API tools faq
paste
Advertisement
Guest User

Untitled

a guest
Jun 17th, 2019
74
0
Never
Add comment
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
text 19.19 KB | None | 0 0
raw download clone embed print report
  1. GBRT_v13.2.7 XBT-USD@bitmex Round #2 2019/06/17 15:34:54
  2.  
  3. XBT-USD@bitmex skipped TakeProfit
  4.  
  5. XBT-USD@bitmex defined grid
  6.  
  7. XBT-USD@bitmex defined abp and available funds
  8.  
  9. XBT-USD@bitmex checked telegram alerts
  10.  
  11. XBT-USD@bitmex pre-grid
  12.  
  13. XBT-USD@bitmex end of grid parsing
  14.  
  15. XBT-USD@bitmex start strategies attempts
  16.  
  17. XBT-USD@bitmex refusing tests
  18.  
  19. XBT-USD@bitmex skipping smacross
  20.  
  21. XBT-USD@bitmex refusing MACD
  22.  
  23. XBT-USD@bitmex quote amount calculated
  24.  
  25. XBT-USD@bitmex no unfilled sell orders
  26.  
  27. XBT-USD@bitmex no unfilled buy orders
  28. Market Maker v0.1
  29.  
  30. ┌───────────────────┬────────────────┬─────────────────┬──────────────┬────────────┬───────────────────────────┬─────────────────────┐
  31. │ ɢՍͶßØͳ RT Edition │ Version │ Round │ Exchange │ Pair │ Strategy │ Timestamp │
  32. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  33. │ │ GBRT v.13.2.7 │ 2 │ bitmex │ XBT-USD │ market_maker/market_maker │ 2019/06/17 15:34:54 │
  34. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  35. │ Asks │ Highest Ask │ First Ask │ Second Ask │ Third Ask │ Fourth Ask │ Fifth Ask │
  36. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  37. │ │ 9289 │ 9289.5 │ 9290.5 │ 9290.5 │ 9291 │ 9291.5 │
  38. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  39. │ Bids │ Lowest Bid │ First Bid │ Second Bid │ Third Bid │ Fourth Bid │ Fifth Bid │
  40. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  41. │ │ 9288.5 │ 9288 │ 9287.5 │ 9287 │ 9286.5 │ 9286 │
  42. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  43. │ Positions │ Ask orders │ ✗ │ ✗ │ ✗ │ ✗ │ ✗ │
  44. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  45. │ │ Bid orders │ ✗ │ ✗ │ ✗ │ ✗ │ ✗ │
  46. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  47. │ │ Unrealized PNL │ Avg Entry Price │ Contracts │ Last Price │ Wallet Balance │ Available Margin │
  48. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  49. │ │ 10.22% │ 9279.0201 │ 200 │ 9288.5 │ 0.01635344 │ 0.01596649 │
  50. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  51. │ │ Invested Ratio │ Capital Risk │ Realized PNL │ │ │ │
  52. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  53. │ │ 0.976 │ 0.58 │ 0.00001476 │ │ │ │
  54. └───────────────────┴────────────────┴─────────────────┴──────────────┴────────────┴───────────────────────────┴─────────────────────┘
  55. from 18152
  56. ************************************************************************************************
  57. SOFT REDUCTION STARTED: too much invested margin!!!
  58. ************************************************************************************************
  59. ************************************************************************************************
  60. 81530 0
  61. ************************************************************************************************
  62. ************************************************************************************************
  63. 81560 1
  64. ************************************************************************************************
  65.  
  66. entering normal sell trade
  67.  
  68. 2019/06/17 15:34:54: Reducing position...
  69. from 18171
  70. { orderID: '1f3e210d-0fe9-7e70-bfff-160bb2657b2b',
  71. price: 9290,
  72. execInst: 'ParticipateDoNotInitiate' }
  73. { orderID: '86a33e14-45ce-4e9f-7980-69427774eea6',
  74. price: 9290,
  75. execInst: 'ParticipateDoNotInitiate' }
  76. { orderID: '59fe0a84-55dd-6b35-6bae-5f633a001950',
  77. price: 9290,
  78. execInst: 'ParticipateDoNotInitiate' }
  79. { orderID: '5cc94428-6a16-7b2e-6e34-2a57887c727a',
  80. price: 9290,
  81. execInst: 'ParticipateDoNotInitiate' }
  82. { orderID: '6f23b314-f19b-3d95-0bab-b29144a03136',
  83. price: 9290,
  84. execInst: 'ParticipateDoNotInitiate' }
  85. Original price: 9290
  86. Original volume: 100
  87. Sell Order Opts: { symbol: 'XBTUSD',
  88. side: 'Sell',
  89. price: 9290,
  90. orderQty: 100,
  91. ordType: 'Limit',
  92. timeInForce: 'GoodTillCancel',
  93. execInst: 'ParticipateDoNotInitiate' }
  94. { orderID: '5cc94428-6a16-7b2e-6e34-2a57887c727a',
  95. clOrdID: '',
  96. clOrdLinkID: '',
  97. account: 437522,
  98. symbol: 'XBTUSD',
  99. side: 'Buy',
  100. simpleOrderQty: null,
  101. orderQty: 25,
  102. price: 9290,
  103. displayQty: null,
  104. stopPx: null,
  105. pegOffsetValue: null,
  106. pegPriceType: '',
  107. currency: 'USD',
  108. settlCurrency: 'XBt',
  109. ordType: 'Limit',
  110. timeInForce: 'GoodTillCancel',
  111. execInst: 'ParticipateDoNotInitiate',
  112. contingencyType: '',
  113. exDestination: 'XBME',
  114. ordStatus: 'Canceled',
  115. triggered: '',
  116. workingIndicator: false,
  117. ordRejReason: '',
  118. simpleLeavesQty: null,
  119. leavesQty: 0,
  120. simpleCumQty: null,
  121. cumQty: 0,
  122. avgPx: null,
  123. multiLegReportingType: 'SingleSecurity',
  124. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  125. transactTime: '2019-06-17T13:34:55.509Z',
  126. timestamp: '2019-06-17T13:34:55.509Z' }
  127. { orderID: '5cc94428-6a16-7b2e-6e34-2a57887c727a',
  128. clOrdID: '',
  129. clOrdLinkID: '',
  130. account: 437522,
  131. symbol: 'XBTUSD',
  132. side: 'Buy',
  133. simpleOrderQty: null,
  134. orderQty: 25,
  135. price: 9290,
  136. displayQty: null,
  137. stopPx: null,
  138. pegOffsetValue: null,
  139. pegPriceType: '',
  140. currency: 'USD',
  141. settlCurrency: 'XBt',
  142. ordType: 'Limit',
  143. timeInForce: 'GoodTillCancel',
  144. execInst: 'ParticipateDoNotInitiate',
  145. contingencyType: '',
  146. exDestination: 'XBME',
  147. ordStatus: 'Canceled',
  148. triggered: '',
  149. workingIndicator: false,
  150. ordRejReason: '',
  151. simpleLeavesQty: null,
  152. leavesQty: 0,
  153. simpleCumQty: null,
  154. cumQty: 0,
  155. avgPx: null,
  156. multiLegReportingType: 'SingleSecurity',
  157. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  158. transactTime: '2019-06-17T13:34:55.509Z',
  159. timestamp: '2019-06-17T13:34:55.509Z' }
  160. { orderID: '86a33e14-45ce-4e9f-7980-69427774eea6',
  161. clOrdID: '',
  162. clOrdLinkID: '',
  163. account: 437522,
  164. symbol: 'XBTUSD',
  165. side: 'Buy',
  166. simpleOrderQty: null,
  167. orderQty: 25,
  168. price: 9290,
  169. displayQty: null,
  170. stopPx: null,
  171. pegOffsetValue: null,
  172. pegPriceType: '',
  173. currency: 'USD',
  174. settlCurrency: 'XBt',
  175. ordType: 'Limit',
  176. timeInForce: 'GoodTillCancel',
  177. execInst: 'ParticipateDoNotInitiate',
  178. contingencyType: '',
  179. exDestination: 'XBME',
  180. ordStatus: 'Canceled',
  181. triggered: '',
  182. workingIndicator: false,
  183. ordRejReason: '',
  184. simpleLeavesQty: null,
  185. leavesQty: 0,
  186. simpleCumQty: null,
  187. cumQty: 0,
  188. avgPx: null,
  189. multiLegReportingType: 'SingleSecurity',
  190. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  191. transactTime: '2019-06-17T13:34:55.512Z',
  192. timestamp: '2019-06-17T13:34:55.512Z' }
  193. { orderID: '86a33e14-45ce-4e9f-7980-69427774eea6',
  194. clOrdID: '',
  195. clOrdLinkID: '',
  196. account: 437522,
  197. symbol: 'XBTUSD',
  198. side: 'Buy',
  199. simpleOrderQty: null,
  200. orderQty: 25,
  201. price: 9290,
  202. displayQty: null,
  203. stopPx: null,
  204. pegOffsetValue: null,
  205. pegPriceType: '',
  206. currency: 'USD',
  207. settlCurrency: 'XBt',
  208. ordType: 'Limit',
  209. timeInForce: 'GoodTillCancel',
  210. execInst: 'ParticipateDoNotInitiate',
  211. contingencyType: '',
  212. exDestination: 'XBME',
  213. ordStatus: 'Canceled',
  214. triggered: '',
  215. workingIndicator: false,
  216. ordRejReason: '',
  217. simpleLeavesQty: null,
  218. leavesQty: 0,
  219. simpleCumQty: null,
  220. cumQty: 0,
  221. avgPx: null,
  222. multiLegReportingType: 'SingleSecurity',
  223. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  224. transactTime: '2019-06-17T13:34:55.512Z',
  225. timestamp: '2019-06-17T13:34:55.512Z' }
  226. { orderID: '59fe0a84-55dd-6b35-6bae-5f633a001950',
  227. clOrdID: '',
  228. clOrdLinkID: '',
  229. account: 437522,
  230. symbol: 'XBTUSD',
  231. side: 'Buy',
  232. simpleOrderQty: null,
  233. orderQty: 25,
  234. price: 9290,
  235. displayQty: null,
  236. stopPx: null,
  237. pegOffsetValue: null,
  238. pegPriceType: '',
  239. currency: 'USD',
  240. settlCurrency: 'XBt',
  241. ordType: 'Limit',
  242. timeInForce: 'GoodTillCancel',
  243. execInst: 'ParticipateDoNotInitiate',
  244. contingencyType: '',
  245. exDestination: 'XBME',
  246. ordStatus: 'Canceled',
  247. triggered: '',
  248. workingIndicator: false,
  249. ordRejReason: '',
  250. simpleLeavesQty: null,
  251. leavesQty: 0,
  252. simpleCumQty: null,
  253. cumQty: 0,
  254. avgPx: null,
  255. multiLegReportingType: 'SingleSecurity',
  256. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  257. transactTime: '2019-06-17T13:34:55.515Z',
  258. timestamp: '2019-06-17T13:34:55.515Z' }
  259. { orderID: '1f3e210d-0fe9-7e70-bfff-160bb2657b2b',
  260. clOrdID: '',
  261. clOrdLinkID: '',
  262. account: 437522,
  263. symbol: 'XBTUSD',
  264. side: 'Buy',
  265. simpleOrderQty: null,
  266. orderQty: 25,
  267. price: 9290,
  268. displayQty: null,
  269. stopPx: null,
  270. pegOffsetValue: null,
  271. pegPriceType: '',
  272. currency: 'USD',
  273. settlCurrency: 'XBt',
  274. ordType: 'Limit',
  275. timeInForce: 'GoodTillCancel',
  276. execInst: 'ParticipateDoNotInitiate',
  277. contingencyType: '',
  278. exDestination: 'XBME',
  279. ordStatus: 'Canceled',
  280. triggered: '',
  281. workingIndicator: false,
  282. ordRejReason: '',
  283. simpleLeavesQty: null,
  284. leavesQty: 0,
  285. simpleCumQty: null,
  286. cumQty: 0,
  287. avgPx: null,
  288. multiLegReportingType: 'SingleSecurity',
  289. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  290. transactTime: '2019-06-17T13:34:55.537Z',
  291. timestamp: '2019-06-17T13:34:55.537Z' }
  292. { orderID: '6f23b314-f19b-3d95-0bab-b29144a03136',
  293. clOrdID: '',
  294. clOrdLinkID: '',
  295. account: 437522,
  296. symbol: 'XBTUSD',
  297. side: 'Buy',
  298. simpleOrderQty: null,
  299. orderQty: 25,
  300. price: 9290,
  301. displayQty: null,
  302. stopPx: null,
  303. pegOffsetValue: null,
  304. pegPriceType: '',
  305. currency: 'USD',
  306. settlCurrency: 'XBt',
  307. ordType: 'Limit',
  308. timeInForce: 'GoodTillCancel',
  309. execInst: 'ParticipateDoNotInitiate',
  310. contingencyType: '',
  311. exDestination: 'XBME',
  312. ordStatus: 'Canceled',
  313. triggered: '',
  314. workingIndicator: false,
  315. ordRejReason: '',
  316. simpleLeavesQty: null,
  317. leavesQty: 0,
  318. simpleCumQty: null,
  319. cumQty: 0,
  320. avgPx: null,
  321. multiLegReportingType: 'SingleSecurity',
  322. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  323. transactTime: '2019-06-17T13:34:55.544Z',
  324. timestamp: '2019-06-17T13:34:55.544Z' }
  325. { orderID: '59fe0a84-55dd-6b35-6bae-5f633a001950',
  326. clOrdID: '',
  327. clOrdLinkID: '',
  328. account: 437522,
  329. symbol: 'XBTUSD',
  330. side: 'Buy',
  331. simpleOrderQty: null,
  332. orderQty: 25,
  333. price: 9290,
  334. displayQty: null,
  335. stopPx: null,
  336. pegOffsetValue: null,
  337. pegPriceType: '',
  338. currency: 'USD',
  339. settlCurrency: 'XBt',
  340. ordType: 'Limit',
  341. timeInForce: 'GoodTillCancel',
  342. execInst: 'ParticipateDoNotInitiate',
  343. contingencyType: '',
  344. exDestination: 'XBME',
  345. ordStatus: 'Canceled',
  346. triggered: '',
  347. workingIndicator: false,
  348. ordRejReason: '',
  349. simpleLeavesQty: null,
  350. leavesQty: 0,
  351. simpleCumQty: null,
  352. cumQty: 0,
  353. avgPx: null,
  354. multiLegReportingType: 'SingleSecurity',
  355. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  356. transactTime: '2019-06-17T13:34:55.515Z',
  357. timestamp: '2019-06-17T13:34:55.515Z' }
  358. { orderID: '1f3e210d-0fe9-7e70-bfff-160bb2657b2b',
  359. clOrdID: '',
  360. clOrdLinkID: '',
  361. account: 437522,
  362. symbol: 'XBTUSD',
  363. side: 'Buy',
  364. simpleOrderQty: null,
  365. orderQty: 25,
  366. price: 9290,
  367. displayQty: null,
  368. stopPx: null,
  369. pegOffsetValue: null,
  370. pegPriceType: '',
  371. currency: 'USD',
  372. settlCurrency: 'XBt',
  373. ordType: 'Limit',
  374. timeInForce: 'GoodTillCancel',
  375. execInst: 'ParticipateDoNotInitiate',
  376. contingencyType: '',
  377. exDestination: 'XBME',
  378. ordStatus: 'Canceled',
  379. triggered: '',
  380. workingIndicator: false,
  381. ordRejReason: '',
  382. simpleLeavesQty: null,
  383. leavesQty: 0,
  384. simpleCumQty: null,
  385. cumQty: 0,
  386. avgPx: null,
  387. multiLegReportingType: 'SingleSecurity',
  388. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  389. transactTime: '2019-06-17T13:34:55.537Z',
  390. timestamp: '2019-06-17T13:34:55.537Z' }
  391. { orderID: '6f23b314-f19b-3d95-0bab-b29144a03136',
  392. clOrdID: '',
  393. clOrdLinkID: '',
  394. account: 437522,
  395. symbol: 'XBTUSD',
  396. side: 'Buy',
  397. simpleOrderQty: null,
  398. orderQty: 25,
  399. price: 9290,
  400. displayQty: null,
  401. stopPx: null,
  402. pegOffsetValue: null,
  403. pegPriceType: '',
  404. currency: 'USD',
  405. settlCurrency: 'XBt',
  406. ordType: 'Limit',
  407. timeInForce: 'GoodTillCancel',
  408. execInst: 'ParticipateDoNotInitiate',
  409. contingencyType: '',
  410. exDestination: 'XBME',
  411. ordStatus: 'Canceled',
  412. triggered: '',
  413. workingIndicator: false,
  414. ordRejReason: '',
  415. simpleLeavesQty: null,
  416. leavesQty: 0,
  417. simpleCumQty: null,
  418. cumQty: 0,
  419. avgPx: null,
  420. multiLegReportingType: 'SingleSecurity',
  421. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  422. transactTime: '2019-06-17T13:34:55.544Z',
  423. timestamp: '2019-06-17T13:34:55.544Z' }
  424. ************************************************************************************************
  425. New 81820 1
  426. ************************************************************************************************
  427. { orderID: '501caed4-1ccb-df86-8628-7039a98505db',
  428. clOrdID: '',
  429. clOrdLinkID: '',
  430. account: 437522,
  431. symbol: 'XBTUSD',
  432. side: 'Sell',
  433. simpleOrderQty: null,
  434. orderQty: 100,
  435. price: 9290,
  436. displayQty: null,
  437. stopPx: null,
  438. pegOffsetValue: null,
  439. pegPriceType: '',
  440. currency: 'USD',
  441. settlCurrency: 'XBt',
  442. ordType: 'Limit',
  443. timeInForce: 'GoodTillCancel',
  444. execInst: 'ParticipateDoNotInitiate',
  445. contingencyType: '',
  446. exDestination: 'XBME',
  447. ordStatus: 'New',
  448. triggered: '',
  449. workingIndicator: true,
  450. ordRejReason: '',
  451. simpleLeavesQty: null,
  452. leavesQty: 100,
  453. simpleCumQty: null,
  454. cumQty: 0,
  455. avgPx: null,
  456. multiLegReportingType: 'SingleSecurity',
  457. text: 'Submitted via API.',
  458. transactTime: '2019-06-17T13:34:55.532Z',
  459. timestamp: '2019-06-17T13:34:55.532Z' }
  460. ************************************************************************************************
  461. New 81910 1
  462. ************************************************************************************************
  463.  
  464. 1403
  465.  
  466. ************************************************************************************************
  467.  
  468. Strategy market_maker/market_maker for XBT-USD on bitmex -| Selling 2 of XBT-USD at rate 9288.5
  469.  
  470. ************************************************************************************************
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement
Public Pastes
Advertisement
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
Not a member of Pastebin yet?
Sign Up, it unlocks many cool features!