API tools faq
paste
Advertisement
Guest User

Untitled

a guest
Jun 17th, 2019
79
0
Never
Add comment
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
text 48.43 KB | None | 0 0
raw download clone embed print report
  1. GBRT_v13.2.7 XBT-USD@bitmex Round #15 2019/06/17 15:45:33
  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. │ ɢՍŋɃ๏ͳ RT Edition │ Version │ Round │ Exchange │ Pair │ Strategy │ Timestamp │
  32. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  33. │ │ GBRT v.13.2.7 │ 15 │ bitmex │ XBT-USD │ market_maker/market_maker │ 2019/06/17 15:45:34 │
  34. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  35. │ Asks │ Highest Ask │ First Ask │ Second Ask │ Third Ask │ Fourth Ask │ Fifth Ask │
  36. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  37. │ │ 9314.5 │ 9315 │ 9316 │ 9316 │ 9316.5 │ 9317 │
  38. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  39. │ Bids │ Lowest Bid │ First Bid │ Second Bid │ Third Bid │ Fourth Bid │ Fifth Bid │
  40. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  41. │ │ 9314 │ 9313.5 │ 9313 │ 9312.5 │ 9312 │ 9311.5 │
  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. │ │ 5.099% │ 9309.2534 │ 550 │ 9314 │ 0.01642843 │ 0.01563828 │
  50. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  51. │ │ Invested Ratio │ Capital Risk │ Realized PNL │ │ │ │
  52. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  53. │ │ 0.952 │ 0.59 │ 0.00000735 │ │ │ │
  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 15:45:34: Reducing position...
  69. from 18171
  70. { orderID: '8d49e1b2-ddaa-bb0c-43e7-9bcdddc5c18b',
  71. price: 9315.5,
  72. execInst: 'ParticipateDoNotInitiate' }
  73. { orderID: '87a15808-029d-a607-fdc8-cb872f2893e6',
  74. price: 9315.5,
  75. execInst: 'ParticipateDoNotInitiate' }
  76. { orderID: '83713285-6190-1fda-7dc3-d931b76c0cfd',
  77. price: 9315.5,
  78. execInst: 'ParticipateDoNotInitiate' }
  79. { orderID: 'd88f6e29-7846-d5f3-02fd-bbe9faaf3e97',
  80. price: 9315.5,
  81. execInst: 'ParticipateDoNotInitiate' }
  82. { orderID: '8aec3bd4-b9c1-f64e-c760-9e3a65dd5917',
  83. price: 9315.5,
  84. execInst: 'ParticipateDoNotInitiate' }
  85. Original price: 9315.5
  86. Original volume: 275
  87. Sell Order Opts: { symbol: 'XBTUSD',
  88. side: 'Sell',
  89. price: 9315.5,
  90. orderQty: 275,
  91. ordType: 'Limit',
  92. timeInForce: 'GoodTillCancel',
  93. execInst: 'ParticipateDoNotInitiate' }
  94. ************************************************************************************************
  95. New 81820 1
  96. ************************************************************************************************
  97. { orderID: 'b5c2255d-a282-3452-1a54-df2b0188d69c',
  98. clOrdID: '',
  99. clOrdLinkID: '',
  100. account: 437522,
  101. symbol: 'XBTUSD',
  102. side: 'Sell',
  103. simpleOrderQty: null,
  104. orderQty: 275,
  105. price: 9315.5,
  106. displayQty: null,
  107. stopPx: null,
  108. pegOffsetValue: null,
  109. pegPriceType: '',
  110. currency: 'USD',
  111. settlCurrency: 'XBt',
  112. ordType: 'Limit',
  113. timeInForce: 'GoodTillCancel',
  114. execInst: 'ParticipateDoNotInitiate',
  115. contingencyType: '',
  116. exDestination: 'XBME',
  117. ordStatus: 'New',
  118. triggered: '',
  119. workingIndicator: true,
  120. ordRejReason: '',
  121. simpleLeavesQty: null,
  122. leavesQty: 275,
  123. simpleCumQty: null,
  124. cumQty: 0,
  125. avgPx: null,
  126. multiLegReportingType: 'SingleSecurity',
  127. text: 'Submitted via API.',
  128. transactTime: '2019-06-17T13:45:34.398Z',
  129. timestamp: '2019-06-17T13:45:34.398Z' }
  130. ************************************************************************************************
  131. New 81910 1
  132. ************************************************************************************************
  133.  
  134. 1403
  135.  
  136. ************************************************************************************************
  137.  
  138. Strategy market_maker/market_maker for XBT-USD on bitmex -| Selling 2 of XBT-USD at rate 9314
  139.  
  140. ************************************************************************************************
  141. { orderID: 'd88f6e29-7846-d5f3-02fd-bbe9faaf3e97',
  142. clOrdID: '',
  143. clOrdLinkID: '',
  144. account: 437522,
  145. symbol: 'XBTUSD',
  146. side: 'Buy',
  147. simpleOrderQty: null,
  148. orderQty: 25,
  149. price: 9315.5,
  150. displayQty: null,
  151. stopPx: null,
  152. pegOffsetValue: null,
  153. pegPriceType: '',
  154. currency: 'USD',
  155. settlCurrency: 'XBt',
  156. ordType: 'Limit',
  157. timeInForce: 'GoodTillCancel',
  158. execInst: 'ParticipateDoNotInitiate',
  159. contingencyType: '',
  160. exDestination: 'XBME',
  161. ordStatus: 'Canceled',
  162. triggered: '',
  163. workingIndicator: false,
  164. ordRejReason: '',
  165. simpleLeavesQty: null,
  166. leavesQty: 0,
  167. simpleCumQty: null,
  168. cumQty: 0,
  169. avgPx: null,
  170. multiLegReportingType: 'SingleSecurity',
  171. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  172. transactTime: '2019-06-17T13:45:34.403Z',
  173. timestamp: '2019-06-17T13:45:34.403Z' }
  174. { orderID: '8d49e1b2-ddaa-bb0c-43e7-9bcdddc5c18b',
  175. clOrdID: '',
  176. clOrdLinkID: '',
  177. account: 437522,
  178. symbol: 'XBTUSD',
  179. side: 'Buy',
  180. simpleOrderQty: null,
  181. orderQty: 25,
  182. price: 9315.5,
  183. displayQty: null,
  184. stopPx: null,
  185. pegOffsetValue: null,
  186. pegPriceType: '',
  187. currency: 'USD',
  188. settlCurrency: 'XBt',
  189. ordType: 'Limit',
  190. timeInForce: 'GoodTillCancel',
  191. execInst: 'ParticipateDoNotInitiate',
  192. contingencyType: '',
  193. exDestination: 'XBME',
  194. ordStatus: 'Canceled',
  195. triggered: '',
  196. workingIndicator: false,
  197. ordRejReason: '',
  198. simpleLeavesQty: null,
  199. leavesQty: 0,
  200. simpleCumQty: null,
  201. cumQty: 0,
  202. avgPx: null,
  203. multiLegReportingType: 'SingleSecurity',
  204. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  205. transactTime: '2019-06-17T13:45:34.410Z',
  206. timestamp: '2019-06-17T13:45:34.410Z' }
  207. { orderID: '87a15808-029d-a607-fdc8-cb872f2893e6',
  208. clOrdID: '',
  209. clOrdLinkID: '',
  210. account: 437522,
  211. symbol: 'XBTUSD',
  212. side: 'Buy',
  213. simpleOrderQty: null,
  214. orderQty: 25,
  215. price: 9315.5,
  216. displayQty: null,
  217. stopPx: null,
  218. pegOffsetValue: null,
  219. pegPriceType: '',
  220. currency: 'USD',
  221. settlCurrency: 'XBt',
  222. ordType: 'Limit',
  223. timeInForce: 'GoodTillCancel',
  224. execInst: 'ParticipateDoNotInitiate',
  225. contingencyType: '',
  226. exDestination: 'XBME',
  227. ordStatus: 'Canceled',
  228. triggered: '',
  229. workingIndicator: false,
  230. ordRejReason: '',
  231. simpleLeavesQty: null,
  232. leavesQty: 0,
  233. simpleCumQty: null,
  234. cumQty: 0,
  235. avgPx: null,
  236. multiLegReportingType: 'SingleSecurity',
  237. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  238. transactTime: '2019-06-17T13:45:34.400Z',
  239. timestamp: '2019-06-17T13:45:34.400Z' }
  240. { orderID: '8aec3bd4-b9c1-f64e-c760-9e3a65dd5917',
  241. clOrdID: '',
  242. clOrdLinkID: '',
  243. account: 437522,
  244. symbol: 'XBTUSD',
  245. side: 'Buy',
  246. simpleOrderQty: null,
  247. orderQty: 25,
  248. price: 9315.5,
  249. displayQty: null,
  250. stopPx: null,
  251. pegOffsetValue: null,
  252. pegPriceType: '',
  253. currency: 'USD',
  254. settlCurrency: 'XBt',
  255. ordType: 'Limit',
  256. timeInForce: 'GoodTillCancel',
  257. execInst: 'ParticipateDoNotInitiate',
  258. contingencyType: '',
  259. exDestination: 'XBME',
  260. ordStatus: 'Canceled',
  261. triggered: '',
  262. workingIndicator: false,
  263. ordRejReason: '',
  264. simpleLeavesQty: null,
  265. leavesQty: 0,
  266. simpleCumQty: null,
  267. cumQty: 0,
  268. avgPx: null,
  269. multiLegReportingType: 'SingleSecurity',
  270. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  271. transactTime: '2019-06-17T13:45:34.407Z',
  272. timestamp: '2019-06-17T13:45:34.407Z' }
  273. { orderID: '83713285-6190-1fda-7dc3-d931b76c0cfd',
  274. clOrdID: '',
  275. clOrdLinkID: '',
  276. account: 437522,
  277. symbol: 'XBTUSD',
  278. side: 'Buy',
  279. simpleOrderQty: null,
  280. orderQty: 25,
  281. price: 9315.5,
  282. displayQty: null,
  283. stopPx: null,
  284. pegOffsetValue: null,
  285. pegPriceType: '',
  286. currency: 'USD',
  287. settlCurrency: 'XBt',
  288. ordType: 'Limit',
  289. timeInForce: 'GoodTillCancel',
  290. execInst: 'ParticipateDoNotInitiate',
  291. contingencyType: '',
  292. exDestination: 'XBME',
  293. ordStatus: 'Canceled',
  294. triggered: '',
  295. workingIndicator: false,
  296. ordRejReason: '',
  297. simpleLeavesQty: null,
  298. leavesQty: 0,
  299. simpleCumQty: null,
  300. cumQty: 0,
  301. avgPx: null,
  302. multiLegReportingType: 'SingleSecurity',
  303. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  304. transactTime: '2019-06-17T13:45:34.413Z',
  305. timestamp: '2019-06-17T13:45:34.413Z' }
  306. { orderID: 'd88f6e29-7846-d5f3-02fd-bbe9faaf3e97',
  307. clOrdID: '',
  308. clOrdLinkID: '',
  309. account: 437522,
  310. symbol: 'XBTUSD',
  311. side: 'Buy',
  312. simpleOrderQty: null,
  313. orderQty: 25,
  314. price: 9315.5,
  315. displayQty: null,
  316. stopPx: null,
  317. pegOffsetValue: null,
  318. pegPriceType: '',
  319. currency: 'USD',
  320. settlCurrency: 'XBt',
  321. ordType: 'Limit',
  322. timeInForce: 'GoodTillCancel',
  323. execInst: 'ParticipateDoNotInitiate',
  324. contingencyType: '',
  325. exDestination: 'XBME',
  326. ordStatus: 'Canceled',
  327. triggered: '',
  328. workingIndicator: false,
  329. ordRejReason: '',
  330. simpleLeavesQty: null,
  331. leavesQty: 0,
  332. simpleCumQty: null,
  333. cumQty: 0,
  334. avgPx: null,
  335. multiLegReportingType: 'SingleSecurity',
  336. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  337. transactTime: '2019-06-17T13:45:34.403Z',
  338. timestamp: '2019-06-17T13:45:34.403Z' }
  339. { orderID: '8d49e1b2-ddaa-bb0c-43e7-9bcdddc5c18b',
  340. clOrdID: '',
  341. clOrdLinkID: '',
  342. account: 437522,
  343. symbol: 'XBTUSD',
  344. side: 'Buy',
  345. simpleOrderQty: null,
  346. orderQty: 25,
  347. price: 9315.5,
  348. displayQty: null,
  349. stopPx: null,
  350. pegOffsetValue: null,
  351. pegPriceType: '',
  352. currency: 'USD',
  353. settlCurrency: 'XBt',
  354. ordType: 'Limit',
  355. timeInForce: 'GoodTillCancel',
  356. execInst: 'ParticipateDoNotInitiate',
  357. contingencyType: '',
  358. exDestination: 'XBME',
  359. ordStatus: 'Canceled',
  360. triggered: '',
  361. workingIndicator: false,
  362. ordRejReason: '',
  363. simpleLeavesQty: null,
  364. leavesQty: 0,
  365. simpleCumQty: null,
  366. cumQty: 0,
  367. avgPx: null,
  368. multiLegReportingType: 'SingleSecurity',
  369. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  370. transactTime: '2019-06-17T13:45:34.410Z',
  371. timestamp: '2019-06-17T13:45:34.410Z' }
  372. { orderID: '87a15808-029d-a607-fdc8-cb872f2893e6',
  373. clOrdID: '',
  374. clOrdLinkID: '',
  375. account: 437522,
  376. symbol: 'XBTUSD',
  377. side: 'Buy',
  378. simpleOrderQty: null,
  379. orderQty: 25,
  380. price: 9315.5,
  381. displayQty: null,
  382. stopPx: null,
  383. pegOffsetValue: null,
  384. pegPriceType: '',
  385. currency: 'USD',
  386. settlCurrency: 'XBt',
  387. ordType: 'Limit',
  388. timeInForce: 'GoodTillCancel',
  389. execInst: 'ParticipateDoNotInitiate',
  390. contingencyType: '',
  391. exDestination: 'XBME',
  392. ordStatus: 'Canceled',
  393. triggered: '',
  394. workingIndicator: false,
  395. ordRejReason: '',
  396. simpleLeavesQty: null,
  397. leavesQty: 0,
  398. simpleCumQty: null,
  399. cumQty: 0,
  400. avgPx: null,
  401. multiLegReportingType: 'SingleSecurity',
  402. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  403. transactTime: '2019-06-17T13:45:34.400Z',
  404. timestamp: '2019-06-17T13:45:34.400Z' }
  405. { orderID: '8aec3bd4-b9c1-f64e-c760-9e3a65dd5917',
  406. clOrdID: '',
  407. clOrdLinkID: '',
  408. account: 437522,
  409. symbol: 'XBTUSD',
  410. side: 'Buy',
  411. simpleOrderQty: null,
  412. orderQty: 25,
  413. price: 9315.5,
  414. displayQty: null,
  415. stopPx: null,
  416. pegOffsetValue: null,
  417. pegPriceType: '',
  418. currency: 'USD',
  419. settlCurrency: 'XBt',
  420. ordType: 'Limit',
  421. timeInForce: 'GoodTillCancel',
  422. execInst: 'ParticipateDoNotInitiate',
  423. contingencyType: '',
  424. exDestination: 'XBME',
  425. ordStatus: 'Canceled',
  426. triggered: '',
  427. workingIndicator: false,
  428. ordRejReason: '',
  429. simpleLeavesQty: null,
  430. leavesQty: 0,
  431. simpleCumQty: null,
  432. cumQty: 0,
  433. avgPx: null,
  434. multiLegReportingType: 'SingleSecurity',
  435. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  436. transactTime: '2019-06-17T13:45:34.407Z',
  437. timestamp: '2019-06-17T13:45:34.407Z' }
  438. { orderID: '83713285-6190-1fda-7dc3-d931b76c0cfd',
  439. clOrdID: '',
  440. clOrdLinkID: '',
  441. account: 437522,
  442. symbol: 'XBTUSD',
  443. side: 'Buy',
  444. simpleOrderQty: null,
  445. orderQty: 25,
  446. price: 9315.5,
  447. displayQty: null,
  448. stopPx: null,
  449. pegOffsetValue: null,
  450. pegPriceType: '',
  451. currency: 'USD',
  452. settlCurrency: 'XBt',
  453. ordType: 'Limit',
  454. timeInForce: 'GoodTillCancel',
  455. execInst: 'ParticipateDoNotInitiate',
  456. contingencyType: '',
  457. exDestination: 'XBME',
  458. ordStatus: 'Canceled',
  459. triggered: '',
  460. workingIndicator: false,
  461. ordRejReason: '',
  462. simpleLeavesQty: null,
  463. leavesQty: 0,
  464. simpleCumQty: null,
  465. cumQty: 0,
  466. avgPx: null,
  467. multiLegReportingType: 'SingleSecurity',
  468. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  469. transactTime: '2019-06-17T13:45:34.413Z',
  470. timestamp: '2019-06-17T13:45:34.413Z' }
  471.  
  472. XBT-USD@bitmex trying to load state for XBT-USD@bitmex
  473. ************************************************************************************************
  474. 155880 1
  475. ************************************************************************************************
  476.  
  477. XBT-USD@bitmex starting cl
  478.  
  479. XBT-USD@bitmex states loaded
  480.  
  481. XBT-USD@bitmex Awesome level 1 is working!!!
  482.  
  483. XBT-USD@bitmex checking balances
  484.  
  485. XBT-USD@bitmex checking positions
  486.  
  487. XBT-USD@bitmex calculating indicators
  488.  
  489. XBT-USD@bitmex Awesome level 2 is working!!!
  490.  
  491. XBT-USD@bitmex we got ema
  492.  
  493. XBT-USD@bitmex Awesome level 4 is working!!!
  494.  
  495. XBT-USD@bitmex we got bb
  496.  
  497. XBT-USD@bitmex we got rsi
  498.  
  499. XBT-USD@bitmex we got pair mfi
  500.  
  501. XBT-USD@bitmex we got XTrend
  502.  
  503. XBT-USD@bitmex we got smacross
  504.  
  505. XBT-USD@bitmex we got macd
  506.  
  507. XBT-USD@bitmex we got stoch
  508.  
  509. XBT-USD@bitmex Stoch buy: false
  510.  
  511. XBT-USD@bitmex Stoch sell: false
  512.  
  513. XBT-USD@bitmex we got stochRSI
  514.  
  515. XBT-USD@bitmex Stoch rsi: 0.39169874547881794
  516.  
  517. XBT-USD@bitmex we got atr
  518.  
  519. XBT-USD@bitmex we got ichimoku
  520.  
  521. XBT-USD@bitmex bull/bearish process
  522.  
  523. XBT-USD@bitmex checking history
  524.  
  525. XBT-USD@bitmex checking open orders
  526.  
  527. XBT-USD@bitmex we got mfi btcusd
  528.  
  529. XBT-USD@bitmex we got forecast
  530. [ { type: 'sell',
  531. id: 'b5c2255d-a282-3452-1a54-df2b0188d69c',
  532. amount: 275,
  533. rate: 9315.5,
  534. time: 1560779134398 } ]
  535. [ { type: 'sell',
  536. id: 'b5c2255d-a282-3452-1a54-df2b0188d69c',
  537. amount: 275,
  538. rate: 9315.5,
  539. time: 1560779134398 } ]
  540.  
  541. XBT-USD@bitmex canceling open orders
  542.  
  543. XBT-USD@bitmex starting pairs
  544.  
  545. XBT-USD@bitmex starting get prices loop
  546.  
  547. XBT-USD@bitmex calculated entry points
  548.  
  549. GBRT_v13.2.7 XBT-USD@bitmex Round #16 2019/06/17 15:46:22
  550.  
  551. XBT-USD@bitmex skipped TakeProfit
  552.  
  553. XBT-USD@bitmex defined grid
  554.  
  555. XBT-USD@bitmex defined abp and available funds
  556.  
  557. XBT-USD@bitmex checked telegram alerts
  558.  
  559. XBT-USD@bitmex pre-grid
  560.  
  561. XBT-USD@bitmex end of grid parsing
  562.  
  563. XBT-USD@bitmex start strategies attempts
  564.  
  565. XBT-USD@bitmex refusing tests
  566.  
  567. XBT-USD@bitmex skipping smacross
  568.  
  569. XBT-USD@bitmex refusing MACD
  570.  
  571. XBT-USD@bitmex quote amount calculated
  572.  
  573. XBT-USD@bitmex no unfilled sell orders
  574.  
  575. XBT-USD@bitmex no unfilled buy orders
  576. Market Maker v0.1
  577.  
  578. ┌───────────────────┬────────────────┬─────────────────┬──────────────┬────────────┬───────────────────────────┬─────────────────────┐
  579. │ ɢՍÑ฿ØŁ RT Edition │ Version │ Round │ Exchange │ Pair │ Strategy │ Timestamp │
  580. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  581. │ │ GBRT v.13.2.7 │ 16 │ bitmex │ XBT-USD │ market_maker/market_maker │ 2019/06/17 15:46:22 │
  582. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  583. │ Asks │ Highest Ask │ First Ask │ Second Ask │ Third Ask │ Fourth Ask │ Fifth Ask │
  584. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  585. │ │ 9313 │ 9313.5 │ 9314.5 │ 9314.5 │ 9315 │ 9315.5 │
  586. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  587. │ Bids │ Lowest Bid │ First Bid │ Second Bid │ Third Bid │ Fourth Bid │ Fifth Bid │
  588. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  589. │ │ 9312.5 │ 9312 │ 9311.5 │ 9311 │ 9310.5 │ 9310 │
  590. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  591. │ Positions │ Ask orders │ ✗ │ ✗ │ ✗ │ ✗ │ ✗ │
  592. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  593. │ │ Bid orders │ ✗ │ ✗ │ ✗ │ ✗ │ ✔ │
  594. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  595. │ │ Unrealized PNL │ Avg Entry Price │ Contracts │ Last Price │ Wallet Balance │ Available Margin │
  596. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  597. │ │ 3.487% │ 9309.2534 │ 550 │ 9312.5 │ 0.01642843 │ 0.01576717 │
  598. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  599. │ │ Invested Ratio │ Capital Risk │ Realized PNL │ │ │ │
  600. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  601. │ │ 0.960 │ 0.59 │ -0.00002565 │ │ │ │
  602. └───────────────────┴────────────────┴─────────────────┴──────────────┴────────────┴───────────────────────────┴─────────────────────┘
  603. from 18152
  604. ************************************************************************************************
  605. SOFT REDUCTION STARTED: too much invested margin!!!
  606. ************************************************************************************************
  607. ************************************************************************************************
  608. 81530 0
  609. ************************************************************************************************
  610. ************************************************************************************************
  611. 81560 1
  612. ************************************************************************************************
  613.  
  614. entering normal sell trade
  615.  
  616. 2019/06/17 15:46:22: Reducing position...
  617. from 18171
  618. Original price: 9314
  619. Original volume: 275
  620. Sell Order Opts: { symbol: 'XBTUSD',
  621. side: 'Sell',
  622. price: 9314,
  623. orderQty: 275,
  624. ordType: 'Limit',
  625. timeInForce: 'GoodTillCancel',
  626. execInst: 'ParticipateDoNotInitiate' }
  627. ************************************************************************************************
  628. New 81820 1
  629. ************************************************************************************************
  630. { orderID: 'fe1b9df3-d65b-13bc-903e-375d3906a795',
  631. clOrdID: '',
  632. clOrdLinkID: '',
  633. account: 437522,
  634. symbol: 'XBTUSD',
  635. side: 'Sell',
  636. simpleOrderQty: null,
  637. orderQty: 275,
  638. price: 9314,
  639. displayQty: null,
  640. stopPx: null,
  641. pegOffsetValue: null,
  642. pegPriceType: '',
  643. currency: 'USD',
  644. settlCurrency: 'XBt',
  645. ordType: 'Limit',
  646. timeInForce: 'GoodTillCancel',
  647. execInst: 'ParticipateDoNotInitiate',
  648. contingencyType: '',
  649. exDestination: 'XBME',
  650. ordStatus: 'New',
  651. triggered: '',
  652. workingIndicator: true,
  653. ordRejReason: '',
  654. simpleLeavesQty: null,
  655. leavesQty: 275,
  656. simpleCumQty: null,
  657. cumQty: 0,
  658. avgPx: null,
  659. multiLegReportingType: 'SingleSecurity',
  660. text: 'Submitted via API.',
  661. transactTime: '2019-06-17T13:46:23.213Z',
  662. timestamp: '2019-06-17T13:46:23.213Z' }
  663. ************************************************************************************************
  664. New 81910 1
  665. ************************************************************************************************
  666.  
  667. 1403
  668.  
  669. ************************************************************************************************
  670.  
  671. Strategy market_maker/market_maker for XBT-USD on bitmex -| Selling 2 of XBT-USD at rate 9312.5
  672.  
  673. ************************************************************************************************
  674.  
  675. XBT-USD@bitmex trying to load state for XBT-USD@bitmex
  676. ************************************************************************************************
  677. 155880 1
  678. ************************************************************************************************
  679.  
  680. XBT-USD@bitmex starting cl
  681.  
  682. XBT-USD@bitmex states loaded
  683.  
  684. XBT-USD@bitmex Awesome level 1 is working!!!
  685.  
  686. XBT-USD@bitmex checking balances
  687.  
  688. XBT-USD@bitmex checking positions
  689.  
  690. XBT-USD@bitmex calculating indicators
  691.  
  692. XBT-USD@bitmex Awesome level 2 is working!!!
  693.  
  694. XBT-USD@bitmex we got ema
  695.  
  696. XBT-USD@bitmex Awesome level 4 is working!!!
  697.  
  698. XBT-USD@bitmex we got bb
  699.  
  700. XBT-USD@bitmex we got rsi
  701.  
  702. XBT-USD@bitmex we got pair mfi
  703.  
  704. XBT-USD@bitmex we got XTrend
  705.  
  706. XBT-USD@bitmex we got smacross
  707.  
  708. XBT-USD@bitmex we got macd
  709.  
  710. XBT-USD@bitmex we got stoch
  711.  
  712. XBT-USD@bitmex Stoch buy: false
  713.  
  714. XBT-USD@bitmex Stoch sell: false
  715.  
  716. XBT-USD@bitmex we got stochRSI
  717.  
  718. XBT-USD@bitmex Stoch rsi: 0.39169874547881794
  719.  
  720. XBT-USD@bitmex we got atr
  721.  
  722. XBT-USD@bitmex we got ichimoku
  723.  
  724. XBT-USD@bitmex bull/bearish process
  725.  
  726. XBT-USD@bitmex checking history
  727.  
  728. XBT-USD@bitmex checking open orders
  729.  
  730. XBT-USD@bitmex we got mfi btcusd
  731.  
  732. XBT-USD@bitmex we got forecast
  733. [ { type: 'sell',
  734. id: 'fe1b9df3-d65b-13bc-903e-375d3906a795',
  735. amount: 275,
  736. rate: 9314,
  737. time: 1560779183213 },
  738. { type: 'sell',
  739. id: 'b5c2255d-a282-3452-1a54-df2b0188d69c',
  740. amount: 275,
  741. rate: 9315.5,
  742. time: 1560779134398 } ]
  743. [ { type: 'sell',
  744. id: 'fe1b9df3-d65b-13bc-903e-375d3906a795',
  745. amount: 275,
  746. rate: 9314,
  747. time: 1560779183213 },
  748. { type: 'sell',
  749. id: 'b5c2255d-a282-3452-1a54-df2b0188d69c',
  750. amount: 275,
  751. rate: 9315.5,
  752. time: 1560779134398 } ]
  753. [ { type: 'sell',
  754. id: 'fe1b9df3-d65b-13bc-903e-375d3906a795',
  755. amount: 275,
  756. rate: 9314,
  757. time: 1560779183213 },
  758. { type: 'sell',
  759. id: 'b5c2255d-a282-3452-1a54-df2b0188d69c',
  760. amount: 275,
  761. rate: 9315.5,
  762. time: 1560779134398 } ]
  763.  
  764. XBT-USD@bitmex canceling open orders
  765.  
  766. XBT-USD@bitmex starting pairs
  767.  
  768. XBT-USD@bitmex starting get prices loop
  769.  
  770. XBT-USD@bitmex calculated entry points
  771.  
  772. GBRT_v13.2.7 XBT-USD@bitmex Round #17 2019/06/17 15:47:10
  773.  
  774. XBT-USD@bitmex skipped TakeProfit
  775.  
  776. XBT-USD@bitmex defined grid
  777.  
  778. XBT-USD@bitmex defined abp and available funds
  779.  
  780. XBT-USD@bitmex checked telegram alerts
  781.  
  782. XBT-USD@bitmex pre-grid
  783.  
  784. XBT-USD@bitmex end of grid parsing
  785.  
  786. XBT-USD@bitmex start strategies attempts
  787.  
  788. XBT-USD@bitmex refusing tests
  789.  
  790. XBT-USD@bitmex skipping smacross
  791.  
  792. XBT-USD@bitmex refusing MACD
  793.  
  794. XBT-USD@bitmex quote amount calculated
  795.  
  796. XBT-USD@bitmex no unfilled sell orders
  797.  
  798. XBT-USD@bitmex no unfilled buy orders
  799. Market Maker v0.1
  800.  
  801. ┌───────────────────┬────────────────┬─────────────────┬──────────────┬────────────┬───────────────────────────┬─────────────────────┐
  802. │ ɢƱƝ฿๏Ł RT Edition │ Version │ Round │ Exchange │ Pair │ Strategy │ Timestamp │
  803. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  804. │ │ GBRT v.13.2.7 │ 17 │ bitmex │ XBT-USD │ market_maker/market_maker │ 2019/06/17 15:47:10 │
  805. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  806. │ Asks │ Highest Ask │ First Ask │ Second Ask │ Third Ask │ Fourth Ask │ Fifth Ask │
  807. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  808. │ │ 9305 │ 9305.5 │ 9306.5 │ 9306.5 │ 9307 │ 9307.5 │
  809. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  810. │ Bids │ Lowest Bid │ First Bid │ Second Bid │ Third Bid │ Fourth Bid │ Fifth Bid │
  811. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  812. │ │ 9304.5 │ 9304 │ 9303.5 │ 9303 │ 9302.5 │ 9302 │
  813. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  814. │ Positions │ Ask orders │ ✗ │ ✗ │ ✗ │ ✗ │ ✗ │
  815. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  816. │ │ Bid orders │ ✗ │ ✗ │ ✗ │ ✗ │ ✗ │
  817. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  818. │ │ Unrealized PNL │ Avg Entry Price │ Contracts │ Last Price │ Wallet Balance │ Available Margin │
  819. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  820. │ │ -5.106% │ 9309.2534 │ 550 │ 9304.5 │ 0.01642843 │ 0.01573415 │
  821. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  822. │ │ Invested Ratio │ Capital Risk │ Realized PNL │ │ │ │
  823. ├───────────────────┼────────────────┼─────────────────┼──────────────┼────────────┼───────────────────────────┼─────────────────────┤
  824. │ │ 0.958 │ 0.59 │ -0.00005865 │ │ │ │
  825. └───────────────────┴────────────────┴─────────────────┴──────────────┴────────────┴───────────────────────────┴─────────────────────┘
  826. ************************************************************************************************
  827. 550
  828. ************************************************************************************************
  829.  
  830. entering buy trade
  831.  
  832. entering buy trade
  833.  
  834. entering buy trade
  835.  
  836. entering buy trade
  837.  
  838. entering buy trade
  839. { orderID: 'fe1b9df3-d65b-13bc-903e-375d3906a795',
  840. price: 9303.5,
  841. execInst: 'ParticipateDoNotInitiate' }
  842. { orderID: 'b5c2255d-a282-3452-1a54-df2b0188d69c',
  843. price: 9303.5,
  844. execInst: 'ParticipateDoNotInitiate' }
  845. Original price: 9304
  846. Original volume: 25
  847. Buy Order Opts: { symbol: 'XBTUSD',
  848. side: 'Buy',
  849. price: 9304,
  850. orderQty: 25,
  851. ordType: 'Limit',
  852. timeInForce: 'GoodTillCancel',
  853. execInst: 'ParticipateDoNotInitiate' }
  854. Original price: 9303.5
  855. Original volume: 25
  856. Buy Order Opts: { symbol: 'XBTUSD',
  857. side: 'Buy',
  858. price: 9303.5,
  859. orderQty: 25,
  860. ordType: 'Limit',
  861. timeInForce: 'GoodTillCancel',
  862. execInst: 'ParticipateDoNotInitiate' }
  863. Original price: 9303
  864. Original volume: 25
  865. Buy Order Opts: { symbol: 'XBTUSD',
  866. side: 'Buy',
  867. price: 9303,
  868. orderQty: 25,
  869. ordType: 'Limit',
  870. timeInForce: 'GoodTillCancel',
  871. execInst: 'ParticipateDoNotInitiate' }
  872. Original price: 9302.5
  873. Original volume: 25
  874. Buy Order Opts: { symbol: 'XBTUSD',
  875. side: 'Buy',
  876. price: 9302.5,
  877. orderQty: 25,
  878. ordType: 'Limit',
  879. timeInForce: 'GoodTillCancel',
  880. execInst: 'ParticipateDoNotInitiate' }
  881. Original price: 9302
  882. Original volume: 25
  883. Buy Order Opts: { symbol: 'XBTUSD',
  884. side: 'Buy',
  885. price: 9302,
  886. orderQty: 25,
  887. ordType: 'Limit',
  888. timeInForce: 'GoodTillCancel',
  889. execInst: 'ParticipateDoNotInitiate' }
  890. { orderID: 'fe1b9df3-d65b-13bc-903e-375d3906a795',
  891. clOrdID: '',
  892. clOrdLinkID: '',
  893. account: 437522,
  894. symbol: 'XBTUSD',
  895. side: 'Sell',
  896. simpleOrderQty: null,
  897. orderQty: 275,
  898. price: 9303.5,
  899. displayQty: null,
  900. stopPx: null,
  901. pegOffsetValue: null,
  902. pegPriceType: '',
  903. currency: 'USD',
  904. settlCurrency: 'XBt',
  905. ordType: 'Limit',
  906. timeInForce: 'GoodTillCancel',
  907. execInst: 'ParticipateDoNotInitiate',
  908. contingencyType: '',
  909. exDestination: 'XBME',
  910. ordStatus: 'Canceled',
  911. triggered: '',
  912. workingIndicator: false,
  913. ordRejReason: '',
  914. simpleLeavesQty: null,
  915. leavesQty: 0,
  916. simpleCumQty: null,
  917. cumQty: 0,
  918. avgPx: null,
  919. multiLegReportingType: 'SingleSecurity',
  920. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  921. transactTime: '2019-06-17T13:47:11.273Z',
  922. timestamp: '2019-06-17T13:47:11.273Z' }
  923. { orderID: 'fe1b9df3-d65b-13bc-903e-375d3906a795',
  924. clOrdID: '',
  925. clOrdLinkID: '',
  926. account: 437522,
  927. symbol: 'XBTUSD',
  928. side: 'Sell',
  929. simpleOrderQty: null,
  930. orderQty: 275,
  931. price: 9303.5,
  932. displayQty: null,
  933. stopPx: null,
  934. pegOffsetValue: null,
  935. pegPriceType: '',
  936. currency: 'USD',
  937. settlCurrency: 'XBt',
  938. ordType: 'Limit',
  939. timeInForce: 'GoodTillCancel',
  940. execInst: 'ParticipateDoNotInitiate',
  941. contingencyType: '',
  942. exDestination: 'XBME',
  943. ordStatus: 'Canceled',
  944. triggered: '',
  945. workingIndicator: false,
  946. ordRejReason: '',
  947. simpleLeavesQty: null,
  948. leavesQty: 0,
  949. simpleCumQty: null,
  950. cumQty: 0,
  951. avgPx: null,
  952. multiLegReportingType: 'SingleSecurity',
  953. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  954. transactTime: '2019-06-17T13:47:11.273Z',
  955. timestamp: '2019-06-17T13:47:11.273Z' }
  956. { orderID: 'b5c2255d-a282-3452-1a54-df2b0188d69c',
  957. clOrdID: '',
  958. clOrdLinkID: '',
  959. account: 437522,
  960. symbol: 'XBTUSD',
  961. side: 'Sell',
  962. simpleOrderQty: null,
  963. orderQty: 275,
  964. price: 9303.5,
  965. displayQty: null,
  966. stopPx: null,
  967. pegOffsetValue: null,
  968. pegPriceType: '',
  969. currency: 'USD',
  970. settlCurrency: 'XBt',
  971. ordType: 'Limit',
  972. timeInForce: 'GoodTillCancel',
  973. execInst: 'ParticipateDoNotInitiate',
  974. contingencyType: '',
  975. exDestination: 'XBME',
  976. ordStatus: 'Canceled',
  977. triggered: '',
  978. workingIndicator: false,
  979. ordRejReason: '',
  980. simpleLeavesQty: null,
  981. leavesQty: 0,
  982. simpleCumQty: null,
  983. cumQty: 0,
  984. avgPx: null,
  985. multiLegReportingType: 'SingleSecurity',
  986. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  987. transactTime: '2019-06-17T13:47:11.269Z',
  988. timestamp: '2019-06-17T13:47:11.269Z' }
  989. { orderID: 'b5c2255d-a282-3452-1a54-df2b0188d69c',
  990. clOrdID: '',
  991. clOrdLinkID: '',
  992. account: 437522,
  993. symbol: 'XBTUSD',
  994. side: 'Sell',
  995. simpleOrderQty: null,
  996. orderQty: 275,
  997. price: 9303.5,
  998. displayQty: null,
  999. stopPx: null,
  1000. pegOffsetValue: null,
  1001. pegPriceType: '',
  1002. currency: 'USD',
  1003. settlCurrency: 'XBt',
  1004. ordType: 'Limit',
  1005. timeInForce: 'GoodTillCancel',
  1006. execInst: 'ParticipateDoNotInitiate',
  1007. contingencyType: '',
  1008. exDestination: 'XBME',
  1009. ordStatus: 'Canceled',
  1010. triggered: '',
  1011. workingIndicator: false,
  1012. ordRejReason: '',
  1013. simpleLeavesQty: null,
  1014. leavesQty: 0,
  1015. simpleCumQty: null,
  1016. cumQty: 0,
  1017. avgPx: null,
  1018. multiLegReportingType: 'SingleSecurity',
  1019. text: 'Canceled: Order had execInst of ParticipateDoNotInitiate\nSubmitted via API.',
  1020. transactTime: '2019-06-17T13:47:11.269Z',
  1021. timestamp: '2019-06-17T13:47:11.269Z' }
  1022.  
  1023. 1403
  1024.  
  1025. ┌───────────────────┬───────────────────────────┐
  1026. │ ɢƱÑƁʘͳ RT Edition │ │
  1027. ├───────────────────┼─────────┬──┬───────┬──────┤
  1028. │ BOUGHT!!! │ Amount: │ │ Rate: │ 9305 │
  1029. └───────────────────┴─────────┴──┴───────┴──────┘
  1030.  
  1031. 1403
  1032.  
  1033. ┌───────────────────┬───────────────────────────┐
  1034. │ ɢƱΠƁʘŦ RT Edition │ │
  1035. ├───────────────────┼─────────┬──┬───────┬──────┤
  1036. │ BOUGHT!!! │ Amount: │ │ Rate: │ 9305 │
  1037. └───────────────────┴─────────┴──┴───────┴──────┘
  1038.  
  1039. 1403
  1040.  
  1041. ┌───────────────────┬───────────────────────────┐
  1042. │ ɢƱͶɃõŦ RT Edition │ │
  1043. ├───────────────────┼─────────┬──┬───────┬──────┤
  1044. │ BOUGHT!!! │ Amount: │ │ Rate: │ 9305 │
  1045. └───────────────────┴─────────┴──┴───────┴──────┘
  1046.  
  1047. 1403
  1048.  
  1049. ┌───────────────────┬───────────────────────────┐
  1050. │ ɢƱΠɮѺŁ RT Edition │ │
  1051. ├───────────────────┼─────────┬──┬───────┬──────┤
  1052. │ BOUGHT!!! │ Amount: │ │ Rate: │ 9305 │
  1053. └───────────────────┴─────────┴──┴───────┴──────┘
  1054.  
  1055. 1403
  1056.  
  1057. ┌───────────────────┬───────────────────────────┐
  1058. │ ɢՍŋßʘͳ RT Edition │ │
  1059. ├───────────────────┼─────────┬──┬───────┬──────┤
  1060. │ BOUGHT!!! │ Amount: │ │ Rate: │ 9305 │
  1061. └───────────────────┴─────────┴──┴───────┴──────┘
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!