XBT-USD@bitmex start strategies attempts

XBT-USD@bitmex refusing tests

XBT-USD@bitmex skipping smacross

XBT-USD@bitmex refusing MACD

XBT-USD@bitmex quote amount calculated

XBT-USD@bitmex no unfilled sell orders

XBT-USD@bitmex no unfilled buy orders
Market Maker v0.5

┌───────────────────┬─────────────────────┬─────────────────┬───────────────┬──────────────┬───────────────────────────┬─────────────────────┐
│ ɢƱͶɮøŦ RT Edition │ Version             │ Round           │ Exchange      │ Pair         │ Strategy                  │ Timestamp           │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│                   │ GBRT 16.9.9.2       │ 14122           │ bitmex        │ XBT-USD      │ market_maker/market_maker │ 2020/02/27 11:43:41 │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│ Asks              │  Highest Ask        │ First Ask       │ Second Ask    │ Third Ask    │ Fourth Ask                │ Fifth Ask           │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│                   │ 8802                │ 8802.5          │ 8803.5        │ 8803.5       │ 8804                      │ 8804.5              │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│ Bids              │  Lowest Bid         │ First Bid       │ Second Bid    │ Third Bid    │ Fourth Bid                │ Fifth Bid           │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│                   │ 8801.5              │ 8801            │ 8800.5        │ 8800         │ 8799.5                    │ 8799                │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│ Positions         │ Ask orders          │ ✗               │ ✗             │ ✗            │ ✗                         │ ✗                   │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│                   │ Bid orders          │ ✗               │ ✗             │ ✗            │ ✗                         │ ✗                   │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│                   │ Unrealized PNL      │ Avg Entry Price │ Contracts     │ Last Price   │ Wallet Balance            │ Available Margin    │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│                   │ -472.4%             │ 9237.8753       │ 406           │ 8801.5       │ 0.06548579                │ 0.06284613          │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│                   │ ROE                 │ Invested Ratio  │ Capital Risk  │ Realized PNL │                           │                     │
├───────────────────┼─────────────────────┼─────────────────┼───────────────┼──────────────┼───────────────────────────┼─────────────────────┤
│                   │ -472.37626167133897 │ 0.960           │ 1.00          │ -0.00216516  │                           │                     │
└───────────────────┴─────────────────────┴─────────────────┴───────────────┴──────────────┴───────────────────────────┴─────────────────────┘

************************************************************************************************

BEGIN ROE TRAILING LOGS FOR LONG POSITION

************************************************************************************************

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2020/02/27 11:43:41: ROE TrailingBuy limit -330.6633831699373

------------------------------------------------------------------------------------------------

2020/02/27 11:43:41: Actual ROE         -472.37626167133897   |  ROE Target:   -330.6633831699373

------------------------------------------------------------------------------------------------

2020/02/27 11:43:41: ROE Stop limit     -614.0891401727407

------------------------------------------------------------------------------------------------

ROE is not in TrailMe range


ROE TrailingBuy limit is -330.6633831699373

------------------------------------------------------------------------------------------------


ROE Stop limit is -614.0891401727407

------------------------------------------------------------------------------------------------
************************************************************************************************
SR count - LONG: 0 - SHORT: 0
************************************************************************************************

entering normal sell trade
Original price: 9238.5
Original volume: 4
Sell Order Opts: { symbol: 'XBTUSD',
  side: 'Sell',
  price: 9238.5,
  orderQty: 4,
  ordType: 'Limit',
  timeInForce: 'GoodTillCancel',
  execInst: 'ParticipateDoNotInitiate' }
{ orderID: '38b5cdd0-8e2f-223c-26e2-bb3fef1c9f75',
  clOrdID: '',
  clOrdLinkID: '',
  account: 1418008,
  symbol: 'XBTUSD',
  side: 'Sell',
  simpleOrderQty: null,
  orderQty: 4,
  price: 9238.5,
  displayQty: null,
  stopPx: null,
  pegOffsetValue: null,
  pegPriceType: '',
  currency: 'USD',
  settlCurrency: 'XBt',
  ordType: 'Limit',
  timeInForce: 'GoodTillCancel',
  execInst: 'ParticipateDoNotInitiate',
  contingencyType: '',
  exDestination: 'XBME',
  ordStatus: 'New',
  triggered: '',
  workingIndicator: true,
  ordRejReason: '',
  simpleLeavesQty: null,
  leavesQty: 4,
  simpleCumQty: null,
  cumQty: 0,
  avgPx: null,
  multiLegReportingType: 'SingleSecurity',
  text: 'Submitted via API.',
  transactTime: '2020-02-27T10:43:41.665Z',
  timestamp: '2020-02-27T10:43:41.665Z' }

1403

************************************************************************************************

Strategy market_maker/market_maker for XBT-USD on bitmex -| Selling 4 of XBT-USD at rate 8801.5

************************************************************************************************
2020-02-27 11:43:44 Running job Change Delay - Ready for Profit for active pairs: XBT-USD
2020-02-27 11:43:44 Scan completed for job Change Delay - Ready for Profit. No pairs passed all filters.
2020-02-27 11:43:45 Running job Set_var - prepare Profit taking - 20 ROE for active pairs: XBT-USD
2020-02-27 11:43:45 Scan completed for job Set_var - prepare Profit taking - 20 ROE. No pairs passed all filters.
2020-02-27 11:43:45 Autoconfig job Set_var - prepare Profit taking - 20 ROE successfully completed! There were no changes to write to config.
2020-02-27 11:43:45 Running job Set_var - prepare Profit taking - 30 ROE for active pairs: XBT-USD
2020-02-27 11:43:45 Scan completed for job Set_var - prepare Profit taking - 30 ROE. No pairs passed all filters.
2020-02-27 11:43:45 Autoconfig job Set_var - prepare Profit taking - 30 ROE successfully completed! There were no changes to write to config.
2020-02-27 11:43:50 Running job set_var - No Position for active pairs: XBT-USD
2020-02-27 11:43:50 Scan completed for job set_var - No Position. No pairs passed all filters.