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a guest Feb 27th, 2020 73 Never
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  1. Market Maker v0.5
  2.  
  3. ┌───────────────────┬───────────────────┬───────────────────┬───────────────┬────────────────┬───────────────────────────┬──────────────────────┐
  4. │ ɢƱҊƁǾŁ RT Edition │ Version           │ Round             │ Exchange      │ Pair           │ Strategy                  │ Timestamp            │
  5. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  6. │                   │ GBRT 16.9.9.8     │ 28608             │ krakenFutures │ XBT-USD        │ market_maker/market_maker │ 2020/02/27 11:14:43  │
  7. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  8. │ Asks              │  Highest Ask      │ First Ask         │ Second Ask    │ Third Ask      │ Fourth Ask                │ Fifth Ask            │
  9. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  10. │                   │ 8768              │ 8771.5            │ 8772.5        │ 8772.5         │ 8773                      │ 8774                 │
  11. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  12. │ Bids              │  Lowest Bid       │ First Bid         │ Second Bid    │ Third Bid      │ Fourth Bid                │ Fifth Bid            │
  13. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  14. │                   │ 8767.5            │ 8767              │ 8766          │ 8765.5         │ 8764.5                    │ 8764                 │
  15. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  16. │ Positions         │ Ask orders        │ ✗                 │ ✗             │ ✗              │ ✗                         │ ✗                    │
  17. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  18. │                   │ Bid orders        │ ✗                 │ ✗             │ ✗              │ ✗                         │ ✗                    │
  19. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  20. │                   │ Unrealized PNL    │ Avg Entry Price   │ Contracts     │ Last Price     │ Wallet Balance            │ Available Margin     │
  21. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  22. │                   │ -576.3%           │ 9303.669846703828 │ 37            │ 8767.5         │ 0.00789561207             │ 0.007811221478410549 │
  23. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  24. │                   │ ROE               │ Invested Ratio    │ Capital Risk  │ Realized PNL   │                           │                      │
  25. ├───────────────────┼───────────────────┼───────────────────┼───────────────┼────────────────┼───────────────────────────┼──────────────────────┤
  26. │                   │ -579.379571195361 │ 0.989             │ 1.00          │ -2.4260428e-12 │                           │                      │
  27. └───────────────────┴───────────────────┴───────────────────┴───────────────┴────────────────┴───────────────────────────┴──────────────────────┘
  28.  
  29. ************************************************************************************************
  30.  
  31. BEGIN ROE TRAILING LOGS FOR LONG POSITION
  32.  
  33. ************************************************************************************************
  34.  
  35. ------------------------------------------------------------------------------------------------
  36.  
  37. 2020/02/27 11:14:43: ROE TrailingBuy limit -492.4726355160568
  38.  
  39. ------------------------------------------------------------------------------------------------
  40.  
  41. 2020/02/27 11:14:43: Actual ROE         -579.379571195361   |  ROE Target:   -492.4726355160568
  42.  
  43. ------------------------------------------------------------------------------------------------
  44.  
  45. 2020/02/27 11:14:43: ROE Stop limit     -666.2865068746651
  46.  
  47. ------------------------------------------------------------------------------------------------
  48.  
  49. ROE is not in TrailMe range
  50.  
  51.  
  52. ROE TrailingBuy limit is -492.4726355160568
  53.  
  54. ------------------------------------------------------------------------------------------------
  55.  
  56.  
  57. ROE Stop limit is -666.2865068746651
  58.  
  59. ------------------------------------------------------------------------------------------------
  60. ************************************************************************************************
  61. SR count - LONG: 0 - SHORT: 0
  62. ************************************************************************************************
  63. post PI_XBTUSD sell 2 9304 null Gunbot_kj9th4cn09ypbv32t8m7e
  64. { name: 'sendOrder(): ',
  65.   body: '{"result":"success","sendStatus":{"order_id":"7399e0f0-a393-4f74-9ad7-28e91ae0804b","cliOrdId":"Gunbot_kj9th4cn09ypbv32t8m7e","status":"placed","receivedTime":"2020-02-27T10:14:43.394Z","orderEvents":[{"order":{"orderId":"7399e0f0-a393-4f74-9ad7-28e91ae0804b","cliOrdId":"Gunbot_kj9th4cn09ypbv32t8m7e","type":"post","symbol":"pi_xbtusd","side":"sell","quantity":2,"filled":0,"limitPrice":9304,"reduceOnly":false,"timestamp":"2020-02-27T10:14:43.394Z","lastUpdateTimestamp":"2020-02-27T10:14:43.394Z"},"reducedQuantity":null,"type":"PLACE"}]},"serverTime":"2020-02-27T10:14:43.395Z"}' }
  66. { name: 'sendOrder(): ',
  67.   body: '{"result":"success","sendStatus":{"order_id":"7399e0f0-a393-4f74-9ad7-28e91ae0804b","cliOrdId":"Gunbot_kj9th4cn09ypbv32t8m7e","status":"placed","receivedTime":"2020-02-27T10:14:43.394Z","orderEvents":[{"order":{"orderId":"7399e0f0-a393-4f74-9ad7-28e91ae0804b","cliOrdId":"Gunbot_kj9th4cn09ypbv32t8m7e","type":"post","symbol":"pi_xbtusd","side":"sell","quantity":2,"filled":0,"limitPrice":9304,"reduceOnly":false,"timestamp":"2020-02-27T10:14:43.394Z","lastUpdateTimestamp":"2020-02-27T10:14:43.394Z"},"reducedQuantity":null,"type":"PLACE"}]},"serverTime":"2020-02-27T10:14:43.395Z"}' }
  68.  
  69. 1403
  70.  
  71. ************************************************************************************************
  72.  
  73. Strategy market_maker/market_maker for XBT-USD on krakenFutures -| Selling 2 of XBT-USD at rate 8767.5
  74.  
  75. ************************************************************************************************
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