:10.612 strategy_snapshot state=DIRECTIONAL gpnl=-29.05 cost=199.05
12:52:12.630 btc_price_update $77756.53 (diff=-27.42)
12:52:14.646 btc_price_update $77758.1 (diff=-25.85)
12:52:16.660 btc_price_update $77760.1 (diff=-23.85)
12:52:16.662 tracker_snapshot
12:52:17.581 fill UP 5@0.35
12:52:17.581 paper_fill UP 5@0.35
12:52:17.878 buy_state_change DIRECTIONAL → OVERWEIGHT
12:52:18.675 btc_price_update $77762.24 (diff=-21.71)
12:52:20.695 btc_price_update $77755.16 (diff=-28.79)
12:52:22.713 btc_price_update $77755.39 (diff=-28.56)
12:52:22.714 tracker_snapshot
12:52:24.729 btc_price_update $77748.42 (diff=-35.53)
12:52:26.147 fill UP 5@0.3
12:52:26.148 paper_fill UP 5@0.3
12:52:26.746 btc_price_update $77748.47 (diff=-35.48)
12:52:26.747 buy_state_change OVERWEIGHT → ACCUMULATE
12:52:28.768 btc_price_update $77747.78 (diff=-36.17)
12:52:28.768 buy_state_change ACCUMULATE → DIRECTIONAL
12:52:28.770 tracker_snapshot
12:52:30.051 fill UP 5@0.29
12:52:30.051 paper_fill UP 5@0.29
12:52:30.184 buy_state_change DIRECTIONAL → OVERWEIGHT
12:52:30.789 btc_price_update $77726.27 (diff=-57.68)
12:52:32.259 fill UP 5@0.25
12:52:32.259 paper_fill UP 5@0.25
12:52:32.507 buy_state_change OVERWEIGHT → ACCUMULATE
12:52:32.750 buy_state_change ACCUMULATE → DIRECTIONAL
12:52:32.806 btc_price_update $77718.27 (diff=-65.68)
12:52:33.792 fill UP 5@0.24
12:52:33.792 paper_fill UP 5@0.24
12:52:34.215 buy_state_change DIRECTIONAL → OVERWEIGHT
12:52:34.821 btc_price_update $77711.78 (diff=-72.17)
12:52:34.822 tracker_snapshot
12:52:36.835 btc_price_update $77710.68 (diff=-73.27)
12:52:38.854 btc_price_update $77709.15 (diff=-74.8)
12:52:40.869 btc_price_update $77710.2 (diff=-73.75)
12:52:40.870 tracker_snapshot
12:52:40.870 market_snapshot
12:52:40.870 position_snapshot up=665.0 dn=170.0 gpnl=-30.7
12:52:40.870 strategy_snapshot state=OVERWEIGHT gpnl=-30.7 cost=200.7
12:52:42.883 btc_price_update $77709.46 (diff=-74.49)
12:52:44.897 btc_price_update $77711.13 (diff=-72.82)
12:52:46.917 btc_price_update $77711.14 (diff=-72.81)
12:52:46.918 tracker_snapshot
12:52:48.932 btc_price_update $77714.23 (diff=-69.72)
12:52:50.951 btc_price_update $77714.83 (diff=-69.12)
12:52:52.966 btc_price_update $77715.58 (diff=-68.37)
12:52:52.968 tracker_snapshot
12:52:54.986 btc_price_update $77724.07 (diff=-59.88)
12:52:57.003 btc_price_update $77725.61 (diff=-58.34)
12:52:59.018 btc_price_update $77727.6 (diff=-56.35)
12:52:59.019 tracker_snapshot
12:53:01.050 btc_price_update $77728.41 (diff=-55.54)
12:53:03.070 btc_price_update $77722.33 (diff=-61.62)
12:53:05.086 btc_price_update $77721.94 (diff=-62.01)
12:53:05.087 tracker_snapshot
12:53:07.102 btc_price_update $77715.72 (diff=-68.23)
12:53:09.126 btc_price_update $77714.88 (diff=-69.07)
12:53:11.146 btc_price_update $77717.65 (diff=-66.3)
12:53:11.147 tracker_snapshot
12:53:11.148 market_snapshot
12:53:11.148 position_snapshot up=665.0 dn=170.0 gpnl=-30.7
12:53:11.148 strategy_snapshot state=OVERWEIGHT gpnl=-30.7 cost=200.7
12:53:13.163 btc_price_update $77717.79 (diff=-66.16)
12:53:15.178 btc_price_update $77717.29 (diff=-66.66)
12:53:17.195 btc_price_update $77705.76 (diff=-78.19)
12:53:17.196 tracker_snapshot
12:53:19.209 btc_price_update $77705.76 (diff=-78.19)
12:53:21.227 btc_price_update $77703.85 (diff=-80.1)
12:53:23.242 btc_price_update $77706.92 (diff=-77.03)
12:53:23.243 tracker_snapshot
12:53:25.257 btc_price_update $77709.04 (diff=-74.91)
12:53:27.270 btc_price_update $77711.99 (diff=-71.96)
12:53:29.286 btc_price_update $77713.48 (diff=-70.47)
12:53:29.287 tracker_snapshot
12:53:31.304 btc_price_update $77713.45 (diff=-70.5)
12:53:33.318 btc_price_update $77713.17 (diff=-70.78)
12:53:35.336 btc_price_update $77713.22 (diff=-70.73)
12:53:35.337 tracker_snapshot
12:53:37.354 btc_price_update $77713.22 (diff=-70.73)
12:53:39.372 btc_price_update $77713.22 (diff=-70.73)
12:53:41.398 btc_price_update $77714.39 (diff=-69.56)
12:53:41.400 tracker_snapshot
12:53:41.400 market_snapshot
12:53:41.400 position_snapshot up=665.0 dn=170.0 gpnl=-30.7
12:53:41.400 strategy_snapshot state=OVERWEIGHT gpnl=-30.7 cost=200.7
12:53:43.419 btc_price_update $77715.17 (diff=-68.78)
12:53:45.434 btc_price_update $77709.16 (diff=-74.79)
12:53:47.455 btc_price_update $77702.29 (diff=-81.66)
12:53:47.456 tracker_snapshot
12:53:49.475 btc_price_update $77702.54 (diff=-81.41)
12:53:51.490 btc_price_update $77702.08 (diff=-81.87)
12:53:53.504 btc_price_update $77702.35 (diff=-81.6)
12:53:53.506 tracker_snapshot
12:53:55.523 btc_price_update $77701.78 (diff=-82.17)
12:53:57.537 btc_price_update $77701.91 (diff=-82.04)
12:53:59.554 btc_price_update $77701.91 (diff=-82.04)
12:53:59.555 tracker_snapshot
12:54:01.569 btc_price_update $77702.46 (diff=-81.49)
12:54:03.589 btc_price_update $77702.08 (diff=-81.87)
12:54:05.602 btc_price_update $77699.62 (diff=-84.33)
12:54:05.603 tracker_snapshot
12:54:07.620 btc_price_update $77699.56 (diff=-84.39)
12:54:09.638 btc_price_update $77699.81 (diff=-84.14)
12:54:11.653 btc_price_update $77699.42 (diff=-84.53)
12:54:11.654 tracker_snapshot
12:54:11.655 market_snapshot
12:54:11.655 position_snapshot up=665.0 dn=170.0 gpnl=-30.7
12:54:11.655 strategy_snapshot state=OVERWEIGHT gpnl=-30.7 cost=200.7
12:54:13.671 btc_price_update $77698.12 (diff=-85.83)
12:54:15.684 btc_price_update $77698.77 (diff=-85.18)
12:54:17.701 btc_price_update $77697.77 (diff=-86.18)
12:54:17.702 tracker_snapshot
12:54:19.718 btc_price_update $77686.63 (diff=-97.32)
12:54:21.736 btc_price_update $77685.42 (diff=-98.53)
12:54:23.753 btc_price_update $77683.95 (diff=-100.0)
12:54:23.754 tracker_snapshot
12:54:25.769 btc_price_update $77682.8 (diff=-101.15)
12:54:27.788 btc_price_update $77675.24 (diff=-108.71)
12:54:29.804 btc_price_update $77673.98 (diff=-109.97)
12:54:29.805 tracker_snapshot
12:54:31.823 btc_price_update $77672.92 (diff=-111.03)
12:54:33.841 btc_price_update $77671.72 (diff=-112.23)
12:54:35.858 btc_price_update $77675.17 (diff=-108.78)
12:54:35.859 tracker_snapshot
12:54:37.873 btc_price_update $77674.34 (diff=-109.61)
12:54:39.890 btc_price_update $77674.97 (diff=-108.98)
12:54:41.906 btc_price_update $77676.74 (diff=-107.21)
12:54:41.908 tracker_snapshot
12:54:41.908 market_snapshot
12:54:41.908 position_snapshot up=665.0 dn=170.0 gpnl=-30.7
12:54:41.908 strategy_snapshot state=OVERWEIGHT gpnl=-30.7 cost=200.7
12:54:43.925 btc_price_update $77679.95 (diff=-104.0)
12:54:45.942 btc_price_update $77685.06 (diff=-98.89)
12:54:47.961 btc_price_update $77695.66 (diff=-88.29)
12:54:47.963 tracker_snapshot
12:54:49.975 btc_price_update $77696.33 (diff=-87.62)
12:54:51.990 btc_price_update $77712.11 (diff=-71.84)
12:54:54.009 btc_price_update $77710.58 (diff=-73.37)
12:54:54.010 tracker_snapshot
12:54:56.026 btc_price_update $77706.45 (diff=-77.5)
12:54:58.042 btc_price_update $77708.15 (diff=-75.8)
12:55:00.113 btc_price_update $77711.05 (diff=-72.9)
12:55:00.114 tracker_snapshot
12:55:02.149 btc_price_update $77711.05 (diff=-72.9)
12:55:04.171 btc_price_update $77713.13 (diff=-70.82)
12:55:06.189 btc_price_update $77717.02 (diff=-66.93)
12:55:06.190 tracker_snapshot
12:55:08.203 btc_price_update $77727.94 (diff=-56.01)
12:55:10.218 btc_price_update $77727.08 (diff=-56.87)
12:55:12.237 btc_price_update $77724.1 (diff=-59.85)
12:55:12.237 tracker_snapshot
12:55:12.238 market_snapshot
12:55:12.238 position_snapshot up=665.0 dn=170.0 gpnl=-30.7
12:55:12.238 strategy_snapshot state=OVERWEIGHT gpnl=-30.7 cost=200.7
12:55:14.252 btc_price_update $77727.13 (diff=-56.82)
12:55:16.267 btc_price_update $77727.35 (diff=-56.6)
12:55:18.282 btc_price_update $77727.16 (diff=-56.79)
12:55:18.282 tracker_snapshot
12:55:20.299 btc_price_update $77727.15 (diff=-56.8)
12:55:22.311 btc_price_update $77726.39 (diff=-57.56)
12:55:24.328 btc_price_update $77725.38 (diff=-58.57)
12:55:24.328 tracker_snapshot
12:55:26.348 btc_price_update $77725.63 (diff=-58.32)
12:55:28.362 btc_price_update $77726.2 (diff=-57.75)
12:55:30.376 btc_price_update $77726.1 (diff=-57.85)
12:55:30.377 tracker_snapshot
12:55:32.388 btc_price_update $77726.23 (diff=-57.72)
12:55:34.414 btc_price_update $77728.89 (diff=-55.06)
12:55:36.430 btc_price_update $77726.99 (diff=-56.96)
12:55:36.430 tracker_snapshot
12:55:38.444 btc_price_update $77725.35 (diff=-58.6)
12:55:40.464 btc_price_update $77729.06 (diff=-54.89)
12:55:42.478 btc_price_update $77730.21 (diff=-53.74)
12:55:42.478 tracker_snapshot
12:55:42.478 market_snapshot
12:55:42.479 position_snapshot up=665.0 dn=170.0 gpnl=-30.7
12:55:42.479 strategy_snapshot state=OVERWEIGHT gpnl=-30.7 cost=200.7
12:55:44.495 btc_price_update $77730.35 (diff=-53.6)
12:55:46.512 btc_price_update $77730.11 (diff=-53.84)
12:55:48.526 btc_price_update $77731.81 (diff=-52.14)
12:55:48.526 tracker_snapshot
12:55:49.740 fill UP 5@0.26
12:55:49.740 paper_fill UP 5@0.26
12:55:49.940 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:49.955 fill UP 5@0.3
12:55:49.956 paper_fill UP 5@0.3
12:55:50.144 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:50.155 fill UP 5@0.33
12:55:50.155 paper_fill UP 5@0.33
12:55:50.364 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:50.374 fill UP 5@0.37
12:55:50.374 paper_fill UP 5@0.37
12:55:50.427 fill UP 5@0.36
12:55:50.427 paper_fill UP 5@0.36
12:55:50.540 btc_price_update $77738.9 (diff=-45.05)
12:55:50.540 buy_state_change ACCUMULATE → DIRECTIONAL
12:55:50.563 fill UP 5@0.38
12:55:50.563 paper_fill UP 5@0.38
12:55:50.566 buy_state_change DIRECTIONAL → OVERWEIGHT
12:55:50.750 fill UP 5@0.37
12:55:50.750 paper_fill UP 5@0.37
12:55:50.782 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:50.806 fill UP 5@0.46
12:55:50.806 paper_fill UP 5@0.46
12:55:50.940 fill UP 5@0.45
12:55:50.941 paper_fill UP 5@0.45
12:55:51.100 fill UP 5@0.48
12:55:51.100 paper_fill UP 5@0.48
12:55:51.559 fill UP 5@0.48
12:55:51.559 paper_fill UP 5@0.48
12:55:51.729 fill UP 5@0.46
12:55:51.730 paper_fill UP 5@0.46
12:55:52.020 fill UP 5@0.45
12:55:52.020 paper_fill UP 5@0.45
12:55:52.508 fill UP 5@0.46
12:55:52.508 paper_fill UP 5@0.46
12:55:52.554 btc_price_update $77791.28 (diff=7.33)
12:55:52.554 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:52.955 fill UP 5@0.45
12:55:52.955 paper_fill UP 5@0.45
12:55:53.280 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:53.295 fill UP 5@0.45
12:55:53.296 paper_fill UP 5@0.45
12:55:53.333 fill UP 5@0.44
12:55:53.333 paper_fill UP 5@0.44
12:55:53.840 fill UP 5@0.45
12:55:53.841 paper_fill UP 5@0.45
12:55:53.971 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:53.971 fill UP 5@0.44
12:55:53.972 paper_fill UP 5@0.44
12:55:54.569 btc_price_update $77794.26 (diff=10.31)
12:55:54.569 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:54.570 tracker_snapshot
12:55:54.662 fill UP 5@0.45
12:55:54.662 paper_fill UP 5@0.45
12:55:54.953 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:56.417 fill UP 5@0.44
12:55:56.418 paper_fill UP 5@0.44
12:55:56.572 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:56.583 btc_price_update $77794.71 (diff=10.76)
12:55:56.627 fill UP 5@0.42
12:55:56.628 paper_fill UP 5@0.42
12:55:56.628 fill UP 5@0.43
12:55:56.628 paper_fill UP 5@0.43
12:55:57.343 fill UP 5@0.44
12:55:57.343 paper_fill UP 5@0.44
12:55:57.399 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:57.448 fill UP 5@0.43
12:55:57.448 paper_fill UP 5@0.43
12:55:57.759 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:58.535 fill UP 5@0.44
12:55:58.536 paper_fill UP 5@0.44
12:55:58.598 btc_price_update $77793.34 (diff=9.39)
12:55:58.599 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:58.697 fill UP 5@0.43
12:55:58.697 paper_fill UP 5@0.43
12:55:58.841 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:59.184 fill UP 5@0.43
12:55:59.184 paper_fill UP 5@0.43
12:55:59.396 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:00.623 btc_price_update $77791.78 (diff=7.83)
12:56:00.623 tracker_snapshot
12:56:00.694 fill UP 5@0.43
12:56:00.694 paper_fill UP 5@0.43
12:56:00.803 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:00.828 fill UP 5@0.44
12:56:00.828 paper_fill UP 5@0.44
12:56:01.414 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:01.442 fill UP 5@0.41
12:56:01.442 paper_fill UP 5@0.41
12:56:01.954 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:02.162 fill UP 5@0.39
12:56:02.162 paper_fill UP 5@0.39
12:56:02.707 btc_price_update $77789.76 (diff=5.81)
12:56:02.708 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:04.309 fill UP 5@0.38
12:56:04.309 paper_fill UP 5@0.38
12:56:04.729 btc_price_update $77784.58 (diff=0.63)
12:56:04.729 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:05.199 fill UP 5@0.38
12:56:05.199 paper_fill UP 5@0.38
12:56:06.745 btc_price_update $77780.64 (diff=-3.31)
12:56:06.746 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:06.746 tracker_snapshot
12:56:08.763 btc_price_update $77778.85 (diff=-5.1)
12:56:10.778 btc_price_update $77772.08 (diff=-11.87)
12:56:12.795 btc_price_update $77775.81 (diff=-8.14)
12:56:12.796 tracker_snapshot
12:56:12.796 market_snapshot
12:56:12.796 position_snapshot up=665.0 dn=170.0 gpnl=-31.6
12:56:12.796 strategy_snapshot state=OVERWEIGHT gpnl=-31.6 cost=201.6
12:56:14.813 btc_price_update $77780.21 (diff=-3.74)
12:56:16.828 btc_price_update $77783.36 (diff=-0.59)
12:56:17.168 fill UP 5@0.42
12:56:17.168 paper_fill UP 5@0.42
12:56:17.625 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:18.843 btc_price_update $77784.06 (diff=0.11)
12:56:18.844 tracker_snapshot
12:56:19.103 fill UP 5@0.42
12:56:19.104 paper_fill UP 5@0.42
12:56:19.673 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:20.863 btc_price_update $77783.98 (diff=0.03)
12:56:22.878 btc_price_update $77784.93 (diff=0.98)
12:56:24.638 fill UP 5@0.42
12:56:24.639 paper_fill UP 5@0.42
12:56:24.891 btc_price_update $77785.17 (diff=1.22)
12:56:24.891 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:24.893 tracker_snapshot
12:56:25.667 fill UP 5@0.42
12:56:25.667 paper_fill UP 5@0.42
12:56:25.668 fill UP 5@0.43
12:56:25.668 paper_fill UP 5@0.43
12:56:26.519 fill UP 5@0.42
12:56:26.520 paper_fill UP 5@0.42
12:56:26.520 fill UP 5@0.43
12:56:26.520 paper_fill UP 5@0.43
12:56:26.909 btc_price_update $77785.19 (diff=1.24)
12:56:27.567 fill UP 5@0.39
12:56:27.567 paper_fill UP 5@0.39
12:56:27.567 fill UP 5@0.4
12:56:27.567 paper_fill UP 5@0.4
12:56:28.924 btc_price_update $77784.96 (diff=1.01)
12:56:30.056 fill UP 5@0.37
12:56:30.056 paper_fill UP 5@0.37
12:56:30.057 fill UP 5@0.38
12:56:30.057 paper_fill UP 5@0.38
12:56:30.939 btc_price_update $77777.53 (diff=-6.42)
12:56:30.940 tracker_snapshot
12:56:31.870 fill UP 5@0.37
12:56:31.871 paper_fill UP 5@0.37
12:56:32.901 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:32.955 btc_price_update $77777.05 (diff=-6.9)
12:56:34.970 btc_price_update $77774.7 (diff=-9.25)
12:56:35.246 fill UP 5@0.37
12:56:35.246 paper_fill UP 5@0.37
12:56:35.534 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:36.988 btc_price_update $77775.24 (diff=-8.71)
12:56:36.989 tracker_snapshot
12:56:38.688 fill UP 5@0.37
12:56:38.688 paper_fill UP 5@0.37
12:56:38.811 fill UP 5@0.36
12:56:38.812 paper_fill UP 5@0.36
12:56:39.003 btc_price_update $77779.16 (diff=-4.79)
12:56:39.640 fill UP 5@0.43
12:56:39.640 paper_fill UP 5@0.43
12:56:40.061 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:41.017 btc_price_update $77779.78 (diff=-4.17)
12:56:41.901 fill UP 5@0.44
12:56:41.901 paper_fill UP 5@0.44
12:56:42.571 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:42.620 fill UP 5@0.46
12:56:42.620 paper_fill UP 5@0.46
12:56:42.625 fill UP 5@0.45
12:56:42.626 paper_fill UP 5@0.45
12:56:43.036 btc_price_update $77788.9 (diff=4.95)
12:56:43.037 tracker_snapshot
12:56:43.038 market_snapshot
12:56:43.038 position_snapshot up=660.0 dn=170.0 gpnl=-29.75
12:56:43.038 strategy_snapshot state=ACCUMULATE gpnl=-29.75 cost=199.75
12:56:43.436 fill UP 5@0.5
12:56:43.436 paper_fill UP 5@0.5
12:56:43.734 fill UP 5@0.48
12:56:43.735 paper_fill UP 5@0.48
12:56:45.052 btc_price_update $77790.52 (diff=6.57)
12:56:47.068 btc_price_update $77794.45 (diff=10.5)
12:56:47.739 fill UP 5@0.48
12:56:47.739 paper_fill UP 5@0.48
12:56:48.030 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:49.082 btc_price_update $77795.61 (diff=11.66)
12:56:49.083 tracker_snapshot
12:56:51.102 btc_price_update $77797.66 (diff=13.71)
12:56:51.419 fill UP 5@0.49
12:56:51.419 paper_fill UP 5@0.49
12:56:51.929 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:53.117 btc_price_update $77801.57 (diff=17.62)
12:56:55.134 btc_price_update $77798.74 (diff=14.79)
12:56:55.135 tracker_snapshot
12:56:55.379 fill UP 5@0.46
12:56:55.379 paper_fill UP 5@0.46
12:56:55.570 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:57.149 btc_price_update $77798.81 (diff=14.86)
12:56:58.152 fill UP 5@0.45
12:56:58.152 paper_fill UP 5@0.45
12:56:59.168 btc_price_update $77799.11 (diff=15.16)
12:56:59.168 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:59.806 fill UP 5@0.45
12:56:59.806 paper_fill UP 5@0.45
12:57:00.229 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:01.183 btc_price_update $77799.19 (diff=15.24)
12:57:01.184 tracker_snapshot
12:57:03.078 fill UP 5@0.49
12:57:03.078 paper_fill UP 5@0.49
12:57:03.237 btc_price_update $77799.19 (diff=15.24)
12:57:03.237 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:05.097 fill UP 5@0.48
12:57:05.097 paper_fill UP 5@0.48
12:57:05.255 btc_price_update $77799.16 (diff=15.21)
12:57:05.255 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:07.271 btc_price_update $77797.79 (diff=13.84)
12:57:07.272 tracker_snapshot
12:57:09.286 btc_price_update $77799.48 (diff=15.53)
12:57:11.302 btc_price_update $77799.53 (diff=15.58)
12:57:13.317 btc_price_update $77799.4 (diff=15.45)
12:57:13.318 tracker_snapshot
12:57:13.318 market_snapshot
12:57:13.318 position_snapshot up=665.0 dn=170.0 gpnl=-31.85
12:57:13.318 strategy_snapshot state=OVERWEIGHT gpnl=-31.85 cost=201.85
12:57:13.415 fill UP 5@0.44
12:57:13.415 paper_fill UP 5@0.44
12:57:13.564 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:13.689 fill UP 5@0.44
12:57:13.689 paper_fill UP 5@0.44
12:57:13.838 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:15.336 btc_price_update $77798.3 (diff=14.35)
12:57:17.352 btc_price_update $77796.26 (diff=12.31)
12:57:18.806 fill UP 5@0.42
12:57:18.806 paper_fill UP 5@0.42
12:57:19.373 btc_price_update $77796.11 (diff=12.16)
12:57:19.373 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:19.374 tracker_snapshot
12:57:20.316 fill UP 5@0.43
12:57:20.316 paper_fill UP 5@0.43
12:57:21.393 btc_price_update $77796.03 (diff=12.08)
12:57:21.393 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:23.412 btc_price_update $77795.93 (diff=11.98)
12:57:25.426 btc_price_update $77795.71 (diff=11.76)
12:57:25.427 tracker_snapshot
12:57:27.444 btc_price_update $77796.06 (diff=12.11)
12:57:29.456 btc_price_update $77796.24 (diff=12.29)
12:57:31.470 btc_price_update $77796.22 (diff=12.27)
12:57:31.470 tracker_snapshot
12:57:33.487 btc_price_update $77800.77 (diff=16.82)
12:57:35.504 btc_price_update $77801.31 (diff=17.36)
12:57:37.522 btc_price_update $77801.13 (diff=17.18)
12:57:37.523 tracker_snapshot
12:57:38.220 fill UP 5@0.41
12:57:38.221 paper_fill UP 5@0.41
12:57:38.699 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:39.539 btc_price_update $77799.15 (diff=15.2)
12:57:41.556 btc_price_update $77795.83 (diff=11.88)
12:57:41.622 fill UP 5@0.42
12:57:41.622 paper_fill UP 5@0.42
12:57:41.925 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:43.572 btc_price_update $77796.03 (diff=12.08)
12:57:43.573 tracker_snapshot
12:57:43.573 market_snapshot
12:57:43.573 position_snapshot up=665.0 dn=170.0 gpnl=-31.95
12:57:43.573 strategy_snapshot state=OVERWEIGHT gpnl=-31.95 cost=201.95
12:57:45.587 btc_price_update $77797.43 (diff=13.48)
12:57:47.604 btc_price_update $77797.35 (diff=13.4)
12:57:49.620 btc_price_update $77797.49 (diff=13.54)
12:57:49.620 tracker_snapshot
12:57:51.637 btc_price_update $77797.38 (diff=13.43)
12:57:53.652 btc_price_update $77795.78 (diff=11.83)
12:57:53.946 fill UP 5@0.41
12:57:53.946 paper_fill UP 5@0.41
12:57:54.123 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:54.644 fill UP 5@0.4
12:57:54.644 paper_fill UP 5@0.4
12:57:55.370 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:55.666 btc_price_update $77797.41 (diff=13.46)
12:57:55.666 tracker_snapshot
12:57:57.275 fill UP 5@0.38
12:57:57.275 paper_fill UP 5@0.38
12:57:57.682 btc_price_update $77797.67 (diff=13.72)
12:57:57.682 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:57.879 fill UP 5@0.38
12:57:57.879 paper_fill UP 5@0.38
12:57:58.018 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:58.827 fill UP 5@0.37
12:57:58.827 paper_fill UP 5@0.37
12:57:59.528 fill UP 5@0.36
12:57:59.528 paper_fill UP 5@0.36
12:57:59.676 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:59.695 btc_price_update $77797.38 (diff=13.43)
12:57:59.820 fill UP 5@0.36
12:57:59.820 paper_fill UP 5@0.36
12:57:59.820 fill UP 5@0.37
12:57:59.821 paper_fill UP 5@0.37
12:58:00.488 fill UP 5@0.36
12:58:00.489 paper_fill UP 5@0.36
12:58:00.495 fill UP 5@0.35
12:58:00.495 paper_fill UP 5@0.35
12:58:01.050 fill UP 5@0.36
12:58:01.050 paper_fill UP 5@0.36
12:58:01.051 fill UP 5@0.37
12:58:01.051 paper_fill UP 5@0.37
12:58:01.657 fill UP 5@0.38
12:58:01.657 paper_fill UP 5@0.38
12:58:01.678 fill UP 5@0.37
12:58:01.678 paper_fill UP 5@0.37
12:58:01.736 btc_price_update $77797.13 (diff=13.18)
12:58:01.738 tracker_snapshot
12:58:03.086 fill UP 5@0.39
12:58:03.087 paper_fill UP 5@0.39
12:58:03.087 fill UP 5@0.4
12:58:03.088 paper_fill UP 5@0.4
12:58:03.812 btc_price_update $77797.34 (diff=13.39)
12:58:04.566 fill UP 5@0.4
12:58:04.566 paper_fill UP 5@0.4
12:58:04.846 buy_state_change ACCUMULATE → OVERWEIGHT
12:58:05.830 btc_price_update $77799.61 (diff=15.66)
12:58:07.846 btc_price_update $77813.71 (diff=29.76)
12:58:07.847 tracker_snapshot
12:58:08.334 fill UP 5@0.39
12:58:08.334 paper_fill UP 5@0.39
12:58:08.512 buy_state_change OVERWEIGHT → ACCUMULATE
12:58:08.536 fill UP 5@0.4
12:58:08.537 paper_fill UP 5@0.4
12:58:08.715 buy_state_change ACCUMULATE → OVERWEIGHT
12:58:09.393 fill UP 5@0.41
12:58:09.393 paper_fill UP 5@0.41
12:58:09.429 buy_state_change OVERWEIGHT → ACCUMULATE
12:58:09.480 fill UP 5@0.44
12:58:09.481 paper_fill UP 5@0.44
12:58:09.861 btc_price_update $77816.57 (diff=32.62)
12:58:10.026 fill UP 5@0.48
12:58:10.026 paper_fill UP 5@0.48
12:58:10.257 fill UP 5@0.47
12:58:10.257 paper_fill UP 5@0.47
12:58:10.279 fill UP 5@0.48
12:58:10.280 paper_fill UP 5@0.48
12:58:11.451 fill DOWN 5@0.47
12:58:11.451 paper_fill DOWN 5@0.47
12:58:11.877 btc_price_update $77819.52 (diff=35.57)
12:58:11.877 buy_state_change ACCUMULATE → OVERWEIGHT
12:58:12.129 fill UP 5@0.56
12:58:12.129 paper_fill UP 5@0.56
12:58:13.891 btc_price_update $77825.1 (diff=41.15)
12:58:13.892 buy_state_change OVERWEIGHT → ACCUMULATE
12:58:13.893 tracker_snapshot
12:58:13.893 market_snapshot
12:58:13.893 position_snapshot up=650.0 dn=175.0 gpnl=-23.3
12:58:13.893 strategy_snapshot state=ACCUMULATE gpnl=-23.3 cost=198.3
12:58:15.291 fill DOWN 5@0.44
12:58:15.291 paper_fill DOWN 5@0.44
12:58:15.471 buy_state_change ACCUMULATE → OVERWEIGHT
12:58:15.910 btc_price_update $77822.69 (diff=38.74)
12:58:16.156 fill UP 5@0.56
12:58:16.157 paper_fill UP 5@0.56
12:58:16.180 buy_state_change OVERWEIGHT → ACCUMULATE
12:58:16.325 fill DOWN 5@0.44
12:58:16.325 paper_fill DOWN 5@0.44
12:58:16.373 fill UP 5@0.56
12:58:16.373 paper_fill UP 5@0.56
12:58:16.566 fill UP 5@0.56
12:58:16.566 paper_fill UP 5@0.56
12:58:16.580 fill DOWN 5@0.42
12:58:16.581 paper_fill DOWN 5@0.42
12:58:16.688 fill DOWN 5@0.42
12:58:16.688 paper_fill DOWN 5@0.42
12:58:16.727 fill UP 5@0.55
12:58:16.728 paper_fill UP 5@0.55
12:58:17.193 fill UP 5@0.58
12:58:17.194 paper_fill UP 5@0.58
12:58:17.568 fill DOWN 5@0.41
12:58:17.568 paper_fill DOWN 5@0.41
12:58:17.925 btc_price_update $77823.64 (diff=39.69)
12:58:18.446 fill DOWN 5@0.4
12:58:18.446 paper_fill DOWN 5@0.4
12:58:19.251 fill DOWN 5@0.36
12:58:19.252 paper_fill DOWN 5@0.36
12:58:19.262 fill UP 5@0.64
12:58:19.263 paper_fill UP 5@0.64
12:58:19.728 fill DOWN 5@0.36
12:58:19.728 paper_fill DOWN 5@0.36
12:58:19.924 fill UP 5@0.64
12:58:19.924 paper_fill UP 5@0.64
12:58:19.939 btc_price_update $77823.47 (diff=39.52)
12:58:19.941 tracker_snapshot
12:58:20.640 fill DOWN 5@0.36
12:58:20.640 paper_fill DOWN 5@0.36
12:58:21.734 fill DOWN 5@0.36
12:58:21.735 paper_fill DOWN 5@0.36
12:58:21.955 btc_price_update $77826.92 (diff=42.97)
12:58:22.523 fill DOWN 5@0.32
12:58:22.524 paper_fill DOWN 5@0.32
12:58:22.563 fill UP 5@0.68
12:58:22.564 paper_fill UP 5@0.68
12:58:22.622 buy_state_change ACCUMULATE → DIRECTIONAL
12:58:22.979 fill DOWN 5@0.29
12:58:22.980 paper_fill DOWN 5@0.29
12:58:22.989 fill UP 5@0.71
12:58:22.989 paper_fill UP 5@0.71
12:58:23.730 fill UP 5@0.71
12:58:23.730 paper_fill UP 5@0.71
12:58:23.970 btc_price_update $77830.66 (diff=46.71)
12:58:24.195 fill UP 5@0.7
12:58:24.195 paper_fill UP 5@0.7
12:58:24.412 fill DOWN 5@0.3
12:58:24.412 paper_fill DOWN 5@0.3
12:58:24.941 fill UP 5@0.71
12:58:24.941 paper_fill UP 5@0.71
12:58:25.492 fill UP 5@0.7
12:58:25.492 paper_fill UP 5@0.7
12:58:25.835 fill DOWN 5@0.3
12:58:25.835 paper_fill DOWN 5@0.3
12:58:25.984 btc_price_update $77831.47 (diff=47.52)
12:58:25.985 tracker_snapshot
12:58:26.425 fill DOWN 5@0.3
12:58:26.425 paper_fill DOWN 5@0.3
12:58:26.838 fill DOWN 5@0.3
12:58:26.838 paper_fill DOWN 5@0.3
12:58:27.613 fill DOWN 5@0.3
12:58:27.613 paper_fill DOWN 5@0.3
12:58:27.998 btc_price_update $77835.4 (diff=51.45)
12:58:28.687 fill DOWN 5@0.3
12:58:28.687 paper_fill DOWN 5@0.3
12:58:28.745 fill UP 5@0.7
12:58:28.746 paper_fill UP 5@0.7
12:58:29.650 fill DOWN 5@0.3
12:58:29.650 paper_fill DOWN 5@0.3
12:58:30.016 btc_price_update $77835.7 (diff=51.75)
12:58:30.547 fill DOWN 5@0.3
12:58:30.548 paper_fill DOWN 5@0.3
12:58:30.760 fill DOWN 5@0.27
12:58:30.761 paper_fill DOWN 5@0.27
12:58:31.305 fill DOWN 5@0.25
12:58:31.305 paper_fill DOWN 5@0.25
12:58:31.506 fill DOWN 5@0.22
12:58:31.506 paper_fill DOWN 5@0.22
12:58:31.522 fill UP 5@0.78
12:58:31.522 paper_fill UP 5@0.78
12:58:31.656 buy_state_change DIRECTIONAL → LOCKED
12:58:32.030 btc_price_update $77834.47 (diff=50.52)
12:58:32.031 tracker_snapshot
12:58:34.047 btc_price_update $77844.84 (diff=60.89)
12:58:36.062 btc_price_update $77850.23 (diff=66.28)
12:58:38.074 btc_price_update $77850.24 (diff=66.29)
12:58:38.075 tracker_snapshot
12:58:40.094 btc_price_update $77855.69 (diff=71.74)
12:58:42.109 btc_price_update $77863.21 (diff=79.26)
12:58:44.124 btc_price_update $77859.16 (diff=75.21)
12:58:44.125 tracker_snapshot
12:58:44.125 market_snapshot
12:58:44.125 position_snapshot up=575.0 dn=290.0 gpnl=102.0
12:58:44.125 strategy_snapshot state=LOCKED gpnl=102.0 cost=188.0
12:58:46.140 btc_price_update $77852.39 (diff=68.44)
12:58:48.156 btc_price_update $77846.0 (diff=62.05)
12:58:50.173 btc_price_update $77844.9 (diff=60.95)
12:58:50.174 tracker_snapshot
12:58:52.188 btc_price_update $77844.76 (diff=60.81)
12:58:54.202 btc_price_update $77844.72 (diff=60.77)
12:58:56.217 btc_price_update $77845.26 (diff=61.31)
12:58:56.219 tracker_snapshot
12:58:58.236 btc_price_update $77841.97 (diff=58.02)
12:59:00.280 btc_price_update $77841.81 (diff=57.86)
12:59:02.396 btc_price_update $77843.0 (diff=59.05)
12:59:02.397 tracker_snapshot
12:59:04.419 btc_price_update $77844.04 (diff=60.09)
12:59:06.434 btc_price_update $77844.12 (diff=60.17)
12:59:08.454 btc_price_update $77850.09 (diff=66.14)
12:59:08.455 tracker_snapshot
12:59:10.479 btc_price_update $77860.49 (diff=76.54)
12:59:12.496 btc_price_update $77861.49 (diff=77.54)
12:59:14.512 btc_price_update $77860.68 (diff=76.73)
12:59:14.512 tracker_snapshot
12:59:14.513 market_snapshot
12:59:14.513 position_snapshot up=575.0 dn=290.0 gpnl=102.0
12:59:14.513 strategy_snapshot state=LOCKED gpnl=102.0 cost=188.0
12:59:16.530 btc_price_update $77859.16 (diff=75.21)
12:59:18.548 btc_price_update $77858.98 (diff=75.03)
12:59:20.566 btc_price_update $77859.32 (diff=75.37)
12:59:20.567 tracker_snapshot
12:59:22.581 btc_price_update $77859.1 (diff=75.15)
12:59:24.597 btc_price_update $77858.55 (diff=74.6)
12:59:26.614 btc_price_update $77858.54 (diff=74.59)
12:59:26.615 tracker_snapshot
12:59:28.629 btc_price_update $77858.5 (diff=74.55)
12:59:30.648 btc_price_update $77858.32 (diff=74.37)
12:59:32.665 btc_price_update $77857.84 (diff=73.89)
12:59:32.666 tracker_snapshot
12:59:34.682 btc_price_update $77852.48 (diff=68.53)
12:59:36.701 btc_price_update $77847.03 (diff=63.08)
12:59:38.718 btc_price_update $77848.13 (diff=64.18)
12:59:38.720 tracker_snapshot
12:59:40.740 btc_price_update $77856.94 (diff=72.99)
12:59:42.756 btc_price_update $77859.69 (diff=75.74)
12:59:44.775 btc_price_update $77861.33 (diff=77.38)
12:59:44.776 tracker_snapshot
12:59:44.776 market_snapshot
12:59:44.776 position_snapshot up=575.0 dn=290.0 gpnl=102.0
12:59:44.776 strategy_snapshot state=LOCKED gpnl=102.0 cost=188.0
12:59:46.789 btc_price_update $77867.68 (diff=83.73)
12:59:48.805 btc_price_update $77872.07 (diff=88.12)
12:59:50.820 btc_price_update $77874.24 (diff=90.29)
12:59:50.820 tracker_snapshot
12:59:52.835 btc_price_update $77878.82 (diff=94.87)
12:59:54.854 btc_price_update $77883.97 (diff=100.02)
12:59:56.871 btc_price_update $77884.59 (diff=100.64)
12:59:56.872 tracker_snapshot
12:59:58.884 btc_price_update $77885.43 (diff=101.48)
13:00:04.172 market_snapshot
13:00:04.172 position_snapshot up=575.0 dn=290.0 gpnl=102.0
13:00:04.172 strategy_snapshot state=LOCKED gpnl=102.0 cost=188.0
13:00:04.173 window_end