← All logs

20260423_124500_BTC_1_v8.5_dryrun_paperfill.jsonl

Strategy
v8.5
Question
Bitcoin Up or Down - April 23, 8:45AM-9:00AM ET
Run Note
v8.5 server
Mode
paper-fill
Inferred P&L
$-12.85
Guaranteed P&L
$-12.85
Winner
UP
BTC Move
106.9
Total Cost
133.611
Fills
232
Orders
14516
TimeEventDetails
12:40:00.031 window_start
12:45:06.697 btc_price_update $77788.25 (diff=4.3)
12:45:06.697 seed_placed
12:45:06.697 seed_placed
12:45:06.697 seed_result
12:45:06.697 buy_state_change INIT → ACCUMULATE
12:45:06.698 tracker_snapshot
12:45:07.250 fill UP 5@0.47
12:45:07.250 paper_fill UP 5@0.47
12:45:08.717 btc_price_update $77799.64 (diff=15.69)
12:45:08.858 fill UP 5@0.47
12:45:08.859 paper_fill UP 5@0.47
12:45:10.732 btc_price_update $77803.89 (diff=19.94)
12:45:11.537 fill DOWN 5@0.48
12:45:11.537 paper_fill DOWN 5@0.48
12:45:11.965 fill DOWN 5@0.48
12:45:11.965 paper_fill DOWN 5@0.48
12:45:12.748 btc_price_update $77807.27 (diff=23.32)
12:45:12.748 tracker_snapshot
12:45:12.787 fill DOWN 5@0.48
12:45:12.787 paper_fill DOWN 5@0.48
12:45:13.279 fill DOWN 5@0.47
12:45:13.279 paper_fill DOWN 5@0.47
12:45:14.763 btc_price_update $77807.55 (diff=23.6)
12:45:15.650 fill DOWN 5@0.47
12:45:15.650 paper_fill DOWN 5@0.47
12:45:16.778 btc_price_update $77809.3 (diff=25.35)
12:45:18.793 btc_price_update $77809.39 (diff=25.44)
12:45:18.794 tracker_snapshot
12:45:20.039 fill DOWN 5@0.47
12:45:20.039 paper_fill DOWN 5@0.47
12:45:20.811 btc_price_update $77809.39 (diff=25.44)
12:45:21.616 fill DOWN 5@0.47
12:45:21.617 paper_fill DOWN 5@0.47
12:45:22.455 fill DOWN 5@0.47
12:45:22.455 paper_fill DOWN 5@0.47
12:45:22.828 btc_price_update $77810.21 (diff=26.26)
12:45:23.457 fill DOWN 5@0.47
12:45:23.457 paper_fill DOWN 5@0.47
12:45:24.762 fill DOWN 5@0.46
12:45:24.762 paper_fill DOWN 5@0.46
12:45:24.842 btc_price_update $77811.33 (diff=27.38)
12:45:24.843 tracker_snapshot
12:45:24.913 fill DOWN 5@0.46
12:45:24.913 paper_fill DOWN 5@0.46
12:45:25.108 buy_state_change ACCUMULATE → OVERWEIGHT
12:45:26.855 btc_price_update $77815.9 (diff=31.95)
12:45:28.871 btc_price_update $77824.14 (diff=40.19)
12:45:30.887 btc_price_update $77824.29 (diff=40.34)
12:45:30.888 tracker_snapshot
12:45:32.906 btc_price_update $77825.59 (diff=41.64)
12:45:34.920 btc_price_update $77825.22 (diff=41.27)
12:45:36.940 btc_price_update $77825.92 (diff=41.97)
12:45:36.940 tracker_snapshot
12:45:36.940 market_snapshot
12:45:36.940 position_snapshot up=10.0 dn=55.0 gpnl=-20.6
12:45:36.941 strategy_snapshot state=OVERWEIGHT gpnl=-20.6 cost=30.6
12:45:38.953 btc_price_update $77832.34 (diff=48.39)
12:45:40.965 btc_price_update $77833.73 (diff=49.78)
12:45:42.980 btc_price_update $77834.56 (diff=50.61)
12:45:42.981 tracker_snapshot
12:45:44.999 btc_price_update $77841.37 (diff=57.42)
12:45:47.014 btc_price_update $77845.99 (diff=62.04)
12:45:49.029 btc_price_update $77853.98 (diff=70.03)
12:45:49.029 tracker_snapshot
12:45:51.044 btc_price_update $77855.63 (diff=71.68)
12:45:53.062 btc_price_update $77854.36 (diff=70.41)
12:45:55.078 btc_price_update $77853.85 (diff=69.9)
12:45:55.078 tracker_snapshot
12:45:57.090 btc_price_update $77853.17 (diff=69.22)
12:45:57.570 fill DOWN 5@0.48
12:45:57.571 paper_fill DOWN 5@0.48
12:45:57.718 buy_state_change OVERWEIGHT → ACCUMULATE
12:45:57.737 fill DOWN 5@0.48
12:45:57.737 paper_fill DOWN 5@0.48
12:45:57.936 fill DOWN 5@0.5
12:45:57.937 paper_fill DOWN 5@0.5
12:45:58.939 fill UP 5@0.46
12:45:58.939 paper_fill UP 5@0.46
12:45:58.953 fill DOWN 5@0.54
12:45:58.953 paper_fill DOWN 5@0.54
12:45:59.107 btc_price_update $77852.53 (diff=68.58)
12:46:00.530 fill UP 5@0.43
12:46:00.531 paper_fill UP 5@0.43
12:46:00.567 fill DOWN 5@0.56
12:46:00.567 paper_fill DOWN 5@0.56
12:46:01.126 btc_price_update $77771.98 (diff=-11.97)
12:46:01.129 tracker_snapshot
12:46:01.476 fill UP 5@0.43
12:46:01.476 paper_fill UP 5@0.43
12:46:01.857 fill UP 5@0.43
12:46:01.858 paper_fill UP 5@0.43
12:46:02.747 fill UP 5@0.42
12:46:02.747 paper_fill UP 5@0.42
12:46:03.151 btc_price_update $77673.89 (diff=-110.06)
12:46:03.181 fill UP 5@0.41
12:46:03.181 paper_fill UP 5@0.41
12:46:03.660 fill UP 5@0.33
12:46:03.660 paper_fill UP 5@0.33
12:46:04.130 fill UP 5@0.32
12:46:04.130 paper_fill UP 5@0.32
12:46:04.341 fill UP 5@0.32
12:46:04.341 paper_fill UP 5@0.32
12:46:04.818 fill UP 5@0.5
12:46:04.818 paper_fill UP 5@0.5
12:46:05.171 btc_price_update $77597.4 (diff=-186.55)
12:46:05.282 fill UP 5@0.31
12:46:05.282 paper_fill UP 5@0.31
12:46:05.568 fill UP 5@0.31
12:46:05.569 paper_fill UP 5@0.31
12:46:05.865 fill UP 5@0.31
12:46:05.866 paper_fill UP 5@0.31
12:46:06.070 fill UP 5@0.26
12:46:06.070 paper_fill UP 5@0.26
12:46:06.444 fill UP 5@0.26
12:46:06.445 paper_fill UP 5@0.26
12:46:06.632 fill UP 5@0.27
12:46:06.632 paper_fill UP 5@0.27
12:46:06.848 fill UP 5@0.25
12:46:06.848 paper_fill UP 5@0.25
12:46:07.077 fill UP 5@0.27
12:46:07.078 paper_fill UP 5@0.27
12:46:07.190 btc_price_update $77654.18 (diff=-129.77)
12:46:07.191 tracker_snapshot
12:46:07.191 market_snapshot
12:46:07.191 position_snapshot up=90.0 dn=30.0 gpnl=-14.25
12:46:07.191 strategy_snapshot state=ACCUMULATE gpnl=-14.25 cost=44.25
12:46:07.211 fill UP 5@0.27
12:46:07.211 paper_fill UP 5@0.27
12:46:07.266 fill UP 5@0.26
12:46:07.267 paper_fill UP 5@0.26
12:46:07.450 buy_state_change ACCUMULATE → DIRECTIONAL
12:46:07.478 fill UP 5@0.22
12:46:07.479 paper_fill UP 5@0.22
12:46:07.889 fill UP 5@0.2
12:46:07.890 paper_fill UP 5@0.2
12:46:09.205 btc_price_update $77654.09 (diff=-129.86)
12:46:10.233 fill UP 5@0.23
12:46:10.233 paper_fill UP 5@0.23
12:46:11.222 btc_price_update $77665.38 (diff=-118.57)
12:46:11.308 fill UP 5@0.23
12:46:11.308 paper_fill UP 5@0.23
12:46:11.890 fill UP 5@0.23
12:46:11.891 paper_fill UP 5@0.23
12:46:12.251 fill UP 5@0.23
12:46:12.251 paper_fill UP 5@0.23
12:46:12.701 fill UP 5@0.23
12:46:12.701 paper_fill UP 5@0.23
12:46:12.997 fill UP 5@0.2
12:46:12.998 paper_fill UP 5@0.2
12:46:13.237 btc_price_update $77605.88 (diff=-178.07)
12:46:13.238 tracker_snapshot
12:46:13.340 fill UP 5@0.21
12:46:13.340 paper_fill UP 5@0.21
12:46:13.458 fill UP 5@0.21
12:46:13.458 paper_fill UP 5@0.21
12:46:13.616 fill UP 5@0.15
12:46:13.616 paper_fill UP 5@0.15
12:46:13.820 buy_state_change DIRECTIONAL → OVERWEIGHT
12:46:15.255 btc_price_update $77632.09 (diff=-151.86)
12:46:17.275 btc_price_update $77612.62 (diff=-171.33)
12:46:19.291 btc_price_update $77616.15 (diff=-167.8)
12:46:19.292 tracker_snapshot
12:46:21.310 btc_price_update $77597.89 (diff=-186.06)
12:46:23.327 btc_price_update $77622.08 (diff=-161.87)
12:46:25.341 btc_price_update $77639.32 (diff=-144.63)
12:46:25.342 tracker_snapshot
12:46:27.359 btc_price_update $77651.23 (diff=-132.72)
12:46:29.376 btc_price_update $77653.57 (diff=-130.38)
12:46:31.390 btc_price_update $77668.33 (diff=-115.62)
12:46:31.390 tracker_snapshot
12:46:33.410 btc_price_update $77664.99 (diff=-118.96)
12:46:35.426 btc_price_update $77661.85 (diff=-122.1)
12:46:37.442 btc_price_update $77652.64 (diff=-131.31)
12:46:37.443 tracker_snapshot
12:46:37.443 market_snapshot
12:46:37.443 position_snapshot up=155.0 dn=30.0 gpnl=-28.6
12:46:37.443 strategy_snapshot state=OVERWEIGHT gpnl=-28.6 cost=58.6
12:46:39.460 btc_price_update $77665.8 (diff=-118.15)
12:46:41.474 btc_price_update $77668.99 (diff=-114.96)
12:46:43.498 btc_price_update $77660.67 (diff=-123.28)
12:46:43.500 tracker_snapshot
12:46:45.520 btc_price_update $77650.58 (diff=-133.37)
12:46:47.536 btc_price_update $77648.13 (diff=-135.82)
12:46:49.551 btc_price_update $77656.29 (diff=-127.66)
12:46:49.552 tracker_snapshot
12:46:51.571 btc_price_update $77672.78 (diff=-111.17)
12:46:53.586 btc_price_update $77692.23 (diff=-91.72)
12:46:55.598 btc_price_update $77697.63 (diff=-86.32)
12:46:55.599 tracker_snapshot
12:46:57.614 btc_price_update $77706.05 (diff=-77.9)
12:46:59.633 btc_price_update $77717.7 (diff=-66.25)
12:47:00.757 fill UP 5@0.31
12:47:00.757 paper_fill UP 5@0.31
12:47:00.963 buy_state_change OVERWEIGHT → ACCUMULATE
12:47:01.007 fill UP 5@0.31
12:47:01.007 paper_fill UP 5@0.31
12:47:01.273 buy_state_change ACCUMULATE → OVERWEIGHT
12:47:01.582 fill UP 5@0.3
12:47:01.590 paper_fill UP 5@0.3
12:47:01.651 btc_price_update $77711.19 (diff=-72.76)
12:47:01.652 buy_state_change OVERWEIGHT → ACCUMULATE
12:47:01.662 tracker_snapshot
12:47:01.692 fill UP 5@0.29
12:47:01.692 paper_fill UP 5@0.29
12:47:01.794 buy_state_change ACCUMULATE → OVERWEIGHT
12:47:03.687 btc_price_update $77698.41 (diff=-85.54)
12:47:05.701 btc_price_update $77694.28 (diff=-89.67)
12:47:07.717 btc_price_update $77692.45 (diff=-91.5)
12:47:07.718 tracker_snapshot
12:47:07.719 market_snapshot
12:47:07.719 position_snapshot up=155.0 dn=30.0 gpnl=-28.55
12:47:07.719 strategy_snapshot state=OVERWEIGHT gpnl=-28.55 cost=58.55
12:47:09.736 btc_price_update $77690.23 (diff=-93.72)
12:47:11.753 btc_price_update $77682.55 (diff=-101.4)
12:47:13.770 btc_price_update $77695.67 (diff=-88.28)
12:47:13.771 tracker_snapshot
12:47:15.787 btc_price_update $77696.96 (diff=-86.99)
12:47:17.804 btc_price_update $77684.09 (diff=-99.86)
12:47:19.820 btc_price_update $77682.3 (diff=-101.65)
12:47:19.821 tracker_snapshot
12:47:21.838 btc_price_update $77679.46 (diff=-104.49)
12:47:23.853 btc_price_update $77677.68 (diff=-106.27)
12:47:25.869 btc_price_update $77663.79 (diff=-120.16)
12:47:25.870 tracker_snapshot
12:47:27.888 btc_price_update $77679.88 (diff=-104.07)
12:47:29.907 btc_price_update $77693.49 (diff=-90.46)
12:47:31.920 btc_price_update $77717.0 (diff=-66.95)
12:47:31.921 tracker_snapshot
12:47:32.588 fill UP 5@0.32
12:47:32.588 paper_fill UP 5@0.32
12:47:33.255 buy_state_change OVERWEIGHT → ACCUMULATE
12:47:33.650 buy_state_change ACCUMULATE → DIRECTIONAL
12:47:33.651 fill UP 5@0.33
12:47:33.652 paper_fill UP 5@0.33
12:47:33.939 btc_price_update $77731.31 (diff=-52.64)
12:47:33.939 buy_state_change DIRECTIONAL → OVERWEIGHT
12:47:34.222 fill UP 5@0.32
12:47:34.223 paper_fill UP 5@0.32
12:47:35.476 buy_state_change OVERWEIGHT → ACCUMULATE
12:47:35.911 buy_state_change ACCUMULATE → DIRECTIONAL
12:47:35.958 btc_price_update $77734.49 (diff=-49.46)
12:47:36.091 fill UP 5@0.33
12:47:36.092 paper_fill UP 5@0.33
12:47:36.174 buy_state_change DIRECTIONAL → OVERWEIGHT
12:47:36.496 fill UP 5@0.32
12:47:36.497 paper_fill UP 5@0.32
12:47:36.632 buy_state_change OVERWEIGHT → ACCUMULATE
12:47:36.768 fill UP 5@0.35
12:47:36.768 paper_fill UP 5@0.35
12:47:37.007 buy_state_change ACCUMULATE → OVERWEIGHT
12:47:37.090 fill UP 5@0.31
12:47:37.090 paper_fill UP 5@0.31
12:47:37.372 buy_state_change OVERWEIGHT → ACCUMULATE
12:47:37.576 buy_state_change ACCUMULATE → DIRECTIONAL
12:47:37.934 fill UP 5@0.33
12:47:37.934 paper_fill UP 5@0.33
12:47:37.934 fill UP 5@0.34
12:47:37.935 paper_fill UP 5@0.34
12:47:37.975 btc_price_update $77749.94 (diff=-34.01)
12:47:37.977 tracker_snapshot
12:47:37.977 market_snapshot
12:47:37.977 position_snapshot up=150.0 dn=30.0 gpnl=-27.3
12:47:37.977 strategy_snapshot state=DIRECTIONAL gpnl=-27.3 cost=57.3
12:47:38.254 fill UP 5@0.33
12:47:38.254 paper_fill UP 5@0.33
12:47:38.270 buy_state_change DIRECTIONAL → OVERWEIGHT
12:47:38.872 fill UP 5@0.32
12:47:38.872 paper_fill UP 5@0.32
12:47:39.072 buy_state_change OVERWEIGHT → ACCUMULATE
12:47:39.155 fill UP 5@0.3
12:47:39.156 paper_fill UP 5@0.3
12:47:39.290 buy_state_change ACCUMULATE → OVERWEIGHT
12:47:39.991 btc_price_update $77733.73 (diff=-50.22)
12:47:42.003 btc_price_update $77704.21 (diff=-79.74)
12:47:44.020 btc_price_update $77682.61 (diff=-101.34)
12:47:44.021 tracker_snapshot
12:47:46.036 btc_price_update $77677.9 (diff=-106.05)
12:47:48.054 btc_price_update $77674.41 (diff=-109.54)
12:47:50.067 btc_price_update $77677.82 (diff=-106.13)
12:47:50.068 tracker_snapshot
12:47:52.085 btc_price_update $77682.77 (diff=-101.18)
12:47:54.104 btc_price_update $77678.45 (diff=-105.5)
12:47:56.122 btc_price_update $77676.28 (diff=-107.67)
12:47:56.123 tracker_snapshot
12:47:58.138 btc_price_update $77677.45 (diff=-106.5)
12:48:00.154 btc_price_update $77676.65 (diff=-107.3)
12:48:02.173 btc_price_update $77675.49 (diff=-108.46)
12:48:02.174 tracker_snapshot
12:48:04.190 btc_price_update $77669.56 (diff=-114.39)
12:48:06.208 btc_price_update $77678.29 (diff=-105.66)
12:48:08.224 btc_price_update $77705.95 (diff=-78.0)
12:48:08.227 tracker_snapshot
12:48:08.227 market_snapshot
12:48:08.227 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:48:08.227 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:48:10.256 btc_price_update $77724.35 (diff=-59.6)
12:48:12.272 btc_price_update $77728.77 (diff=-55.18)
12:48:14.291 btc_price_update $77726.84 (diff=-57.11)
12:48:14.291 tracker_snapshot
12:48:16.307 btc_price_update $77725.99 (diff=-57.96)
12:48:18.320 btc_price_update $77722.26 (diff=-61.69)
12:48:20.332 btc_price_update $77712.34 (diff=-71.61)
12:48:20.335 tracker_snapshot
12:48:22.352 btc_price_update $77705.03 (diff=-78.92)
12:48:24.370 btc_price_update $77706.5 (diff=-77.45)
12:48:26.388 btc_price_update $77704.95 (diff=-79.0)
12:48:26.389 tracker_snapshot
12:48:28.400 btc_price_update $77704.64 (diff=-79.31)
12:48:30.418 btc_price_update $77678.87 (diff=-105.08)
12:48:32.435 btc_price_update $77672.82 (diff=-111.13)
12:48:32.436 tracker_snapshot
12:48:34.450 btc_price_update $77671.19 (diff=-112.76)
12:48:36.467 btc_price_update $77667.85 (diff=-116.1)
12:48:38.481 btc_price_update $77668.23 (diff=-115.72)
12:48:38.482 tracker_snapshot
12:48:38.482 market_snapshot
12:48:38.482 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:48:38.482 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:48:40.501 btc_price_update $77654.73 (diff=-129.22)
12:48:42.518 btc_price_update $77652.23 (diff=-131.72)
12:48:44.537 btc_price_update $77657.44 (diff=-126.51)
12:48:44.538 tracker_snapshot
12:48:46.552 btc_price_update $77667.67 (diff=-116.28)
12:48:48.565 btc_price_update $77667.85 (diff=-116.1)
12:48:50.579 btc_price_update $77670.67 (diff=-113.28)
12:48:50.580 tracker_snapshot
12:48:52.595 btc_price_update $77670.67 (diff=-113.28)
12:48:54.613 btc_price_update $77675.85 (diff=-108.1)
12:48:56.627 btc_price_update $77666.38 (diff=-117.57)
12:48:56.628 tracker_snapshot
12:48:58.645 btc_price_update $77664.96 (diff=-118.99)
12:49:00.666 btc_price_update $77675.04 (diff=-108.91)
12:49:02.699 btc_price_update $77695.61 (diff=-88.34)
12:49:02.700 tracker_snapshot
12:49:04.714 btc_price_update $77696.9 (diff=-87.05)
12:49:06.729 btc_price_update $77699.5 (diff=-84.45)
12:49:08.747 btc_price_update $77699.73 (diff=-84.22)
12:49:08.748 tracker_snapshot
12:49:08.748 market_snapshot
12:49:08.748 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:49:08.748 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:49:10.764 btc_price_update $77699.1 (diff=-84.85)
12:49:12.778 btc_price_update $77699.1 (diff=-84.85)
12:49:14.795 btc_price_update $77699.1 (diff=-84.85)
12:49:14.795 tracker_snapshot
12:49:16.812 btc_price_update $77699.1 (diff=-84.85)
12:49:18.827 btc_price_update $77699.1 (diff=-84.85)
12:49:20.842 btc_price_update $77694.59 (diff=-89.36)
12:49:20.842 tracker_snapshot
12:49:22.855 btc_price_update $77688.79 (diff=-95.16)
12:49:24.872 btc_price_update $77686.33 (diff=-97.62)
12:49:26.018 fill UP 5@0.31
12:49:26.018 paper_fill UP 5@0.31
12:49:26.332 buy_state_change OVERWEIGHT → ACCUMULATE
12:49:26.346 fill UP 5@0.31
12:49:26.346 paper_fill UP 5@0.31
12:49:26.885 btc_price_update $77686.34 (diff=-97.61)
12:49:26.885 buy_state_change ACCUMULATE → OVERWEIGHT
12:49:26.886 tracker_snapshot
12:49:28.903 btc_price_update $77691.57 (diff=-92.38)
12:49:30.924 btc_price_update $77695.4 (diff=-88.55)
12:49:32.939 btc_price_update $77696.04 (diff=-87.91)
12:49:32.940 tracker_snapshot
12:49:34.953 btc_price_update $77699.49 (diff=-84.46)
12:49:36.970 btc_price_update $77704.32 (diff=-79.63)
12:49:38.982 btc_price_update $77706.67 (diff=-77.28)
12:49:38.983 tracker_snapshot
12:49:38.984 market_snapshot
12:49:38.984 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:49:38.984 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:49:40.999 btc_price_update $77692.61 (diff=-91.34)
12:49:43.015 btc_price_update $77687.46 (diff=-96.49)
12:49:45.028 btc_price_update $77688.58 (diff=-95.37)
12:49:45.029 tracker_snapshot
12:49:47.047 btc_price_update $77693.07 (diff=-90.88)
12:49:49.063 btc_price_update $77702.13 (diff=-81.82)
12:49:51.076 btc_price_update $77706.03 (diff=-77.92)
12:49:51.077 tracker_snapshot
12:49:53.091 btc_price_update $77708.62 (diff=-75.33)
12:49:55.106 btc_price_update $77711.25 (diff=-72.7)
12:49:57.121 btc_price_update $77711.12 (diff=-72.83)
12:49:57.122 tracker_snapshot
12:49:59.135 btc_price_update $77705.23 (diff=-78.72)
12:50:01.150 btc_price_update $77703.3 (diff=-80.65)
12:50:03.183 btc_price_update $77703.76 (diff=-80.19)
12:50:03.184 tracker_snapshot
12:50:05.205 btc_price_update $77704.15 (diff=-79.8)
12:50:07.220 btc_price_update $77703.44 (diff=-80.51)
12:50:09.235 btc_price_update $77698.53 (diff=-85.42)
12:50:09.236 tracker_snapshot
12:50:09.236 market_snapshot
12:50:09.236 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:50:09.236 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:50:11.252 btc_price_update $77695.35 (diff=-88.6)
12:50:13.269 btc_price_update $77698.31 (diff=-85.64)
12:50:15.288 btc_price_update $77699.75 (diff=-84.2)
12:50:15.289 tracker_snapshot
12:50:17.303 btc_price_update $77718.55 (diff=-65.4)
12:50:19.320 btc_price_update $77718.69 (diff=-65.26)
12:50:21.333 btc_price_update $77717.94 (diff=-66.01)
12:50:21.334 tracker_snapshot
12:50:23.347 btc_price_update $77692.53 (diff=-91.42)
12:50:25.362 btc_price_update $77688.4 (diff=-95.55)
12:50:27.378 btc_price_update $77676.98 (diff=-106.97)
12:50:27.378 tracker_snapshot
12:50:29.394 btc_price_update $77670.91 (diff=-113.04)
12:50:31.409 btc_price_update $77658.98 (diff=-124.97)
12:50:33.424 btc_price_update $77657.99 (diff=-125.96)
12:50:33.424 tracker_snapshot
12:50:35.437 btc_price_update $77652.78 (diff=-131.17)
12:50:37.454 btc_price_update $77649.32 (diff=-134.63)
12:50:39.466 btc_price_update $77645.96 (diff=-137.99)
12:50:39.467 tracker_snapshot
12:50:39.467 market_snapshot
12:50:39.467 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:50:39.467 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:50:41.481 btc_price_update $77645.81 (diff=-138.14)
12:50:43.498 btc_price_update $77645.59 (diff=-138.36)
12:50:45.511 btc_price_update $77644.17 (diff=-139.78)
12:50:45.512 tracker_snapshot
12:50:47.525 btc_price_update $77650.33 (diff=-133.62)
12:50:49.541 btc_price_update $77649.41 (diff=-134.54)
12:50:51.556 btc_price_update $77646.45 (diff=-137.5)
12:50:51.556 tracker_snapshot
12:50:53.572 btc_price_update $77627.48 (diff=-156.47)
12:50:55.589 btc_price_update $77649.07 (diff=-134.88)
12:50:57.605 btc_price_update $77654.07 (diff=-129.88)
12:50:57.606 tracker_snapshot
12:50:59.618 btc_price_update $77657.72 (diff=-126.23)
12:51:01.641 btc_price_update $77665.92 (diff=-118.03)
12:51:03.656 btc_price_update $77668.31 (diff=-115.64)
12:51:03.657 tracker_snapshot
12:51:05.670 btc_price_update $77661.44 (diff=-122.51)
12:51:07.687 btc_price_update $77667.09 (diff=-116.86)
12:51:09.704 btc_price_update $77671.22 (diff=-112.73)
12:51:09.704 tracker_snapshot
12:51:09.705 market_snapshot
12:51:09.705 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:51:09.705 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:51:11.718 btc_price_update $77670.3 (diff=-113.65)
12:51:13.733 btc_price_update $77673.63 (diff=-110.32)
12:51:15.745 btc_price_update $77687.32 (diff=-96.63)
12:51:15.746 tracker_snapshot
12:51:17.766 btc_price_update $77687.13 (diff=-96.82)
12:51:19.782 btc_price_update $77686.34 (diff=-97.61)
12:51:21.795 btc_price_update $77687.54 (diff=-96.41)
12:51:21.796 tracker_snapshot
12:51:23.811 btc_price_update $77688.04 (diff=-95.91)
12:51:25.825 btc_price_update $77691.32 (diff=-92.63)
12:51:27.844 btc_price_update $77697.62 (diff=-86.33)
12:51:27.845 tracker_snapshot
12:51:29.861 btc_price_update $77698.11 (diff=-85.84)
12:51:31.879 btc_price_update $77698.54 (diff=-85.41)
12:51:33.892 btc_price_update $77698.91 (diff=-85.04)
12:51:33.893 tracker_snapshot
12:51:35.908 btc_price_update $77698.85 (diff=-85.1)
12:51:37.921 btc_price_update $77707.47 (diff=-76.48)
12:51:39.938 btc_price_update $77708.73 (diff=-75.22)
12:51:39.938 tracker_snapshot
12:51:39.938 market_snapshot
12:51:39.938 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:51:39.938 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:51:41.949 btc_price_update $77714.37 (diff=-69.58)
12:51:43.967 btc_price_update $77713.77 (diff=-70.18)
12:51:45.983 btc_price_update $77711.97 (diff=-71.98)
12:51:45.983 tracker_snapshot
12:51:48.001 btc_price_update $77712.19 (diff=-71.76)
12:51:50.017 btc_price_update $77713.19 (diff=-70.76)
12:51:52.034 btc_price_update $77713.22 (diff=-70.73)
12:51:52.034 tracker_snapshot
12:51:54.049 btc_price_update $77711.26 (diff=-72.69)
12:51:56.070 btc_price_update $77711.32 (diff=-72.63)
12:51:58.084 btc_price_update $77714.5 (diff=-69.45)
12:51:58.084 tracker_snapshot
12:52:00.114 btc_price_update $77715.84 (diff=-68.11)
12:52:02.292 btc_price_update $77715.88 (diff=-68.07)
12:52:04.331 btc_price_update $77718.36 (diff=-65.59)
12:52:04.332 tracker_snapshot
12:52:06.352 btc_price_update $77736.42 (diff=-47.53)
12:52:08.367 btc_price_update $77750.16 (diff=-33.79)
12:52:10.383 btc_price_update $77755.5 (diff=-28.45)
12:52:10.384 tracker_snapshot
12:52:10.384 market_snapshot
12:52:10.384 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:52:10.384 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:52:12.396 btc_price_update $77756.53 (diff=-27.42)
12:52:14.412 btc_price_update $77758.1 (diff=-25.85)
12:52:16.429 btc_price_update $77759.52 (diff=-24.43)
12:52:16.430 tracker_snapshot
12:52:18.445 btc_price_update $77762.24 (diff=-21.71)
12:52:19.947 fill UP 5@0.33
12:52:19.948 paper_fill UP 5@0.33
12:52:20.467 btc_price_update $77755.16 (diff=-28.79)
12:52:20.467 buy_state_change OVERWEIGHT → ACCUMULATE
12:52:21.630 buy_state_change ACCUMULATE → DIRECTIONAL
12:52:21.720 fill UP 5@0.33
12:52:21.721 paper_fill UP 5@0.33
12:52:22.386 buy_state_change DIRECTIONAL → OVERWEIGHT
12:52:22.485 btc_price_update $77756.56 (diff=-27.39)
12:52:22.486 tracker_snapshot
12:52:24.504 btc_price_update $77748.42 (diff=-35.53)
12:52:26.518 btc_price_update $77748.47 (diff=-35.48)
12:52:28.535 btc_price_update $77747.78 (diff=-36.17)
12:52:28.535 tracker_snapshot
12:52:30.551 btc_price_update $77726.27 (diff=-57.68)
12:52:32.568 btc_price_update $77718.27 (diff=-65.68)
12:52:34.584 btc_price_update $77711.78 (diff=-72.17)
12:52:34.585 tracker_snapshot
12:52:36.600 btc_price_update $77710.68 (diff=-73.27)
12:52:38.619 btc_price_update $77709.15 (diff=-74.8)
12:52:40.632 btc_price_update $77710.2 (diff=-73.75)
12:52:40.633 tracker_snapshot
12:52:40.634 market_snapshot
12:52:40.634 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:52:40.634 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:52:42.651 btc_price_update $77709.46 (diff=-74.49)
12:52:44.668 btc_price_update $77711.13 (diff=-72.82)
12:52:46.685 btc_price_update $77711.14 (diff=-72.81)
12:52:46.685 tracker_snapshot
12:52:48.700 btc_price_update $77714.23 (diff=-69.72)
12:52:50.714 btc_price_update $77714.83 (diff=-69.12)
12:52:52.728 btc_price_update $77715.58 (diff=-68.37)
12:52:52.728 tracker_snapshot
12:52:54.745 btc_price_update $77724.07 (diff=-59.88)
12:52:56.762 btc_price_update $77725.17 (diff=-58.78)
12:52:58.777 btc_price_update $77727.6 (diff=-56.35)
12:52:58.778 tracker_snapshot
12:53:00.797 btc_price_update $77728.41 (diff=-55.54)
12:53:02.818 btc_price_update $77722.34 (diff=-61.61)
12:53:04.833 btc_price_update $77721.94 (diff=-62.01)
12:53:04.834 tracker_snapshot
12:53:06.849 btc_price_update $77715.72 (diff=-68.23)
12:53:08.866 btc_price_update $77714.88 (diff=-69.07)
12:53:10.881 btc_price_update $77717.34 (diff=-66.61)
12:53:10.882 tracker_snapshot
12:53:10.882 market_snapshot
12:53:10.882 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:53:10.882 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:53:12.898 btc_price_update $77717.79 (diff=-66.16)
12:53:14.912 btc_price_update $77717.81 (diff=-66.14)
12:53:16.927 btc_price_update $77705.76 (diff=-78.19)
12:53:16.928 tracker_snapshot
12:53:18.944 btc_price_update $77705.76 (diff=-78.19)
12:53:20.962 btc_price_update $77702.73 (diff=-81.22)
12:53:22.976 btc_price_update $77705.45 (diff=-78.5)
12:53:22.977 tracker_snapshot
12:53:24.989 btc_price_update $77709.04 (diff=-74.91)
12:53:27.004 btc_price_update $77711.99 (diff=-71.96)
12:53:29.026 btc_price_update $77713.48 (diff=-70.47)
12:53:29.027 tracker_snapshot
12:53:31.046 btc_price_update $77713.45 (diff=-70.5)
12:53:33.064 btc_price_update $77713.18 (diff=-70.77)
12:53:35.083 btc_price_update $77713.17 (diff=-70.78)
12:53:35.083 tracker_snapshot
12:53:37.098 btc_price_update $77713.22 (diff=-70.73)
12:53:39.114 btc_price_update $77713.22 (diff=-70.73)
12:53:41.129 btc_price_update $77714.39 (diff=-69.56)
12:53:41.130 tracker_snapshot
12:53:41.130 market_snapshot
12:53:41.130 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:53:41.130 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:53:43.147 btc_price_update $77715.17 (diff=-68.78)
12:53:45.160 btc_price_update $77709.16 (diff=-74.79)
12:53:47.176 btc_price_update $77702.29 (diff=-81.66)
12:53:47.176 tracker_snapshot
12:53:49.194 btc_price_update $77702.54 (diff=-81.41)
12:53:51.212 btc_price_update $77702.08 (diff=-81.87)
12:53:53.222 btc_price_update $77702.35 (diff=-81.6)
12:53:53.223 tracker_snapshot
12:53:55.238 btc_price_update $77701.78 (diff=-82.17)
12:53:57.254 btc_price_update $77701.91 (diff=-82.04)
12:53:59.268 btc_price_update $77701.91 (diff=-82.04)
12:53:59.268 tracker_snapshot
12:54:01.287 btc_price_update $77702.46 (diff=-81.49)
12:54:03.307 btc_price_update $77702.08 (diff=-81.87)
12:54:05.322 btc_price_update $77699.16 (diff=-84.79)
12:54:05.323 tracker_snapshot
12:54:07.339 btc_price_update $77699.56 (diff=-84.39)
12:54:09.355 btc_price_update $77699.81 (diff=-84.14)
12:54:11.371 btc_price_update $77699.42 (diff=-84.53)
12:54:11.371 tracker_snapshot
12:54:11.371 market_snapshot
12:54:11.371 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:54:11.371 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:54:13.385 btc_price_update $77698.12 (diff=-85.83)
12:54:15.399 btc_price_update $77698.77 (diff=-85.18)
12:54:17.416 btc_price_update $77691.28 (diff=-92.67)
12:54:17.417 tracker_snapshot
12:54:19.431 btc_price_update $77686.63 (diff=-97.32)
12:54:21.445 btc_price_update $77685.42 (diff=-98.53)
12:54:23.464 btc_price_update $77683.95 (diff=-100.0)
12:54:23.465 tracker_snapshot
12:54:25.482 btc_price_update $77682.8 (diff=-101.15)
12:54:27.495 btc_price_update $77682.84 (diff=-101.11)
12:54:29.510 btc_price_update $77673.98 (diff=-109.97)
12:54:29.511 tracker_snapshot
12:54:31.525 btc_price_update $77672.92 (diff=-111.03)
12:54:33.539 btc_price_update $77671.72 (diff=-112.23)
12:54:35.554 btc_price_update $77675.75 (diff=-108.2)
12:54:35.554 tracker_snapshot
12:54:37.570 btc_price_update $77674.34 (diff=-109.61)
12:54:39.586 btc_price_update $77675.12 (diff=-108.83)
12:54:41.602 btc_price_update $77676.74 (diff=-107.21)
12:54:41.603 tracker_snapshot
12:54:41.603 market_snapshot
12:54:41.603 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:54:41.603 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:54:43.622 btc_price_update $77679.95 (diff=-104.0)
12:54:45.637 btc_price_update $77685.06 (diff=-98.89)
12:54:47.654 btc_price_update $77695.66 (diff=-88.29)
12:54:47.655 tracker_snapshot
12:54:49.671 btc_price_update $77696.33 (diff=-87.62)
12:54:51.691 btc_price_update $77712.11 (diff=-71.84)
12:54:53.711 btc_price_update $77710.58 (diff=-73.37)
12:54:53.712 tracker_snapshot
12:54:55.727 btc_price_update $77706.45 (diff=-77.5)
12:54:57.749 btc_price_update $77708.15 (diff=-75.8)
12:54:59.764 btc_price_update $77711.34 (diff=-72.61)
12:54:59.765 tracker_snapshot
12:55:01.896 btc_price_update $77711.05 (diff=-72.9)
12:55:03.937 btc_price_update $77713.13 (diff=-70.82)
12:55:05.950 btc_price_update $77717.02 (diff=-66.93)
12:55:05.950 tracker_snapshot
12:55:07.971 btc_price_update $77727.94 (diff=-56.01)
12:55:09.984 btc_price_update $77726.74 (diff=-57.21)
12:55:12.003 btc_price_update $77724.1 (diff=-59.85)
12:55:12.003 tracker_snapshot
12:55:12.003 market_snapshot
12:55:12.003 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:55:12.003 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:55:14.018 btc_price_update $77727.13 (diff=-56.82)
12:55:16.033 btc_price_update $77727.35 (diff=-56.6)
12:55:18.051 btc_price_update $77727.1 (diff=-56.85)
12:55:18.051 tracker_snapshot
12:55:20.066 btc_price_update $77727.15 (diff=-56.8)
12:55:22.081 btc_price_update $77727.13 (diff=-56.82)
12:55:24.099 btc_price_update $77725.38 (diff=-58.57)
12:55:24.100 tracker_snapshot
12:55:26.118 btc_price_update $77725.63 (diff=-58.32)
12:55:28.133 btc_price_update $77726.2 (diff=-57.75)
12:55:30.148 btc_price_update $77726.15 (diff=-57.8)
12:55:30.148 tracker_snapshot
12:55:32.160 btc_price_update $77726.23 (diff=-57.72)
12:55:34.173 btc_price_update $77730.99 (diff=-52.96)
12:55:36.188 btc_price_update $77726.99 (diff=-56.96)
12:55:36.188 tracker_snapshot
12:55:38.203 btc_price_update $77726.35 (diff=-57.6)
12:55:40.224 btc_price_update $77729.06 (diff=-54.89)
12:55:42.239 btc_price_update $77730.21 (diff=-53.74)
12:55:42.240 tracker_snapshot
12:55:42.240 market_snapshot
12:55:42.240 position_snapshot up=155.0 dn=30.0 gpnl=-28.85
12:55:42.240 strategy_snapshot state=OVERWEIGHT gpnl=-28.85 cost=58.85
12:55:44.253 btc_price_update $77730.37 (diff=-53.58)
12:55:46.269 btc_price_update $77730.41 (diff=-53.54)
12:55:48.285 btc_price_update $77731.81 (diff=-52.14)
12:55:48.285 tracker_snapshot
12:55:50.302 btc_price_update $77738.9 (diff=-45.05)
12:55:50.485 fill UP 5@0.36
12:55:50.485 paper_fill UP 5@0.36
12:55:50.516 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:50.531 fill UP 5@0.38
12:55:50.531 paper_fill UP 5@0.38
12:55:50.723 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:50.982 fill UP 5@0.5
12:55:50.982 paper_fill UP 5@0.5
12:55:51.144 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:51.177 fill UP 5@0.47
12:55:51.177 paper_fill UP 5@0.47
12:55:51.240 fill UP 5@0.46
12:55:51.240 paper_fill UP 5@0.46
12:55:51.548 fill UP 5@0.48
12:55:51.549 paper_fill UP 5@0.48
12:55:51.727 fill UP 5@0.46
12:55:51.727 paper_fill UP 5@0.46
12:55:51.765 fill UP 5@0.45
12:55:51.765 paper_fill UP 5@0.45
12:55:52.017 fill UP 5@0.45
12:55:52.017 paper_fill UP 5@0.45
12:55:52.316 btc_price_update $77772.72 (diff=-11.23)
12:55:52.810 fill UP 5@0.46
12:55:52.811 paper_fill UP 5@0.46
12:55:52.952 fill UP 5@0.45
12:55:52.953 paper_fill UP 5@0.45
12:55:53.293 fill UP 5@0.45
12:55:53.293 paper_fill UP 5@0.45
12:55:53.331 fill UP 5@0.44
12:55:53.331 paper_fill UP 5@0.44
12:55:53.839 fill UP 5@0.45
12:55:53.839 paper_fill UP 5@0.45
12:55:53.968 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:54.335 btc_price_update $77794.26 (diff=10.31)
12:55:54.336 tracker_snapshot
12:55:56.351 btc_price_update $77794.71 (diff=10.76)
12:55:56.403 fill UP 5@0.44
12:55:56.403 paper_fill UP 5@0.44
12:55:56.571 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:56.626 fill UP 5@0.42
12:55:56.626 paper_fill UP 5@0.42
12:55:56.627 fill UP 5@0.43
12:55:56.627 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
12:55:57.370 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:57.478 fill UP 5@0.43
12:55:57.478 paper_fill UP 5@0.43
12:55:57.756 buy_state_change OVERWEIGHT → ACCUMULATE
12:55:58.365 btc_price_update $77793.82 (diff=9.87)
12:55:58.536 fill UP 5@0.44
12:55:58.536 paper_fill UP 5@0.44
12:55:58.835 buy_state_change ACCUMULATE → OVERWEIGHT
12:55:59.597 fill UP 5@0.42
12:55:59.597 paper_fill UP 5@0.42
12:55:59.859 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:00.060 fill UP 5@0.43
12:56:00.060 paper_fill UP 5@0.43
12:56:00.074 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:00.388 btc_price_update $77791.78 (diff=7.83)
12:56:00.388 tracker_snapshot
12:56:00.747 fill UP 5@0.43
12:56:00.747 paper_fill UP 5@0.43
12:56:00.801 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:00.826 fill UP 5@0.43
12:56:00.827 paper_fill UP 5@0.43
12:56:00.827 fill UP 5@0.44
12:56:00.827 paper_fill UP 5@0.44
12:56:01.430 fill UP 5@0.41
12:56:01.431 paper_fill UP 5@0.41
12:56:01.431 fill UP 5@0.42
12:56:01.431 paper_fill UP 5@0.42
12:56:02.157 fill UP 5@0.39
12:56:02.157 paper_fill UP 5@0.39
12:56:02.427 btc_price_update $77789.76 (diff=5.81)
12:56:02.428 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:04.307 fill UP 5@0.38
12:56:04.307 paper_fill UP 5@0.38
12:56:04.450 btc_price_update $77784.58 (diff=0.63)
12:56:04.451 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:05.196 fill UP 5@0.38
12:56:05.197 paper_fill UP 5@0.38
12:56:06.466 btc_price_update $77780.64 (diff=-3.31)
12:56:06.467 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:06.467 tracker_snapshot
12:56:07.553 fill UP 5@0.37
12:56:07.553 paper_fill UP 5@0.37
12:56:07.659 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:08.485 btc_price_update $77778.85 (diff=-5.1)
12:56:08.516 fill UP 5@0.34
12:56:08.519 paper_fill UP 5@0.34
12:56:08.732 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:10.500 btc_price_update $77776.57 (diff=-7.38)
12:56:12.515 btc_price_update $77775.81 (diff=-8.14)
12:56:12.515 tracker_snapshot
12:56:12.515 market_snapshot
12:56:12.515 position_snapshot up=155.0 dn=30.0 gpnl=-28.65
12:56:12.516 strategy_snapshot state=OVERWEIGHT gpnl=-28.65 cost=58.65
12:56:14.531 btc_price_update $77780.21 (diff=-3.74)
12:56:16.544 btc_price_update $77783.15 (diff=-0.8)
12:56:17.288 fill UP 5@0.42
12:56:17.289 paper_fill UP 5@0.42
12:56:17.621 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:18.558 btc_price_update $77784.06 (diff=0.11)
12:56:18.559 tracker_snapshot
12:56:19.100 fill UP 5@0.42
12:56:19.100 paper_fill UP 5@0.42
12:56:19.670 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:20.576 btc_price_update $77783.98 (diff=0.03)
12:56:22.594 btc_price_update $77784.86 (diff=0.91)
12:56:24.610 btc_price_update $77785.17 (diff=1.22)
12:56:24.611 tracker_snapshot
12:56:24.643 fill UP 5@0.42
12:56:24.643 paper_fill UP 5@0.42
12:56:25.204 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:25.664 fill UP 5@0.42
12:56:25.665 paper_fill UP 5@0.42
12:56:25.665 fill UP 5@0.43
12:56:25.665 paper_fill UP 5@0.43
12:56:26.517 fill UP 5@0.42
12:56:26.517 paper_fill UP 5@0.42
12:56:26.517 fill UP 5@0.43
12:56:26.517 paper_fill UP 5@0.43
12:56:26.630 btc_price_update $77785.19 (diff=1.24)
12:56:27.525 fill UP 5@0.39
12:56:27.525 paper_fill UP 5@0.39
12:56:27.526 fill UP 5@0.4
12:56:27.527 paper_fill UP 5@0.4
12:56:28.649 btc_price_update $77784.96 (diff=1.01)
12:56:30.055 fill UP 5@0.38
12:56:30.055 paper_fill UP 5@0.38
12:56:30.663 btc_price_update $77777.53 (diff=-6.42)
12:56:30.663 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:30.664 tracker_snapshot
12:56:32.683 btc_price_update $77777.05 (diff=-6.9)
12:56:34.701 btc_price_update $77774.7 (diff=-9.25)
12:56:36.716 btc_price_update $77775.24 (diff=-8.71)
12:56:36.716 tracker_snapshot
12:56:38.731 btc_price_update $77779.16 (diff=-4.79)
12:56:40.748 btc_price_update $77779.78 (diff=-4.17)
12:56:42.591 fill UP 5@0.45
12:56:42.591 paper_fill UP 5@0.45
12:56:42.762 btc_price_update $77787.69 (diff=3.74)
12:56:42.762 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:42.763 tracker_snapshot
12:56:42.764 market_snapshot
12:56:42.764 position_snapshot up=150.0 dn=30.0 gpnl=-26.35
12:56:42.764 strategy_snapshot state=ACCUMULATE gpnl=-26.35 cost=56.35
12:56:43.330 fill UP 5@0.5
12:56:43.330 paper_fill UP 5@0.5
12:56:43.734 fill UP 5@0.48
12:56:43.734 paper_fill UP 5@0.48
12:56:44.791 btc_price_update $77790.52 (diff=6.57)
12:56:45.852 fill UP 5@0.47
12:56:45.852 paper_fill UP 5@0.47
12:56:46.218 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:46.807 btc_price_update $77795.04 (diff=11.09)
12:56:48.826 btc_price_update $77795.61 (diff=11.66)
12:56:48.827 tracker_snapshot
12:56:50.842 btc_price_update $77797.03 (diff=13.08)
12:56:51.417 fill UP 5@0.49
12:56:51.419 paper_fill UP 5@0.49
12:56:51.925 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:52.220 fill UP 5@0.47
12:56:52.220 paper_fill UP 5@0.47
12:56:52.854 btc_price_update $77801.57 (diff=17.62)
12:56:52.854 buy_state_change ACCUMULATE → OVERWEIGHT
12:56:54.871 btc_price_update $77800.09 (diff=16.14)
12:56:54.871 tracker_snapshot
12:56:56.888 btc_price_update $77798.81 (diff=14.86)
12:56:58.148 fill UP 5@0.45
12:56:58.148 paper_fill UP 5@0.45
12:56:58.905 btc_price_update $77799.11 (diff=15.16)
12:56:58.905 buy_state_change OVERWEIGHT → ACCUMULATE
12:56:59.798 fill UP 5@0.45
12:56:59.798 paper_fill UP 5@0.45
12:57:00.227 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:00.930 btc_price_update $77799.16 (diff=15.21)
12:57:00.931 tracker_snapshot
12:57:02.954 btc_price_update $77799.19 (diff=15.24)
12:57:03.164 fill UP 5@0.49
12:57:03.164 paper_fill UP 5@0.49
12:57:04.968 btc_price_update $77799.16 (diff=15.21)
12:57:04.969 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:05.333 fill UP 5@0.48
12:57:05.333 paper_fill UP 5@0.48
12:57:05.615 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:06.984 btc_price_update $77797.79 (diff=13.84)
12:57:06.985 tracker_snapshot
12:57:09.005 btc_price_update $77799.48 (diff=15.53)
12:57:11.020 btc_price_update $77799.53 (diff=15.58)
12:57:13.040 btc_price_update $77799.47 (diff=15.52)
12:57:13.041 tracker_snapshot
12:57:13.042 market_snapshot
12:57:13.042 position_snapshot up=155.0 dn=30.0 gpnl=-28.45
12:57:13.042 strategy_snapshot state=OVERWEIGHT gpnl=-28.45 cost=58.45
12:57:13.413 fill UP 5@0.44
12:57:13.413 paper_fill UP 5@0.44
12:57:13.562 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:13.679 fill UP 5@0.44
12:57:13.679 paper_fill UP 5@0.44
12:57:13.836 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:15.054 btc_price_update $77798.3 (diff=14.35)
12:57:17.074 btc_price_update $77796.26 (diff=12.31)
12:57:19.092 btc_price_update $77796.11 (diff=12.16)
12:57:19.093 tracker_snapshot
12:57:21.110 btc_price_update $77796.03 (diff=12.08)
12:57:23.127 btc_price_update $77795.93 (diff=11.98)
12:57:25.140 btc_price_update $77795.71 (diff=11.76)
12:57:25.141 tracker_snapshot
12:57:27.158 btc_price_update $77796.06 (diff=12.11)
12:57:29.171 btc_price_update $77796.24 (diff=12.29)
12:57:31.187 btc_price_update $77796.22 (diff=12.27)
12:57:31.187 tracker_snapshot
12:57:33.200 btc_price_update $77800.77 (diff=16.82)
12:57:35.216 btc_price_update $77801.31 (diff=17.36)
12:57:37.236 btc_price_update $77801.13 (diff=17.18)
12:57:37.237 tracker_snapshot
12:57:38.357 fill UP 5@0.41
12:57:38.358 paper_fill UP 5@0.41
12:57:38.735 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:39.251 btc_price_update $77801.01 (diff=17.06)
12:57:41.271 btc_price_update $77795.83 (diff=11.88)
12:57:41.623 fill UP 5@0.42
12:57:41.624 paper_fill UP 5@0.42
12:57:41.921 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:43.286 btc_price_update $77795.99 (diff=12.04)
12:57:43.286 tracker_snapshot
12:57:43.286 market_snapshot
12:57:43.287 position_snapshot up=155.0 dn=30.0 gpnl=-28.5
12:57:43.287 strategy_snapshot state=OVERWEIGHT gpnl=-28.5 cost=58.5
12:57:45.299 btc_price_update $77797.43 (diff=13.48)
12:57:47.314 btc_price_update $77797.35 (diff=13.4)
12:57:49.329 btc_price_update $77797.49 (diff=13.54)
12:57:49.329 tracker_snapshot
12:57:51.345 btc_price_update $77797.38 (diff=13.43)
12:57:53.358 btc_price_update $77795.78 (diff=11.83)
12:57:53.942 fill UP 5@0.41
12:57:53.942 paper_fill UP 5@0.41
12:57:54.133 buy_state_change OVERWEIGHT → ACCUMULATE
12:57:54.641 fill UP 5@0.4
12:57:54.642 paper_fill UP 5@0.4
12:57:54.659 fill UP 5@0.39
12:57:54.659 paper_fill UP 5@0.39
12:57:55.376 btc_price_update $77797.41 (diff=13.46)
12:57:55.377 tracker_snapshot
12:57:55.818 fill UP 5@0.38
12:57:55.818 paper_fill UP 5@0.38
12:57:55.996 buy_state_change ACCUMULATE → OVERWEIGHT
12:57:57.393 btc_price_update $77797.67 (diff=13.72)
12:57:59.409 btc_price_update $77797.38 (diff=13.43)
12:58:01.427 btc_price_update $77797.13 (diff=13.18)
12:58:01.427 tracker_snapshot
12:58:03.112 fill UP 5@0.39
12:58:03.114 paper_fill UP 5@0.39
12:58:03.353 buy_state_change OVERWEIGHT → ACCUMULATE
12:58:03.512 btc_price_update $77797.34 (diff=13.39)
12:58:04.560 fill UP 5@0.4
12:58:04.561 paper_fill UP 5@0.4
12:58:04.842 buy_state_change ACCUMULATE → OVERWEIGHT
12:58:05.526 btc_price_update $77799.61 (diff=15.66)
12:58:07.541 btc_price_update $77813.71 (diff=29.76)
12:58:07.542 tracker_snapshot
12:58:09.369 fill UP 5@0.41
12:58:09.370 paper_fill UP 5@0.41
12:58:09.433 buy_state_change OVERWEIGHT → ACCUMULATE
12:58:09.490 fill UP 5@0.44
12:58:09.490 paper_fill UP 5@0.44
12:58:09.556 btc_price_update $77816.57 (diff=32.62)
12:58:09.748 fill UP 5@0.44
12:58:09.748 paper_fill UP 5@0.44
12:58:10.022 fill UP 5@0.48
12:58:10.022 paper_fill UP 5@0.48
12:58:10.278 fill UP 5@0.48
12:58:10.278 paper_fill UP 5@0.48
12:58:10.294 fill UP 5@0.47
12:58:10.294 paper_fill UP 5@0.47
12:58:11.276 fill DOWN 5@0.47
12:58:11.276 paper_fill DOWN 5@0.47
12:58:11.569 btc_price_update $77819.52 (diff=35.57)
12:58:12.110 fill DOWN 5@0.47
12:58:12.110 paper_fill DOWN 5@0.47
12:58:12.127 fill UP 5@0.56
12:58:12.127 paper_fill UP 5@0.56
12:58:13.587 btc_price_update $77825.1 (diff=41.15)
12:58:13.588 tracker_snapshot
12:58:13.588 market_snapshot
12:58:13.588 position_snapshot up=140.0 dn=40.0 gpnl=-16.35
12:58:13.588 strategy_snapshot state=ACCUMULATE gpnl=-16.35 cost=56.35
12:58:15.263 fill UP 5@0.56
12:58:15.263 paper_fill UP 5@0.56
12:58:15.289 fill DOWN 5@0.44
12:58:15.290 paper_fill DOWN 5@0.44
12:58:15.607 btc_price_update $77822.69 (diff=38.74)
12:58:16.154 fill UP 5@0.56
12:58:16.154 paper_fill UP 5@0.56
12:58:16.192 fill DOWN 5@0.44
12:58:16.192 paper_fill DOWN 5@0.44
12:58:16.324 fill UP 5@0.56
12:58:16.324 paper_fill UP 5@0.56
12:58:16.562 fill UP 5@0.56
12:58:16.562 paper_fill UP 5@0.56
12:58:16.577 fill DOWN 5@0.42
12:58:16.578 paper_fill DOWN 5@0.42
12:58:16.687 fill DOWN 5@0.42
12:58:16.687 paper_fill DOWN 5@0.42
12:58:16.693 fill UP 5@0.55
12:58:16.693 paper_fill UP 5@0.55
12:58:17.190 fill UP 5@0.58
12:58:17.191 paper_fill UP 5@0.58
12:58:17.524 buy_state_change ACCUMULATE → LOCKED
12:58:17.565 fill DOWN 5@0.41
12:58:17.565 paper_fill DOWN 5@0.41
12:58:17.621 btc_price_update $77823.64 (diff=39.69)
12:58:18.432 fill UP 5@0.61
12:58:18.432 paper_fill UP 5@0.61
12:58:18.447 fill DOWN 5@0.4
12:58:18.447 paper_fill DOWN 5@0.4
12:58:19.247 fill DOWN 5@0.36
12:58:19.247 paper_fill DOWN 5@0.36
12:58:19.270 fill UP 5@0.64
12:58:19.270 paper_fill UP 5@0.64
12:58:19.637 btc_price_update $77823.47 (diff=39.52)
12:58:19.637 tracker_snapshot
12:58:19.725 fill DOWN 5@0.36
12:58:19.725 paper_fill DOWN 5@0.36
12:58:19.742 fill UP 5@0.64
12:58:19.742 paper_fill UP 5@0.64
12:58:20.639 fill DOWN 5@0.36
12:58:20.640 paper_fill DOWN 5@0.36
12:58:21.651 btc_price_update $77826.92 (diff=42.97)
12:58:21.725 fill DOWN 5@0.36
12:58:21.725 paper_fill DOWN 5@0.36
12:58:22.522 fill DOWN 5@0.32
12:58:22.522 paper_fill DOWN 5@0.32
12:58:22.978 fill DOWN 5@0.29
12:58:22.980 paper_fill DOWN 5@0.29
12:58:23.667 btc_price_update $77830.66 (diff=46.71)
12:58:24.385 fill DOWN 5@0.3
12:58:24.385 paper_fill DOWN 5@0.3
12:58:25.684 btc_price_update $77831.47 (diff=47.52)
12:58:25.684 tracker_snapshot
12:58:25.832 fill DOWN 5@0.3
12:58:25.832 paper_fill DOWN 5@0.3
12:58:26.417 fill DOWN 5@0.3
12:58:26.417 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
12:58:27.609 fill DOWN 5@0.3
12:58:27.609 paper_fill DOWN 5@0.3
12:58:27.699 btc_price_update $77835.4 (diff=51.45)
12:58:28.686 fill DOWN 5@0.3
12:58:28.686 paper_fill DOWN 5@0.3
12:58:29.650 fill DOWN 5@0.3
12:58:29.650 paper_fill DOWN 5@0.3
12:58:29.712 btc_price_update $77835.7 (diff=51.75)
12:58:30.546 fill DOWN 5@0.3
12:58:30.547 paper_fill DOWN 5@0.3
12:58:31.046 fill DOWN 5@0.25
12:58:31.046 paper_fill DOWN 5@0.25
12:58:31.501 fill DOWN 5@0.22
12:58:31.502 paper_fill DOWN 5@0.22
12:58:31.693 fill DOWN 5@0.22
12:58:31.693 paper_fill DOWN 5@0.22
12:58:31.727 btc_price_update $77834.47 (diff=50.52)
12:58:31.728 tracker_snapshot
12:58:31.963 fill DOWN 5@0.22
12:58:31.964 paper_fill DOWN 5@0.22
12:58:33.636 fill DOWN 5@0.22
12:58:33.636 paper_fill DOWN 5@0.22
12:58:33.746 btc_price_update $77844.84 (diff=60.89)
12:58:35.455 fill DOWN 5@0.21
12:58:35.455 paper_fill DOWN 5@0.21
12:58:35.758 fill DOWN 5@0.19
12:58:35.758 paper_fill DOWN 5@0.19
12:58:35.761 btc_price_update $77850.23 (diff=66.28)
12:58:35.914 fill DOWN 5@0.19
12:58:35.914 paper_fill DOWN 5@0.19
12:58:36.019 fill DOWN 5@0.19
12:58:36.019 paper_fill DOWN 5@0.19
12:58:36.354 fill DOWN 5@0.19
12:58:36.355 paper_fill DOWN 5@0.19
12:58:36.468 fill DOWN 5@0.19
12:58:36.468 paper_fill DOWN 5@0.19
12:58:36.764 fill DOWN 5@0.16
12:58:36.764 paper_fill DOWN 5@0.16
12:58:37.774 btc_price_update $77850.24 (diff=66.29)
12:58:37.775 tracker_snapshot
12:58:37.968 fill DOWN 5@0.16
12:58:37.968 paper_fill DOWN 5@0.16
12:58:38.478 fill DOWN 5@0.13
12:58:38.479 paper_fill DOWN 5@0.13
12:58:39.197 fill DOWN 5@0.14
12:58:39.197 paper_fill DOWN 5@0.14
12:58:39.326 fill DOWN 5@0.14
12:58:39.327 paper_fill DOWN 5@0.14
12:58:39.791 btc_price_update $77855.69 (diff=71.74)
12:58:41.530 fill DOWN 5@0.17
12:58:41.530 paper_fill DOWN 5@0.17
12:58:41.806 btc_price_update $77863.21 (diff=79.26)
12:58:42.249 fill DOWN 5@0.18
12:58:42.250 paper_fill DOWN 5@0.18
12:58:43.824 btc_price_update $77859.16 (diff=75.21)
12:58:43.825 tracker_snapshot
12:58:43.825 market_snapshot
12:58:43.825 position_snapshot up=95.0 dn=230.0 gpnl=13.2
12:58:43.825 strategy_snapshot state=LOCKED gpnl=13.2 cost=81.8
12:58:45.278 fill DOWN 5@0.19
12:58:45.278 paper_fill DOWN 5@0.19
12:58:45.837 btc_price_update $77852.39 (diff=68.44)
12:58:47.658 fill DOWN 5@0.21
12:58:47.659 paper_fill DOWN 5@0.21
12:58:47.851 btc_price_update $77848.19 (diff=64.24)
12:58:47.963 fill DOWN 5@0.21
12:58:47.964 paper_fill DOWN 5@0.21
12:58:48.290 fill DOWN 5@0.2
12:58:48.290 paper_fill DOWN 5@0.2
12:58:49.393 fill DOWN 5@0.2
12:58:49.393 paper_fill DOWN 5@0.2
12:58:49.865 btc_price_update $77844.9 (diff=60.95)
12:58:49.866 tracker_snapshot
12:58:50.600 fill DOWN 5@0.19
12:58:50.600 paper_fill DOWN 5@0.19
12:58:50.920 fill DOWN 5@0.19
12:58:50.921 paper_fill DOWN 5@0.19
12:58:51.818 fill DOWN 5@0.2
12:58:51.818 paper_fill DOWN 5@0.2
12:58:51.881 btc_price_update $77844.67 (diff=60.72)
12:58:52.435 fill DOWN 5@0.2
12:58:52.435 paper_fill DOWN 5@0.2
12:58:53.283 fill DOWN 5@0.19
12:58:53.283 paper_fill DOWN 5@0.19
12:58:53.896 btc_price_update $77844.72 (diff=60.77)
12:58:54.437 fill DOWN 5@0.19
12:58:54.437 paper_fill DOWN 5@0.19
12:58:55.914 btc_price_update $77845.26 (diff=61.31)
12:58:55.915 tracker_snapshot
12:58:56.050 fill DOWN 5@0.18
12:58:56.050 paper_fill DOWN 5@0.18
12:58:57.935 btc_price_update $77843.19 (diff=59.24)
12:58:58.132 fill DOWN 5@0.18
12:58:58.132 paper_fill DOWN 5@0.18
12:58:59.251 fill DOWN 5@0.17
12:58:59.252 paper_fill DOWN 5@0.17
12:58:59.958 btc_price_update $77841.81 (diff=57.86)
12:59:00.681 fill DOWN 5@0.14
12:59:00.682 paper_fill DOWN 5@0.14
12:59:01.011 fill DOWN 5@0.14
12:59:01.011 paper_fill DOWN 5@0.14
12:59:01.667 fill DOWN 5@0.14
12:59:01.667 paper_fill DOWN 5@0.14
12:59:02.093 btc_price_update $77843.0 (diff=59.05)
12:59:02.095 tracker_snapshot
12:59:04.053 fill DOWN 5@0.16
12:59:04.053 paper_fill DOWN 5@0.16
12:59:04.120 btc_price_update $77844.04 (diff=60.09)
12:59:05.695 fill DOWN 5@0.13
12:59:05.695 paper_fill DOWN 5@0.13
12:59:05.903 fill DOWN 5@0.13
12:59:05.903 paper_fill DOWN 5@0.13
12:59:06.137 btc_price_update $77844.12 (diff=60.17)
12:59:06.585 fill DOWN 5@0.13
12:59:06.585 paper_fill DOWN 5@0.13
12:59:06.946 fill DOWN 5@0.1
12:59:06.948 paper_fill DOWN 5@0.1
12:59:07.302 fill DOWN 5@0.1
12:59:07.302 paper_fill DOWN 5@0.1
12:59:07.464 fill DOWN 5@0.1
12:59:07.464 paper_fill DOWN 5@0.1
12:59:07.980 fill DOWN 5@0.1
12:59:07.980 paper_fill DOWN 5@0.1
12:59:08.150 btc_price_update $77850.09 (diff=66.14)
12:59:08.153 tracker_snapshot
12:59:08.422 fill DOWN 5@0.08
12:59:08.422 paper_fill DOWN 5@0.08
12:59:10.175 btc_price_update $77860.49 (diff=76.54)
12:59:10.315 fill DOWN 5@0.08
12:59:10.315 paper_fill DOWN 5@0.08
12:59:11.591 fill DOWN 5@0.07
12:59:11.592 paper_fill DOWN 5@0.07
12:59:12.189 btc_price_update $77861.49 (diff=77.54)
12:59:14.205 btc_price_update $77860.68 (diff=76.73)
12:59:14.206 tracker_snapshot
12:59:14.207 market_snapshot
12:59:14.207 position_snapshot up=95.0 dn=370.0 gpnl=-8.3
12:59:14.207 strategy_snapshot state=LOCKED gpnl=-8.3 cost=103.3
12:59:15.310 fill DOWN 5@0.06
12:59:15.310 paper_fill DOWN 5@0.06
12:59:16.222 btc_price_update $77859.16 (diff=75.21)
12:59:16.375 fill DOWN 5@0.06
12:59:16.376 paper_fill DOWN 5@0.06
12:59:17.808 fill DOWN 5@0.06
12:59:17.808 paper_fill DOWN 5@0.06
12:59:18.160 fill DOWN 5@0.05
12:59:18.160 paper_fill DOWN 5@0.05
12:59:18.240 btc_price_update $77859.17 (diff=75.22)
12:59:19.043 fill DOWN 5@0.05
12:59:19.043 paper_fill DOWN 5@0.05
12:59:20.262 btc_price_update $77858.64 (diff=74.69)
12:59:20.263 tracker_snapshot
12:59:22.096 fill DOWN 5@0.06
12:59:22.097 paper_fill DOWN 5@0.06
12:59:22.279 btc_price_update $77859.1 (diff=75.15)
12:59:24.297 btc_price_update $77858.55 (diff=74.6)
12:59:26.314 btc_price_update $77858.54 (diff=74.59)
12:59:26.315 tracker_snapshot
12:59:26.447 fill DOWN 5@0.05
12:59:26.448 paper_fill DOWN 5@0.05
12:59:28.330 btc_price_update $77858.5 (diff=74.55)
12:59:29.443 fill DOWN 5@0.06
12:59:29.443 paper_fill DOWN 5@0.06
12:59:30.349 btc_price_update $77858.32 (diff=74.37)
12:59:31.060 fill DOWN 5@0.05
12:59:31.061 paper_fill DOWN 5@0.05
12:59:31.608 fill DOWN 5@0.05
12:59:31.608 paper_fill DOWN 5@0.05
12:59:32.363 btc_price_update $77857.84 (diff=73.89)
12:59:32.364 tracker_snapshot
12:59:33.887 fill DOWN 5@0.06
12:59:33.888 paper_fill DOWN 5@0.06
12:59:34.381 btc_price_update $77852.48 (diff=68.53)
12:59:35.091 fill DOWN 5@0.05
12:59:35.091 paper_fill DOWN 5@0.05
12:59:36.394 btc_price_update $77847.03 (diff=63.08)
12:59:38.411 btc_price_update $77848.13 (diff=64.18)
12:59:38.412 tracker_snapshot
12:59:39.412 fill DOWN 5@0.05
12:59:39.412 paper_fill DOWN 5@0.05
12:59:40.429 btc_price_update $77856.94 (diff=72.99)
12:59:41.641 fill DOWN 5@0.05
12:59:41.641 paper_fill DOWN 5@0.05
12:59:42.405 fill DOWN 5@0.05
12:59:42.407 paper_fill DOWN 5@0.05
12:59:42.446 btc_price_update $77859.69 (diff=75.74)
12:59:42.991 fill DOWN 5@0.05
12:59:42.991 paper_fill DOWN 5@0.05
12:59:43.507 fill DOWN 5@0.05
12:59:43.507 paper_fill DOWN 5@0.05
12:59:44.461 btc_price_update $77861.33 (diff=77.38)
12:59:44.462 tracker_snapshot
12:59:44.462 market_snapshot
12:59:44.462 position_snapshot up=95.0 dn=455.0 gpnl=-12.85
12:59:44.462 strategy_snapshot state=LOCKED gpnl=-12.85 cost=107.85
12:59:46.479 btc_price_update $77867.68 (diff=83.73)
12:59:48.496 btc_price_update $77872.07 (diff=88.12)
12:59:50.511 btc_price_update $77874.24 (diff=90.29)
12:59:50.511 tracker_snapshot
12:59:52.526 btc_price_update $77878.82 (diff=94.87)
12:59:54.541 btc_price_update $77882.8 (diff=98.85)
12:59:56.559 btc_price_update $77884.59 (diff=100.64)
12:59:56.559 tracker_snapshot
12:59:58.577 btc_price_update $77884.59 (diff=100.64)
13:00:03.731 market_snapshot
13:00:03.731 position_snapshot up=95.0 dn=455.0 gpnl=-12.85
13:00:03.731 strategy_snapshot state=LOCKED gpnl=-12.85 cost=107.85
13:00:03.732 window_end