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  1. XBT-USD@bitmex start strategies attempts
  2.  
  3. XBT-USD@bitmex refusing tests
  4.  
  5. XBT-USD@bitmex skipping smacross
  6.  
  7. XBT-USD@bitmex refusing MACD
  8.  
  9. XBT-USD@bitmex quote amount calculated
  10.  
  11. XBT-USD@bitmex no unfilled sell orders
  12.  
  13. XBT-USD@bitmex no unfilled buy orders
  14. Market Maker v0.5
  15.  
  16. ┌───────────────────┬─────────────────────┬─────────────────┬───────────────┬──────────────┬───────────────────────────┬─────────────────────┐
  17. │ ɢƱͶɮøŦ RT Edition │ Version             │ Round           │ Exchange      │ Pair         │ Strategy                  │ Timestamp           │
  18. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  19. │                   │ GBRT 16.9.9.2       │ 14122           │ bitmex        │ XBT-USD      │ market_maker/market_maker │ 2020/02/27 11:43:41 │
  20. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  21. │ Asks              │  Highest Ask        │ First Ask       │ Second Ask    │ Third Ask    │ Fourth Ask                │ Fifth Ask           │
  22. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  23. │                   │ 8802                │ 8802.5          │ 8803.5        │ 8803.5       │ 8804                      │ 8804.5              │
  24. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  25. │ Bids              │  Lowest Bid         │ First Bid       │ Second Bid    │ Third Bid    │ Fourth Bid                │ Fifth Bid           │
  26. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  27. │                   │ 8801.5              │ 8801            │ 8800.5        │ 8800         │ 8799.5                    │ 8799                │
  28. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  29. │ Positions         │ Ask orders          │ ✗               │ ✗             │ ✗            │ ✗                         │ ✗                   │
  30. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  31. │                   │ Bid orders          │ ✗               │ ✗             │ ✗            │ ✗                         │ ✗                   │
  32. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  33. │                   │ Unrealized PNL      │ Avg Entry Price │ Contracts     │ Last Price   │ Wallet Balance            │ Available Margin    │
  34. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  35. │                   │ -472.4%             │ 9237.8753       │ 406           │ 8801.5       │ 0.06548579                │ 0.06284613          │
  36. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  37. │                   │ ROE                 │ Invested Ratio  │ Capital Risk  │ Realized PNL │                           │                     │
  38. ├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
  39. │                   │ -472.37626167133897 │ 0.960           │ 1.00          │ -0.00216516  │                           │                     │
  40. └───────────────────┴─────────────────────┴─────────────────┴───────────────┴──────────────┴───────────────────────────┴─────────────────────┘
  41.  
  42. ************************************************************************************************
  43.  
  44. BEGIN ROE TRAILING LOGS FOR LONG POSITION
  45.  
  46. ************************************************************************************************
  47.  
  48. ------------------------------------------------------------------------------------------------
  49.  
  50. 2020/02/27 11:43:41: ROE TrailingBuy limit -330.6633831699373
  51.  
  52. ------------------------------------------------------------------------------------------------
  53.  
  54. 2020/02/27 11:43:41: Actual ROE         -472.37626167133897   |  ROE Target:   -330.6633831699373
  55.  
  56. ------------------------------------------------------------------------------------------------
  57.  
  58. 2020/02/27 11:43:41: ROE Stop limit     -614.0891401727407
  59.  
  60. ------------------------------------------------------------------------------------------------
  61.  
  62. ROE is not in TrailMe range
  63.  
  64.  
  65. ROE TrailingBuy limit is -330.6633831699373
  66.  
  67. ------------------------------------------------------------------------------------------------
  68.  
  69.  
  70. ROE Stop limit is -614.0891401727407
  71.  
  72. ------------------------------------------------------------------------------------------------
  73. ************************************************************************************************
  74. SR count - LONG: 0 - SHORT: 0
  75. ************************************************************************************************
  76.  
  77. entering normal sell trade
  78. Original price: 9238.5
  79. Original volume: 4
  80. Sell Order Opts: { symbol: 'XBTUSD',
  81.   side: 'Sell',
  82.   price: 9238.5,
  83.   orderQty: 4,
  84.   ordType: 'Limit',
  85.   timeInForce: 'GoodTillCancel',
  86.   execInst: 'ParticipateDoNotInitiate' }
  87. { orderID: '38b5cdd0-8e2f-223c-26e2-bb3fef1c9f75',
  88.   clOrdID: '',
  89.   clOrdLinkID: '',
  90.   account: 1418008,
  91.   symbol: 'XBTUSD',
  92.   side: 'Sell',
  93.   simpleOrderQty: null,
  94.   orderQty: 4,
  95.   price: 9238.5,
  96.   displayQty: null,
  97.   stopPx: null,
  98.   pegOffsetValue: null,
  99.   pegPriceType: '',
  100.   currency: 'USD',
  101.   settlCurrency: 'XBt',
  102.   ordType: 'Limit',
  103.   timeInForce: 'GoodTillCancel',
  104.   execInst: 'ParticipateDoNotInitiate',
  105.   contingencyType: '',
  106.   exDestination: 'XBME',
  107.   ordStatus: 'New',
  108.   triggered: '',
  109.   workingIndicator: true,
  110.   ordRejReason: '',
  111.   simpleLeavesQty: null,
  112.   leavesQty: 4,
  113.   simpleCumQty: null,
  114.   cumQty: 0,
  115.   avgPx: null,
  116.   multiLegReportingType: 'SingleSecurity',
  117.   text: 'Submitted via API.',
  118.   transactTime: '2020-02-27T10:43:41.665Z',
  119.   timestamp: '2020-02-27T10:43:41.665Z' }
  120.  
  121. 1403
  122.  
  123. ************************************************************************************************
  124.  
  125. Strategy market_maker/market_maker for XBT-USD on bitmex -| Selling 4 of XBT-USD at rate 8801.5
  126.  
  127. ************************************************************************************************
  128. 2020-02-27 11:43:44 Running job Change Delay - Ready for Profit for active pairs: XBT-USD
  129. 2020-02-27 11:43:44 Scan completed for job Change Delay - Ready for Profit. No pairs passed all filters.
  130. 2020-02-27 11:43:45 Running job Set_var - prepare Profit taking - 20 ROE for active pairs: XBT-USD
  131. 2020-02-27 11:43:45 Scan completed for job Set_var - prepare Profit taking - 20 ROE. No pairs passed all filters.
  132. 2020-02-27 11:43:45 Autoconfig job Set_var - prepare Profit taking - 20 ROE successfully completed! There were no changes to write to config.
  133. 2020-02-27 11:43:45 Running job Set_var - prepare Profit taking - 30 ROE for active pairs: XBT-USD
  134. 2020-02-27 11:43:45 Scan completed for job Set_var - prepare Profit taking - 30 ROE. No pairs passed all filters.
  135. 2020-02-27 11:43:45 Autoconfig job Set_var - prepare Profit taking - 30 ROE successfully completed! There were no changes to write to config.
  136. 2020-02-27 11:43:50 Running job set_var - No Position for active pairs: XBT-USD
  137. 2020-02-27 11:43:50 Scan completed for job set_var - No Position. No pairs passed all filters.
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