SHARE
TWEET

bitmex test2

a guest Oct 18th, 2019 911 Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
  1. 20191018 12:23:32.217(UTC) INFO: Font registration result: true,true
  2. 20191018 12:23:32.376(UTC) INFO: diagnostics logs archive size = 0
  3. 20191018 12:23:32.481(UTC) INFO: Running inside x64 process
  4. 20191018 12:23:32.946(UTC) INFO: Process memory usage: PrivateBytes=428216320
  5. 20191018 12:23:35.071(UTC) WARN: File version 7, fileLengthMetadataValue = 0, will not read end of file
  6. 20191018 12:23:35.339(UTC) WARN: File C:\Bookmap\Data library\ETH_BTC%0000AUTO%0000AUTO@EXT%003Abf2c6pe%00001.0E-5%00001000.0%00001571320800000000000%00009223372036854775807%00005.bml reading stopped due to possible corruption of data, 1037824 / 1039452
  7. 20191018 12:23:36.452(UTC) WARN: Failed to check entry point org/glassfish/tyrus/core/OsgiRegistry.class
  8. java.lang.RuntimeException: java.lang.NoClassDefFoundError: org/osgi/framework/SynchronousBundleListener
  9.     at velox.bookmap.bo.a(SourceFile:161)
  10.     at velox.bookmap.bn.a(SourceFile:82)
  11.     at velox.bookmap.bn.b(SourceFile:159)
  12.     at velox.ib.Main.b(SourceFile:2282)
  13.     at java.lang.Thread.run(Thread.java:745)
  14. Caused by: java.lang.NoClassDefFoundError: org/osgi/framework/SynchronousBundleListener
  15.     at java.lang.ClassLoader.defineClass1(Native Method)
  16.     at java.lang.ClassLoader.defineClass(ClassLoader.java:763)
  17.     at java.security.SecureClassLoader.defineClass(SecureClassLoader.java:142)
  18.     at java.net.URLClassLoader.defineClass(URLClassLoader.java:467)
  19.     at java.net.URLClassLoader.access$100(URLClassLoader.java:73)
  20.     at java.net.URLClassLoader$1.run(URLClassLoader.java:368)
  21.     at java.net.URLClassLoader$1.run(URLClassLoader.java:362)
  22.     at java.security.AccessController.doPrivileged(Native Method)
  23.     at java.net.URLClassLoader.findClass(URLClassLoader.java:361)
  24.     at java.lang.ClassLoader.loadClass(ClassLoader.java:424)
  25.     at java.lang.ClassLoader.loadClass(ClassLoader.java:357)
  26.     at java.lang.Class.forName0(Native Method)
  27.     at java.lang.Class.forName(Class.java:348)
  28.     at velox.bookmap.bo.a(SourceFile:147)
  29.     ... 4 more
  30. Caused by: java.lang.ClassNotFoundException: org.osgi.framework.SynchronousBundleListener
  31.     at java.net.URLClassLoader.findClass(URLClassLoader.java:381)
  32.     at java.lang.ClassLoader.loadClass(ClassLoader.java:424)
  33.     at java.lang.ClassLoader.loadClass(ClassLoader.java:357)
  34.     ... 18 more
  35. 20191018 12:23:36.791(UTC) WARN: Failed to check entry point module-info.class
  36. java.lang.RuntimeException: java.lang.UnsupportedClassVersionError: module-info has been compiled by a more recent version of the Java Runtime (class file version 53.0), this version of the Java Runtime only recognizes class file versions up to 52.0
  37.     at velox.bookmap.bo.a(SourceFile:161)
  38.     at velox.bookmap.bn.a(SourceFile:82)
  39.     at velox.bookmap.bn.b(SourceFile:159)
  40.     at velox.ib.Main.b(SourceFile:2282)
  41.     at java.lang.Thread.run(Thread.java:745)
  42. Caused by: java.lang.UnsupportedClassVersionError: module-info has been compiled by a more recent version of the Java Runtime (class file version 53.0), this version of the Java Runtime only recognizes class file versions up to 52.0
  43.     at java.lang.ClassLoader.defineClass1(Native Method)
  44.     at java.lang.ClassLoader.defineClass(ClassLoader.java:763)
  45.     at java.security.SecureClassLoader.defineClass(SecureClassLoader.java:142)
  46.     at java.net.URLClassLoader.defineClass(URLClassLoader.java:467)
  47.     at java.net.URLClassLoader.access$100(URLClassLoader.java:73)
  48.     at java.net.URLClassLoader$1.run(URLClassLoader.java:368)
  49.     at java.net.URLClassLoader$1.run(URLClassLoader.java:362)
  50.     at java.security.AccessController.doPrivileged(Native Method)
  51.     at java.net.URLClassLoader.findClass(URLClassLoader.java:361)
  52.     at java.lang.ClassLoader.loadClass(ClassLoader.java:424)
  53.     at sun.misc.Launcher$AppClassLoader.loadClass(Launcher.java:331)
  54.     at java.lang.ClassLoader.loadClass(ClassLoader.java:411)
  55.     at java.lang.ClassLoader.loadClass(ClassLoader.java:357)
  56.     at java.lang.Class.forName0(Native Method)
  57.     at java.lang.Class.forName(Class.java:348)
  58.     at velox.bookmap.bo.a(SourceFile:147)
  59.     ... 4 more
  60. 20191018 12:23:36.808(UTC) WARN: Failed to check entry point org/glassfish/json/JsonParserImpl$4.class
  61. java.lang.RuntimeException: java.lang.IllegalAccessError: tried to access class org.glassfish.json.JsonTokenizer$JsonToken from class org.glassfish.json.JsonParserImpl$4
  62.     at velox.bookmap.bo.a(SourceFile:161)
  63.     at velox.bookmap.bn.a(SourceFile:82)
  64.     at velox.bookmap.bn.b(SourceFile:159)
  65.     at velox.ib.Main.b(SourceFile:2282)
  66.     at java.lang.Thread.run(Thread.java:745)
  67. Caused by: java.lang.IllegalAccessError: tried to access class org.glassfish.json.JsonTokenizer$JsonToken from class org.glassfish.json.JsonParserImpl$4
  68.     at org.glassfish.json.JsonParserImpl$4.<clinit>(JsonParserImpl.java:521)
  69.     at java.lang.Class.forName0(Native Method)
  70.     at java.lang.Class.forName(Class.java:348)
  71.     at velox.bookmap.bo.a(SourceFile:147)
  72.     ... 4 more
  73. 20191018 12:23:38.116(UTC) INFO: Loaded 3 external live modules
  74. 20191018 12:23:40.755(UTC) INFO: login online
  75. 20191018 12:23:42.888(UTC) INFO: login online: set 100
  76. 20191018 12:23:42.888(UTC) INFO: Activation result = OK
  77. 20191018 12:23:43.195(UTC) INFO: Activation: fields 100
  78. 20191018 12:23:43.197(UTC) INFO: Accepted: 9 true
  79. 20191018 12:23:43.531(UTC) WARN: Failed to check entry point org/glassfish/tyrus/core/OsgiRegistry.class
  80. java.lang.RuntimeException: java.lang.NoClassDefFoundError: org/osgi/framework/SynchronousBundleListener
  81.     at velox.bookmap.bo.a(SourceFile:161)
  82.     at velox.bookmap.bn.a(SourceFile:82)
  83.     at velox.bookmap.bn.a(SourceFile:140)
  84.     at velox.ib.Main.b(SourceFile:2292)
  85.     at java.lang.Thread.run(Thread.java:745)
  86. Caused by: java.lang.NoClassDefFoundError: org/osgi/framework/SynchronousBundleListener
  87.     at java.lang.ClassLoader.defineClass1(Native Method)
  88.     at java.lang.ClassLoader.defineClass(ClassLoader.java:763)
  89.     at java.security.SecureClassLoader.defineClass(SecureClassLoader.java:142)
  90.     at java.net.URLClassLoader.defineClass(URLClassLoader.java:467)
  91.     at java.net.URLClassLoader.access$100(URLClassLoader.java:73)
  92.     at java.net.URLClassLoader$1.run(URLClassLoader.java:368)
  93.     at java.net.URLClassLoader$1.run(URLClassLoader.java:362)
  94.     at java.security.AccessController.doPrivileged(Native Method)
  95.     at java.net.URLClassLoader.findClass(URLClassLoader.java:361)
  96.     at java.lang.ClassLoader.loadClass(ClassLoader.java:424)
  97.     at java.lang.ClassLoader.loadClass(ClassLoader.java:357)
  98.     at java.lang.Class.forName0(Native Method)
  99.     at java.lang.Class.forName(Class.java:348)
  100.     at velox.bookmap.bo.a(SourceFile:147)
  101.     ... 4 more
  102. Caused by: java.lang.ClassNotFoundException: org.osgi.framework.SynchronousBundleListener
  103.     at java.net.URLClassLoader.findClass(URLClassLoader.java:381)
  104.     at java.lang.ClassLoader.loadClass(ClassLoader.java:424)
  105.     at java.lang.ClassLoader.loadClass(ClassLoader.java:357)
  106.     ... 18 more
  107. 20191018 12:23:43.731(UTC) WARN: Failed to check entry point module-info.class
  108. java.lang.RuntimeException: java.lang.UnsupportedClassVersionError: module-info has been compiled by a more recent version of the Java Runtime (class file version 53.0), this version of the Java Runtime only recognizes class file versions up to 52.0
  109.     at velox.bookmap.bo.a(SourceFile:161)
  110.     at velox.bookmap.bn.a(SourceFile:82)
  111.     at velox.bookmap.bn.a(SourceFile:140)
  112.     at velox.ib.Main.b(SourceFile:2292)
  113.     at java.lang.Thread.run(Thread.java:745)
  114. Caused by: java.lang.UnsupportedClassVersionError: module-info has been compiled by a more recent version of the Java Runtime (class file version 53.0), this version of the Java Runtime only recognizes class file versions up to 52.0
  115.     at java.lang.ClassLoader.defineClass1(Native Method)
  116.     at java.lang.ClassLoader.defineClass(ClassLoader.java:763)
  117.     at java.security.SecureClassLoader.defineClass(SecureClassLoader.java:142)
  118.     at java.net.URLClassLoader.defineClass(URLClassLoader.java:467)
  119.     at java.net.URLClassLoader.access$100(URLClassLoader.java:73)
  120.     at java.net.URLClassLoader$1.run(URLClassLoader.java:368)
  121.     at java.net.URLClassLoader$1.run(URLClassLoader.java:362)
  122.     at java.security.AccessController.doPrivileged(Native Method)
  123.     at java.net.URLClassLoader.findClass(URLClassLoader.java:361)
  124.     at java.lang.ClassLoader.loadClass(ClassLoader.java:424)
  125.     at sun.misc.Launcher$AppClassLoader.loadClass(Launcher.java:331)
  126.     at java.lang.ClassLoader.loadClass(ClassLoader.java:411)
  127.     at java.lang.ClassLoader.loadClass(ClassLoader.java:357)
  128.     at java.lang.Class.forName0(Native Method)
  129.     at java.lang.Class.forName(Class.java:348)
  130.     at velox.bookmap.bo.a(SourceFile:147)
  131.     ... 4 more
  132. 20191018 12:23:43.736(UTC) WARN: Failed to check entry point org/glassfish/json/JsonParserImpl$4.class
  133. java.lang.RuntimeException: java.lang.IllegalAccessError: tried to access class org.glassfish.json.JsonTokenizer$JsonToken from class org.glassfish.json.JsonParserImpl$4
  134.     at velox.bookmap.bo.a(SourceFile:161)
  135.     at velox.bookmap.bn.a(SourceFile:82)
  136.     at velox.bookmap.bn.a(SourceFile:140)
  137.     at velox.ib.Main.b(SourceFile:2292)
  138.     at java.lang.Thread.run(Thread.java:745)
  139. Caused by: java.lang.IllegalAccessError: tried to access class org.glassfish.json.JsonTokenizer$JsonToken from class org.glassfish.json.JsonParserImpl$4
  140.     at org.glassfish.json.JsonParserImpl$4.<clinit>(JsonParserImpl.java:521)
  141.     at java.lang.Class.forName0(Native Method)
  142.     at java.lang.Class.forName(Class.java:348)
  143.     at velox.bookmap.bo.a(SourceFile:147)
  144.     ... 4 more
  145. 20191018 12:23:43.767(UTC) INFO: Loaded 0/0 external replay modules
  146. 20191018 12:23:43.859(UTC) INFO: Laucher options: console = 0
  147. 20191018 12:23:43.860(UTC) INFO: Laucher options: xmx = 2560
  148. 20191018 12:23:44.117(UTC) INFO: Check if version blocked, v 7.0.0 build:82, beta: true, branding BM, isS5: false
  149. 20191018 12:23:46.694(UTC) INFO: Logging in, use_separate_replay_license=false
  150. 20191018 12:23:46.701(UTC) INFO: login online
  151. 20191018 12:23:47.029(UTC) INFO: login online: set 100
  152. 20191018 12:23:47.524(UTC) INFO: Recorder layer created, true false
  153. 20191018 12:23:51.505(UTC) INFO: type: multiplatform
  154. 20191018 12:23:51.514(UTC) INFO: [LOG] Working directory: C:\Bookmap\Config
  155. 20191018 12:23:51.515(UTC) INFO: [LOG] Log Level: 3
  156. 20191018 12:23:51.515(UTC) INFO: [LOG] common filename: C:\Bookmap\Logs\log_20191018_122330_975-common.txt
  157. 20191018 12:23:51.516(UTC) INFO: [LOG] trading filename: C:\Bookmap\Logs\log_20191018_122330_976-trading.txt
  158. 20191018 12:23:51.516(UTC) INFO: [VERSION] 7.0.0 build:82
  159. 20191018 12:23:52.651(UTC) INFO: Loading strategy/indicator velox.api.layer1.layers.Layer1ApiCvdIndicator velox.api.layer1.layers.Layer1ApiCvdIndicator addToLayers: false
  160. 20191018 12:23:52.681(UTC) INFO: Loading strategy/indicator velox.api.layer1.layers.Layer1ApiIcebergDisplayer velox.api.layer1.layers.Layer1ApiIcebergDisplayer addToLayers: false
  161. 20191018 12:23:52.687(UTC) INFO: Loading strategy/indicator velox.api.layer1.layers.Layer1ApiLargeTradesAlerter velox.api.layer1.layers.Layer1ApiLargeTradesAlerter addToLayers: false
  162. 20191018 12:23:52.690(UTC) INFO: Loading strategy/indicator velox.api.layer1.layers.tradinghelper.Layer1ApiHelperChaseStrategy velox.api.layer1.layers.tradinghelper.Layer1ApiHelperChaseStrategy addToLayers: false
  163. 20191018 12:23:52.695(UTC) INFO: Loading strategy/indicator velox.api.layer1.layers.tradinghelper.Layer1ApiHelperEscapeStrategy velox.api.layer1.layers.tradinghelper.Layer1ApiHelperEscapeStrategy addToLayers: false
  164. 20191018 12:23:52.697(UTC) INFO: Loading strategy/indicator velox.api.layer1.layers.tradinghelper.Layer1ApiHelperExecuteStrategy velox.api.layer1.layers.tradinghelper.Layer1ApiHelperExecuteStrategy addToLayers: false
  165. 20191018 12:23:52.698(UTC) INFO: Loading strategy/indicator velox.api.layer1.correlationtracker.StrategyCorrelationTracker velox.api.layer1.correlationtracker.StrategyCorrelationTracker addToLayers: false
  166. 20191018 12:23:52.702(UTC) INFO: Loading strategy/indicator velox.api.layer1.layers.absorption.Layer1ApiAbsorptionIndicator velox.api.layer1.layers.absorption.Layer1ApiAbsorptionIndicator addToLayers: false
  167. 20191018 12:23:52.705(UTC) INFO: Not allowed by license: You need a separate non-expired license to use velox.api.layer1.layers.absorption.Layer1ApiAbsorptionIndicator strategy.
  168. To get one contact support@bookmap.com
  169. 20191018 12:23:52.705(UTC) INFO: Loading strategy/indicator velox.api.layer1.layers.theoreticalaverage.Layer1ApiTheoreticalAveragePrice velox.api.layer1.layers.theoreticalaverage.Layer1ApiTheoreticalAveragePrice addToLayers: false
  170. 20191018 12:23:52.706(UTC) INFO: Not allowed by license: You need a separate non-expired license to use velox.api.layer1.layers.theoreticalaverage.Layer1ApiTheoreticalAveragePrice strategy.
  171. To get one contact support@bookmap.com
  172. 20191018 12:23:52.709(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.Layer1ApiCvdIndicator velox.api.layer1.layers.Layer1ApiCvdIndicator addToLayers: false
  173. 20191018 12:23:52.710(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.Layer1ApiIcebergDisplayer velox.api.layer1.layers.Layer1ApiIcebergDisplayer addToLayers: false
  174. 20191018 12:23:52.710(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.Layer1ApiLargeTradesAlerter velox.api.layer1.layers.Layer1ApiLargeTradesAlerter addToLayers: false
  175. 20191018 12:23:52.711(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.tradinghelper.Layer1ApiHelperChaseStrategy velox.api.layer1.layers.tradinghelper.Layer1ApiHelperChaseStrategy addToLayers: false
  176. 20191018 12:23:52.711(UTC) INFO: Not allowed in this mode: Strategy velox.api.layer1.layers.tradinghelper.Layer1ApiHelperChaseStrategy can not be loaded to real trading mode
  177. 20191018 12:23:52.711(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.tradinghelper.Layer1ApiHelperEscapeStrategy velox.api.layer1.layers.tradinghelper.Layer1ApiHelperEscapeStrategy addToLayers: false
  178. 20191018 12:23:52.711(UTC) INFO: Not allowed in this mode: Strategy velox.api.layer1.layers.tradinghelper.Layer1ApiHelperEscapeStrategy can not be loaded to real trading mode
  179. 20191018 12:23:52.712(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.tradinghelper.Layer1ApiHelperExecuteStrategy velox.api.layer1.layers.tradinghelper.Layer1ApiHelperExecuteStrategy addToLayers: false
  180. 20191018 12:23:52.712(UTC) INFO: Not allowed in this mode: Strategy velox.api.layer1.layers.tradinghelper.Layer1ApiHelperExecuteStrategy can not be loaded to real trading mode
  181. 20191018 12:23:52.712(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.correlationtracker.StrategyCorrelationTracker velox.api.layer1.correlationtracker.StrategyCorrelationTracker addToLayers: false
  182. 20191018 12:23:53.108(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.Layer1ApiLargeTradesAlerter velox.api.layer1.layers.Layer1ApiLargeTradesAlerter addToLayers: true
  183. 20191018 12:23:53.116(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.Layer1ApiCvdIndicator velox.api.layer1.layers.Layer1ApiCvdIndicator addToLayers: true
  184. 20191018 12:23:53.118(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.correlationtracker.StrategyCorrelationTracker velox.api.layer1.correlationtracker.StrategyCorrelationTracker addToLayers: true
  185. 20191018 12:23:53.119(UTC) INFO: Loading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.Layer1ApiIcebergDisplayer velox.api.layer1.layers.Layer1ApiIcebergDisplayer addToLayers: true
  186. 20191018 12:23:53.166(UTC) INFO: [PLATFORM] Multiplatform
  187. 20191018 12:23:53.166(UTC) INFO: [LIVE] true
  188. 20191018 12:23:53.166(UTC) INFO: [REAL TRADING] true
  189. 20191018 12:23:53.167(UTC) INFO: [DATA RECORDING] true
  190. 20191018 12:23:53.167(UTC) INFO: [ORDERS RECORDING] false
  191. 20191018 12:23:53.167(UTC) INFO: [WORKING DIR] C:\Bookmap\Config
  192. 20191018 12:23:53.379(UTC) INFO: Start reading catchup data for custom.velox.api.layer1.layers.Layer1ApiUserIndicatorsConverterLayer#velox.api.layer1.messages.Layer1ApiUserMessageAddStrategyUpdateGenerator
  193. 20191018 12:23:53.382(UTC) INFO: Stop events flow. Creating CountDownLatch with 1, reason = generating for custom.velox.api.layer1.layers.Layer1ApiUserIndicatorsConverterLayer#velox.api.layer1.messages.Layer1ApiUserMessageAddStrategyUpdateGenerator
  194. 20191018 12:23:53.384(UTC) INFO: Data block: true
  195. 20191018 12:23:53.385(UTC) INFO: CountDownLatch await ended, reason = generating for custom.velox.api.layer1.layers.Layer1ApiUserIndicatorsConverterLayer#velox.api.layer1.messages.Layer1ApiUserMessageAddStrategyUpdateGenerator
  196. 20191018 12:23:53.685(UTC) INFO: Catching up finished
  197. 20191018 12:23:53.686(UTC) INFO: Resuming events flow, reason = generating for custom.velox.api.layer1.layers.Layer1ApiUserIndicatorsConverterLayer#velox.api.layer1.messages.Layer1ApiUserMessageAddStrategyUpdateGenerator
  198. 20191018 12:23:53.686(UTC) INFO: Finish reading catchup data in 307ms
  199. 20191018 12:23:53.686(UTC) INFO: Data block: false
  200. 20191018 12:23:53.689(UTC) INFO: Start reading catchup data for custom.velox.api.layer1.layers.Layer1ApiIcebergDisplayer#Iceberg tree
  201. 20191018 12:23:53.689(UTC) INFO: Stop events flow. Creating CountDownLatch with 1, reason = generating for custom.velox.api.layer1.layers.Layer1ApiIcebergDisplayer#Iceberg tree
  202. 20191018 12:23:53.690(UTC) INFO: Data block: true
  203. 20191018 12:23:53.690(UTC) INFO: CountDownLatch await ended, reason = generating for custom.velox.api.layer1.layers.Layer1ApiIcebergDisplayer#Iceberg tree
  204. 20191018 12:23:53.991(UTC) INFO: Catching up finished
  205. 20191018 12:23:53.992(UTC) INFO: Resuming events flow, reason = generating for custom.velox.api.layer1.layers.Layer1ApiIcebergDisplayer#Iceberg tree
  206. 20191018 12:23:53.992(UTC) INFO: Finish reading catchup data in 605ms
  207. 20191018 12:23:53.992(UTC) INFO: Data block: false
  208. 20191018 12:23:54.240(UTC) INFO: Update manager got version string: 0 0 0 0 0
  209. 20191018 12:23:54.506(UTC) INFO: Update manager got version string: 0 0 0 0 0
  210. 20191018 12:23:54.773(UTC) INFO: Update manager got version string: 0 0 0 0 0
  211. 20191018 12:23:54.774(UTC) INFO: No versions to update.
  212. 20191018 12:25:52.980(UTC) INFO: Platform info:Multiplatform-7.0.0 build:82
  213. 20191018 12:26:33.886(UTC) INFO: [bitmex] Provider handleLogin
  214. 20191018 12:26:33.887(UTC) INFO: [bitmex] Provider handleLogin: credentials valid or empty
  215. 20191018 12:26:33.904(UTC) INFO: Multiplatform: onLoginSuccessful BitMEX
  216. 20191018 12:26:33.905(UTC) INFO: onLoginSuccessful, firstRecordingStarted = false
  217. 20191018 12:26:33.905(UTC) INFO: changeFeedFile
  218. 20191018 12:26:33.906(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Feeds\feed_Multiplatform_20191018_122633_905.bmf
  219. 20191018 12:26:35.522(UTC) INFO: [bitmex] BmConnector launchExecutionsResetTimer():
  220. 20191018 12:26:35.557(UTC) INFO: [bitmex v.0.6.5-alpha] BmConnector wsConnect websocket starting...
  221. 20191018 12:26:35.557(UTC) INFO: [bitmex] BmConnector wsConnect websocket being created...
  222. 20191018 12:26:35.559(UTC) INFO: [bitmex] BmConnector wsConnect client starting...
  223. 20191018 12:26:35.570(UTC) INFO: [bitmex] BmConnector wsConnect websocket connecting...
  224. 20191018 12:26:36.511(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth...
  225. 20191018 12:26:36.512(UTC) INFO: [bitmex] BmConnector wssAuthTwo() moment = 1571405196
  226. 20191018 12:26:36.516(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth message passed
  227. 20191018 12:26:36.517(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405196,"6a3758d504efc0a584319183201cd710dfb22f2d5f760f2ead9a2d44a92fc2e3"]}
  228. 20191018 12:26:36.736(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"request":{"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405196,"6a3758d504efc0a584319183201cd710dfb22f2d5f760f2ead9a2d44a92fc2e3"]}}
  229. 20191018 12:26:36.736(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["position","wallet","margin","execution","order"]}
  230. 20191018 12:26:36.737(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405196
  231. 20191018 12:26:36.962(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"position","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  232. 20191018 12:26:36.962(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"wallet","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  233. 20191018 12:26:36.962(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"margin","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  234. 20191018 12:26:36.962(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"execution","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  235. 20191018 12:26:36.962(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"order","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  236. 20191018 12:26:36.966(UTC) INFO: [bitmex] BmConnector report Filled: listSize =  0
  237. 20191018 12:26:36.966(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405196
  238. 20191018 12:26:36.991(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  position
  239. 20191018 12:26:36.991(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"position","action":"partial","keys":["account","symbol","currency"],"types":{"account":"long","symbol":"symbol","currency":"symbol","underlying":"symbol","quoteCurrency":"symbol","commission":"float","initMarginReq":"float","maintMarginReq":"float","riskLimit":"long","leverage":"float","crossMargin":"boolean","deleveragePercentile":"float","rebalancedPnl":"long","prevRealisedPnl":"long","prevUnrealisedPnl":"long","prevClosePrice":"float","openingTimestamp":"timestamp","openingQty":"long","openingCost":"long","openingComm":"long","openOrderBuyQty":"long","openOrderBuyCost":"long","openOrderBuyPremium":"long","openOrderSellQty":"long","openOrderSellCost":"long","openOrderSellPremium":"long","execBuyQty":"long","execBuyCost":"long","execSellQty":"long","execSellCost":"long","execQty":"long","execCost":"long","execComm":"long","currentTimestamp":"timestamp","currentQty":"long","currentCost":"long","currentComm":"long","realisedCost":"long","unrealisedCost":"long","grossOpenCost":"long","grossOpenPremium":"long","grossExecCost":"long","isOpen":"boolean","markPrice":"float","markValue":"long","riskValue":"long","homeNotional":"float","foreignNotional":"float","posState":"symbol","posCost":"long","posCost2":"long","posCross":"long","posInit":"long","posComm":"long","posLoss":"long","posMargin":"long","posMaint":"long","posAllowance":"long","taxableMargin":"long","initMargin":"long","maintMargin":"long","sessionMargin":"long","targetExcessMargin":"long","varMargin":"long","realisedGrossPnl":"long","realisedTax":"long","realisedPnl":"long","unrealisedGrossPnl":"long","longBankrupt":"long","shortBankrupt":"long","taxBase":"long","indicativeTaxRate":"float","indicativeTax":"long","unrealisedTax":"long","unrealisedPnl":"long","unrealisedPnlPcnt":"float","unrealisedRoePcnt":"float","simpleQty":"float","simpleCost":"float","simpleValue":"float","simplePnl":"float","simplePnlPcnt":"float","avgCostPrice":"float","avgEntryPrice":"float","breakEvenPrice":"float","marginCallPrice":"float","liquidationPrice":"float","bankruptPrice":"float","timestamp":"timestamp","lastPrice":"float","lastValue":"long"},"foreignKeys":{"symbol":"instrument"},"attributes":{"account":"sorted","symbol":"grouped","currency":"grouped","underlying":"grouped","quoteCurrency":"grouped"},"filter":{"account":27597},"data":[]}
  240. 20191018 12:26:36.993(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  wallet
  241. 20191018 12:26:36.999(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  margin
  242. 20191018 12:26:37.000(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  order
  243. 20191018 12:26:37.000(UTC) INFO: [bitmex] JsonParser performOrderSpecificOp: 'order' removed from partialsParsed
  244. 20191018 12:26:37.000(UTC) INFO: [bitmex] JsonParser preprocessMessage: (order){"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  245. 20191018 12:26:37.001(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  246. 20191018 12:26:37.007(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  execution
  247. 20191018 12:26:37.007(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"execution","action":"partial","keys":["execID"],"types":{"execID":"guid","orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","lastQty":"long","lastPx":"float","underlyingLastPx":"float","lastMkt":"symbol","lastLiquidityInd":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","execType":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","commission":"float","tradePublishIndicator":"symbol","multiLegReportingType":"symbol","text":"symbol","trdMatchID":"guid","execCost":"long","execComm":"long","homeNotional":"float","foreignNotional":"float","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"execID":"grouped","account":"grouped","execType":"grouped","transactTime":"sorted"},"filter":{"account":27597},"data":[]}
  248. 20191018 12:26:37.218(UTC) INFO: [bitmex] BmConnector report Canceled: listSize =  0
  249. 20191018 12:26:37.219(UTC) INFO: [bitmex] BmConnector wsConnect websocket webSocketStartingLatch is down
  250. 20191018 12:26:39.270(UTC) INFO: [bitmex] Provider subscribe
  251. 20191018 12:26:39.272(UTC) INFO: onInstrumentAdded XBTUSD  XBTUSD AUTO AUTO{InstrumentInfo [symbol=XBTUSD, exchange=AUTO, type=AUTO, pips=0.5, multiplier=1.0, fullName=, isFullDepth=false]}
  252. 20191018 12:26:39.272(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  253. 20191018 12:26:39.272(UTC) INFO: [bitmex] BmConnector subscribe: set true
  254. 20191018 12:26:39.272(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  255. 20191018 12:26:39.272(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  256. 20191018 12:26:39.273(UTC) INFO: Iceberg: disabled for XBTUSD@MEX
  257. 20191018 12:26:39.273(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 0 for XBTUSD: 2019-10-18T12:26:39.273Z
  258. 20191018 12:26:39.277(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405199
  259. 20191018 12:26:39.481(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"orderBookL2:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  260. 20191018 12:26:39.481(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"trade:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  261. 20191018 12:26:39.485(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  trade
  262. 20191018 12:26:39.506(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  263. 20191018 12:26:39.542(UTC) INFO: new BmRecorder
  264. 20191018 12:26:39.546(UTC) INFO: contractDetails XBTUSD@MEX 0.5 1.0
  265. 20191018 12:26:39.547(UTC) WARN: BitMEX | external provider does not support CIT
  266. 20191018 12:26:39.552(UTC) INFO: Current tab: XBTUSD@MEX, other windows: 0
  267. 20191018 12:26:39.555(UTC) INFO: Invalidate failed for XBTUSD@MEX#CVD_buyers, available: []
  268. 20191018 12:26:39.556(UTC) INFO: Invalidate failed for XBTUSD@MEX#CVD_sellers, available: []
  269. 20191018 12:26:39.569(UTC) INFO: Invalidate failed for XBTUSD@MEX#CVD_buyers, available: []
  270. 20191018 12:26:39.569(UTC) INFO: Invalidate failed for XBTUSD@MEX#CVD_sellers, available: []
  271. 20191018 12:26:39.577(UTC) INFO: Recorder layer created, true false
  272. 20191018 12:26:39.577(UTC) INFO: Depth parameters for XBTUSD@MEX: 24h local
  273. 20191018 12:26:39.577(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Data library\XBTUSD%0000AUTO%0000AUTO@EXT%003Ac6vo4t9%00000.5%00001.0%00001571401599272447999%00009223372036854775807%00000.bml
  274. 20191018 12:26:39.579(UTC) INFO: Requesting data for InstrumentInfo [symbol=XBTUSD, exchange=AUTO, type=AUTO@EXT:com.bookmap.plugins.layer0.bitmex.Provider, pips=0.5, multiplier=1.0, fullName=, isFullDepth=false] from BM server t0=Thu Oct 17 08:26:39 EDT 2019
  275. 20191018 12:26:39.589(UTC) INFO: Purge? 1571317200000000000 . 1571401599272447999 false
  276. 20191018 12:26:39.589(UTC) INFO: Purge? 1571166000000000000 . 1571401599272447999 false
  277. 20191018 12:26:39.590(UTC) INFO: Purge? 1571320800000000000 . 1571401599272447999 false
  278. 20191018 12:26:39.590(UTC) INFO: Purge? 1571223600000000000 . 1571401599272447999 false
  279. 20191018 12:26:39.590(UTC) INFO: Purge? 1571328000000000000 . 1571401599272447999 false
  280. 20191018 12:26:39.590(UTC) INFO: Purge? 1571223600000000000 . 1571401599272447999 false
  281. 20191018 12:26:39.590(UTC) INFO: Purge? 1571320800000000000 . 1571401599272447999 false
  282. 20191018 12:26:39.590(UTC) INFO: Purge? 1571223600000000000 . 1571401599272447999 false
  283. 20191018 12:26:39.590(UTC) INFO: Purge? 1571320800000000000 . 1571401599272447999 false
  284. 20191018 12:26:39.633(UTC) INFO: Mouse listeners for drag and click handler init: true, true, true
  285. 20191018 12:26:39.639(UTC) INFO: Mouse listeners for drag and click handler init: false, true, false
  286. 20191018 12:26:40.129(UTC) INFO: Changing font size 16 pg
  287. 20191018 12:26:40.131(UTC) WARN: OnlineCalculatorsManager null when destroyCustomIndicatorsModel
  288. 20191018 12:26:49.274(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 0 for XBTUSD: resubscribe 2019-10-18T12:26:49.274Z
  289. 20191018 12:26:49.274(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  290. 20191018 12:26:49.274(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"unsubscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  291. 20191018 12:26:49.275(UTC) INFO: [bitmex] BmConnector unSubscribe: timer gets cancelled
  292. 20191018 12:26:51.517(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:26:41.347Z
  293. 20191018 12:26:51.519(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection possibly lost UTC=2019-10-18T12:26:51.519Z
  294. 20191018 12:26:54.275(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  295. 20191018 12:26:54.275(UTC) INFO: [bitmex] BmConnector subscribe: set true
  296. 20191018 12:26:54.276(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  297. 20191018 12:26:54.276(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  298. 20191018 12:26:54.276(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 1 for XBTUSD: 2019-10-18T12:26:54.277Z
  299. 20191018 12:26:54.276(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405214
  300. 20191018 12:26:54.911(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  301. 20191018 12:26:56.520(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:26:41.347Z
  302. 20191018 12:26:56.520(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection lost UTC=2019-10-18T12:26:56.520Z
  303. 20191018 12:26:56.520(UTC) INFO: [bitmex] ClientSocket launchPingTimer: pingTimer closes connection
  304. 20191018 12:26:56.524(UTC) INFO: ClientSocket: CLOSED WITH STATUS 1006 FOR Harsh disconnect REASON
  305. 20191018 12:26:56.524(UTC) INFO: [bitmex] ClientSockeT close(): socket interrupted
  306. 20191018 12:26:56.530(UTC) WARN: Connection lost, stopping history recoding for XBTUSD@MEX
  307. 20191018 12:26:56.534(UTC) WARN: Underlying connection lost(BitMEX):NO_INTERNET, Connection lost
  308. 20191018 12:26:56.945(UTC) INFO: [bitmex v.0.6.5-alpha] BmConnector wsConnect websocket starting...
  309. 20191018 12:26:56.945(UTC) INFO: [bitmex] BmConnector wsConnect websocket being created...
  310. 20191018 12:26:56.945(UTC) INFO: [bitmex] BmConnector wsConnect client starting...
  311. 20191018 12:26:56.947(UTC) INFO: [bitmex] BmConnector wsConnect websocket connecting...
  312. 20191018 12:26:57.816(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth...
  313. 20191018 12:26:57.816(UTC) INFO: [bitmex] BmConnector wssAuthTwo() moment = 1571405217
  314. 20191018 12:26:57.816(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth message passed
  315. 20191018 12:26:57.816(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405217,"7794bac3557e50e1394f2c5fff871bdf4bd71cb4640cd3e5f24add67f32b03f5"]}
  316. 20191018 12:26:57.817(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["position","wallet","margin","execution","order"]}
  317. 20191018 12:26:57.817(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405217
  318. 20191018 12:26:58.033(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"request":{"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405217,"7794bac3557e50e1394f2c5fff871bdf4bd71cb4640cd3e5f24add67f32b03f5"]}}
  319. 20191018 12:26:58.197(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"position","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  320. 20191018 12:26:58.198(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"wallet","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  321. 20191018 12:26:58.198(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"margin","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  322. 20191018 12:26:58.198(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"execution","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  323. 20191018 12:26:58.198(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"order","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  324. 20191018 12:26:58.235(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  position
  325. 20191018 12:26:58.236(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"position","action":"partial","keys":["account","symbol","currency"],"types":{"account":"long","symbol":"symbol","currency":"symbol","underlying":"symbol","quoteCurrency":"symbol","commission":"float","initMarginReq":"float","maintMarginReq":"float","riskLimit":"long","leverage":"float","crossMargin":"boolean","deleveragePercentile":"float","rebalancedPnl":"long","prevRealisedPnl":"long","prevUnrealisedPnl":"long","prevClosePrice":"float","openingTimestamp":"timestamp","openingQty":"long","openingCost":"long","openingComm":"long","openOrderBuyQty":"long","openOrderBuyCost":"long","openOrderBuyPremium":"long","openOrderSellQty":"long","openOrderSellCost":"long","openOrderSellPremium":"long","execBuyQty":"long","execBuyCost":"long","execSellQty":"long","execSellCost":"long","execQty":"long","execCost":"long","execComm":"long","currentTimestamp":"timestamp","currentQty":"long","currentCost":"long","currentComm":"long","realisedCost":"long","unrealisedCost":"long","grossOpenCost":"long","grossOpenPremium":"long","grossExecCost":"long","isOpen":"boolean","markPrice":"float","markValue":"long","riskValue":"long","homeNotional":"float","foreignNotional":"float","posState":"symbol","posCost":"long","posCost2":"long","posCross":"long","posInit":"long","posComm":"long","posLoss":"long","posMargin":"long","posMaint":"long","posAllowance":"long","taxableMargin":"long","initMargin":"long","maintMargin":"long","sessionMargin":"long","targetExcessMargin":"long","varMargin":"long","realisedGrossPnl":"long","realisedTax":"long","realisedPnl":"long","unrealisedGrossPnl":"long","longBankrupt":"long","shortBankrupt":"long","taxBase":"long","indicativeTaxRate":"float","indicativeTax":"long","unrealisedTax":"long","unrealisedPnl":"long","unrealisedPnlPcnt":"float","unrealisedRoePcnt":"float","simpleQty":"float","simpleCost":"float","simpleValue":"float","simplePnl":"float","simplePnlPcnt":"float","avgCostPrice":"float","avgEntryPrice":"float","breakEvenPrice":"float","marginCallPrice":"float","liquidationPrice":"float","bankruptPrice":"float","timestamp":"timestamp","lastPrice":"float","lastValue":"long"},"foreignKeys":{"symbol":"instrument"},"attributes":{"account":"sorted","symbol":"grouped","currency":"grouped","underlying":"grouped","quoteCurrency":"grouped"},"filter":{"account":27597},"data":[]}
  326. 20191018 12:26:58.239(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  wallet
  327. 20191018 12:26:58.243(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  margin
  328. 20191018 12:26:58.489(UTC) INFO: [bitmex] BmConnector report Filled: listSize =  0
  329. 20191018 12:26:58.489(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405218
  330. 20191018 12:26:58.513(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  execution
  331. 20191018 12:26:58.514(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"execution","action":"partial","keys":["execID"],"types":{"execID":"guid","orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","lastQty":"long","lastPx":"float","underlyingLastPx":"float","lastMkt":"symbol","lastLiquidityInd":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","execType":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","commission":"float","tradePublishIndicator":"symbol","multiLegReportingType":"symbol","text":"symbol","trdMatchID":"guid","execCost":"long","execComm":"long","homeNotional":"float","foreignNotional":"float","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"execID":"grouped","account":"grouped","execType":"grouped","transactTime":"sorted"},"filter":{"account":27597},"data":[]}
  332. 20191018 12:26:58.514(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  order
  333. 20191018 12:26:58.514(UTC) INFO: [bitmex] JsonParser performOrderSpecificOp: 'order' removed from partialsParsed
  334. 20191018 12:26:58.514(UTC) INFO: [bitmex] JsonParser preprocessMessage: (order){"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  335. 20191018 12:26:58.514(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  336. 20191018 12:26:59.410(UTC) INFO: [bitmex] BmConnector report Canceled: listSize =  0
  337. 20191018 12:26:59.410(UTC) INFO: [bitmex] BmConnector wsConnect websocket webSocketStartingLatch is down
  338. 20191018 12:26:59.411(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  339. 20191018 12:26:59.411(UTC) WARN: Connection restored, resuming history recoding for XBTUSD@MEX
  340. 20191018 12:26:59.411(UTC) INFO: [bitmex] BmConnector subscribe: set true
  341. 20191018 12:26:59.411(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  342. 20191018 12:26:59.411(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  343. 20191018 12:26:59.411(UTC) INFO: Recorder layer created, true false
  344. 20191018 12:26:59.411(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Data library\XBTUSD%0000AUTO%0000AUTO@EXT%003Ac6vo4t9%00000.5%00001.0%00001571401619411029100%00009223372036854775807%00000.bml
  345. 20191018 12:26:59.412(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 2 for XBTUSD: 2019-10-18T12:26:59.411Z
  346. 20191018 12:26:59.412(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405219
  347. 20191018 12:26:59.413(UTC) WARN: Underlying connection restored(BitMEX)
  348. 20191018 12:26:59.414(UTC) INFO: onLoginSuccessful, firstRecordingStarted = true
  349. 20191018 12:26:59.623(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"orderBookL2:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  350. 20191018 12:26:59.623(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"trade:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  351. 20191018 12:26:59.628(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  trade
  352. 20191018 12:27:00.130(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  353. 20191018 12:27:04.277(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 1 for XBTUSD: resubscribe 2019-10-18T12:27:04.277Z
  354. 20191018 12:27:04.277(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  355. 20191018 12:27:04.277(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"unsubscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  356. 20191018 12:27:04.277(UTC) INFO: [bitmex] BmConnector unSubscribe: timer gets cancelled
  357. 20191018 12:27:07.819(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:26:59.627Z
  358. 20191018 12:27:07.820(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection possibly lost UTC=2019-10-18T12:27:07.819Z
  359. 20191018 12:27:09.277(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  360. 20191018 12:27:09.278(UTC) INFO: [bitmex] BmConnector subscribe: set true
  361. 20191018 12:27:09.278(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  362. 20191018 12:27:09.278(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  363. 20191018 12:27:09.278(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 3 for XBTUSD: 2019-10-18T12:27:09.278Z
  364. 20191018 12:27:09.279(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405229
  365. 20191018 12:27:10.661(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  366. 20191018 12:27:12.820(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:26:59.627Z
  367. 20191018 12:27:12.820(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection lost UTC=2019-10-18T12:27:12.820Z
  368. 20191018 12:27:12.820(UTC) INFO: [bitmex] ClientSocket launchPingTimer: pingTimer closes connection
  369. 20191018 12:27:12.821(UTC) INFO: ClientSocket: CLOSED WITH STATUS 1006 FOR Harsh disconnect REASON
  370. 20191018 12:27:12.822(UTC) INFO: [bitmex] ClientSockeT close(): socket interrupted
  371. 20191018 12:27:12.823(UTC) WARN: Connection lost, stopping history recoding for XBTUSD@MEX
  372. 20191018 12:27:12.826(UTC) WARN: Underlying connection lost(BitMEX):NO_INTERNET, Connection lost
  373. 20191018 12:27:14.242(UTC) INFO: [bitmex v.0.6.5-alpha] BmConnector wsConnect websocket starting...
  374. 20191018 12:27:14.242(UTC) INFO: [bitmex] BmConnector wsConnect websocket being created...
  375. 20191018 12:27:14.242(UTC) INFO: [bitmex] BmConnector wsConnect client starting...
  376. 20191018 12:27:14.244(UTC) INFO: [bitmex] BmConnector wsConnect websocket connecting...
  377. 20191018 12:27:15.086(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth...
  378. 20191018 12:27:15.086(UTC) INFO: [bitmex] BmConnector wssAuthTwo() moment = 1571405235
  379. 20191018 12:27:15.087(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth message passed
  380. 20191018 12:27:15.087(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405235,"541fd350e0054258c486716ad8b93111cbe105a336c78ba9a05942e7bf2d5de0"]}
  381. 20191018 12:27:15.087(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["position","wallet","margin","execution","order"]}
  382. 20191018 12:27:15.087(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405235
  383. 20191018 12:27:15.107(UTC) WARN: File version 4, fileLengthMetadataValue = 0, will not read end of file
  384. 20191018 12:27:15.109(UTC) INFO: Recorder layer created, true false
  385. 20191018 12:27:15.109(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Data library\XBTUSD%0000AUTO%0000AUTO@EXT%003Ac6vo4t9%00000.5%00001.0%00001571400000000000000%00009223372036854775807%00005.bml
  386. 20191018 12:27:15.296(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"request":{"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405235,"541fd350e0054258c486716ad8b93111cbe105a336c78ba9a05942e7bf2d5de0"]}}
  387. 20191018 12:27:15.317(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"position","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  388. 20191018 12:27:15.318(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"wallet","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  389. 20191018 12:27:15.318(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"margin","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  390. 20191018 12:27:15.318(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"execution","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  391. 20191018 12:27:15.318(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"order","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  392. 20191018 12:27:15.334(UTC) INFO: [bitmex] BmConnector report Filled: listSize =  0
  393. 20191018 12:27:15.334(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405235
  394. 20191018 12:27:15.568(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  position
  395. 20191018 12:27:15.568(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"position","action":"partial","keys":["account","symbol","currency"],"types":{"account":"long","symbol":"symbol","currency":"symbol","underlying":"symbol","quoteCurrency":"symbol","commission":"float","initMarginReq":"float","maintMarginReq":"float","riskLimit":"long","leverage":"float","crossMargin":"boolean","deleveragePercentile":"float","rebalancedPnl":"long","prevRealisedPnl":"long","prevUnrealisedPnl":"long","prevClosePrice":"float","openingTimestamp":"timestamp","openingQty":"long","openingCost":"long","openingComm":"long","openOrderBuyQty":"long","openOrderBuyCost":"long","openOrderBuyPremium":"long","openOrderSellQty":"long","openOrderSellCost":"long","openOrderSellPremium":"long","execBuyQty":"long","execBuyCost":"long","execSellQty":"long","execSellCost":"long","execQty":"long","execCost":"long","execComm":"long","currentTimestamp":"timestamp","currentQty":"long","currentCost":"long","currentComm":"long","realisedCost":"long","unrealisedCost":"long","grossOpenCost":"long","grossOpenPremium":"long","grossExecCost":"long","isOpen":"boolean","markPrice":"float","markValue":"long","riskValue":"long","homeNotional":"float","foreignNotional":"float","posState":"symbol","posCost":"long","posCost2":"long","posCross":"long","posInit":"long","posComm":"long","posLoss":"long","posMargin":"long","posMaint":"long","posAllowance":"long","taxableMargin":"long","initMargin":"long","maintMargin":"long","sessionMargin":"long","targetExcessMargin":"long","varMargin":"long","realisedGrossPnl":"long","realisedTax":"long","realisedPnl":"long","unrealisedGrossPnl":"long","longBankrupt":"long","shortBankrupt":"long","taxBase":"long","indicativeTaxRate":"float","indicativeTax":"long","unrealisedTax":"long","unrealisedPnl":"long","unrealisedPnlPcnt":"float","unrealisedRoePcnt":"float","simpleQty":"float","simpleCost":"float","simpleValue":"float","simplePnl":"float","simplePnlPcnt":"float","avgCostPrice":"float","avgEntryPrice":"float","breakEvenPrice":"float","marginCallPrice":"float","liquidationPrice":"float","bankruptPrice":"float","timestamp":"timestamp","lastPrice":"float","lastValue":"long"},"foreignKeys":{"symbol":"instrument"},"attributes":{"account":"sorted","symbol":"grouped","currency":"grouped","underlying":"grouped","quoteCurrency":"grouped"},"filter":{"account":27597},"data":[]}
  396. 20191018 12:27:15.569(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  wallet
  397. 20191018 12:27:15.569(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  margin
  398. 20191018 12:27:15.570(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  execution
  399. 20191018 12:27:15.570(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"execution","action":"partial","keys":["execID"],"types":{"execID":"guid","orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","lastQty":"long","lastPx":"float","underlyingLastPx":"float","lastMkt":"symbol","lastLiquidityInd":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","execType":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","commission":"float","tradePublishIndicator":"symbol","multiLegReportingType":"symbol","text":"symbol","trdMatchID":"guid","execCost":"long","execComm":"long","homeNotional":"float","foreignNotional":"float","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"execID":"grouped","account":"grouped","execType":"grouped","transactTime":"sorted"},"filter":{"account":27597},"data":[]}
  400. 20191018 12:27:15.570(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  order
  401. 20191018 12:27:15.570(UTC) INFO: [bitmex] JsonParser performOrderSpecificOp: 'order' removed from partialsParsed
  402. 20191018 12:27:15.570(UTC) INFO: [bitmex] JsonParser preprocessMessage: (order){"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  403. 20191018 12:27:15.571(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  404. 20191018 12:27:15.586(UTC) INFO: [bitmex] BmConnector report Canceled: listSize =  0
  405. 20191018 12:27:15.586(UTC) INFO: [bitmex] BmConnector wsConnect websocket webSocketStartingLatch is down
  406. 20191018 12:27:15.586(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  407. 20191018 12:27:15.586(UTC) INFO: [bitmex] BmConnector subscribe: set true
  408. 20191018 12:27:15.586(UTC) WARN: Connection restored, resuming history recoding for XBTUSD@MEX
  409. 20191018 12:27:15.586(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  410. 20191018 12:27:15.586(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  411. 20191018 12:27:15.587(UTC) INFO: Recorder layer created, true false
  412. 20191018 12:27:15.587(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Data library\XBTUSD%0000AUTO%0000AUTO@EXT%003Ac6vo4t9%00000.5%00001.0%00001571401635586486500%00009223372036854775807%00000.bml
  413. 20191018 12:27:15.587(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 4 for XBTUSD: 2019-10-18T12:27:15.587Z
  414. 20191018 12:27:15.587(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405235
  415. 20191018 12:27:15.588(UTC) WARN: Underlying connection restored(BitMEX)
  416. 20191018 12:27:15.588(UTC) INFO: onLoginSuccessful, firstRecordingStarted = true
  417. 20191018 12:27:15.791(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"orderBookL2:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  418. 20191018 12:27:15.792(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"trade:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  419. 20191018 12:27:15.795(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  trade
  420. 20191018 12:27:15.816(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  421. 20191018 12:27:16.327(UTC) WARN: File C:\Bookmap\Data library\bm-feed-import2855627584956153144.tmp reading stopped due to possible corruption of data, 1659904 / 1661916
  422. 20191018 12:27:19.280(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 3 for XBTUSD: resubscribe 2019-10-18T12:27:19.280Z
  423. 20191018 12:27:19.280(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  424. 20191018 12:27:19.280(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"unsubscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  425. 20191018 12:27:19.280(UTC) INFO: [bitmex] BmConnector unSubscribe: timer gets cancelled
  426. 20191018 12:27:24.281(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  427. 20191018 12:27:24.281(UTC) INFO: [bitmex] BmConnector subscribe: set true
  428. 20191018 12:27:24.281(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  429. 20191018 12:27:24.281(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  430. 20191018 12:27:24.282(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 5 for XBTUSD: 2019-10-18T12:27:24.281Z
  431. 20191018 12:27:24.282(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405244
  432. 20191018 12:27:24.933(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  433. 20191018 12:27:25.090(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:27:15.795Z
  434. 20191018 12:27:25.090(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection possibly lost UTC=2019-10-18T12:27:25.090Z
  435. 20191018 12:27:30.092(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:27:15.795Z
  436. 20191018 12:27:30.092(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection lost UTC=2019-10-18T12:27:30.092Z
  437. 20191018 12:27:30.092(UTC) INFO: [bitmex] ClientSocket launchPingTimer: pingTimer closes connection
  438. 20191018 12:27:30.092(UTC) INFO: ClientSocket: CLOSED WITH STATUS 1006 FOR Harsh disconnect REASON
  439. 20191018 12:27:30.093(UTC) INFO: [bitmex] ClientSockeT close(): socket interrupted
  440. 20191018 12:27:30.095(UTC) WARN: Connection lost, stopping history recoding for XBTUSD@MEX
  441. 20191018 12:27:30.097(UTC) WARN: Underlying connection lost(BitMEX):NO_INTERNET, Connection lost
  442. 20191018 12:27:30.922(UTC) INFO: [bitmex v.0.6.5-alpha] BmConnector wsConnect websocket starting...
  443. 20191018 12:27:30.923(UTC) INFO: [bitmex] BmConnector wsConnect websocket being created...
  444. 20191018 12:27:30.923(UTC) INFO: [bitmex] BmConnector wsConnect client starting...
  445. 20191018 12:27:30.924(UTC) INFO: [bitmex] BmConnector wsConnect websocket connecting...
  446. 20191018 12:27:31.782(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth...
  447. 20191018 12:27:31.783(UTC) INFO: [bitmex] BmConnector wssAuthTwo() moment = 1571405251
  448. 20191018 12:27:31.783(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth message passed
  449. 20191018 12:27:31.783(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405251,"da0425bb18b8d6ae02a3f66ef5a91d98241ca583b3569bf62edf4871f501d069"]}
  450. 20191018 12:27:31.783(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["position","wallet","margin","execution","order"]}
  451. 20191018 12:27:31.783(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405251
  452. 20191018 12:27:31.993(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"request":{"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405251,"da0425bb18b8d6ae02a3f66ef5a91d98241ca583b3569bf62edf4871f501d069"]}}
  453. 20191018 12:27:32.012(UTC) INFO: [bitmex] BmConnector report Filled: listSize =  0
  454. 20191018 12:27:32.012(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405252
  455. 20191018 12:27:32.020(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"position","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  456. 20191018 12:27:32.020(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"wallet","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  457. 20191018 12:27:32.021(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"margin","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  458. 20191018 12:27:32.021(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"execution","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  459. 20191018 12:27:32.021(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"order","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  460. 20191018 12:27:32.046(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  position
  461. 20191018 12:27:32.046(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"position","action":"partial","keys":["account","symbol","currency"],"types":{"account":"long","symbol":"symbol","currency":"symbol","underlying":"symbol","quoteCurrency":"symbol","commission":"float","initMarginReq":"float","maintMarginReq":"float","riskLimit":"long","leverage":"float","crossMargin":"boolean","deleveragePercentile":"float","rebalancedPnl":"long","prevRealisedPnl":"long","prevUnrealisedPnl":"long","prevClosePrice":"float","openingTimestamp":"timestamp","openingQty":"long","openingCost":"long","openingComm":"long","openOrderBuyQty":"long","openOrderBuyCost":"long","openOrderBuyPremium":"long","openOrderSellQty":"long","openOrderSellCost":"long","openOrderSellPremium":"long","execBuyQty":"long","execBuyCost":"long","execSellQty":"long","execSellCost":"long","execQty":"long","execCost":"long","execComm":"long","currentTimestamp":"timestamp","currentQty":"long","currentCost":"long","currentComm":"long","realisedCost":"long","unrealisedCost":"long","grossOpenCost":"long","grossOpenPremium":"long","grossExecCost":"long","isOpen":"boolean","markPrice":"float","markValue":"long","riskValue":"long","homeNotional":"float","foreignNotional":"float","posState":"symbol","posCost":"long","posCost2":"long","posCross":"long","posInit":"long","posComm":"long","posLoss":"long","posMargin":"long","posMaint":"long","posAllowance":"long","taxableMargin":"long","initMargin":"long","maintMargin":"long","sessionMargin":"long","targetExcessMargin":"long","varMargin":"long","realisedGrossPnl":"long","realisedTax":"long","realisedPnl":"long","unrealisedGrossPnl":"long","longBankrupt":"long","shortBankrupt":"long","taxBase":"long","indicativeTaxRate":"float","indicativeTax":"long","unrealisedTax":"long","unrealisedPnl":"long","unrealisedPnlPcnt":"float","unrealisedRoePcnt":"float","simpleQty":"float","simpleCost":"float","simpleValue":"float","simplePnl":"float","simplePnlPcnt":"float","avgCostPrice":"float","avgEntryPrice":"float","breakEvenPrice":"float","marginCallPrice":"float","liquidationPrice":"float","bankruptPrice":"float","timestamp":"timestamp","lastPrice":"float","lastValue":"long"},"foreignKeys":{"symbol":"instrument"},"attributes":{"account":"sorted","symbol":"grouped","currency":"grouped","underlying":"grouped","quoteCurrency":"grouped"},"filter":{"account":27597},"data":[]}
  462. 20191018 12:27:32.050(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  wallet
  463. 20191018 12:27:32.053(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  margin
  464. 20191018 12:27:32.056(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  execution
  465. 20191018 12:27:32.056(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"execution","action":"partial","keys":["execID"],"types":{"execID":"guid","orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","lastQty":"long","lastPx":"float","underlyingLastPx":"float","lastMkt":"symbol","lastLiquidityInd":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","execType":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","commission":"float","tradePublishIndicator":"symbol","multiLegReportingType":"symbol","text":"symbol","trdMatchID":"guid","execCost":"long","execComm":"long","homeNotional":"float","foreignNotional":"float","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"execID":"grouped","account":"grouped","execType":"grouped","transactTime":"sorted"},"filter":{"account":27597},"data":[]}
  466. 20191018 12:27:32.058(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  order
  467. 20191018 12:27:32.058(UTC) INFO: [bitmex] JsonParser performOrderSpecificOp: 'order' removed from partialsParsed
  468. 20191018 12:27:32.058(UTC) INFO: [bitmex] JsonParser preprocessMessage: (order){"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  469. 20191018 12:27:32.058(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  470. 20191018 12:27:32.263(UTC) INFO: [bitmex] BmConnector report Canceled: listSize =  0
  471. 20191018 12:27:32.263(UTC) INFO: [bitmex] BmConnector wsConnect websocket webSocketStartingLatch is down
  472. 20191018 12:27:32.263(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  473. 20191018 12:27:32.263(UTC) INFO: [bitmex] BmConnector subscribe: set true
  474. 20191018 12:27:32.263(UTC) WARN: Connection restored, resuming history recoding for XBTUSD@MEX
  475. 20191018 12:27:32.263(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  476. 20191018 12:27:32.263(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  477. 20191018 12:27:32.264(UTC) INFO: Recorder layer created, true false
  478. 20191018 12:27:32.264(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Data library\XBTUSD%0000AUTO%0000AUTO@EXT%003Ac6vo4t9%00000.5%00001.0%00001571401652263544300%00009223372036854775807%00000.bml
  479. 20191018 12:27:32.264(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 6 for XBTUSD: 2019-10-18T12:27:32.263Z
  480. 20191018 12:27:32.264(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405252
  481. 20191018 12:27:32.265(UTC) WARN: Underlying connection restored(BitMEX)
  482. 20191018 12:27:32.265(UTC) INFO: onLoginSuccessful, firstRecordingStarted = true
  483. 20191018 12:27:32.472(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"orderBookL2:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  484. 20191018 12:27:32.472(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"trade:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  485. 20191018 12:27:32.474(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  trade
  486. 20191018 12:27:32.514(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  487. 20191018 12:27:34.282(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 5 for XBTUSD: resubscribe 2019-10-18T12:27:34.282Z
  488. 20191018 12:27:34.282(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  489. 20191018 12:27:34.282(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"unsubscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  490. 20191018 12:27:34.283(UTC) INFO: [bitmex] BmConnector unSubscribe: timer gets cancelled
  491. 20191018 12:27:39.283(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  492. 20191018 12:27:39.283(UTC) INFO: [bitmex] BmConnector subscribe: set true
  493. 20191018 12:27:39.284(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  494. 20191018 12:27:39.284(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  495. 20191018 12:27:39.284(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 7 for XBTUSD: 2019-10-18T12:27:39.285Z
  496. 20191018 12:27:39.284(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405259
  497. 20191018 12:27:40.364(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  498. 20191018 12:27:41.784(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:27:32.821Z
  499. 20191018 12:27:41.784(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection possibly lost UTC=2019-10-18T12:27:41.784Z
  500. 20191018 12:27:46.786(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:27:32.821Z
  501. 20191018 12:27:46.786(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection lost UTC=2019-10-18T12:27:46.786Z
  502. 20191018 12:27:46.786(UTC) INFO: [bitmex] ClientSocket launchPingTimer: pingTimer closes connection
  503. 20191018 12:27:46.787(UTC) INFO: ClientSocket: CLOSED WITH STATUS 1006 FOR Harsh disconnect REASON
  504. 20191018 12:27:46.787(UTC) INFO: [bitmex] ClientSockeT close(): socket interrupted
  505. 20191018 12:27:46.789(UTC) WARN: Connection lost, stopping history recoding for XBTUSD@MEX
  506. 20191018 12:27:46.791(UTC) WARN: Underlying connection lost(BitMEX):NO_INTERNET, Connection lost
  507. 20191018 12:27:47.820(UTC) INFO: [bitmex v.0.6.5-alpha] BmConnector wsConnect websocket starting...
  508. 20191018 12:27:47.820(UTC) INFO: [bitmex] BmConnector wsConnect websocket being created...
  509. 20191018 12:27:47.820(UTC) INFO: [bitmex] BmConnector wsConnect client starting...
  510. 20191018 12:27:47.821(UTC) INFO: [bitmex] BmConnector wsConnect websocket connecting...
  511. 20191018 12:27:48.673(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth...
  512. 20191018 12:27:48.673(UTC) INFO: [bitmex] BmConnector wssAuthTwo() moment = 1571405268
  513. 20191018 12:27:48.674(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth message passed
  514. 20191018 12:27:48.674(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405268,"b598585b0a363721d8998eb716ac09f9714a5d2ed816454c5059e40accde4f55"]}
  515. 20191018 12:27:48.674(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["position","wallet","margin","execution","order"]}
  516. 20191018 12:27:48.675(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405268
  517. 20191018 12:27:48.882(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"request":{"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405268,"b598585b0a363721d8998eb716ac09f9714a5d2ed816454c5059e40accde4f55"]}}
  518. 20191018 12:27:49.069(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"position","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  519. 20191018 12:27:49.069(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"wallet","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  520. 20191018 12:27:49.069(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"margin","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  521. 20191018 12:27:49.069(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"execution","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  522. 20191018 12:27:49.069(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"order","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  523. 20191018 12:27:49.166(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  position
  524. 20191018 12:27:49.167(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"position","action":"partial","keys":["account","symbol","currency"],"types":{"account":"long","symbol":"symbol","currency":"symbol","underlying":"symbol","quoteCurrency":"symbol","commission":"float","initMarginReq":"float","maintMarginReq":"float","riskLimit":"long","leverage":"float","crossMargin":"boolean","deleveragePercentile":"float","rebalancedPnl":"long","prevRealisedPnl":"long","prevUnrealisedPnl":"long","prevClosePrice":"float","openingTimestamp":"timestamp","openingQty":"long","openingCost":"long","openingComm":"long","openOrderBuyQty":"long","openOrderBuyCost":"long","openOrderBuyPremium":"long","openOrderSellQty":"long","openOrderSellCost":"long","openOrderSellPremium":"long","execBuyQty":"long","execBuyCost":"long","execSellQty":"long","execSellCost":"long","execQty":"long","execCost":"long","execComm":"long","currentTimestamp":"timestamp","currentQty":"long","currentCost":"long","currentComm":"long","realisedCost":"long","unrealisedCost":"long","grossOpenCost":"long","grossOpenPremium":"long","grossExecCost":"long","isOpen":"boolean","markPrice":"float","markValue":"long","riskValue":"long","homeNotional":"float","foreignNotional":"float","posState":"symbol","posCost":"long","posCost2":"long","posCross":"long","posInit":"long","posComm":"long","posLoss":"long","posMargin":"long","posMaint":"long","posAllowance":"long","taxableMargin":"long","initMargin":"long","maintMargin":"long","sessionMargin":"long","targetExcessMargin":"long","varMargin":"long","realisedGrossPnl":"long","realisedTax":"long","realisedPnl":"long","unrealisedGrossPnl":"long","longBankrupt":"long","shortBankrupt":"long","taxBase":"long","indicativeTaxRate":"float","indicativeTax":"long","unrealisedTax":"long","unrealisedPnl":"long","unrealisedPnlPcnt":"float","unrealisedRoePcnt":"float","simpleQty":"float","simpleCost":"float","simpleValue":"float","simplePnl":"float","simplePnlPcnt":"float","avgCostPrice":"float","avgEntryPrice":"float","breakEvenPrice":"float","marginCallPrice":"float","liquidationPrice":"float","bankruptPrice":"float","timestamp":"timestamp","lastPrice":"float","lastValue":"long"},"foreignKeys":{"symbol":"instrument"},"attributes":{"account":"sorted","symbol":"grouped","currency":"grouped","underlying":"grouped","quoteCurrency":"grouped"},"filter":{"account":27597},"data":[]}
  525. 20191018 12:27:49.167(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  wallet
  526. 20191018 12:27:49.167(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  margin
  527. 20191018 12:27:49.168(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  execution
  528. 20191018 12:27:49.168(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"execution","action":"partial","keys":["execID"],"types":{"execID":"guid","orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","lastQty":"long","lastPx":"float","underlyingLastPx":"float","lastMkt":"symbol","lastLiquidityInd":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","execType":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","commission":"float","tradePublishIndicator":"symbol","multiLegReportingType":"symbol","text":"symbol","trdMatchID":"guid","execCost":"long","execComm":"long","homeNotional":"float","foreignNotional":"float","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"execID":"grouped","account":"grouped","execType":"grouped","transactTime":"sorted"},"filter":{"account":27597},"data":[]}
  529. 20191018 12:27:49.168(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  order
  530. 20191018 12:27:49.168(UTC) INFO: [bitmex] JsonParser performOrderSpecificOp: 'order' removed from partialsParsed
  531. 20191018 12:27:49.168(UTC) INFO: [bitmex] JsonParser preprocessMessage: (order){"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  532. 20191018 12:27:49.168(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  533. 20191018 12:27:49.285(UTC) INFO: [bitmex] Waiting for the socket, timer 7 shutdown
  534. 20191018 12:27:49.322(UTC) INFO: [bitmex] BmConnector report Filled: listSize =  0
  535. 20191018 12:27:49.322(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405269
  536. 20191018 12:27:49.776(UTC) INFO: [bitmex] BmConnector report Canceled: listSize =  0
  537. 20191018 12:27:49.776(UTC) INFO: [bitmex] BmConnector wsConnect websocket webSocketStartingLatch is down
  538. 20191018 12:27:49.776(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  539. 20191018 12:27:49.776(UTC) WARN: Connection restored, resuming history recoding for XBTUSD@MEX
  540. 20191018 12:27:49.776(UTC) INFO: [bitmex] BmConnector subscribe: set true
  541. 20191018 12:27:49.776(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  542. 20191018 12:27:49.776(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  543. 20191018 12:27:49.777(UTC) INFO: Recorder layer created, true false
  544. 20191018 12:27:49.777(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Data library\XBTUSD%0000AUTO%0000AUTO@EXT%003Ac6vo4t9%00000.5%00001.0%00001571401669776486300%00009223372036854775807%00000.bml
  545. 20191018 12:27:49.777(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 8 for XBTUSD: 2019-10-18T12:27:49.777Z
  546. 20191018 12:27:49.777(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405269
  547. 20191018 12:27:49.778(UTC) WARN: Underlying connection restored(BitMEX)
  548. 20191018 12:27:49.778(UTC) INFO: onLoginSuccessful, firstRecordingStarted = true
  549. 20191018 12:27:49.984(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"orderBookL2:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  550. 20191018 12:27:49.984(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"trade:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  551. 20191018 12:27:50.000(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  trade
  552. 20191018 12:27:50.324(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  553. 20191018 12:27:58.677(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:27:50.494Z
  554. 20191018 12:27:58.677(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection possibly lost UTC=2019-10-18T12:27:58.677Z
  555. 20191018 12:27:59.777(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 8 for XBTUSD: resubscribe 2019-10-18T12:27:59.777Z
  556. 20191018 12:27:59.777(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  557. 20191018 12:27:59.777(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"unsubscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  558. 20191018 12:27:59.778(UTC) INFO: [bitmex] BmConnector unSubscribe: timer gets cancelled
  559. 20191018 12:28:03.678(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:27:50.494Z
  560. 20191018 12:28:03.678(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection lost UTC=2019-10-18T12:28:03.678Z
  561. 20191018 12:28:03.678(UTC) INFO: [bitmex] ClientSocket launchPingTimer: pingTimer closes connection
  562. 20191018 12:28:03.679(UTC) INFO: ClientSocket: CLOSED WITH STATUS 1006 FOR Harsh disconnect REASON
  563. 20191018 12:28:03.679(UTC) INFO: [bitmex] ClientSockeT close(): socket interrupted
  564. 20191018 12:28:03.681(UTC) WARN: Connection lost, stopping history recoding for XBTUSD@MEX
  565. 20191018 12:28:03.683(UTC) WARN: Underlying connection lost(BitMEX):NO_INTERNET, Connection lost
  566. 20191018 12:28:04.649(UTC) INFO: [bitmex v.0.6.5-alpha] BmConnector wsConnect websocket starting...
  567. 20191018 12:28:04.649(UTC) INFO: [bitmex] BmConnector wsConnect websocket being created...
  568. 20191018 12:28:04.649(UTC) INFO: [bitmex] BmConnector wsConnect client starting...
  569. 20191018 12:28:04.650(UTC) INFO: [bitmex] BmConnector wsConnect websocket connecting...
  570. 20191018 12:28:04.778(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  571. 20191018 12:28:04.778(UTC) INFO: [bitmex] BmConnector subscribe: set true
  572. 20191018 12:28:04.778(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  573. 20191018 12:28:04.778(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  574. 20191018 12:28:04.778(UTC) INFO: [bitmex] ClientSocket sendMessage: session is null
  575. 20191018 12:28:04.779(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 9 for XBTUSD: 2019-10-18T12:28:04.778Z
  576. 20191018 12:28:04.779(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405284
  577. 20191018 12:28:05.046(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  578. 20191018 12:28:05.665(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth...
  579. 20191018 12:28:05.666(UTC) INFO: [bitmex] BmConnector wssAuthTwo() moment = 1571405285
  580. 20191018 12:28:05.666(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth message passed
  581. 20191018 12:28:05.666(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405285,"3489d56a38b43fa3e96021783bb34583d52c7b740c80f7d386380db19b1cc8bf"]}
  582. 20191018 12:28:05.666(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["position","wallet","margin","execution","order"]}
  583. 20191018 12:28:05.667(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405285
  584. 20191018 12:28:05.917(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"request":{"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405285,"3489d56a38b43fa3e96021783bb34583d52c7b740c80f7d386380db19b1cc8bf"]}}
  585. 20191018 12:28:05.942(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  position
  586. 20191018 12:28:05.942(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"position","action":"partial","keys":["account","symbol","currency"],"types":{"account":"long","symbol":"symbol","currency":"symbol","underlying":"symbol","quoteCurrency":"symbol","commission":"float","initMarginReq":"float","maintMarginReq":"float","riskLimit":"long","leverage":"float","crossMargin":"boolean","deleveragePercentile":"float","rebalancedPnl":"long","prevRealisedPnl":"long","prevUnrealisedPnl":"long","prevClosePrice":"float","openingTimestamp":"timestamp","openingQty":"long","openingCost":"long","openingComm":"long","openOrderBuyQty":"long","openOrderBuyCost":"long","openOrderBuyPremium":"long","openOrderSellQty":"long","openOrderSellCost":"long","openOrderSellPremium":"long","execBuyQty":"long","execBuyCost":"long","execSellQty":"long","execSellCost":"long","execQty":"long","execCost":"long","execComm":"long","currentTimestamp":"timestamp","currentQty":"long","currentCost":"long","currentComm":"long","realisedCost":"long","unrealisedCost":"long","grossOpenCost":"long","grossOpenPremium":"long","grossExecCost":"long","isOpen":"boolean","markPrice":"float","markValue":"long","riskValue":"long","homeNotional":"float","foreignNotional":"float","posState":"symbol","posCost":"long","posCost2":"long","posCross":"long","posInit":"long","posComm":"long","posLoss":"long","posMargin":"long","posMaint":"long","posAllowance":"long","taxableMargin":"long","initMargin":"long","maintMargin":"long","sessionMargin":"long","targetExcessMargin":"long","varMargin":"long","realisedGrossPnl":"long","realisedTax":"long","realisedPnl":"long","unrealisedGrossPnl":"long","longBankrupt":"long","shortBankrupt":"long","taxBase":"long","indicativeTaxRate":"float","indicativeTax":"long","unrealisedTax":"long","unrealisedPnl":"long","unrealisedPnlPcnt":"float","unrealisedRoePcnt":"float","simpleQty":"float","simpleCost":"float","simpleValue":"float","simplePnl":"float","simplePnlPcnt":"float","avgCostPrice":"float","avgEntryPrice":"float","breakEvenPrice":"float","marginCallPrice":"float","liquidationPrice":"float","bankruptPrice":"float","timestamp":"timestamp","lastPrice":"float","lastValue":"long"},"foreignKeys":{"symbol":"instrument"},"attributes":{"account":"sorted","symbol":"grouped","currency":"grouped","underlying":"grouped","quoteCurrency":"grouped"},"filter":{"account":27597},"data":[]}
  587. 20191018 12:28:05.942(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  wallet
  588. 20191018 12:28:05.945(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  margin
  589. 20191018 12:28:05.955(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"position","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  590. 20191018 12:28:05.956(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"wallet","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  591. 20191018 12:28:05.956(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"margin","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  592. 20191018 12:28:05.956(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"execution","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  593. 20191018 12:28:05.956(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"order","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  594. 20191018 12:28:05.956(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  execution
  595. 20191018 12:28:05.957(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"execution","action":"partial","keys":["execID"],"types":{"execID":"guid","orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","lastQty":"long","lastPx":"float","underlyingLastPx":"float","lastMkt":"symbol","lastLiquidityInd":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","execType":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","commission":"float","tradePublishIndicator":"symbol","multiLegReportingType":"symbol","text":"symbol","trdMatchID":"guid","execCost":"long","execComm":"long","homeNotional":"float","foreignNotional":"float","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"execID":"grouped","account":"grouped","execType":"grouped","transactTime":"sorted"},"filter":{"account":27597},"data":[]}
  596. 20191018 12:28:05.958(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  order
  597. 20191018 12:28:05.959(UTC) INFO: [bitmex] JsonParser performOrderSpecificOp: 'order' removed from partialsParsed
  598. 20191018 12:28:05.959(UTC) INFO: [bitmex] JsonParser preprocessMessage: (order){"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  599. 20191018 12:28:05.959(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  600. 20191018 12:28:05.973(UTC) INFO: [bitmex] BmConnector report Filled: listSize =  0
  601. 20191018 12:28:05.973(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405285
  602. 20191018 12:28:06.205(UTC) INFO: [bitmex] BmConnector report Canceled: listSize =  0
  603. 20191018 12:28:06.205(UTC) INFO: [bitmex] BmConnector wsConnect websocket webSocketStartingLatch is down
  604. 20191018 12:28:06.205(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  605. 20191018 12:28:06.205(UTC) INFO: [bitmex] BmConnector subscribe: set true
  606. 20191018 12:28:06.205(UTC) WARN: Connection restored, resuming history recoding for XBTUSD@MEX
  607. 20191018 12:28:06.205(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  608. 20191018 12:28:06.205(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  609. 20191018 12:28:06.206(UTC) INFO: Recorder layer created, true false
  610. 20191018 12:28:06.206(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Data library\XBTUSD%0000AUTO%0000AUTO@EXT%003Ac6vo4t9%00000.5%00001.0%00001571401686205663300%00009223372036854775807%00000.bml
  611. 20191018 12:28:06.206(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 10 for XBTUSD: 2019-10-18T12:28:06.206Z
  612. 20191018 12:28:06.206(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405286
  613. 20191018 12:28:06.207(UTC) WARN: Underlying connection restored(BitMEX)
  614. 20191018 12:28:06.208(UTC) INFO: onLoginSuccessful, firstRecordingStarted = true
  615. 20191018 12:28:06.461(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"orderBookL2:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  616. 20191018 12:28:06.461(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"trade:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  617. 20191018 12:28:06.472(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  trade
  618. 20191018 12:28:06.493(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  619. 20191018 12:28:07.070(UTC) INFO: Recorder layer created, true false
  620. 20191018 12:28:07.070(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Data library\XBTUSD%0000AUTO%0000AUTO@EXT%003Ac6vo4t9%00000.5%00001.0%00001571317200000000000%00009223372036854775807%00005.bml
  621. 20191018 12:28:14.779(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 9 for XBTUSD: resubscribe 2019-10-18T12:28:14.779Z
  622. 20191018 12:28:14.779(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  623. 20191018 12:28:14.779(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"unsubscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  624. 20191018 12:28:14.780(UTC) INFO: [bitmex] BmConnector unSubscribe: timer gets cancelled
  625. 20191018 12:28:15.667(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:28:06.535Z
  626. 20191018 12:28:15.668(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection possibly lost UTC=2019-10-18T12:28:15.668Z
  627. 20191018 12:28:19.780(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  628. 20191018 12:28:19.781(UTC) INFO: [bitmex] BmConnector subscribe: set true
  629. 20191018 12:28:19.781(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  630. 20191018 12:28:19.781(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  631. 20191018 12:28:19.781(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 11 for XBTUSD: 2019-10-18T12:28:19.782Z
  632. 20191018 12:28:19.782(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405299
  633. 20191018 12:28:20.669(UTC) INFO: [bitmex] ClientSocket launchPingTimer: last message UTC=2019-10-18T12:28:06.535Z
  634. 20191018 12:28:20.669(UTC) INFO: [bitmex] ClientSocket launchPingTimer: connection lost UTC=2019-10-18T12:28:20.670Z
  635. 20191018 12:28:20.669(UTC) INFO: [bitmex] ClientSocket launchPingTimer: pingTimer closes connection
  636. 20191018 12:28:20.670(UTC) INFO: ClientSocket: CLOSED WITH STATUS 1006 FOR Harsh disconnect REASON
  637. 20191018 12:28:20.670(UTC) INFO: [bitmex] ClientSockeT close(): socket interrupted
  638. 20191018 12:28:20.672(UTC) WARN: Connection lost, stopping history recoding for XBTUSD@MEX
  639. 20191018 12:28:20.674(UTC) WARN: Underlying connection lost(BitMEX):NO_INTERNET, Connection lost
  640. 20191018 12:28:20.815(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  641. 20191018 12:28:21.666(UTC) INFO: [bitmex v.0.6.5-alpha] BmConnector wsConnect websocket starting...
  642. 20191018 12:28:21.666(UTC) INFO: [bitmex] BmConnector wsConnect websocket being created...
  643. 20191018 12:28:21.667(UTC) INFO: [bitmex] BmConnector wsConnect client starting...
  644. 20191018 12:28:21.668(UTC) INFO: [bitmex] BmConnector wsConnect websocket connecting...
  645. 20191018 12:28:22.642(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth...
  646. 20191018 12:28:22.642(UTC) INFO: [bitmex] BmConnector wssAuthTwo() moment = 1571405302
  647. 20191018 12:28:22.642(UTC) INFO: [bitmex] BmConnector wsConnect websocket auth message passed
  648. 20191018 12:28:22.642(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405302,"8ff5496bcbb6e2056648310f8b430f2233013488e87bd6620adc96641dc2ef98"]}
  649. 20191018 12:28:22.643(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["position","wallet","margin","execution","order"]}
  650. 20191018 12:28:22.643(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405302
  651. 20191018 12:28:22.910(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"request":{"op":"authKey","args":["EoGW45AfCudk0I4CM3ckSai1",1571405302,"8ff5496bcbb6e2056648310f8b430f2233013488e87bd6620adc96641dc2ef98"]}}
  652. 20191018 12:28:22.923(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"position","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  653. 20191018 12:28:22.923(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"wallet","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  654. 20191018 12:28:22.923(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"margin","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  655. 20191018 12:28:22.923(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"execution","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  656. 20191018 12:28:22.924(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"order","request":{"op":"subscribe","args":["position","wallet","margin","execution","order"]}}
  657. 20191018 12:28:23.020(UTC) INFO: [bitmex] BmConnector report Filled: listSize =  0
  658. 20191018 12:28:23.020(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405303
  659. 20191018 12:28:23.254(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  position
  660. 20191018 12:28:23.254(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"position","action":"partial","keys":["account","symbol","currency"],"types":{"account":"long","symbol":"symbol","currency":"symbol","underlying":"symbol","quoteCurrency":"symbol","commission":"float","initMarginReq":"float","maintMarginReq":"float","riskLimit":"long","leverage":"float","crossMargin":"boolean","deleveragePercentile":"float","rebalancedPnl":"long","prevRealisedPnl":"long","prevUnrealisedPnl":"long","prevClosePrice":"float","openingTimestamp":"timestamp","openingQty":"long","openingCost":"long","openingComm":"long","openOrderBuyQty":"long","openOrderBuyCost":"long","openOrderBuyPremium":"long","openOrderSellQty":"long","openOrderSellCost":"long","openOrderSellPremium":"long","execBuyQty":"long","execBuyCost":"long","execSellQty":"long","execSellCost":"long","execQty":"long","execCost":"long","execComm":"long","currentTimestamp":"timestamp","currentQty":"long","currentCost":"long","currentComm":"long","realisedCost":"long","unrealisedCost":"long","grossOpenCost":"long","grossOpenPremium":"long","grossExecCost":"long","isOpen":"boolean","markPrice":"float","markValue":"long","riskValue":"long","homeNotional":"float","foreignNotional":"float","posState":"symbol","posCost":"long","posCost2":"long","posCross":"long","posInit":"long","posComm":"long","posLoss":"long","posMargin":"long","posMaint":"long","posAllowance":"long","taxableMargin":"long","initMargin":"long","maintMargin":"long","sessionMargin":"long","targetExcessMargin":"long","varMargin":"long","realisedGrossPnl":"long","realisedTax":"long","realisedPnl":"long","unrealisedGrossPnl":"long","longBankrupt":"long","shortBankrupt":"long","taxBase":"long","indicativeTaxRate":"float","indicativeTax":"long","unrealisedTax":"long","unrealisedPnl":"long","unrealisedPnlPcnt":"float","unrealisedRoePcnt":"float","simpleQty":"float","simpleCost":"float","simpleValue":"float","simplePnl":"float","simplePnlPcnt":"float","avgCostPrice":"float","avgEntryPrice":"float","breakEvenPrice":"float","marginCallPrice":"float","liquidationPrice":"float","bankruptPrice":"float","timestamp":"timestamp","lastPrice":"float","lastValue":"long"},"foreignKeys":{"symbol":"instrument"},"attributes":{"account":"sorted","symbol":"grouped","currency":"grouped","underlying":"grouped","quoteCurrency":"grouped"},"filter":{"account":27597},"data":[]}
  661. 20191018 12:28:23.255(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  wallet
  662. 20191018 12:28:23.259(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  margin
  663. 20191018 12:28:23.262(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  execution
  664. 20191018 12:28:23.262(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"execution","action":"partial","keys":["execID"],"types":{"execID":"guid","orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","lastQty":"long","lastPx":"float","underlyingLastPx":"float","lastMkt":"symbol","lastLiquidityInd":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","execType":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","commission":"float","tradePublishIndicator":"symbol","multiLegReportingType":"symbol","text":"symbol","trdMatchID":"guid","execCost":"long","execComm":"long","homeNotional":"float","foreignNotional":"float","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"execID":"grouped","account":"grouped","execType":"grouped","transactTime":"sorted"},"filter":{"account":27597},"data":[]}
  665. 20191018 12:28:23.263(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  order
  666. 20191018 12:28:23.263(UTC) INFO: [bitmex] JsonParser performOrderSpecificOp: 'order' removed from partialsParsed
  667. 20191018 12:28:23.263(UTC) INFO: [bitmex] JsonParser preprocessMessage: (order){"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  668. 20191018 12:28:23.264(UTC) INFO: [bitmex] JsonParser preprocessMessage: skips data == [] => {"table":"order","action":"partial","keys":["orderID"],"types":{"orderID":"guid","clOrdID":"symbol","clOrdLinkID":"symbol","account":"long","symbol":"symbol","side":"symbol","simpleOrderQty":"float","orderQty":"long","price":"float","displayQty":"long","stopPx":"float","pegOffsetValue":"float","pegPriceType":"symbol","currency":"symbol","settlCurrency":"symbol","ordType":"symbol","timeInForce":"symbol","execInst":"symbol","contingencyType":"symbol","exDestination":"symbol","ordStatus":"symbol","triggered":"symbol","workingIndicator":"boolean","ordRejReason":"symbol","simpleLeavesQty":"float","leavesQty":"long","simpleCumQty":"float","cumQty":"long","avgPx":"float","multiLegReportingType":"symbol","text":"symbol","transactTime":"timestamp","timestamp":"timestamp"},"foreignKeys":{"symbol":"instrument","side":"side","ordStatus":"ordStatus"},"attributes":{"orderID":"grouped","account":"grouped","ordStatus":"grouped","workingIndicator":"grouped"},"filter":{"account":27597},"data":[]}
  669. 20191018 12:28:23.571(UTC) INFO: [bitmex] BmConnector report Canceled: listSize =  0
  670. 20191018 12:28:23.571(UTC) INFO: [bitmex] BmConnector wsConnect websocket webSocketStartingLatch is down
  671. 20191018 12:28:23.571(UTC) INFO: [bitmex] BmConnector subscribe: XBTUSD
  672. 20191018 12:28:23.571(UTC) WARN: Connection restored, resuming history recoding for XBTUSD@MEX
  673. 20191018 12:28:23.571(UTC) INFO: [bitmex] BmConnector subscribe: set true
  674. 20191018 12:28:23.571(UTC) INFO: [bitmex] BmConnector wsConnect Send websocket message
  675. 20191018 12:28:23.571(UTC) INFO: [bitmex] ClientSocket sendMessage: {"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}
  676. 20191018 12:28:23.572(UTC) INFO: Recorder layer created, true false
  677. 20191018 12:28:23.572(UTC) INFO: switchRecorderToDataFile C:\Bookmap\Data library\XBTUSD%0000AUTO%0000AUTO@EXT%003Ac6vo4t9%00000.5%00001.0%00001571401703571406100%00009223372036854775807%00000.bml
  678. 20191018 12:28:23.572(UTC) INFO: [bitmex] BmConnector launchSnapshotTimer 12 for XBTUSD: 2019-10-18T12:28:23.572Z
  679. 20191018 12:28:23.572(UTC) INFO: [bitmex] TradeConnector makeRestGetQuery(xx) moment = 1571405303
  680. 20191018 12:28:23.574(UTC) WARN: Underlying connection restored(BitMEX)
  681. 20191018 12:28:23.574(UTC) INFO: onLoginSuccessful, firstRecordingStarted = true
  682. 20191018 12:28:23.811(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"orderBookL2:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  683. 20191018 12:28:23.811(UTC) INFO: [bitmex] JsonParser parser: service message {"success":true,"subscribe":"trade:XBTUSD","request":{"op":"subscribe","args":["orderBookL2:XBTUSD","trade:XBTUSD"]}}
  684. 20191018 12:28:23.828(UTC) INFO: [bitmex] JsonParser preprocessMessage: partial acquired for  trade
  685. 20191018 12:28:23.976(UTC) INFO: [bitmex] BmConnector countExecution volume: []
  686. 20191018 12:28:27.999(UTC) INFO: [bitmex] Provider close():
  687. 20191018 12:28:28.000(UTC) INFO: ClientSocket: CLOSED WITH STATUS 1006 FOR Harsh disconnect REASON
  688. 20191018 12:28:28.000(UTC) INFO: [bitmex] ClientSockeT close(): socket interrupted
  689. 20191018 12:28:28.001(UTC) INFO: Layer1ApiReThrower: Thread interrupted
  690. 20191018 12:28:28.002(UTC) INFO: [bitmex] ClientSockeT close(): socket interrupted
  691. 20191018 12:28:28.002(UTC) INFO: [bitmex] BmConnector run: closing
  692. 20191018 12:28:28.009(UTC) INFO: Last tab opened in main window index: 0
  693. 20191018 12:28:28.009(UTC) INFO: Current tab: null, other windows: 0
  694. 20191018 12:28:28.065(UTC) WARN: OnlineCalculatorsManager null when destroyCustomIndicatorsModel
  695. 20191018 12:28:28.068(UTC) INFO: Current tab: XBTUSD@MEX, other windows: 0
  696. 20191018 12:28:28.072(UTC) INFO: Mouse listeners for drag and click handler init: true, true, true
  697. 20191018 12:28:28.073(UTC) INFO: Mouse listeners for drag and click handler init: false, true, false
  698. 20191018 12:28:28.090(UTC) WARN: Failed to get supported features - alias does not exist
  699. 20191018 12:28:28.138(UTC) INFO: Last tab opened in main window index: 0
  700. 20191018 12:28:28.139(UTC) INFO: Current tab: null, other windows: 0
  701. 20191018 12:28:28.171(UTC) WARN: OnlineCalculatorsManager null when destroyCustomIndicatorsModel
  702. 20191018 12:28:28.172(UTC) WARN: OnlineCalculatorsManager null when destroyCustomIndicatorsModel
  703. 20191018 12:28:29.781(UTC) INFO: [bitmex] Waiting for the socket, timer 11 shutdown
  704. 20191018 12:28:33.573(UTC) INFO: [bitmex] Waiting for the socket, timer 12 shutdown
  705. 20191018 12:28:44.188(UTC) INFO: Unloading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.Layer1ApiLargeTradesAlerter velox.api.layer1.layers.Layer1ApiLargeTradesAlerter
  706. 20191018 12:28:44.190(UTC) INFO: Unloading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.Layer1ApiCvdIndicator velox.api.layer1.layers.Layer1ApiCvdIndicator
  707. 20191018 12:28:44.191(UTC) INFO: Unloading strategy/indicator C:\Bookmap\Config\velox.api.layer1.correlationtracker.StrategyCorrelationTracker velox.api.layer1.correlationtracker.StrategyCorrelationTracker
  708. 20191018 12:28:44.191(UTC) INFO: Unloading strategy/indicator C:\Bookmap\Config\velox.api.layer1.layers.Layer1ApiIcebergDisplayer velox.api.layer1.layers.Layer1ApiIcebergDisplayer
  709. 20191018 12:28:44.230(UTC) INFO: shut_down
  710. 20191018 12:28:44.232(UTC) INFO: fini
  711. 20191018 12:28:44.235(UTC) INFO: Layer1ApiReThrower: Thread interrupted
  712. 20191018 12:28:44.444(UTC) INFO: Hook started: Unlocking folders, schedule hard kill
  713. 20191018 12:28:44.639(UTC) WARN: Scheduling hard kill
  714. 20191018 12:28:44.708(UTC) INFO: Hook started: Finishing all services
  715. 20191018 12:28:44.708(UTC) INFO: OperationsExecutorService shutdown
  716. 20191018 12:28:44.709(UTC) INFO: ScheduledOperationsExecutorService shutdown
  717. 20191018 12:28:44.710(UTC) INFO: PropsHandler shutdown
  718. 20191018 12:28:44.710(UTC) INFO: BookMapSettingsHolder shutdown
  719. 20191018 12:28:44.738(UTC) INFO: SoundNotificationService shutdown
  720. 20191018 12:28:44.739(UTC) INFO: DirectoryContentService shutdown
  721. 20191018 12:28:44.739(UTC) INFO: Hook started: Shuting down statistics collector
  722. 20191018 12:28:44.739(UTC) INFO: Hook started: Executing logout
  723. 20191018 12:28:46.773(UTC) INFO: Logout result: OK
  724. 20191018 12:28:46.773(UTC) INFO: Hook started: Closing Error Reporter monitoring session
  725. 20191018 12:28:46.775(UTC) INFO: Hook started: Closing logs
  726. 20191018 12:28:46.775(UTC) INFO: Logs will be closed now
RAW Paste Data
We use cookies for various purposes including analytics. By continuing to use Pastebin, you agree to our use of cookies as described in the Cookies Policy. OK, I Understand
Top