Created
November 16, 2018 15:57
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254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233} | |
2018-11-16 16:54:55,699 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:54:55,699 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54822760785947532988284620 | |
2018-11-16 16:54:55,699 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672938653992030036925841023 | |
2018-11-16 16:54:55,699 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:54:55,699 - theo_calculator.py:290 - INFO - Trade theo=5535.879997105127519920974511, total_eff_vol_for_theo=53.54822760785947532988284620, total_vol_for_theo=0.009672938653992030036925841023 | |
update theo in 0.0041997432708740234sec | |
2018-11-16 16:54:55,997 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:54:55,997 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:54:55,998 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:54:55,998 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:55,998 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:55,999 - theo_calculator.py:263 - INFO - found_eff_vol=47.75925465359999917319992466 | |
2018-11-16 16:54:55,999 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=47.75925465359999917319992466 | |
2018-11-16 16:54:55,999 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008627219999999999680562190462 | |
2018-11-16 16:54:55,999 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,000 - theo_calculator.py:263 - INFO - found_eff_vol=144.2866227319999985338729038 | |
2018-11-16 16:54:56,000 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.52631315525867409989128414 | |
2018-11-16 16:54:56,000 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009668980027612353057621363061 | |
2018-11-16 16:54:56,001 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,001 - theo_calculator.py:263 - INFO - found_eff_vol=240.8139908103999978945458830 | |
2018-11-16 16:54:56,002 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54816483989374168554977063 | |
2018-11-16 16:54:56,002 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672927310543895573938133392 | |
2018-11-16 16:54:56,002 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,003 - theo_calculator.py:263 - INFO - found_eff_vol=268.6846554643999963168001449 | |
2018-11-16 16:54:56,003 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54818868336887741341586561 | |
2018-11-16 16:54:56,003 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672931617623372681076587425 | |
2018-11-16 16:54:56,003 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,004 - theo_calculator.py:263 - INFO - found_eff_vol=296.5553201183999947390544068 | |
2018-11-16 16:54:56,004 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54819344999089645370490975 | |
2018-11-16 16:54:56,004 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672932478664800428840077632 | |
2018-11-16 16:54:56,004 - theo_calculator.py:252 - INFO - eff_volume=71.63389968840000434050982872 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01293993000000000052895909874450808274559676647186279296875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383692641} | |
2018-11-16 16:54:56,005 - theo_calculator.py:263 - INFO - found_eff_vol=368.1892198067999990795642355 | |
2018-11-16 16:54:56,005 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54819587043181335422939183 | |
2018-11-16 16:54:56,005 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672932915892651628744055745 | |
2018-11-16 16:54:56,006 - theo_calculator.py:252 - INFO - eff_volume=59631.81078019320000092043576 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233} | |
2018-11-16 16:54:56,006 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:54:56,006 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54822760785947532988284620 | |
2018-11-16 16:54:56,007 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672938653992030036925841023 | |
2018-11-16 16:54:56,007 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:54:56,007 - theo_calculator.py:290 - INFO - Trade theo=5535.879997105127519920974511, total_eff_vol_for_theo=53.54822760785947532988284620, total_vol_for_theo=0.009672938653992030036925841023 | |
update theo in 0.009509801864624023sec | |
2018-11-16 16:54:56,007 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.879997105127519920974511'), 'base_price': None, 'timestamp': 1542383696.007658, 'dt': '2018-11-16 16:54:56.007661'} because of gemini fetched new trades/orderbook | |
2018-11-16 16:54:56,625 - run.py:77 - INFO - get 2 trades for bitmex {'since': 1542383692233, 'limit': 500} | |
2018-11-16 16:54:56,625 - run.py:79 - INFO - trades[0]: {'id': '8027a7a0-5961-160d-a9cc-a6188c457883', 'info': {'timestamp': '2018-11-16T15:54:52.233Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 400, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '8027a7a0-5961-160d-a9cc-a6188c457883', 'grossValue': 7232000, 'homeNotional': 0.07232, 'foreignNotional': 400}, 'timestamp': 1542383692233, 'datetime': '2018-11-16T15:54:52.233Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 400} | |
2018-11-16 16:54:56,625 - run.py:81 - INFO - trades[-1]: {'id': 'f63b1f7a-fa13-e0d0-98aa-c3f0fce4cee5', 'info': {'timestamp': '2018-11-16T15:54:52.233Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 2600, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'f63b1f7a-fa13-e0d0-98aa-c3f0fce4cee5', 'grossValue': 47008000, 'homeNotional': 0.47008, 'foreignNotional': 2600}, 'timestamp': 1542383692233, 'datetime': '2018-11-16T15:54:52.233Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 2600} | |
2018-11-16 16:54:56,626 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383692233, 'price': 5531.0, 'volume': 10.8479} | |
2018-11-16 16:54:56,626 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:56,626 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:56,627 - theo_calculator.py:263 - INFO - found_eff_vol=47.75925465359999917319992466 | |
2018-11-16 16:54:56,627 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=47.75925465359999917319992466 | |
2018-11-16 16:54:56,627 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008627219999999999680562190462 | |
2018-11-16 16:54:56,627 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,628 - theo_calculator.py:263 - INFO - found_eff_vol=144.2866227319999985338729038 | |
2018-11-16 16:54:56,628 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.52631315525867409989128414 | |
2018-11-16 16:54:56,628 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009668980027612353057621363061 | |
2018-11-16 16:54:56,628 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,629 - theo_calculator.py:263 - INFO - found_eff_vol=240.8139908103999978945458830 | |
2018-11-16 16:54:56,629 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54816483989374168554977063 | |
2018-11-16 16:54:56,629 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672927310543895573938133392 | |
2018-11-16 16:54:56,629 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,630 - theo_calculator.py:263 - INFO - found_eff_vol=268.6846554643999963168001449 | |
2018-11-16 16:54:56,630 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54818868336887741341586561 | |
2018-11-16 16:54:56,630 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672931617623372681076587425 | |
2018-11-16 16:54:56,631 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,631 - theo_calculator.py:263 - INFO - found_eff_vol=296.5553201183999947390544068 | |
2018-11-16 16:54:56,631 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54819344999089645370490975 | |
2018-11-16 16:54:56,631 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672932478664800428840077632 | |
2018-11-16 16:54:56,632 - theo_calculator.py:252 - INFO - eff_volume=71.63389968840000434050982872 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01293993000000000052895909874450808274559676647186279296875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383692641} | |
2018-11-16 16:54:56,632 - theo_calculator.py:263 - INFO - found_eff_vol=368.1892198067999990795642355 | |
2018-11-16 16:54:56,632 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54819587043181335422939183 | |
2018-11-16 16:54:56,632 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672932915892651628744055745 | |
2018-11-16 16:54:56,633 - theo_calculator.py:252 - INFO - eff_volume=59631.81078019320000092043576 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233} | |
2018-11-16 16:54:56,633 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:54:56,633 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54822760785947532988284620 | |
2018-11-16 16:54:56,633 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672938653992030036925841023 | |
2018-11-16 16:54:56,634 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:54:56,634 - theo_calculator.py:290 - INFO - Trade theo=5535.879997105127519920974511, total_eff_vol_for_theo=53.54822760785947532988284620, total_vol_for_theo=0.009672938653992030036925841023 | |
update theo in 0.008394241333007812sec | |
2018-11-16 16:54:56,697 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383690000, 'limit': 500} | |
2018-11-16 16:54:56,697 - run.py:79 - INFO - trades[0]: {'id': '77466079', 'info': {'date': '1542383690', 'tid': '77466079', 'price': '5534.46', 'type': '1', 'amount': '0.02868112'}, 'timestamp': 1542383690000, 'datetime': '2018-11-16T15:54:50.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.46, 'amount': 0.02868112, 'cost': 158.7345113952, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:54:56,698 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383690000, 'price': 5534.46, 'volume': 0.0287} | |
2018-11-16 16:54:56,698 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:56,698 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:56,698 - theo_calculator.py:263 - INFO - found_eff_vol=47.75925465359999917319992466 | |
2018-11-16 16:54:56,699 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=47.75925465359999917319992466 | |
2018-11-16 16:54:56,699 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008627219999999999680562190462 | |
2018-11-16 16:54:56,699 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,699 - theo_calculator.py:263 - INFO - found_eff_vol=144.2866227319999985338729038 | |
2018-11-16 16:54:56,700 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.52631315525867409989128414 | |
2018-11-16 16:54:56,700 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009668980027612353057621363061 | |
2018-11-16 16:54:56,700 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,701 - theo_calculator.py:263 - INFO - found_eff_vol=240.8139908103999978945458830 | |
2018-11-16 16:54:56,701 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54816483989374168554977063 | |
2018-11-16 16:54:56,701 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672927310543895573938133392 | |
2018-11-16 16:54:56,701 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,701 - theo_calculator.py:263 - INFO - found_eff_vol=268.6846554643999963168001449 | |
2018-11-16 16:54:56,701 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54818868336887741341586561 | |
2018-11-16 16:54:56,702 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672931617623372681076587425 | |
2018-11-16 16:54:56,702 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,702 - theo_calculator.py:263 - INFO - found_eff_vol=296.5553201183999947390544068 | |
2018-11-16 16:54:56,702 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54819344999089645370490975 | |
2018-11-16 16:54:56,702 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672932478664800428840077632 | |
2018-11-16 16:54:56,702 - theo_calculator.py:252 - INFO - eff_volume=71.63389968840000434050982872 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01293993000000000052895909874450808274559676647186279296875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383692641} | |
2018-11-16 16:54:56,703 - theo_calculator.py:263 - INFO - found_eff_vol=368.1892198067999990795642355 | |
2018-11-16 16:54:56,703 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54819587043181335422939183 | |
2018-11-16 16:54:56,703 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672932915892651628744055745 | |
2018-11-16 16:54:56,703 - theo_calculator.py:252 - INFO - eff_volume=59631.81078019320000092043576 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233} | |
2018-11-16 16:54:56,703 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:54:56,704 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54822760785947532988284620 | |
2018-11-16 16:54:56,704 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672938653992030036925841023 | |
2018-11-16 16:54:56,704 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:54:56,704 - theo_calculator.py:290 - INFO - Trade theo=5535.879997105127519920974511, total_eff_vol_for_theo=53.54822760785947532988284620, total_vol_for_theo=0.009672938653992030036925841023 | |
update theo in 0.006427764892578125sec | |
2018-11-16 16:54:56,866 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:54:56,866 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:54:56,867 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:54:56,867 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:56,867 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:56,867 - theo_calculator.py:263 - INFO - found_eff_vol=47.75925465359999917319992466 | |
2018-11-16 16:54:56,867 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=47.75925465359999917319992466 | |
2018-11-16 16:54:56,867 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008627219999999999680562190462 | |
2018-11-16 16:54:56,867 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,867 - theo_calculator.py:263 - INFO - found_eff_vol=144.2866227319999985338729038 | |
2018-11-16 16:54:56,867 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.52631315525867409989128414 | |
2018-11-16 16:54:56,867 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009668980027612353057621363061 | |
2018-11-16 16:54:56,867 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,867 - theo_calculator.py:263 - INFO - found_eff_vol=240.8139908103999978945458830 | |
2018-11-16 16:54:56,867 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54816483989374168554977063 | |
2018-11-16 16:54:56,867 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672927310543895573938133392 | |
2018-11-16 16:54:56,868 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,868 - theo_calculator.py:263 - INFO - found_eff_vol=268.6846554643999963168001449 | |
2018-11-16 16:54:56,868 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54818868336887741341586561 | |
2018-11-16 16:54:56,868 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672931617623372681076587425 | |
2018-11-16 16:54:56,868 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,868 - theo_calculator.py:263 - INFO - found_eff_vol=296.5553201183999947390544068 | |
2018-11-16 16:54:56,868 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54819344999089645370490975 | |
2018-11-16 16:54:56,868 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672932478664800428840077632 | |
2018-11-16 16:54:56,868 - theo_calculator.py:252 - INFO - eff_volume=71.63389968840000434050982872 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01293993000000000052895909874450808274559676647186279296875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383692641} | |
2018-11-16 16:54:56,868 - theo_calculator.py:263 - INFO - found_eff_vol=368.1892198067999990795642355 | |
2018-11-16 16:54:56,868 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54819587043181335422939183 | |
2018-11-16 16:54:56,868 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672932915892651628744055745 | |
2018-11-16 16:54:56,868 - theo_calculator.py:252 - INFO - eff_volume=59631.81078019320000092043576 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233} | |
2018-11-16 16:54:56,869 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:54:56,869 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54822760785947532988284620 | |
2018-11-16 16:54:56,869 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672938653992030036925841023 | |
2018-11-16 16:54:56,869 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:54:56,869 - theo_calculator.py:290 - INFO - Trade theo=5535.879997105127519920974511, total_eff_vol_for_theo=53.54822760785947532988284620, total_vol_for_theo=0.009672938653992030036925841023 | |
update theo in 0.0023088455200195312sec | |
2018-11-16 16:54:56,975 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383694929, 'limit': 500} | |
2018-11-16 16:54:56,975 - run.py:79 - INFO - trades[0]: {'id': '53900381', 'order': None, 'info': {'time': '2018-11-16T15:54:54.929Z', 'trade_id': 53900381, 'price': '5535.88000000', 'size': '0.00862722', 'side': 'sell'}, 'timestamp': 1542383694929, 'datetime': '2018-11-16T15:54:54.929Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00862722, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:54:56,975 - run.py:81 - INFO - trades[-1]: {'id': '53900382', 'order': None, 'info': {'time': '2018-11-16T15:54:55.913Z', 'trade_id': 53900382, 'price': '5535.88000000', 'size': '0.00934833', 'side': 'sell'}, 'timestamp': 1542383695913, 'datetime': '2018-11-16T15:54:55.913Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00934833, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:54:56,976 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383695913, 'price': 5535.88, 'volume': 0.0093} | |
2018-11-16 16:54:56,976 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:56,976 - theo_calculator.py:252 - INFO - eff_volume=51.75123308040000202308676105 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00934833000000000018114842958993904176168143749237060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383695913} | |
2018-11-16 16:54:56,977 - theo_calculator.py:263 - INFO - found_eff_vol=51.75123308040000202308676105 | |
2018-11-16 16:54:56,977 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=51.75123308040000202308676105 | |
2018-11-16 16:54:56,977 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009348330000000000181148429590 | |
2018-11-16 16:54:56,977 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:56,978 - theo_calculator.py:263 - INFO - found_eff_vol=99.51048773400000119628668571 | |
2018-11-16 16:54:56,978 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.07997393628923879407126131 | |
2018-11-16 16:54:56,978 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009768993174759792070617418950 | |
2018-11-16 16:54:56,978 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:56,979 - theo_calculator.py:263 - INFO - found_eff_vol=147.2697423876000003694866104 | |
2018-11-16 16:54:56,979 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.22755834426387870883303174 | |
2018-11-16 16:54:56,979 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009795652785873949153475457316 | |
2018-11-16 16:54:56,979 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,980 - theo_calculator.py:263 - INFO - found_eff_vol=243.7971104659999997301595896 | |
2018-11-16 16:54:56,980 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24537955862108922499406841 | |
2018-11-16 16:54:56,980 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798872005646995266434859086 | |
2018-11-16 16:54:56,980 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:56,981 - theo_calculator.py:263 - INFO - found_eff_vol=340.3244785443999990908325688 | |
2018-11-16 16:54:56,981 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544708412925525105894305 | |
2018-11-16 16:54:56,981 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884203438162348464011340 | |
2018-11-16 16:54:56,981 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,982 - theo_calculator.py:263 - INFO - found_eff_vol=368.1951431983999975130868307 | |
2018-11-16 16:54:56,982 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544715780974267673937107 | |
2018-11-16 16:54:56,982 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884216747787453357980603 | |
2018-11-16 16:54:56,982 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:56,983 - theo_calculator.py:263 - INFO - found_eff_vol=396.0658078523999959353410926 | |
2018-11-16 16:54:56,983 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544717253943420608397672 | |
2018-11-16 16:54:56,983 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884219408555304060056038 | |
2018-11-16 16:54:56,983 - theo_calculator.py:252 - INFO - eff_volume=71.63389968840000434050982872 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01293993000000000052895909874450808274559676647186279296875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383692641} | |
2018-11-16 16:54:56,984 - theo_calculator.py:263 - INFO - found_eff_vol=467.6997075408000002758509213 | |
2018-11-16 16:54:56,984 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544718001901784593108673 | |
2018-11-16 16:54:56,984 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884220759665450928685753 | |
2018-11-16 16:54:56,984 - theo_calculator.py:252 - INFO - eff_volume=59532.30029245919999972414908 for trades[8]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233} | |
2018-11-16 16:54:56,985 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:54:56,985 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544727792953116833351213 | |
2018-11-16 16:54:56,985 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884238461801289367019761 | |
2018-11-16 16:54:56,985 - theo_calculator.py:276 - INFO - calculate_theo: processed 9 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:54:56,985 - theo_calculator.py:290 - INFO - Trade theo=5535.879999991184164304287594, total_eff_vol_for_theo=54.24544727792953116833351213, total_vol_for_theo=0.009798884238461801289367019761 | |
update theo in 0.009810686111450195sec | |
2018-11-16 16:54:57,680 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383690000, 'limit': 500} | |
2018-11-16 16:54:57,681 - run.py:79 - INFO - trades[0]: {'id': '77466079', 'info': {'date': '1542383690', 'tid': '77466079', 'price': '5534.46', 'type': '1', 'amount': '0.02868112'}, 'timestamp': 1542383690000, 'datetime': '2018-11-16T15:54:50.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.46, 'amount': 0.02868112, 'cost': 158.7345113952, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:54:57,681 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383690000, 'price': 5534.46, 'volume': 0.0287} | |
2018-11-16 16:54:57,681 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:57,681 - theo_calculator.py:252 - INFO - eff_volume=51.75123308040000202308676105 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00934833000000000018114842958993904176168143749237060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383695913} | |
2018-11-16 16:54:57,681 - theo_calculator.py:263 - INFO - found_eff_vol=51.75123308040000202308676105 | |
2018-11-16 16:54:57,682 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=51.75123308040000202308676105 | |
2018-11-16 16:54:57,682 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009348330000000000181148429590 | |
2018-11-16 16:54:57,682 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:57,682 - theo_calculator.py:263 - INFO - found_eff_vol=99.51048773400000119628668571 | |
2018-11-16 16:54:57,682 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.07997393628923879407126131 | |
2018-11-16 16:54:57,683 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009768993174759792070617418950 | |
2018-11-16 16:54:57,683 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:57,683 - theo_calculator.py:263 - INFO - found_eff_vol=147.2697423876000003694866104 | |
2018-11-16 16:54:57,683 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.22755834426387870883303174 | |
2018-11-16 16:54:57,683 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009795652785873949153475457316 | |
2018-11-16 16:54:57,684 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:57,684 - theo_calculator.py:263 - INFO - found_eff_vol=243.7971104659999997301595896 | |
2018-11-16 16:54:57,684 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24537955862108922499406841 | |
2018-11-16 16:54:57,684 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798872005646995266434859086 | |
2018-11-16 16:54:57,684 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:57,685 - theo_calculator.py:263 - INFO - found_eff_vol=340.3244785443999990908325688 | |
2018-11-16 16:54:57,685 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544708412925525105894305 | |
2018-11-16 16:54:57,685 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884203438162348464011340 | |
2018-11-16 16:54:57,685 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:57,686 - theo_calculator.py:263 - INFO - found_eff_vol=368.1951431983999975130868307 | |
2018-11-16 16:54:57,686 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544715780974267673937107 | |
2018-11-16 16:54:57,686 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884216747787453357980603 | |
2018-11-16 16:54:57,686 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:57,686 - theo_calculator.py:263 - INFO - found_eff_vol=396.0658078523999959353410926 | |
2018-11-16 16:54:57,686 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544717253943420608397672 | |
2018-11-16 16:54:57,686 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884219408555304060056038 | |
2018-11-16 16:54:57,687 - theo_calculator.py:252 - INFO - eff_volume=71.63389968840000434050982872 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01293993000000000052895909874450808274559676647186279296875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383692641} | |
2018-11-16 16:54:57,687 - theo_calculator.py:263 - INFO - found_eff_vol=467.6997075408000002758509213 | |
2018-11-16 16:54:57,687 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544718001901784593108673 | |
2018-11-16 16:54:57,687 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884220759665450928685753 | |
2018-11-16 16:54:57,687 - theo_calculator.py:252 - INFO - eff_volume=59532.30029245919999972414908 for trades[8]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233} | |
2018-11-16 16:54:57,687 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:54:57,688 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544727792953116833351213 | |
2018-11-16 16:54:57,688 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884238461801289367019761 | |
2018-11-16 16:54:57,688 - theo_calculator.py:276 - INFO - calculate_theo: processed 9 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:54:57,688 - theo_calculator.py:290 - INFO - Trade theo=5535.879999991184164304287594, total_eff_vol_for_theo=54.24544727792953116833351213, total_vol_for_theo=0.009798884238461801289367019761 | |
update theo in 0.0070972442626953125sec | |
2018-11-16 16:54:57,688 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.879999991184164304287594'), 'base_price': None, 'timestamp': 1542383697.688444, 'dt': '2018-11-16 16:54:57.688445'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:54:57,690 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:54:57,690 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:54:57,690 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:54:57,690 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:57,690 - theo_calculator.py:252 - INFO - eff_volume=51.75123308040000202308676105 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00934833000000000018114842958993904176168143749237060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383695913} | |
2018-11-16 16:54:57,691 - theo_calculator.py:263 - INFO - found_eff_vol=51.75123308040000202308676105 | |
2018-11-16 16:54:57,691 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=51.75123308040000202308676105 | |
2018-11-16 16:54:57,691 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009348330000000000181148429590 | |
2018-11-16 16:54:57,691 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:57,691 - theo_calculator.py:263 - INFO - found_eff_vol=99.51048773400000119628668571 | |
2018-11-16 16:54:57,691 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.07997393628923879407126131 | |
2018-11-16 16:54:57,691 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009768993174759792070617418950 | |
2018-11-16 16:54:57,691 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:57,691 - theo_calculator.py:263 - INFO - found_eff_vol=147.2697423876000003694866104 | |
2018-11-16 16:54:57,692 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.22755834426387870883303174 | |
2018-11-16 16:54:57,692 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009795652785873949153475457316 | |
2018-11-16 16:54:57,692 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:57,692 - theo_calculator.py:263 - INFO - found_eff_vol=243.7971104659999997301595896 | |
2018-11-16 16:54:57,692 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24537955862108922499406841 | |
2018-11-16 16:54:57,692 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798872005646995266434859086 | |
2018-11-16 16:54:57,692 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:57,692 - theo_calculator.py:263 - INFO - found_eff_vol=340.3244785443999990908325688 | |
2018-11-16 16:54:57,693 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544708412925525105894305 | |
2018-11-16 16:54:57,693 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884203438162348464011340 | |
2018-11-16 16:54:57,693 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:57,693 - theo_calculator.py:263 - INFO - found_eff_vol=368.1951431983999975130868307 | |
2018-11-16 16:54:57,693 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544715780974267673937107 | |
2018-11-16 16:54:57,693 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884216747787453357980603 | |
2018-11-16 16:54:57,693 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:57,693 - theo_calculator.py:263 - INFO - found_eff_vol=396.0658078523999959353410926 | |
2018-11-16 16:54:57,694 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544717253943420608397672 | |
2018-11-16 16:54:57,694 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884219408555304060056038 | |
2018-11-16 16:54:57,694 - theo_calculator.py:252 - INFO - eff_volume=71.63389968840000434050982872 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01293993000000000052895909874450808274559676647186279296875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383692641} | |
2018-11-16 16:54:57,694 - theo_calculator.py:263 - INFO - found_eff_vol=467.6997075408000002758509213 | |
2018-11-16 16:54:57,694 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544718001901784593108673 | |
2018-11-16 16:54:57,694 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884220759665450928685753 | |
2018-11-16 16:54:57,694 - theo_calculator.py:252 - INFO - eff_volume=59532.30029245919999972414908 for trades[8]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233} | |
2018-11-16 16:54:57,694 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:54:57,695 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=54.24544727792953116833351213 | |
2018-11-16 16:54:57,695 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009798884238461801289367019761 | |
2018-11-16 16:54:57,695 - theo_calculator.py:276 - INFO - calculate_theo: processed 9 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:54:57,695 - theo_calculator.py:290 - INFO - Trade theo=5535.879999991184164304287594, total_eff_vol_for_theo=54.24544727792953116833351213, total_vol_for_theo=0.009798884238461801289367019761 | |
update theo in 0.00477290153503418sec | |
2018-11-16 16:54:57,711 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383695913, 'limit': 500} | |
2018-11-16 16:54:57,712 - run.py:79 - INFO - trades[0]: {'id': '53900382', 'order': None, 'info': {'time': '2018-11-16T15:54:55.913Z', 'trade_id': 53900382, 'price': '5535.88000000', 'size': '0.00934833', 'side': 'sell'}, 'timestamp': 1542383695913, 'datetime': '2018-11-16T15:54:55.913Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00934833, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:54:57,712 - run.py:81 - INFO - trades[-1]: {'id': '53900383', 'order': None, 'info': {'time': '2018-11-16T15:54:57.173Z', 'trade_id': 53900383, 'price': '5535.88000000', 'size': '0.00548390', 'side': 'sell'}, 'timestamp': 1542383697173, 'datetime': '2018-11-16T15:54:57.173Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0054839, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:54:57,712 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383697173, 'price': 5535.88, 'volume': 0.0055} | |
2018-11-16 16:54:57,712 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:57,712 - theo_calculator.py:252 - INFO - eff_volume=30.35821233199999996620255871 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00548389999999999988578025522656389512121677398681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383697173} | |
2018-11-16 16:54:57,712 - theo_calculator.py:263 - INFO - found_eff_vol=30.35821233199999996620255871 | |
2018-11-16 16:54:57,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=30.35821233199999996620255871 | |
2018-11-16 16:54:57,712 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005483899999999999885780255227 | |
2018-11-16 16:54:57,712 - theo_calculator.py:252 - INFO - eff_volume=51.75123308040000202308676105 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00934833000000000018114842958993904176168143749237060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383695913} | |
2018-11-16 16:54:57,712 - theo_calculator.py:263 - INFO - found_eff_vol=82.10944541240000198928931976 | |
2018-11-16 16:54:57,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=38.96417732707396027829718825 | |
2018-11-16 16:54:57,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007038479397507525363649866288 | |
2018-11-16 16:54:57,713 - theo_calculator.py:252 - INFO - eff_volume=51.75123308040000202308676105 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00934833000000000018114842958993904176168143749237060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383695913} | |
2018-11-16 16:54:57,713 - theo_calculator.py:263 - INFO - found_eff_vol=133.8606784928000040123760808 | |
2018-11-16 16:54:57,713 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.39726596094046816555851797 | |
2018-11-16 16:54:57,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007116712421681912792337451135 | |
2018-11-16 16:54:57,713 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:57,713 - theo_calculator.py:263 - INFO - found_eff_vol=181.6199331464000031855760055 | |
2018-11-16 16:54:57,713 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.41675440857492975688595943 | |
2018-11-16 16:54:57,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007120232810063608492197857883 | |
2018-11-16 16:54:57,713 - theo_calculator.py:252 - INFO - eff_volume=47.75925465359999917319992466 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00862721999999999968056219046275145956315100193023681640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383694929} | |
2018-11-16 16:54:57,713 - theo_calculator.py:263 - INFO - found_eff_vol=229.3791878000000023587759302 | |
2018-11-16 16:54:57,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.41798949276182117610631846 | |
2018-11-16 16:54:57,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007120455915366991408589833406 | |
2018-11-16 16:54:57,714 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:57,714 - theo_calculator.py:263 - INFO - found_eff_vol=325.9065558784000017194489094 | |
2018-11-16 16:54:57,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.41813863250053649644889493 | |
2018-11-16 16:54:57,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007120482855932667564926248971 | |
2018-11-16 16:54:57,714 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693091} | |
2018-11-16 16:54:57,714 - theo_calculator.py:263 - INFO - found_eff_vol=422.4339239568000010801218886 | |
2018-11-16 16:54:57,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.41813919759876395959074019 | |
2018-11-16 16:54:57,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007120482958011872219496404776 | |
2018-11-16 16:54:57,714 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:57,715 - theo_calculator.py:263 - INFO - found_eff_vol=450.3045886107999995023761505 | |
2018-11-16 16:54:57,715 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.41813919821537113477110993 | |
2018-11-16 16:54:57,715 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007120482958123255987782633835 | |
2018-11-16 16:54:57,715 - theo_calculator.py:252 - INFO - eff_volume=27.87066465399999842225426194 for trades[8]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.005034549999999999615740708946987069793976843357086181640625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383693009} | |
2018-11-16 16:54:57,715 - theo_calculator.py:263 - INFO - found_eff_vol=478.1752532647999979246304124 | |
2018-11-16 16:54:57,715 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.41813919833863896052142964 | |
2018-11-16 16:54:57,715 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007120482958145523057471702187 | |
2018-11-16 16:54:57,715 - theo_calculator.py:252 - INFO - eff_volume=71.63389968840000434050982872 for trades[9]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01293993000000000052895909874450808274559676647186279296875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383692641} | |
2018-11-16 16:54:57,715 - theo_calculator.py:263 - INFO - found_eff_vol=549.8091529532000022651402411 | |
2018-11-16 16:54:57,715 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.41813919840123307601697929 | |
2018-11-16 16:54:57,715 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007120482958156830043081135493 | |
2018-11-16 16:54:57,715 - theo_calculator.py:252 - INFO - eff_volume=59450.19084704679999773485976 for trades[10]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233} | |
2018-11-16 16:54:57,716 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:54:57,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.41813919921948305106257725 | |
2018-11-16 16:54:57,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007120482958304768928462729773 | |
2018-11-16 16:54:57,716 - theo_calculator.py:276 - INFO - calculate_theo: processed 11 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:54:57,716 - theo_calculator.py:290 - INFO - Trade theo=5535.879999999898719702033956, total_eff_vol_for_theo=39.41813919921948305106257725, total_vol_for_theo=0.007120482958304768928462729773 | |
update theo in 0.00416111946105957sec | |
2018-11-16 16:54:58,635 - run.py:77 - INFO - get 3 trades for bitmex {'since': 1542383692233, 'limit': 500} | |
2018-11-16 16:54:58,636 - run.py:79 - INFO - trades[0]: {'id': '8027a7a0-5961-160d-a9cc-a6188c457883', 'info': {'timestamp': '2018-11-16T15:54:52.233Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 400, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '8027a7a0-5961-160d-a9cc-a6188c457883', 'grossValue': 7232000, 'homeNotional': 0.07232, 'foreignNotional': 400}, 'timestamp': 1542383692233, 'datetime': '2018-11-16T15:54:52.233Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 400} | |
2018-11-16 16:54:58,636 - run.py:81 - INFO - trades[-1]: {'id': '12214e2a-1065-d57b-15fe-3ab25140a4ff', 'info': {'timestamp': '2018-11-16T15:54:58.390Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 7013, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '12214e2a-1065-d57b-15fe-3ab25140a4ff', 'grossValue': 126795040, 'homeNotional': 1.2679504, 'foreignNotional': 7013}, 'timestamp': 1542383698390, 'datetime': '2018-11-16T15:54:58.390Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 7013} | |
2018-11-16 16:54:58,636 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383698390, 'price': 5531.0, 'volume': 7013.0} | |
2018-11-16 16:54:58,637 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:58,637 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:54:58,638 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:54:58,638 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:54:58,638 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:54:58,638 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:54:58,639 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0027282238006591797sec | |
2018-11-16 16:54:58,639 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383698.6395917, 'dt': '2018-11-16 16:54:58.639598'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:54:58,681 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383690000, 'limit': 500} | |
2018-11-16 16:54:58,681 - run.py:79 - INFO - trades[0]: {'id': '77466079', 'info': {'date': '1542383690', 'tid': '77466079', 'price': '5534.46', 'type': '1', 'amount': '0.02868112'}, 'timestamp': 1542383690000, 'datetime': '2018-11-16T15:54:50.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.46, 'amount': 0.02868112, 'cost': 158.7345113952, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:54:58,682 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383690000, 'price': 5534.46, 'volume': 0.0287} | |
2018-11-16 16:54:58,682 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:58,682 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:54:58,682 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:54:58,682 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:54:58,682 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:54:58,683 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:54:58,683 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0010225772857666016sec | |
2018-11-16 16:54:58,703 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383697173, 'limit': 500} | |
2018-11-16 16:54:58,703 - run.py:79 - INFO - trades[0]: {'id': '53900383', 'order': None, 'info': {'time': '2018-11-16T15:54:57.173Z', 'trade_id': 53900383, 'price': '5535.88000000', 'size': '0.00548390', 'side': 'sell'}, 'timestamp': 1542383697173, 'datetime': '2018-11-16T15:54:57.173Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0054839, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:54:58,703 - run.py:81 - INFO - trades[-1]: {'id': '53900384', 'order': None, 'info': {'time': '2018-11-16T15:54:57.979Z', 'trade_id': 53900384, 'price': '5535.88000000', 'size': '0.05036417', 'side': 'sell'}, 'timestamp': 1542383697979, 'datetime': '2018-11-16T15:54:57.979Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.05036417, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:54:58,703 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383697979, 'price': 5535.88, 'volume': 0.0504} | |
2018-11-16 16:54:58,704 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:58,704 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:54:58,704 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:54:58,704 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:54:58,704 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:54:58,704 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:54:58,704 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0011162757873535156sec | |
2018-11-16 16:54:58,909 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:54:58,910 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:54:58,910 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:54:58,910 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:58,910 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:54:58,910 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:54:58,910 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:54:58,910 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:54:58,910 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:54:58,910 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0005469322204589844sec | |
2018-11-16 16:54:59,000 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:54:59,000 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:54:59,001 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:54:59,001 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:59,001 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:54:59,001 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:54:59,001 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:54:59,001 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:54:59,002 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:54:59,002 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0014085769653320312sec | |
2018-11-16 16:54:59,675 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383690000, 'limit': 500} | |
2018-11-16 16:54:59,675 - run.py:79 - INFO - trades[0]: {'id': '77466079', 'info': {'date': '1542383690', 'tid': '77466079', 'price': '5534.46', 'type': '1', 'amount': '0.02868112'}, 'timestamp': 1542383690000, 'datetime': '2018-11-16T15:54:50.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.46, 'amount': 0.02868112, 'cost': 158.7345113952, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:54:59,675 - run.py:81 - INFO - trades[-1]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:54:59,676 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383698000, 'price': 5534.97, 'volume': 1.268} | |
2018-11-16 16:54:59,676 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:59,676 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:54:59,676 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:54:59,676 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:54:59,676 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:54:59,676 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:54:59,676 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0009839534759521484sec | |
2018-11-16 16:54:59,677 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383699.6770468, 'dt': '2018-11-16 16:54:59.677048'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:54:59,712 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383697979, 'limit': 500} | |
2018-11-16 16:54:59,712 - run.py:79 - INFO - trades[0]: {'id': '53900384', 'order': None, 'info': {'time': '2018-11-16T15:54:57.979Z', 'trade_id': 53900384, 'price': '5535.88000000', 'size': '0.05036417', 'side': 'sell'}, 'timestamp': 1542383697979, 'datetime': '2018-11-16T15:54:57.979Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.05036417, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:54:59,713 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383697979, 'price': 5535.88, 'volume': 0.0504} | |
2018-11-16 16:54:59,713 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:54:59,714 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:54:59,714 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:54:59,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:54:59,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:54:59,714 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:54:59,714 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.001748800277709961sec | |
2018-11-16 16:55:00,627 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383698390, 'limit': 500} | |
2018-11-16 16:55:00,628 - run.py:79 - INFO - trades[0]: {'id': '12214e2a-1065-d57b-15fe-3ab25140a4ff', 'info': {'timestamp': '2018-11-16T15:54:58.390Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 7013, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '12214e2a-1065-d57b-15fe-3ab25140a4ff', 'grossValue': 126795040, 'homeNotional': 1.2679504, 'foreignNotional': 7013}, 'timestamp': 1542383698390, 'datetime': '2018-11-16T15:54:58.390Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 7013} | |
2018-11-16 16:55:00,628 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383698390, 'price': 5531.0, 'volume': 7013.0} | |
2018-11-16 16:55:00,628 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:00,628 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:00,628 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:00,628 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:00,628 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:00,628 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:00,628 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0007376670837402344sec | |
2018-11-16 16:55:00,683 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383698000, 'limit': 500} | |
2018-11-16 16:55:00,683 - run.py:79 - INFO - trades[0]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:00,684 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383698000, 'price': 5534.97, 'volume': 1.268} | |
2018-11-16 16:55:00,684 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:00,684 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:00,685 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:00,685 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:00,685 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:00,685 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:00,685 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0018944740295410156sec | |
2018-11-16 16:55:00,686 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383700.6861293, 'dt': '2018-11-16 16:55:00.686131'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:00,694 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:00,694 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:00,695 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:00,695 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:00,695 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:00,695 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:00,695 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:00,696 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:00,696 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:00,696 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.001354217529296875sec | |
2018-11-16 16:55:00,730 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383697979, 'limit': 500} | |
2018-11-16 16:55:00,730 - run.py:79 - INFO - trades[0]: {'id': '53900384', 'order': None, 'info': {'time': '2018-11-16T15:54:57.979Z', 'trade_id': 53900384, 'price': '5535.88000000', 'size': '0.05036417', 'side': 'sell'}, 'timestamp': 1542383697979, 'datetime': '2018-11-16T15:54:57.979Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.05036417, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:00,730 - run.py:81 - INFO - trades[-1]: {'id': '53900385', 'order': None, 'info': {'time': '2018-11-16T15:55:00.078Z', 'trade_id': 53900385, 'price': '5535.88000000', 'size': '0.00178303', 'side': 'sell'}, 'timestamp': 1542383700078, 'datetime': '2018-11-16T15:55:00.078Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00178303, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:00,731 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383700078, 'price': 5535.88, 'volume': 0.0018} | |
2018-11-16 16:55:00,731 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:00,731 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:00,731 - theo_calculator.py:263 - INFO - found_eff_vol=9.870640116399999649052836159 | |
2018-11-16 16:55:00,731 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.870640116399999649052836159 | |
2018-11-16 16:55:00,731 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001783029999999999901452718554 | |
2018-11-16 16:55:00,732 - theo_calculator.py:252 - INFO - eff_volume=59990.12935988360000035094716 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:00,732 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:00,732 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=32142.15727714951991862316863 | |
2018-11-16 16:55:00,732 - theo_calculator.py:268 - INFO - total_vol_for_theo=5.811272568425803637394512889 | |
2018-11-16 16:55:00,732 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:00,733 - theo_calculator.py:290 - INFO - Trade theo=5531.001497294490586461969839, total_eff_vol_for_theo=32142.15727714951991862316863, total_vol_for_theo=5.811272568425803637394512889 | |
update theo in 0.002334117889404297sec | |
2018-11-16 16:55:00,863 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:00,864 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:00,864 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:00,864 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:00,864 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:00,864 - theo_calculator.py:263 - INFO - found_eff_vol=9.870640116399999649052836159 | |
2018-11-16 16:55:00,864 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.870640116399999649052836159 | |
2018-11-16 16:55:00,864 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001783029999999999901452718554 | |
2018-11-16 16:55:00,864 - theo_calculator.py:252 - INFO - eff_volume=59990.12935988360000035094716 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:00,864 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:00,864 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=32142.15727714951991862316863 | |
2018-11-16 16:55:00,864 - theo_calculator.py:268 - INFO - total_vol_for_theo=5.811272568425803637394512889 | |
2018-11-16 16:55:00,864 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:00,864 - theo_calculator.py:290 - INFO - Trade theo=5531.001497294490586461969839, total_eff_vol_for_theo=32142.15727714951991862316863, total_vol_for_theo=5.811272568425803637394512889 | |
update theo in 0.0008053779602050781sec | |
2018-11-16 16:55:01,701 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383698000, 'limit': 500} | |
2018-11-16 16:55:01,701 - run.py:79 - INFO - trades[0]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:01,703 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:01,704 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:01,704 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383698000, 'price': 5534.97, 'volume': 1.268} | |
2018-11-16 16:55:01,704 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:01,704 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:01,705 - theo_calculator.py:263 - INFO - found_eff_vol=9.870640116399999649052836159 | |
2018-11-16 16:55:01,705 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.870640116399999649052836159 | |
2018-11-16 16:55:01,705 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001783029999999999901452718554 | |
2018-11-16 16:55:01,705 - theo_calculator.py:252 - INFO - eff_volume=59990.12935988360000035094716 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:01,706 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:01,706 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=32142.15727714951991862316863 | |
2018-11-16 16:55:01,706 - theo_calculator.py:268 - INFO - total_vol_for_theo=5.811272568425803637394512889 | |
2018-11-16 16:55:01,706 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:01,706 - theo_calculator.py:290 - INFO - Trade theo=5531.001497294490586461969839, total_eff_vol_for_theo=32142.15727714951991862316863, total_vol_for_theo=5.811272568425803637394512889 | |
update theo in 0.002449512481689453sec | |
2018-11-16 16:55:01,706 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.001497294490586461969839'), 'base_price': None, 'timestamp': 1542383701.7067966, 'dt': '2018-11-16 16:55:01.706798'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:01,707 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:01,707 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:01,707 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:01,707 - theo_calculator.py:263 - INFO - found_eff_vol=9.870640116399999649052836159 | |
2018-11-16 16:55:01,708 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.870640116399999649052836159 | |
2018-11-16 16:55:01,708 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001783029999999999901452718554 | |
2018-11-16 16:55:01,708 - theo_calculator.py:252 - INFO - eff_volume=59990.12935988360000035094716 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:01,708 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:01,708 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=32142.15727714951991862316863 | |
2018-11-16 16:55:01,708 - theo_calculator.py:268 - INFO - total_vol_for_theo=5.811272568425803637394512889 | |
2018-11-16 16:55:01,709 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:01,709 - theo_calculator.py:290 - INFO - Trade theo=5531.001497294490586461969839, total_eff_vol_for_theo=32142.15727714951991862316863, total_vol_for_theo=5.811272568425803637394512889 | |
update theo in 0.0018820762634277344sec | |
2018-11-16 16:55:01,777 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383700078, 'limit': 500} | |
2018-11-16 16:55:01,778 - run.py:79 - INFO - trades[0]: {'id': '53900385', 'order': None, 'info': {'time': '2018-11-16T15:55:00.078Z', 'trade_id': 53900385, 'price': '5535.88000000', 'size': '0.00178303', 'side': 'sell'}, 'timestamp': 1542383700078, 'datetime': '2018-11-16T15:55:00.078Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00178303, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:01,778 - run.py:81 - INFO - trades[-1]: {'id': '53900386', 'order': None, 'info': {'time': '2018-11-16T15:55:01.341Z', 'trade_id': 53900386, 'price': '5535.88000000', 'size': '0.03610635', 'side': 'sell'}, 'timestamp': 1542383701341, 'datetime': '2018-11-16T15:55:01.341Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.03610635, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:01,779 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383701341, 'price': 5535.88, 'volume': 0.0361} | |
2018-11-16 16:55:01,780 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:01,780 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:01,780 - theo_calculator.py:263 - INFO - found_eff_vol=199.8804208380000168478447868 | |
2018-11-16 16:55:01,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=199.8804208380000168478447868 | |
2018-11-16 16:55:01,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03610635000000000233155716955 | |
2018-11-16 16:55:01,782 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:01,783 - theo_calculator.py:263 - INFO - found_eff_vol=209.7510609544000164968976230 | |
2018-11-16 16:55:01,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=199.8805125817681158477797867 | |
2018-11-16 16:55:01,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03610636657257168000519409651 | |
2018-11-16 16:55:01,784 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:01,785 - theo_calculator.py:263 - INFO - found_eff_vol=219.6217010708000161459504592 | |
2018-11-16 16:55:01,785 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=199.8805644573933620683173453 | |
2018-11-16 16:55:01,785 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03610637594337185020767979631 | |
2018-11-16 16:55:01,786 - theo_calculator.py:252 - INFO - eff_volume=59780.37829892919998385404954 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:01,786 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:01,786 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=200.0488467885054479623516654 | |
2018-11-16 16:55:01,787 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03613680124279547810390729950 | |
2018-11-16 16:55:01,787 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:01,787 - theo_calculator.py:290 - INFO - Trade theo=5535.875891294855186864032241, total_eff_vol_for_theo=200.0488467885054479623516654, total_vol_for_theo=0.03613680124279547810390729950 | |
update theo in 0.008442163467407227sec | |
2018-11-16 16:55:01,787 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.875891294855186864032241'), 'base_price': None, 'timestamp': 1542383701.7877476, 'dt': '2018-11-16 16:55:01.787751'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:02,627 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383698390, 'limit': 500} | |
2018-11-16 16:55:02,628 - run.py:79 - INFO - trades[0]: {'id': '12214e2a-1065-d57b-15fe-3ab25140a4ff', 'info': {'timestamp': '2018-11-16T15:54:58.390Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 7013, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '12214e2a-1065-d57b-15fe-3ab25140a4ff', 'grossValue': 126795040, 'homeNotional': 1.2679504, 'foreignNotional': 7013}, 'timestamp': 1542383698390, 'datetime': '2018-11-16T15:54:58.390Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 7013} | |
2018-11-16 16:55:02,628 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383698390, 'price': 5531.0, 'volume': 7013.0} | |
2018-11-16 16:55:02,629 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:02,629 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:02,630 - theo_calculator.py:263 - INFO - found_eff_vol=199.8804208380000168478447868 | |
2018-11-16 16:55:02,630 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=199.8804208380000168478447868 | |
2018-11-16 16:55:02,630 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03610635000000000233155716955 | |
2018-11-16 16:55:02,630 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:02,631 - theo_calculator.py:263 - INFO - found_eff_vol=209.7510609544000164968976230 | |
2018-11-16 16:55:02,631 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=199.8805125817681158477797867 | |
2018-11-16 16:55:02,631 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03610636657257168000519409651 | |
2018-11-16 16:55:02,631 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:02,632 - theo_calculator.py:263 - INFO - found_eff_vol=219.6217010708000161459504592 | |
2018-11-16 16:55:02,632 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=199.8805644573933620683173453 | |
2018-11-16 16:55:02,632 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03610637594337185020767979631 | |
2018-11-16 16:55:02,632 - theo_calculator.py:252 - INFO - eff_volume=59780.37829892919998385404954 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:02,633 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:02,633 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=200.0488467885054479623516654 | |
2018-11-16 16:55:02,633 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03613680124279547810390729950 | |
2018-11-16 16:55:02,634 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:02,634 - theo_calculator.py:290 - INFO - Trade theo=5535.875891294855186864032241, total_eff_vol_for_theo=200.0488467885054479623516654, total_vol_for_theo=0.03613680124279547810390729950 | |
update theo in 0.005892515182495117sec | |
2018-11-16 16:55:02,685 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383698000, 'limit': 500} | |
2018-11-16 16:55:02,685 - run.py:79 - INFO - trades[0]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:02,686 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383698000, 'price': 5534.97, 'volume': 1.268} | |
2018-11-16 16:55:02,686 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:02,686 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:02,686 - theo_calculator.py:263 - INFO - found_eff_vol=199.8804208380000168478447868 | |
2018-11-16 16:55:02,686 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=199.8804208380000168478447868 | |
2018-11-16 16:55:02,686 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03610635000000000233155716955 | |
2018-11-16 16:55:02,686 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:02,687 - theo_calculator.py:263 - INFO - found_eff_vol=209.7510609544000164968976230 | |
2018-11-16 16:55:02,687 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=199.8805125817681158477797867 | |
2018-11-16 16:55:02,687 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03610636657257168000519409651 | |
2018-11-16 16:55:02,687 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:02,687 - theo_calculator.py:263 - INFO - found_eff_vol=219.6217010708000161459504592 | |
2018-11-16 16:55:02,688 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=199.8805644573933620683173453 | |
2018-11-16 16:55:02,688 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03610637594337185020767979631 | |
2018-11-16 16:55:02,688 - theo_calculator.py:252 - INFO - eff_volume=59780.37829892919998385404954 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:02,688 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:02,688 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=200.0488467885054479623516654 | |
2018-11-16 16:55:02,688 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03613680124279547810390729950 | |
2018-11-16 16:55:02,688 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:02,688 - theo_calculator.py:290 - INFO - Trade theo=5535.875891294855186864032241, total_eff_vol_for_theo=200.0488467885054479623516654, total_vol_for_theo=0.03613680124279547810390729950 | |
update theo in 0.002972841262817383sec | |
2018-11-16 16:55:02,708 - run.py:77 - INFO - get 3 trades for gdax {'since': 1542383701341, 'limit': 500} | |
2018-11-16 16:55:02,708 - run.py:79 - INFO - trades[0]: {'id': '53900386', 'order': None, 'info': {'time': '2018-11-16T15:55:01.341Z', 'trade_id': 53900386, 'price': '5535.88000000', 'size': '0.03610635', 'side': 'sell'}, 'timestamp': 1542383701341, 'datetime': '2018-11-16T15:55:01.341Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.03610635, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:02,708 - run.py:81 - INFO - trades[-1]: {'id': '53900388', 'order': None, 'info': {'time': '2018-11-16T15:55:02.549Z', 'trade_id': 53900388, 'price': '5535.88000000', 'size': '0.00332701', 'side': 'sell'}, 'timestamp': 1542383702549, 'datetime': '2018-11-16T15:55:02.549Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00332701, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:02,708 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383702549, 'price': 5535.88, 'volume': 0.0033} | |
2018-11-16 16:55:02,709 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:02,709 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:02,709 - theo_calculator.py:263 - INFO - found_eff_vol=18.41792811880000056659155820 | |
2018-11-16 16:55:02,709 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=18.41792811880000056659155820 | |
2018-11-16 16:55:02,709 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003327010000000000036757263899 | |
2018-11-16 16:55:02,709 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702161} | |
2018-11-16 16:55:02,709 - theo_calculator.py:263 - INFO - found_eff_vol=95.31116241879999666597825918 | |
2018-11-16 16:55:02,709 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=44.62700166595110066750753855 | |
2018-11-16 16:55:02,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008061419143847507405540559793 | |
2018-11-16 16:55:02,710 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:02,710 - theo_calculator.py:263 - INFO - found_eff_vol=295.1915832568000135138230460 | |
2018-11-16 16:55:02,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40858442933243510503497955 | |
2018-11-16 16:55:02,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202604061761431555290664351 | |
2018-11-16 16:55:02,710 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:02,710 - theo_calculator.py:263 - INFO - found_eff_vol=495.0720040948000303616678328 | |
2018-11-16 16:55:02,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199431831241421329381 | |
2018-11-16 16:55:02,711 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428298617568928634307 | |
2018-11-16 16:55:02,711 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:02,711 - theo_calculator.py:263 - INFO - found_eff_vol=504.9426442112000300107206690 | |
2018-11-16 16:55:02,711 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199432178469182352844 | |
2018-11-16 16:55:02,711 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428299244800301105284 | |
2018-11-16 16:55:02,711 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:02,711 - theo_calculator.py:263 - INFO - found_eff_vol=514.8132843276000296597735052 | |
2018-11-16 16:55:02,711 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199432374805757350506 | |
2018-11-16 16:55:02,712 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428299599462206705950 | |
2018-11-16 16:55:02,712 - theo_calculator.py:252 - INFO - eff_volume=59485.18671567239997034022649 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:02,712 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:02,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859200066137331649587029 | |
2018-11-16 16:55:02,712 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605429445436609001564969 | |
2018-11-16 16:55:02,712 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:02,712 - theo_calculator.py:290 - INFO - Trade theo=5535.874228163546628209214123, total_eff_vol_for_theo=45.40859200066137331649587029, total_vol_for_theo=0.008202605429445436609001564969 | |
update theo in 0.003931760787963867sec | |
2018-11-16 16:55:02,845 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:02,845 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:02,845 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:02,845 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:02,845 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:02,845 - theo_calculator.py:263 - INFO - found_eff_vol=18.41792811880000056659155820 | |
2018-11-16 16:55:02,845 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=18.41792811880000056659155820 | |
2018-11-16 16:55:02,845 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003327010000000000036757263899 | |
2018-11-16 16:55:02,845 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702161} | |
2018-11-16 16:55:02,846 - theo_calculator.py:263 - INFO - found_eff_vol=95.31116241879999666597825918 | |
2018-11-16 16:55:02,846 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=44.62700166595110066750753855 | |
2018-11-16 16:55:02,846 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008061419143847507405540559793 | |
2018-11-16 16:55:02,846 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:02,846 - theo_calculator.py:263 - INFO - found_eff_vol=295.1915832568000135138230460 | |
2018-11-16 16:55:02,846 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40858442933243510503497955 | |
2018-11-16 16:55:02,846 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202604061761431555290664351 | |
2018-11-16 16:55:02,846 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:02,846 - theo_calculator.py:263 - INFO - found_eff_vol=495.0720040948000303616678328 | |
2018-11-16 16:55:02,846 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199431831241421329381 | |
2018-11-16 16:55:02,846 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428298617568928634307 | |
2018-11-16 16:55:02,846 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:02,846 - theo_calculator.py:263 - INFO - found_eff_vol=504.9426442112000300107206690 | |
2018-11-16 16:55:02,846 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199432178469182352844 | |
2018-11-16 16:55:02,846 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428299244800301105284 | |
2018-11-16 16:55:02,846 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:02,847 - theo_calculator.py:263 - INFO - found_eff_vol=514.8132843276000296597735052 | |
2018-11-16 16:55:02,847 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199432374805757350506 | |
2018-11-16 16:55:02,847 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428299599462206705950 | |
2018-11-16 16:55:02,847 - theo_calculator.py:252 - INFO - eff_volume=59485.18671567239997034022649 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:02,847 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:02,847 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859200066137331649587029 | |
2018-11-16 16:55:02,847 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605429445436609001564969 | |
2018-11-16 16:55:02,847 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:02,847 - theo_calculator.py:290 - INFO - Trade theo=5535.874228163546628209214123, total_eff_vol_for_theo=45.40859200066137331649587029, total_vol_for_theo=0.008202605429445436609001564969 | |
update theo in 0.0021941661834716797sec | |
2018-11-16 16:55:02,847 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.874228163546628209214123'), 'base_price': None, 'timestamp': 1542383702.8476722, 'dt': '2018-11-16 16:55:02.847673'} because of itbit fetched new trades/orderbook | |
2018-11-16 16:55:03,694 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383698000, 'limit': 500} | |
2018-11-16 16:55:03,695 - run.py:79 - INFO - trades[0]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:03,695 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383698000, 'price': 5534.97, 'volume': 1.268} | |
2018-11-16 16:55:03,695 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:03,696 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:03,696 - theo_calculator.py:263 - INFO - found_eff_vol=18.41792811880000056659155820 | |
2018-11-16 16:55:03,696 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=18.41792811880000056659155820 | |
2018-11-16 16:55:03,696 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003327010000000000036757263899 | |
2018-11-16 16:55:03,696 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702161} | |
2018-11-16 16:55:03,696 - theo_calculator.py:263 - INFO - found_eff_vol=95.31116241879999666597825918 | |
2018-11-16 16:55:03,697 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=44.62700166595110066750753855 | |
2018-11-16 16:55:03,697 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008061419143847507405540559793 | |
2018-11-16 16:55:03,697 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:03,697 - theo_calculator.py:263 - INFO - found_eff_vol=295.1915832568000135138230460 | |
2018-11-16 16:55:03,697 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40858442933243510503497955 | |
2018-11-16 16:55:03,697 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202604061761431555290664351 | |
2018-11-16 16:55:03,697 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:03,698 - theo_calculator.py:263 - INFO - found_eff_vol=495.0720040948000303616678328 | |
2018-11-16 16:55:03,698 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199431831241421329381 | |
2018-11-16 16:55:03,698 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428298617568928634307 | |
2018-11-16 16:55:03,698 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:03,698 - theo_calculator.py:263 - INFO - found_eff_vol=504.9426442112000300107206690 | |
2018-11-16 16:55:03,698 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199432178469182352844 | |
2018-11-16 16:55:03,699 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428299244800301105284 | |
2018-11-16 16:55:03,699 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:03,699 - theo_calculator.py:263 - INFO - found_eff_vol=514.8132843276000296597735052 | |
2018-11-16 16:55:03,699 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199432374805757350506 | |
2018-11-16 16:55:03,699 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428299599462206705950 | |
2018-11-16 16:55:03,699 - theo_calculator.py:252 - INFO - eff_volume=59485.18671567239997034022649 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:03,700 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:03,700 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859200066137331649587029 | |
2018-11-16 16:55:03,700 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605429445436609001564969 | |
2018-11-16 16:55:03,700 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:03,700 - theo_calculator.py:290 - INFO - Trade theo=5535.874228163546628209214123, total_eff_vol_for_theo=45.40859200066137331649587029, total_vol_for_theo=0.008202605429445436609001564969 | |
update theo in 0.0052258968353271484sec | |
2018-11-16 16:55:03,702 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:03,702 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:03,702 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:03,702 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:03,702 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:03,702 - theo_calculator.py:263 - INFO - found_eff_vol=18.41792811880000056659155820 | |
2018-11-16 16:55:03,702 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=18.41792811880000056659155820 | |
2018-11-16 16:55:03,702 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003327010000000000036757263899 | |
2018-11-16 16:55:03,703 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702161} | |
2018-11-16 16:55:03,703 - theo_calculator.py:263 - INFO - found_eff_vol=95.31116241879999666597825918 | |
2018-11-16 16:55:03,703 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=44.62700166595110066750753855 | |
2018-11-16 16:55:03,703 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008061419143847507405540559793 | |
2018-11-16 16:55:03,703 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:03,703 - theo_calculator.py:263 - INFO - found_eff_vol=295.1915832568000135138230460 | |
2018-11-16 16:55:03,703 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40858442933243510503497955 | |
2018-11-16 16:55:03,703 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202604061761431555290664351 | |
2018-11-16 16:55:03,704 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:03,704 - theo_calculator.py:263 - INFO - found_eff_vol=495.0720040948000303616678328 | |
2018-11-16 16:55:03,704 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199431831241421329381 | |
2018-11-16 16:55:03,704 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428298617568928634307 | |
2018-11-16 16:55:03,704 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:03,704 - theo_calculator.py:263 - INFO - found_eff_vol=504.9426442112000300107206690 | |
2018-11-16 16:55:03,704 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199432178469182352844 | |
2018-11-16 16:55:03,705 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428299244800301105284 | |
2018-11-16 16:55:03,705 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:03,705 - theo_calculator.py:263 - INFO - found_eff_vol=514.8132843276000296597735052 | |
2018-11-16 16:55:03,705 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859199432374805757350506 | |
2018-11-16 16:55:03,705 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605428299599462206705950 | |
2018-11-16 16:55:03,705 - theo_calculator.py:252 - INFO - eff_volume=59485.18671567239997034022649 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:03,705 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:03,705 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=45.40859200066137331649587029 | |
2018-11-16 16:55:03,706 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008202605429445436609001564969 | |
2018-11-16 16:55:03,706 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:03,706 - theo_calculator.py:290 - INFO - Trade theo=5535.874228163546628209214123, total_eff_vol_for_theo=45.40859200066137331649587029, total_vol_for_theo=0.008202605429445436609001564969 | |
update theo in 0.0038919448852539062sec | |
2018-11-16 16:55:03,711 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383702549, 'limit': 500} | |
2018-11-16 16:55:03,711 - run.py:79 - INFO - trades[0]: {'id': '53900388', 'order': None, 'info': {'time': '2018-11-16T15:55:02.549Z', 'trade_id': 53900388, 'price': '5535.88000000', 'size': '0.00332701', 'side': 'sell'}, 'timestamp': 1542383702549, 'datetime': '2018-11-16T15:55:02.549Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00332701, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:03,711 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383702549, 'price': 5535.88, 'volume': 0.0033} | |
2018-11-16 16:55:03,711 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:03,711 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:03,711 - theo_calculator.py:263 - INFO - found_eff_vol=18.41792811880000056659155820 | |
2018-11-16 16:55:03,711 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=18.41792811880000056659155820 | |
2018-11-16 16:55:03,711 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003327010000000000036757263899 | |
2018-11-16 16:55:03,711 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:03,712 - theo_calculator.py:263 - INFO - found_eff_vol=36.83585623760000113318311640 | |
2018-11-16 16:55:03,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=24.77433523516047502124155634 | |
2018-11-16 16:55:03,712 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004475229816246102612921128979 | |
2018-11-16 16:55:03,712 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702161} | |
2018-11-16 16:55:03,712 - theo_calculator.py:263 - INFO - found_eff_vol=113.7290905375999972325698174 | |
2018-11-16 16:55:03,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=33.81962743815668593386677568 | |
2018-11-16 16:55:03,712 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006109172123958568962555900742 | |
2018-11-16 16:55:03,712 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:03,712 - theo_calculator.py:263 - INFO - found_eff_vol=313.6095113756000140804146042 | |
2018-11-16 16:55:03,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=34.08936778067168795890749508 | |
2018-11-16 16:55:03,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006157897953007428767992942982 | |
2018-11-16 16:55:03,713 - theo_calculator.py:252 - INFO - eff_volume=199.8804208380000168478447868 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.036106350000000002331557169554798747412860393524169921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383701341} | |
2018-11-16 16:55:03,713 - theo_calculator.py:263 - INFO - found_eff_vol=513.4899322136000309282593910 | |
2018-11-16 16:55:03,713 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=34.08937039150444588518535905 | |
2018-11-16 16:55:03,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006157898424627615247157558634 | |
2018-11-16 16:55:03,713 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:03,713 - theo_calculator.py:263 - INFO - found_eff_vol=523.3605723300000305773122272 | |
2018-11-16 16:55:03,713 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=34.08937039150564423985203545 | |
2018-11-16 16:55:03,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006157898424627831717649454485 | |
2018-11-16 16:55:03,713 - theo_calculator.py:252 - INFO - eff_volume=9.870640116399999649052836159 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00178302999999999990145271855368491742410697042942047119140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383700078} | |
2018-11-16 16:55:03,714 - theo_calculator.py:263 - INFO - found_eff_vol=533.2312124464000302263650634 | |
2018-11-16 16:55:03,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=34.08937039150632183789371914 | |
2018-11-16 16:55:03,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006157898424627954118792846988 | |
2018-11-16 16:55:03,714 - theo_calculator.py:252 - INFO - eff_volume=59466.76878755359996977363494 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('7013'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383698390} | |
2018-11-16 16:55:03,714 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:03,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=34.08937039369288989579126732 | |
2018-11-16 16:55:03,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006157898425023283726078608727 | |
2018-11-16 16:55:03,714 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:03,714 - theo_calculator.py:290 - INFO - Trade theo=5535.877346590690807643270662, total_eff_vol_for_theo=34.08937039369288989579126732, total_vol_for_theo=0.006157898425023283726078608727 | |
update theo in 0.0032317638397216797sec | |
2018-11-16 16:55:04,635 - run.py:77 - INFO - get 5 trades for bitmex {'since': 1542383698390, 'limit': 500} | |
2018-11-16 16:55:04,635 - run.py:79 - INFO - trades[0]: {'id': '12214e2a-1065-d57b-15fe-3ab25140a4ff', 'info': {'timestamp': '2018-11-16T15:54:58.390Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 7013, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '12214e2a-1065-d57b-15fe-3ab25140a4ff', 'grossValue': 126795040, 'homeNotional': 1.2679504, 'foreignNotional': 7013}, 'timestamp': 1542383698390, 'datetime': '2018-11-16T15:54:58.390Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 7013} | |
2018-11-16 16:55:04,636 - run.py:81 - INFO - trades[-1]: {'id': '458b792f-bf96-89ec-f07b-f82e67842649', 'info': {'timestamp': '2018-11-16T15:55:02.548Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 700, 'price': 5531, 'tickDirection': 'MinusTick', 'trdMatchID': '458b792f-bf96-89ec-f07b-f82e67842649', 'grossValue': 12656000, 'homeNotional': 0.12656, 'foreignNotional': 700}, 'timestamp': 1542383702548, 'datetime': '2018-11-16T15:55:02.548Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 700} | |
2018-11-16 16:55:04,636 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383702548, 'price': 5531.0, 'volume': 700.0} | |
2018-11-16 16:55:04,636 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:04,637 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,637 - theo_calculator.py:263 - INFO - found_eff_vol=18.41792811880000056659155820 | |
2018-11-16 16:55:04,637 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=18.41792811880000056659155820 | |
2018-11-16 16:55:04,637 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003327010000000000036757263899 | |
2018-11-16 16:55:04,638 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,638 - theo_calculator.py:263 - INFO - found_eff_vol=36.83585623760000113318311640 | |
2018-11-16 16:55:04,638 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=24.77433523516047502124155634 | |
2018-11-16 16:55:04,639 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004475229816246102612921128979 | |
2018-11-16 16:55:04,639 - theo_calculator.py:252 - INFO - eff_volume=59963.16414376239999886681688 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:04,639 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:04,640 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=7166.653009509103671207806083 | |
2018-11-16 16:55:04,640 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.295720696146736646128843119 | |
2018-11-16 16:55:04,640 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:04,640 - theo_calculator.py:290 - INFO - Trade theo=5531.016854806416403995919579, total_eff_vol_for_theo=7166.653009509103671207806083, total_vol_for_theo=1.295720696146736646128843119 | |
update theo in 0.004400491714477539sec | |
2018-11-16 16:55:04,640 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.016854806416403995919579'), 'base_price': None, 'timestamp': 1542383704.6408706, 'dt': '2018-11-16 16:55:04.640873'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:04,692 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383698000, 'limit': 500} | |
2018-11-16 16:55:04,693 - run.py:79 - INFO - trades[0]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:04,693 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383698000, 'price': 5534.97, 'volume': 1.268} | |
2018-11-16 16:55:04,693 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:04,693 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,694 - theo_calculator.py:263 - INFO - found_eff_vol=18.41792811880000056659155820 | |
2018-11-16 16:55:04,694 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=18.41792811880000056659155820 | |
2018-11-16 16:55:04,694 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003327010000000000036757263899 | |
2018-11-16 16:55:04,694 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,695 - theo_calculator.py:263 - INFO - found_eff_vol=36.83585623760000113318311640 | |
2018-11-16 16:55:04,695 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=24.77433523516047502124155634 | |
2018-11-16 16:55:04,695 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004475229816246102612921128979 | |
2018-11-16 16:55:04,695 - theo_calculator.py:252 - INFO - eff_volume=59963.16414376239999886681688 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:04,695 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:04,696 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=7166.653009509103671207806083 | |
2018-11-16 16:55:04,696 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.295720696146736646128843119 | |
2018-11-16 16:55:04,696 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:04,696 - theo_calculator.py:290 - INFO - Trade theo=5531.016854806416403995919579, total_eff_vol_for_theo=7166.653009509103671207806083, total_vol_for_theo=1.295720696146736646128843119 | |
update theo in 0.0029997825622558594sec | |
2018-11-16 16:55:04,714 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383702549, 'limit': 500} | |
2018-11-16 16:55:04,715 - run.py:79 - INFO - trades[0]: {'id': '53900388', 'order': None, 'info': {'time': '2018-11-16T15:55:02.549Z', 'trade_id': 53900388, 'price': '5535.88000000', 'size': '0.00332701', 'side': 'sell'}, 'timestamp': 1542383702549, 'datetime': '2018-11-16T15:55:02.549Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00332701, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:04,715 - run.py:81 - INFO - trades[-1]: {'id': '53900389', 'order': None, 'info': {'time': '2018-11-16T15:55:04.376Z', 'trade_id': 53900389, 'price': '5535.88000000', 'size': '0.01743233', 'side': 'sell'}, 'timestamp': 1542383704376, 'datetime': '2018-11-16T15:55:04.376Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.01743233, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:04,715 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383704376, 'price': 5535.88, 'volume': 0.0174} | |
2018-11-16 16:55:04,715 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:04,715 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:04,716 - theo_calculator.py:263 - INFO - found_eff_vol=96.50328700039999832470979193 | |
2018-11-16 16:55:04,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.50328700039999832470979193 | |
2018-11-16 16:55:04,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01743232999999999935369920934 | |
2018-11-16 16:55:04,716 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,716 - theo_calculator.py:263 - INFO - found_eff_vol=114.9212151191999988913013501 | |
2018-11-16 16:55:04,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.56919123404310012111987466 | |
2018-11-16 16:55:04,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744423492453649613381561122 | |
2018-11-16 16:55:04,717 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,717 - theo_calculator.py:263 - INFO - found_eff_vol=133.3391432379999994578929083 | |
2018-11-16 16:55:04,717 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.59193614525272153950662029 | |
2018-11-16 16:55:04,717 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744834355969651069662013946 | |
2018-11-16 16:55:04,717 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,718 - theo_calculator.py:263 - INFO - found_eff_vol=151.7570713568000000244844665 | |
2018-11-16 16:55:04,718 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.59978588353714070969380319 | |
2018-11-16 16:55:04,718 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744976153448722494079313924 | |
2018-11-16 16:55:04,718 - theo_calculator.py:252 - INFO - eff_volume=59848.24292864319999997551553 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:04,718 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:04,718 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=105.4026257810704156567554397 | |
2018-11-16 16:55:04,718 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01904130734854133359150035973 | |
2018-11-16 16:55:04,718 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:04,719 - theo_calculator.py:290 - INFO - Trade theo=5535.472110802561194936530155, total_eff_vol_for_theo=105.4026257810704156567554397, total_vol_for_theo=0.01904130734854133359150035973 | |
update theo in 0.0037009716033935547sec | |
2018-11-16 16:55:04,719 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.472110802561194936530155'), 'base_price': None, 'timestamp': 1542383704.7191687, 'dt': '2018-11-16 16:55:04.719170'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:04,909 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:04,909 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:04,910 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:04,910 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:04,910 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:04,910 - theo_calculator.py:263 - INFO - found_eff_vol=96.50328700039999832470979193 | |
2018-11-16 16:55:04,910 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.50328700039999832470979193 | |
2018-11-16 16:55:04,910 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01743232999999999935369920934 | |
2018-11-16 16:55:04,910 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,910 - theo_calculator.py:263 - INFO - found_eff_vol=114.9212151191999988913013501 | |
2018-11-16 16:55:04,911 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.56919123404310012111987466 | |
2018-11-16 16:55:04,911 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744423492453649613381561122 | |
2018-11-16 16:55:04,911 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,911 - theo_calculator.py:263 - INFO - found_eff_vol=133.3391432379999994578929083 | |
2018-11-16 16:55:04,911 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.59193614525272153950662029 | |
2018-11-16 16:55:04,911 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744834355969651069662013946 | |
2018-11-16 16:55:04,911 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:04,911 - theo_calculator.py:263 - INFO - found_eff_vol=151.7570713568000000244844665 | |
2018-11-16 16:55:04,911 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.59978588353714070969380319 | |
2018-11-16 16:55:04,911 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744976153448722494079313924 | |
2018-11-16 16:55:04,911 - theo_calculator.py:252 - INFO - eff_volume=59848.24292864319999997551553 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:04,911 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:04,911 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=105.4026257810704156567554397 | |
2018-11-16 16:55:04,911 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01904130734854133359150035973 | |
2018-11-16 16:55:04,912 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:04,912 - theo_calculator.py:290 - INFO - Trade theo=5535.472110802561194936530155, total_eff_vol_for_theo=105.4026257810704156567554397, total_vol_for_theo=0.01904130734854133359150035973 | |
update theo in 0.0020797252655029297sec | |
2018-11-16 16:55:05,007 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:05,007 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:05,008 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:05,008 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:05,008 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:05,008 - theo_calculator.py:263 - INFO - found_eff_vol=96.50328700039999832470979193 | |
2018-11-16 16:55:05,009 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.50328700039999832470979193 | |
2018-11-16 16:55:05,009 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01743232999999999935369920934 | |
2018-11-16 16:55:05,009 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:05,011 - theo_calculator.py:263 - INFO - found_eff_vol=114.9212151191999988913013501 | |
2018-11-16 16:55:05,012 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.56919123404310012111987466 | |
2018-11-16 16:55:05,012 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744423492453649613381561122 | |
2018-11-16 16:55:05,012 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:05,013 - theo_calculator.py:263 - INFO - found_eff_vol=133.3391432379999994578929083 | |
2018-11-16 16:55:05,013 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.59193614525272153950662029 | |
2018-11-16 16:55:05,014 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744834355969651069662013946 | |
2018-11-16 16:55:05,014 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:05,014 - theo_calculator.py:263 - INFO - found_eff_vol=151.7570713568000000244844665 | |
2018-11-16 16:55:05,015 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.59978588353714070969380319 | |
2018-11-16 16:55:05,015 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744976153448722494079313924 | |
2018-11-16 16:55:05,015 - theo_calculator.py:252 - INFO - eff_volume=59848.24292864319999997551553 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:05,016 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:05,016 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=105.4026257810704156567554397 | |
2018-11-16 16:55:05,016 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01904130734854133359150035973 | |
2018-11-16 16:55:05,016 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:05,017 - theo_calculator.py:290 - INFO - Trade theo=5535.472110802561194936530155, total_eff_vol_for_theo=105.4026257810704156567554397, total_vol_for_theo=0.01904130734854133359150035973 | |
update theo in 0.00917196273803711sec | |
2018-11-16 16:55:05,692 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383698000, 'limit': 500} | |
2018-11-16 16:55:05,692 - run.py:79 - INFO - trades[0]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:05,692 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383698000, 'price': 5534.97, 'volume': 1.268} | |
2018-11-16 16:55:05,692 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:05,692 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:05,692 - theo_calculator.py:263 - INFO - found_eff_vol=96.50328700039999832470979193 | |
2018-11-16 16:55:05,692 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.50328700039999832470979193 | |
2018-11-16 16:55:05,692 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01743232999999999935369920934 | |
2018-11-16 16:55:05,692 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:05,693 - theo_calculator.py:263 - INFO - found_eff_vol=114.9212151191999988913013501 | |
2018-11-16 16:55:05,693 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.56919123404310012111987466 | |
2018-11-16 16:55:05,693 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744423492453649613381561122 | |
2018-11-16 16:55:05,693 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:05,693 - theo_calculator.py:263 - INFO - found_eff_vol=133.3391432379999994578929083 | |
2018-11-16 16:55:05,693 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.59193614525272153950662029 | |
2018-11-16 16:55:05,693 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744834355969651069662013946 | |
2018-11-16 16:55:05,693 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:05,693 - theo_calculator.py:263 - INFO - found_eff_vol=151.7570713568000000244844665 | |
2018-11-16 16:55:05,693 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=96.59978588353714070969380319 | |
2018-11-16 16:55:05,693 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01744976153448722494079313924 | |
2018-11-16 16:55:05,693 - theo_calculator.py:252 - INFO - eff_volume=59848.24292864319999997551553 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:05,694 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:05,694 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=105.4026257810704156567554397 | |
2018-11-16 16:55:05,694 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01904130734854133359150035973 | |
2018-11-16 16:55:05,694 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:05,694 - theo_calculator.py:290 - INFO - Trade theo=5535.472110802561194936530155, total_eff_vol_for_theo=105.4026257810704156567554397, total_vol_for_theo=0.01904130734854133359150035973 | |
update theo in 0.001973390579223633sec | |
2018-11-16 16:55:05,707 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383704376, 'limit': 500} | |
2018-11-16 16:55:05,708 - run.py:79 - INFO - trades[0]: {'id': '53900389', 'order': None, 'info': {'time': '2018-11-16T15:55:04.376Z', 'trade_id': 53900389, 'price': '5535.88000000', 'size': '0.01743233', 'side': 'sell'}, 'timestamp': 1542383704376, 'datetime': '2018-11-16T15:55:04.376Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.01743233, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:05,708 - run.py:81 - INFO - trades[-1]: {'id': '53900390', 'order': None, 'info': {'time': '2018-11-16T15:55:05.165Z', 'trade_id': 53900390, 'price': '5535.88000000', 'size': '0.01114574', 'side': 'sell'}, 'timestamp': 1542383705165, 'datetime': '2018-11-16T15:55:05.165Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.01114574, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:05,708 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383705165, 'price': 5535.88, 'volume': 0.0111} | |
2018-11-16 16:55:05,708 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:05,708 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:05,708 - theo_calculator.py:263 - INFO - found_eff_vol=61.70147915119999826689492490 | |
2018-11-16 16:55:05,708 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=61.70147915119999826689492490 | |
2018-11-16 16:55:05,708 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01114573999999999946719508870 | |
2018-11-16 16:55:05,708 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:05,708 - theo_calculator.py:263 - INFO - found_eff_vol=158.2047661515999965916047168 | |
2018-11-16 16:55:05,709 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.36657694156030115687296239 | |
2018-11-16 16:55:05,709 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162716260857538456178454513 | |
2018-11-16 16:55:05,709 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:05,709 - theo_calculator.py:263 - INFO - found_eff_vol=254.7080531519999949163145087 | |
2018-11-16 16:55:05,709 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37668919184803941550538134 | |
2018-11-16 16:55:05,709 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162898928297723905617984576 | |
2018-11-16 16:55:05,709 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:05,709 - theo_calculator.py:263 - INFO - found_eff_vol=273.1259812707999954829060669 | |
2018-11-16 16:55:05,709 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37669609772789424224534658 | |
2018-11-16 16:55:05,709 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162899053045367547220400616 | |
2018-11-16 16:55:05,709 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:05,709 - theo_calculator.py:263 - INFO - found_eff_vol=291.5439093895999960494976251 | |
2018-11-16 16:55:05,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37669848108956070156491884 | |
2018-11-16 16:55:05,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162899096098354000310415668 | |
2018-11-16 16:55:05,710 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:05,710 - theo_calculator.py:263 - INFO - found_eff_vol=309.9618375083999966160891833 | |
2018-11-16 16:55:05,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37669930363686134386076603 | |
2018-11-16 16:55:05,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162899110956828184040840297 | |
2018-11-16 16:55:05,710 - theo_calculator.py:252 - INFO - eff_volume=59690.03816249160000338391082 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:05,710 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:05,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37761928485117705980086075 | |
2018-11-16 16:55:05,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162915744137343745710341196 | |
2018-11-16 16:55:05,710 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:05,710 - theo_calculator.py:290 - INFO - Trade theo=5535.879930201374262728639401, total_eff_vol_for_theo=64.37761928485117705980086075, total_vol_for_theo=0.01162915744137343745710341196 | |
update theo in 0.002536773681640625sec | |
2018-11-16 16:55:05,710 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.879930201374262728639401'), 'base_price': None, 'timestamp': 1542383705.710889, 'dt': '2018-11-16 16:55:05.710890'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:06,636 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383702548, 'limit': 500} | |
2018-11-16 16:55:06,636 - run.py:79 - INFO - trades[0]: {'id': '458b792f-bf96-89ec-f07b-f82e67842649', 'info': {'timestamp': '2018-11-16T15:55:02.548Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 700, 'price': 5531, 'tickDirection': 'MinusTick', 'trdMatchID': '458b792f-bf96-89ec-f07b-f82e67842649', 'grossValue': 12656000, 'homeNotional': 0.12656, 'foreignNotional': 700}, 'timestamp': 1542383702548, 'datetime': '2018-11-16T15:55:02.548Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 700} | |
2018-11-16 16:55:06,637 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383702548, 'price': 5531.0, 'volume': 700.0} | |
2018-11-16 16:55:06,637 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:06,637 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:06,637 - theo_calculator.py:263 - INFO - found_eff_vol=61.70147915119999826689492490 | |
2018-11-16 16:55:06,638 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=61.70147915119999826689492490 | |
2018-11-16 16:55:06,638 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01114573999999999946719508870 | |
2018-11-16 16:55:06,638 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,639 - theo_calculator.py:263 - INFO - found_eff_vol=158.2047661515999965916047168 | |
2018-11-16 16:55:06,639 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.36657694156030115687296239 | |
2018-11-16 16:55:06,639 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162716260857538456178454513 | |
2018-11-16 16:55:06,639 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,640 - theo_calculator.py:263 - INFO - found_eff_vol=254.7080531519999949163145087 | |
2018-11-16 16:55:06,640 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37668919184803941550538134 | |
2018-11-16 16:55:06,640 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162898928297723905617984576 | |
2018-11-16 16:55:06,640 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,641 - theo_calculator.py:263 - INFO - found_eff_vol=273.1259812707999954829060669 | |
2018-11-16 16:55:06,641 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37669609772789424224534658 | |
2018-11-16 16:55:06,642 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162899053045367547220400616 | |
2018-11-16 16:55:06,642 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,642 - theo_calculator.py:263 - INFO - found_eff_vol=291.5439093895999960494976251 | |
2018-11-16 16:55:06,643 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37669848108956070156491884 | |
2018-11-16 16:55:06,643 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162899096098354000310415668 | |
2018-11-16 16:55:06,643 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,644 - theo_calculator.py:263 - INFO - found_eff_vol=309.9618375083999966160891833 | |
2018-11-16 16:55:06,644 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37669930363686134386076603 | |
2018-11-16 16:55:06,644 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162899110956828184040840297 | |
2018-11-16 16:55:06,644 - theo_calculator.py:252 - INFO - eff_volume=59690.03816249160000338391082 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:06,645 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:06,645 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37761928485117705980086075 | |
2018-11-16 16:55:06,645 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162915744137343745710341196 | |
2018-11-16 16:55:06,645 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:06,645 - theo_calculator.py:290 - INFO - Trade theo=5535.879930201374262728639401, total_eff_vol_for_theo=64.37761928485117705980086075, total_vol_for_theo=0.01162915744137343745710341196 | |
update theo in 0.00909566879272461sec | |
2018-11-16 16:55:06,701 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383698000, 'limit': 500} | |
2018-11-16 16:55:06,702 - run.py:79 - INFO - trades[0]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:06,702 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383698000, 'price': 5534.97, 'volume': 1.268} | |
2018-11-16 16:55:06,702 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:06,702 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:06,703 - theo_calculator.py:263 - INFO - found_eff_vol=61.70147915119999826689492490 | |
2018-11-16 16:55:06,703 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=61.70147915119999826689492490 | |
2018-11-16 16:55:06,703 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01114573999999999946719508870 | |
2018-11-16 16:55:06,703 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,703 - theo_calculator.py:263 - INFO - found_eff_vol=158.2047661515999965916047168 | |
2018-11-16 16:55:06,703 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.36657694156030115687296239 | |
2018-11-16 16:55:06,704 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162716260857538456178454513 | |
2018-11-16 16:55:06,704 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,704 - theo_calculator.py:263 - INFO - found_eff_vol=254.7080531519999949163145087 | |
2018-11-16 16:55:06,704 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37668919184803941550538134 | |
2018-11-16 16:55:06,704 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162898928297723905617984576 | |
2018-11-16 16:55:06,704 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,705 - theo_calculator.py:263 - INFO - found_eff_vol=273.1259812707999954829060669 | |
2018-11-16 16:55:06,705 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37669609772789424224534658 | |
2018-11-16 16:55:06,705 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162899053045367547220400616 | |
2018-11-16 16:55:06,705 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,705 - theo_calculator.py:263 - INFO - found_eff_vol=291.5439093895999960494976251 | |
2018-11-16 16:55:06,706 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37669848108956070156491884 | |
2018-11-16 16:55:06,706 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162899096098354000310415668 | |
2018-11-16 16:55:06,706 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,706 - theo_calculator.py:263 - INFO - found_eff_vol=309.9618375083999966160891833 | |
2018-11-16 16:55:06,706 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37669930363686134386076603 | |
2018-11-16 16:55:06,706 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162899110956828184040840297 | |
2018-11-16 16:55:06,706 - theo_calculator.py:252 - INFO - eff_volume=59690.03816249160000338391082 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:06,707 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:06,707 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=64.37761928485117705980086075 | |
2018-11-16 16:55:06,707 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01162915744137343745710341196 | |
2018-11-16 16:55:06,707 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:06,707 - theo_calculator.py:290 - INFO - Trade theo=5535.879930201374262728639401, total_eff_vol_for_theo=64.37761928485117705980086075, total_vol_for_theo=0.01162915744137343745710341196 | |
update theo in 0.005224466323852539sec | |
2018-11-16 16:55:06,713 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383705165, 'limit': 500} | |
2018-11-16 16:55:06,713 - run.py:79 - INFO - trades[0]: {'id': '53900390', 'order': None, 'info': {'time': '2018-11-16T15:55:05.165Z', 'trade_id': 53900390, 'price': '5535.88000000', 'size': '0.01114574', 'side': 'sell'}, 'timestamp': 1542383705165, 'datetime': '2018-11-16T15:55:05.165Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.01114574, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:06,714 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383705165, 'price': 5535.88, 'volume': 0.0111} | |
2018-11-16 16:55:06,714 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:06,714 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:06,714 - theo_calculator.py:263 - INFO - found_eff_vol=61.70147915119999826689492490 | |
2018-11-16 16:55:06,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=61.70147915119999826689492490 | |
2018-11-16 16:55:06,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01114573999999999946719508870 | |
2018-11-16 16:55:06,714 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:06,714 - theo_calculator.py:263 - INFO - found_eff_vol=123.4029583023999965337898498 | |
2018-11-16 16:55:06,715 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.44916180293123324362289956 | |
2018-11-16 16:55:06,715 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01146144096384517583342278370 | |
2018-11-16 16:55:06,715 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,715 - theo_calculator.py:263 - INFO - found_eff_vol=219.9062453027999948584996417 | |
2018-11-16 16:55:06,715 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52465019052670895413261118 | |
2018-11-16 16:55:06,715 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147507716759154961844367740 | |
2018-11-16 16:55:06,715 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,715 - theo_calculator.py:263 - INFO - found_eff_vol=316.4095323031999931832094336 | |
2018-11-16 16:55:06,715 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493661809118494499973919 | |
2018-11-16 16:55:06,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512890779626431436582187 | |
2018-11-16 16:55:06,716 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,716 - theo_calculator.py:263 - INFO - found_eff_vol=334.8274604219999937498009918 | |
2018-11-16 16:55:06,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493681369891725956912182 | |
2018-11-16 16:55:06,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512894313079691163479785 | |
2018-11-16 16:55:06,716 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,716 - theo_calculator.py:263 - INFO - found_eff_vol=353.2453885407999943163925500 | |
2018-11-16 16:55:06,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493688120718277561857012 | |
2018-11-16 16:55:06,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895532547337067102099 | |
2018-11-16 16:55:06,716 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,717 - theo_calculator.py:263 - INFO - found_eff_vol=371.6633166595999948829841082 | |
2018-11-16 16:55:06,717 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493690450567848976773101 | |
2018-11-16 16:55:06,717 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895953410789926433595 | |
2018-11-16 16:55:06,717 - theo_calculator.py:252 - INFO - eff_volume=59628.33668334040000511701589 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:06,717 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:06,717 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52496293586204256333013280 | |
2018-11-16 16:55:06,717 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147513366598074757989395117 | |
2018-11-16 16:55:06,717 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:06,717 - theo_calculator.py:290 - INFO - Trade theo=5535.879997998501889582108918, total_eff_vol_for_theo=63.52496293586204256333013280, total_vol_for_theo=0.01147513366598074757989395117 | |
update theo in 0.003717184066772461sec | |
2018-11-16 16:55:06,717 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.879997998501889582108918'), 'base_price': None, 'timestamp': 1542383706.717805, 'dt': '2018-11-16 16:55:06.717806'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:06,735 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:06,735 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:06,735 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:06,735 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:06,735 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:06,735 - theo_calculator.py:263 - INFO - found_eff_vol=61.70147915119999826689492490 | |
2018-11-16 16:55:06,735 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=61.70147915119999826689492490 | |
2018-11-16 16:55:06,736 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01114573999999999946719508870 | |
2018-11-16 16:55:06,736 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:06,736 - theo_calculator.py:263 - INFO - found_eff_vol=123.4029583023999965337898498 | |
2018-11-16 16:55:06,736 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.44916180293123324362289956 | |
2018-11-16 16:55:06,736 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01146144096384517583342278370 | |
2018-11-16 16:55:06,736 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,736 - theo_calculator.py:263 - INFO - found_eff_vol=219.9062453027999948584996417 | |
2018-11-16 16:55:06,736 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52465019052670895413261118 | |
2018-11-16 16:55:06,736 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147507716759154961844367740 | |
2018-11-16 16:55:06,736 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,736 - theo_calculator.py:263 - INFO - found_eff_vol=316.4095323031999931832094336 | |
2018-11-16 16:55:06,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493661809118494499973919 | |
2018-11-16 16:55:06,737 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512890779626431436582187 | |
2018-11-16 16:55:06,737 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,737 - theo_calculator.py:263 - INFO - found_eff_vol=334.8274604219999937498009918 | |
2018-11-16 16:55:06,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493681369891725956912182 | |
2018-11-16 16:55:06,737 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512894313079691163479785 | |
2018-11-16 16:55:06,737 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,737 - theo_calculator.py:263 - INFO - found_eff_vol=353.2453885407999943163925500 | |
2018-11-16 16:55:06,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493688120718277561857012 | |
2018-11-16 16:55:06,737 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895532547337067102099 | |
2018-11-16 16:55:06,737 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,738 - theo_calculator.py:263 - INFO - found_eff_vol=371.6633166595999948829841082 | |
2018-11-16 16:55:06,738 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493690450567848976773101 | |
2018-11-16 16:55:06,738 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895953410789926433595 | |
2018-11-16 16:55:06,738 - theo_calculator.py:252 - INFO - eff_volume=59628.33668334040000511701589 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:06,738 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:06,738 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52496293586204256333013280 | |
2018-11-16 16:55:06,738 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147513366598074757989395117 | |
2018-11-16 16:55:06,738 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:06,738 - theo_calculator.py:290 - INFO - Trade theo=5535.879997998501889582108918, total_eff_vol_for_theo=63.52496293586204256333013280, total_vol_for_theo=0.01147513366598074757989395117 | |
update theo in 0.003000974655151367sec | |
2018-11-16 16:55:06,928 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:06,928 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:06,928 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:06,928 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:06,929 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:06,929 - theo_calculator.py:263 - INFO - found_eff_vol=61.70147915119999826689492490 | |
2018-11-16 16:55:06,929 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=61.70147915119999826689492490 | |
2018-11-16 16:55:06,929 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01114573999999999946719508870 | |
2018-11-16 16:55:06,929 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:06,929 - theo_calculator.py:263 - INFO - found_eff_vol=123.4029583023999965337898498 | |
2018-11-16 16:55:06,929 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.44916180293123324362289956 | |
2018-11-16 16:55:06,929 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01146144096384517583342278370 | |
2018-11-16 16:55:06,929 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,929 - theo_calculator.py:263 - INFO - found_eff_vol=219.9062453027999948584996417 | |
2018-11-16 16:55:06,929 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52465019052670895413261118 | |
2018-11-16 16:55:06,929 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147507716759154961844367740 | |
2018-11-16 16:55:06,929 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:06,929 - theo_calculator.py:263 - INFO - found_eff_vol=316.4095323031999931832094336 | |
2018-11-16 16:55:06,930 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493661809118494499973919 | |
2018-11-16 16:55:06,930 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512890779626431436582187 | |
2018-11-16 16:55:06,930 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,930 - theo_calculator.py:263 - INFO - found_eff_vol=334.8274604219999937498009918 | |
2018-11-16 16:55:06,930 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493681369891725956912182 | |
2018-11-16 16:55:06,930 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512894313079691163479785 | |
2018-11-16 16:55:06,930 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,930 - theo_calculator.py:263 - INFO - found_eff_vol=353.2453885407999943163925500 | |
2018-11-16 16:55:06,930 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493688120718277561857012 | |
2018-11-16 16:55:06,930 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895532547337067102099 | |
2018-11-16 16:55:06,930 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:06,930 - theo_calculator.py:263 - INFO - found_eff_vol=371.6633166595999948829841082 | |
2018-11-16 16:55:06,930 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493690450567848976773101 | |
2018-11-16 16:55:06,930 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895953410789926433595 | |
2018-11-16 16:55:06,930 - theo_calculator.py:252 - INFO - eff_volume=59628.33668334040000511701589 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:06,931 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:06,931 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52496293586204256333013280 | |
2018-11-16 16:55:06,931 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147513366598074757989395117 | |
2018-11-16 16:55:06,931 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:06,931 - theo_calculator.py:290 - INFO - Trade theo=5535.879997998501889582108918, total_eff_vol_for_theo=63.52496293586204256333013280, total_vol_for_theo=0.01147513366598074757989395117 | |
update theo in 0.0024709701538085938sec | |
2018-11-16 16:55:07,682 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383698000, 'limit': 500} | |
2018-11-16 16:55:07,682 - run.py:79 - INFO - trades[0]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:07,683 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383698000, 'price': 5534.97, 'volume': 1.268} | |
2018-11-16 16:55:07,683 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:07,683 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:07,683 - theo_calculator.py:263 - INFO - found_eff_vol=61.70147915119999826689492490 | |
2018-11-16 16:55:07,683 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=61.70147915119999826689492490 | |
2018-11-16 16:55:07,683 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01114573999999999946719508870 | |
2018-11-16 16:55:07,683 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:07,684 - theo_calculator.py:263 - INFO - found_eff_vol=123.4029583023999965337898498 | |
2018-11-16 16:55:07,684 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.44916180293123324362289956 | |
2018-11-16 16:55:07,684 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01146144096384517583342278370 | |
2018-11-16 16:55:07,684 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:07,684 - theo_calculator.py:263 - INFO - found_eff_vol=219.9062453027999948584996417 | |
2018-11-16 16:55:07,684 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52465019052670895413261118 | |
2018-11-16 16:55:07,684 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147507716759154961844367740 | |
2018-11-16 16:55:07,685 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:07,685 - theo_calculator.py:263 - INFO - found_eff_vol=316.4095323031999931832094336 | |
2018-11-16 16:55:07,685 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493661809118494499973919 | |
2018-11-16 16:55:07,685 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512890779626431436582187 | |
2018-11-16 16:55:07,685 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:07,686 - theo_calculator.py:263 - INFO - found_eff_vol=334.8274604219999937498009918 | |
2018-11-16 16:55:07,686 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493681369891725956912182 | |
2018-11-16 16:55:07,686 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512894313079691163479785 | |
2018-11-16 16:55:07,686 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:07,686 - theo_calculator.py:263 - INFO - found_eff_vol=353.2453885407999943163925500 | |
2018-11-16 16:55:07,686 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493688120718277561857012 | |
2018-11-16 16:55:07,686 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895532547337067102099 | |
2018-11-16 16:55:07,687 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:07,687 - theo_calculator.py:263 - INFO - found_eff_vol=371.6633166595999948829841082 | |
2018-11-16 16:55:07,687 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493690450567848976773101 | |
2018-11-16 16:55:07,687 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895953410789926433595 | |
2018-11-16 16:55:07,687 - theo_calculator.py:252 - INFO - eff_volume=59628.33668334040000511701589 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:07,687 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:07,688 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52496293586204256333013280 | |
2018-11-16 16:55:07,688 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147513366598074757989395117 | |
2018-11-16 16:55:07,688 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:07,688 - theo_calculator.py:290 - INFO - Trade theo=5535.879997998501889582108918, total_eff_vol_for_theo=63.52496293586204256333013280, total_vol_for_theo=0.01147513366598074757989395117 | |
update theo in 0.0055539608001708984sec | |
2018-11-16 16:55:07,706 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:07,706 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:07,706 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:07,707 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:07,707 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:07,707 - theo_calculator.py:263 - INFO - found_eff_vol=61.70147915119999826689492490 | |
2018-11-16 16:55:07,707 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=61.70147915119999826689492490 | |
2018-11-16 16:55:07,707 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01114573999999999946719508870 | |
2018-11-16 16:55:07,707 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:07,708 - theo_calculator.py:263 - INFO - found_eff_vol=123.4029583023999965337898498 | |
2018-11-16 16:55:07,708 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.44916180293123324362289956 | |
2018-11-16 16:55:07,708 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01146144096384517583342278370 | |
2018-11-16 16:55:07,708 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:07,708 - theo_calculator.py:263 - INFO - found_eff_vol=219.9062453027999948584996417 | |
2018-11-16 16:55:07,708 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52465019052670895413261118 | |
2018-11-16 16:55:07,708 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147507716759154961844367740 | |
2018-11-16 16:55:07,709 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:07,709 - theo_calculator.py:263 - INFO - found_eff_vol=316.4095323031999931832094336 | |
2018-11-16 16:55:07,709 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493661809118494499973919 | |
2018-11-16 16:55:07,709 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512890779626431436582187 | |
2018-11-16 16:55:07,709 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:07,710 - theo_calculator.py:263 - INFO - found_eff_vol=334.8274604219999937498009918 | |
2018-11-16 16:55:07,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493681369891725956912182 | |
2018-11-16 16:55:07,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512894313079691163479785 | |
2018-11-16 16:55:07,710 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:07,710 - theo_calculator.py:263 - INFO - found_eff_vol=353.2453885407999943163925500 | |
2018-11-16 16:55:07,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493688120718277561857012 | |
2018-11-16 16:55:07,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895532547337067102099 | |
2018-11-16 16:55:07,711 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:07,711 - theo_calculator.py:263 - INFO - found_eff_vol=371.6633166595999948829841082 | |
2018-11-16 16:55:07,711 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52493690450567848976773101 | |
2018-11-16 16:55:07,711 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147512895953410789926433595 | |
2018-11-16 16:55:07,711 - theo_calculator.py:252 - INFO - eff_volume=59628.33668334040000511701589 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:07,712 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:07,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.52496293586204256333013280 | |
2018-11-16 16:55:07,712 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147513366598074757989395117 | |
2018-11-16 16:55:07,712 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:07,712 - theo_calculator.py:290 - INFO - Trade theo=5535.879997998501889582108918, total_eff_vol_for_theo=63.52496293586204256333013280, total_vol_for_theo=0.01147513366598074757989395117 | |
update theo in 0.005713462829589844sec | |
2018-11-16 16:55:07,724 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383705165, 'limit': 500} | |
2018-11-16 16:55:07,724 - run.py:79 - INFO - trades[0]: {'id': '53900390', 'order': None, 'info': {'time': '2018-11-16T15:55:05.165Z', 'trade_id': 53900390, 'price': '5535.88000000', 'size': '0.01114574', 'side': 'sell'}, 'timestamp': 1542383705165, 'datetime': '2018-11-16T15:55:05.165Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.01114574, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:07,724 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383705165, 'price': 5535.88, 'volume': 0.0111} | |
2018-11-16 16:55:07,724 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:07,725 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:07,725 - theo_calculator.py:263 - INFO - found_eff_vol=61.70147915119999826689492490 | |
2018-11-16 16:55:07,725 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=61.70147915119999826689492490 | |
2018-11-16 16:55:07,725 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01114573999999999946719508870 | |
2018-11-16 16:55:07,725 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:07,725 - theo_calculator.py:263 - INFO - found_eff_vol=123.4029583023999965337898498 | |
2018-11-16 16:55:07,726 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.44916180293123324362289956 | |
2018-11-16 16:55:07,726 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01146144096384517583342278370 | |
2018-11-16 16:55:07,726 - theo_calculator.py:252 - INFO - eff_volume=61.70147915119999826689492490 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.01114573999999999946719508869819037499837577342987060546875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383705165} | |
2018-11-16 16:55:07,726 - theo_calculator.py:263 - INFO - found_eff_vol=185.1044374535999948006847747 | |
2018-11-16 16:55:07,726 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.49866458136021549142493110 | |
2018-11-16 16:55:07,726 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147038313355062144402599201 | |
2018-11-16 16:55:07,726 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:07,727 - theo_calculator.py:263 - INFO - found_eff_vol=281.6077244539999931253945666 | |
2018-11-16 16:55:07,727 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.50080277556921461920923232 | |
2018-11-16 16:55:07,727 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147076937642600875873334602 | |
2018-11-16 16:55:07,727 - theo_calculator.py:252 - INFO - eff_volume=96.50328700039999832470979193 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174323299999999993536992093368098721839487552642822265625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383704376} | |
2018-11-16 16:55:07,727 - theo_calculator.py:263 - INFO - found_eff_vol=378.1110114543999914501043585 | |
2018-11-16 16:55:07,728 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.50081088857545529023866468 | |
2018-11-16 16:55:07,728 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147077084195745826107611220 | |
2018-11-16 16:55:07,728 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:07,728 - theo_calculator.py:263 - INFO - found_eff_vol=396.5289395731999920166959167 | |
2018-11-16 16:55:07,728 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.50081089411600707300757983 | |
2018-11-16 16:55:07,728 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147077084295830217076507133 | |
2018-11-16 16:55:07,728 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:07,729 - theo_calculator.py:263 - INFO - found_eff_vol=414.9468676919999925832874749 | |
2018-11-16 16:55:07,729 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.50081089602816584316845693 | |
2018-11-16 16:55:07,729 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147077084330371406014144456 | |
2018-11-16 16:55:07,729 - theo_calculator.py:252 - INFO - eff_volume=18.41792811880000056659155820 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00332701000000000003675726389928968274034559726715087890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702549} | |
2018-11-16 16:55:07,729 - theo_calculator.py:263 - INFO - found_eff_vol=433.3647958107999931498790331 | |
2018-11-16 16:55:07,729 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.50081089668809129927093206 | |
2018-11-16 16:55:07,730 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147077084342292283202639783 | |
2018-11-16 16:55:07,730 - theo_calculator.py:252 - INFO - eff_volume=59566.63520418920000685012097 for trades[8]={'price': Decimal('5531'), 'volume': Decimal('700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383702548} | |
2018-11-16 16:55:07,730 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:07,730 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=63.50081163325833647254058391 | |
2018-11-16 16:55:07,730 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01147077097659418393730024557 | |
2018-11-16 16:55:07,730 - theo_calculator.py:276 - INFO - calculate_theo: processed 9 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:07,730 - theo_calculator.py:290 - INFO - Trade theo=5535.879999943345176744688573, total_eff_vol_for_theo=63.50081163325833647254058391, total_vol_for_theo=0.01147077097659418393730024557 | |
update theo in 0.006305694580078125sec | |
2018-11-16 16:55:07,731 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.879999943345176744688573'), 'base_price': None, 'timestamp': 1542383707.7310336, 'dt': '2018-11-16 16:55:07.731035'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:08,640 - run.py:77 - INFO - get 5 trades for bitmex {'since': 1542383702548, 'limit': 500} | |
2018-11-16 16:55:08,640 - run.py:79 - INFO - trades[0]: {'id': '458b792f-bf96-89ec-f07b-f82e67842649', 'info': {'timestamp': '2018-11-16T15:55:02.548Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 700, 'price': 5531, 'tickDirection': 'MinusTick', 'trdMatchID': '458b792f-bf96-89ec-f07b-f82e67842649', 'grossValue': 12656000, 'homeNotional': 0.12656, 'foreignNotional': 700}, 'timestamp': 1542383702548, 'datetime': '2018-11-16T15:55:02.548Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 700} | |
2018-11-16 16:55:08,641 - run.py:81 - INFO - trades[-1]: {'id': '4e986eb6-b3ef-39e2-c403-494016078eed', 'info': {'timestamp': '2018-11-16T15:55:07.124Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 4567, 'price': 5531.5, 'tickDirection': 'ZeroPlusTick', 'trdMatchID': '4e986eb6-b3ef-39e2-c403-494016078eed', 'grossValue': 82562226, 'homeNotional': 0.82562226, 'foreignNotional': 4567}, 'timestamp': 1542383707124, 'datetime': '2018-11-16T15:55:07.124Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 4567} | |
2018-11-16 16:55:08,641 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383707124, 'price': 5531.5, 'volume': 10.847} | |
2018-11-16 16:55:08,642 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:08,642 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('10.84696736870649914128174998'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383707124} | |
2018-11-16 16:55:08,642 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:08,642 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:08,643 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:08,643 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:08,643 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.002021312713623047sec | |
2018-11-16 16:55:08,643 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383708.6437097, 'dt': '2018-11-16 16:55:08.643712'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:08,745 - run.py:77 - INFO - get 3 trades for gdax {'since': 1542383705165, 'limit': 500} | |
2018-11-16 16:55:08,746 - run.py:79 - INFO - trades[0]: {'id': '53900390', 'order': None, 'info': {'time': '2018-11-16T15:55:05.165Z', 'trade_id': 53900390, 'price': '5535.88000000', 'size': '0.01114574', 'side': 'sell'}, 'timestamp': 1542383705165, 'datetime': '2018-11-16T15:55:05.165Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.01114574, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:08,746 - run.py:81 - INFO - trades[-1]: {'id': '53900391', 'order': None, 'info': {'time': '2018-11-16T15:55:08.279Z', 'trade_id': 53900391, 'price': '5535.88000000', 'size': '0.34560262', 'side': 'sell'}, 'timestamp': 1542383708279, 'datetime': '2018-11-16T15:55:08.279Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.34560262, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:08,771 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383698000, 'limit': 500} | |
2018-11-16 16:55:08,771 - run.py:79 - INFO - trades[0]: {'id': '77466081', 'info': {'date': '1542383698', 'tid': '77466081', 'price': '5534.97', 'type': '1', 'amount': '1.26800000'}, 'timestamp': 1542383698000, 'datetime': '2018-11-16T15:54:58.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5534.97, 'amount': 1.268, 'cost': 7018.341960000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:08,771 - run.py:81 - INFO - trades[-1]: {'id': '77466084', 'info': {'date': '1542383708', 'tid': '77466084', 'price': '5532.93', 'type': '0', 'amount': '0.02013500'}, 'timestamp': 1542383708000, 'datetime': '2018-11-16T15:55:08.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.020135, 'cost': 111.40554555000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:08,771 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383708279, 'price': 5535.88, 'volume': 0.3456} | |
2018-11-16 16:55:08,771 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:08,771 - theo_calculator.py:252 - INFO - eff_volume=1913.214632005600187314575629 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.345602620000000027022935000786674208939075469970703125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708279} | |
2018-11-16 16:55:08,772 - theo_calculator.py:263 - INFO - found_eff_vol=1913.214632005600187314575629 | |
2018-11-16 16:55:08,772 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,772 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,772 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708042} | |
2018-11-16 16:55:08,772 - theo_calculator.py:263 - INFO - found_eff_vol=2009.742000084000186675248608 | |
2018-11-16 16:55:08,772 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,772 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,772 - theo_calculator.py:252 - INFO - eff_volume=57990.25799991599981332475139 for trades[2]={'price': Decimal('5531.5'), 'volume': Decimal('10.84696736870649914128174998'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383707124} | |
2018-11-16 16:55:08,773 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:08,773 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,773 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,773 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:08,773 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364214, total_eff_vol_for_theo=1913.214632005600187314575629, total_vol_for_theo=0.3456026200000000270229350007 | |
update theo in 0.0019199848175048828sec | |
2018-11-16 16:55:08,773 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.880000000000109139364214'), 'base_price': None, 'timestamp': 1542383708.7735486, 'dt': '2018-11-16 16:55:08.773550'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:08,774 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383708000, 'price': 5532.93, 'volume': 0.0201} | |
2018-11-16 16:55:08,774 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:08,774 - theo_calculator.py:252 - INFO - eff_volume=1913.214632005600187314575629 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.345602620000000027022935000786674208939075469970703125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708279} | |
2018-11-16 16:55:08,774 - theo_calculator.py:263 - INFO - found_eff_vol=1913.214632005600187314575629 | |
2018-11-16 16:55:08,774 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,774 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,774 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708042} | |
2018-11-16 16:55:08,774 - theo_calculator.py:263 - INFO - found_eff_vol=2009.742000084000186675248608 | |
2018-11-16 16:55:08,775 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,775 - theo_calculator.py:252 - INFO - eff_volume=111.4055455500000065234771807 for trades[2]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.02013500000000000011990408665951690636575222015380859375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708000} | |
2018-11-16 16:55:08,775 - theo_calculator.py:263 - INFO - found_eff_vol=2121.147545634000193198725789 | |
2018-11-16 16:55:08,775 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,775 - theo_calculator.py:252 - INFO - eff_volume=57878.85245436599980680127421 for trades[3]={'price': Decimal('5531.5'), 'volume': Decimal('10.84696736870649914128174998'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383707124} | |
2018-11-16 16:55:08,775 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:08,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,776 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:08,776 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364214, total_eff_vol_for_theo=1913.214632005600187314575629, total_vol_for_theo=0.3456026200000000270229350007 | |
update theo in 0.002329587936401367sec | |
2018-11-16 16:55:08,873 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:08,873 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:08,874 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:08,874 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:08,874 - theo_calculator.py:252 - INFO - eff_volume=1913.214632005600187314575629 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.345602620000000027022935000786674208939075469970703125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708279} | |
2018-11-16 16:55:08,874 - theo_calculator.py:263 - INFO - found_eff_vol=1913.214632005600187314575629 | |
2018-11-16 16:55:08,874 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,874 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,874 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708042} | |
2018-11-16 16:55:08,874 - theo_calculator.py:263 - INFO - found_eff_vol=2009.742000084000186675248608 | |
2018-11-16 16:55:08,874 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,874 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,874 - theo_calculator.py:252 - INFO - eff_volume=111.4055455500000065234771807 for trades[2]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.02013500000000000011990408665951690636575222015380859375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708000} | |
2018-11-16 16:55:08,875 - theo_calculator.py:263 - INFO - found_eff_vol=2121.147545634000193198725789 | |
2018-11-16 16:55:08,875 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,875 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,875 - theo_calculator.py:252 - INFO - eff_volume=57878.85245436599980680127421 for trades[3]={'price': Decimal('5531.5'), 'volume': Decimal('10.84696736870649914128174998'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383707124} | |
2018-11-16 16:55:08,875 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:08,875 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:08,875 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:08,875 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:08,875 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364214, total_eff_vol_for_theo=1913.214632005600187314575629, total_vol_for_theo=0.3456026200000000270229350007 | |
update theo in 0.0017085075378417969sec | |
2018-11-16 16:55:09,701 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383708000, 'limit': 500} | |
2018-11-16 16:55:09,701 - run.py:79 - INFO - trades[0]: {'id': '77466084', 'info': {'date': '1542383708', 'tid': '77466084', 'price': '5532.93', 'type': '0', 'amount': '0.02013500'}, 'timestamp': 1542383708000, 'datetime': '2018-11-16T15:55:08.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.020135, 'cost': 111.40554555000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:09,702 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383708000, 'price': 5532.93, 'volume': 0.0201} | |
2018-11-16 16:55:09,702 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:09,702 - theo_calculator.py:252 - INFO - eff_volume=1913.214632005600187314575629 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.345602620000000027022935000786674208939075469970703125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708279} | |
2018-11-16 16:55:09,702 - theo_calculator.py:263 - INFO - found_eff_vol=1913.214632005600187314575629 | |
2018-11-16 16:55:09,702 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,702 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,702 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708042} | |
2018-11-16 16:55:09,703 - theo_calculator.py:263 - INFO - found_eff_vol=2009.742000084000186675248608 | |
2018-11-16 16:55:09,703 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,703 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,703 - theo_calculator.py:252 - INFO - eff_volume=111.4055455500000065234771807 for trades[2]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.02013500000000000011990408665951690636575222015380859375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708000} | |
2018-11-16 16:55:09,703 - theo_calculator.py:263 - INFO - found_eff_vol=2121.147545634000193198725789 | |
2018-11-16 16:55:09,703 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,703 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,704 - theo_calculator.py:252 - INFO - eff_volume=111.4055455500000065234771807 for trades[3]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.02013500000000000011990408665951690636575222015380859375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708000} | |
2018-11-16 16:55:09,704 - theo_calculator.py:263 - INFO - found_eff_vol=2232.553091184000199722202970 | |
2018-11-16 16:55:09,704 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,704 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,704 - theo_calculator.py:252 - INFO - eff_volume=57767.44690881599980027779703 for trades[4]={'price': Decimal('5531.5'), 'volume': Decimal('10.84696736870649914128174998'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383707124} | |
2018-11-16 16:55:09,704 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:09,704 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,705 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,705 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:09,705 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364214, total_eff_vol_for_theo=1913.214632005600187314575629, total_vol_for_theo=0.3456026200000000270229350007 | |
update theo in 0.0030710697174072266sec | |
2018-11-16 16:55:09,709 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:09,709 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:09,709 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:09,710 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:09,710 - theo_calculator.py:252 - INFO - eff_volume=1913.214632005600187314575629 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.345602620000000027022935000786674208939075469970703125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708279} | |
2018-11-16 16:55:09,710 - theo_calculator.py:263 - INFO - found_eff_vol=1913.214632005600187314575629 | |
2018-11-16 16:55:09,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,710 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708042} | |
2018-11-16 16:55:09,711 - theo_calculator.py:263 - INFO - found_eff_vol=2009.742000084000186675248608 | |
2018-11-16 16:55:09,711 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,711 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,711 - theo_calculator.py:252 - INFO - eff_volume=111.4055455500000065234771807 for trades[2]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.02013500000000000011990408665951690636575222015380859375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708000} | |
2018-11-16 16:55:09,712 - theo_calculator.py:263 - INFO - found_eff_vol=2121.147545634000193198725789 | |
2018-11-16 16:55:09,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,712 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,712 - theo_calculator.py:252 - INFO - eff_volume=111.4055455500000065234771807 for trades[3]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.02013500000000000011990408665951690636575222015380859375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708000} | |
2018-11-16 16:55:09,712 - theo_calculator.py:263 - INFO - found_eff_vol=2232.553091184000199722202970 | |
2018-11-16 16:55:09,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,713 - theo_calculator.py:252 - INFO - eff_volume=57767.44690881599980027779703 for trades[4]={'price': Decimal('5531.5'), 'volume': Decimal('10.84696736870649914128174998'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383707124} | |
2018-11-16 16:55:09,713 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:09,713 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,713 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:09,714 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364214, total_eff_vol_for_theo=1913.214632005600187314575629, total_vol_for_theo=0.3456026200000000270229350007 | |
update theo in 0.004378557205200195sec | |
2018-11-16 16:55:09,761 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383708279, 'limit': 500} | |
2018-11-16 16:55:09,762 - run.py:79 - INFO - trades[0]: {'id': '53900391', 'order': None, 'info': {'time': '2018-11-16T15:55:08.279Z', 'trade_id': 53900391, 'price': '5535.88000000', 'size': '0.34560262', 'side': 'sell'}, 'timestamp': 1542383708279, 'datetime': '2018-11-16T15:55:08.279Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.34560262, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:09,762 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383708279, 'price': 5535.88, 'volume': 0.3456} | |
2018-11-16 16:55:09,763 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:09,763 - theo_calculator.py:252 - INFO - eff_volume=1913.214632005600187314575629 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.345602620000000027022935000786674208939075469970703125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708279} | |
2018-11-16 16:55:09,763 - theo_calculator.py:263 - INFO - found_eff_vol=1913.214632005600187314575629 | |
2018-11-16 16:55:09,763 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,763 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,763 - theo_calculator.py:252 - INFO - eff_volume=1913.214632005600187314575629 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.345602620000000027022935000786674208939075469970703125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708279} | |
2018-11-16 16:55:09,764 - theo_calculator.py:263 - INFO - found_eff_vol=3826.429264011200374629151258 | |
2018-11-16 16:55:09,764 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,764 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,765 - theo_calculator.py:252 - INFO - eff_volume=96.52736807839999936067297917 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0174366799999999995407495845256562461145222187042236328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708042} | |
2018-11-16 16:55:09,765 - theo_calculator.py:263 - INFO - found_eff_vol=3922.956632089600373989824237 | |
2018-11-16 16:55:09,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,765 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,766 - theo_calculator.py:252 - INFO - eff_volume=111.4055455500000065234771807 for trades[3]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.02013500000000000011990408665951690636575222015380859375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708000} | |
2018-11-16 16:55:09,766 - theo_calculator.py:263 - INFO - found_eff_vol=4034.362177639600380513301418 | |
2018-11-16 16:55:09,766 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,767 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,767 - theo_calculator.py:252 - INFO - eff_volume=111.4055455500000065234771807 for trades[4]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.02013500000000000011990408665951690636575222015380859375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383708000} | |
2018-11-16 16:55:09,767 - theo_calculator.py:263 - INFO - found_eff_vol=4145.767723189600387036778599 | |
2018-11-16 16:55:09,767 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,768 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,768 - theo_calculator.py:252 - INFO - eff_volume=55854.23227681039961296322140 for trades[5]={'price': Decimal('5531.5'), 'volume': Decimal('10.84696736870649914128174998'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383707124} | |
2018-11-16 16:55:09,768 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:09,769 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1913.214632005600187314575629 | |
2018-11-16 16:55:09,769 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3456026200000000270229350007 | |
2018-11-16 16:55:09,769 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:09,769 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364214, total_eff_vol_for_theo=1913.214632005600187314575629, total_vol_for_theo=0.3456026200000000270229350007 | |
update theo in 0.007068157196044922sec | |
2018-11-16 16:55:10,646 - run.py:77 - INFO - get 4 trades for bitmex {'since': 1542383707124, 'limit': 500} | |
2018-11-16 16:55:10,646 - run.py:79 - INFO - trades[0]: {'id': '15198fb8-2ad0-fa9a-0390-a6981c0c8253', 'info': {'timestamp': '2018-11-16T15:55:07.124Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 433, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '15198fb8-2ad0-fa9a-0390-a6981c0c8253', 'grossValue': 7827774, 'homeNotional': 0.07827774, 'foreignNotional': 433}, 'timestamp': 1542383707124, 'datetime': '2018-11-16T15:55:07.124Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 433} | |
2018-11-16 16:55:10,646 - run.py:81 - INFO - trades[-1]: {'id': '2ad3f58c-94b7-3de7-3f10-88771c803909', 'info': {'timestamp': '2018-11-16T15:55:09.637Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 200, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '2ad3f58c-94b7-3de7-3f10-88771c803909', 'grossValue': 3615600, 'homeNotional': 0.036156, 'foreignNotional': 200}, 'timestamp': 1542383709637, 'datetime': '2018-11-16T15:55:09.637Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 200} | |
2018-11-16 16:55:10,647 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383709637, 'price': 5531.5, 'volume': 200.0} | |
2018-11-16 16:55:10,647 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:10,647 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:10,648 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:10,648 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:10,648 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:10,648 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:10,648 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0018050670623779297sec | |
2018-11-16 16:55:10,649 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383710.6490507, 'dt': '2018-11-16 16:55:10.649053'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:10,712 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383708000, 'limit': 500} | |
2018-11-16 16:55:10,712 - run.py:79 - INFO - trades[0]: {'id': '77466084', 'info': {'date': '1542383708', 'tid': '77466084', 'price': '5532.93', 'type': '0', 'amount': '0.02013500'}, 'timestamp': 1542383708000, 'datetime': '2018-11-16T15:55:08.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.020135, 'cost': 111.40554555000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:10,720 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383708279, 'limit': 500} | |
2018-11-16 16:55:10,720 - run.py:79 - INFO - trades[0]: {'id': '53900391', 'order': None, 'info': {'time': '2018-11-16T15:55:08.279Z', 'trade_id': 53900391, 'price': '5535.88000000', 'size': '0.34560262', 'side': 'sell'}, 'timestamp': 1542383708279, 'datetime': '2018-11-16T15:55:08.279Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.34560262, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:10,721 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:10,721 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:10,722 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383708000, 'price': 5532.93, 'volume': 0.0201} | |
2018-11-16 16:55:10,722 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:10,722 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:10,722 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:10,722 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:10,722 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:10,722 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:10,723 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0009601116180419922sec | |
2018-11-16 16:55:10,723 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383708279, 'price': 5535.88, 'volume': 0.3456} | |
2018-11-16 16:55:10,723 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:10,723 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:10,723 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:10,724 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:10,724 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:10,724 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:10,724 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0009186267852783203sec | |
2018-11-16 16:55:10,724 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:10,724 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:10,724 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:10,724 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:10,725 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:10,725 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:10,725 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:10,725 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0008528232574462891sec | |
2018-11-16 16:55:10,921 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:10,922 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:10,922 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:10,923 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:10,923 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:10,923 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:10,923 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:10,923 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:10,924 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:10,924 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0015447139739990234sec | |
2018-11-16 16:55:11,727 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383708000, 'limit': 500} | |
2018-11-16 16:55:11,727 - run.py:79 - INFO - trades[0]: {'id': '77466084', 'info': {'date': '1542383708', 'tid': '77466084', 'price': '5532.93', 'type': '0', 'amount': '0.02013500'}, 'timestamp': 1542383708000, 'datetime': '2018-11-16T15:55:08.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.020135, 'cost': 111.40554555000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:11,728 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383708000, 'price': 5532.93, 'volume': 0.0201} | |
2018-11-16 16:55:11,728 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:11,729 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:11,729 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:11,729 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:11,729 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:11,729 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:11,729 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0018227100372314453sec | |
2018-11-16 16:55:11,730 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383711.7302473, 'dt': '2018-11-16 16:55:11.730250'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:11,742 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383708279, 'limit': 500} | |
2018-11-16 16:55:11,742 - run.py:79 - INFO - trades[0]: {'id': '53900391', 'order': None, 'info': {'time': '2018-11-16T15:55:08.279Z', 'trade_id': 53900391, 'price': '5535.88000000', 'size': '0.34560262', 'side': 'sell'}, 'timestamp': 1542383708279, 'datetime': '2018-11-16T15:55:08.279Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.34560262, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:11,742 - run.py:81 - INFO - trades[-1]: {'id': '53900393', 'order': None, 'info': {'time': '2018-11-16T15:55:11.671Z', 'trade_id': 53900393, 'price': '5535.88000000', 'size': '0.00161947', 'side': 'sell'}, 'timestamp': 1542383711671, 'datetime': '2018-11-16T15:55:11.671Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00161947, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:11,742 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383711671, 'price': 5535.88, 'volume': 0.0016} | |
2018-11-16 16:55:11,742 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:11,743 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:11,743 - theo_calculator.py:263 - INFO - found_eff_vol=8.965191583600000310123605418 | |
2018-11-16 16:55:11,743 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8.965191583600000310123605418 | |
2018-11-16 16:55:11,743 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001619470000000000024092949857 | |
2018-11-16 16:55:11,743 - theo_calculator.py:252 - INFO - eff_volume=59991.03480841639999968987639 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:11,743 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:11,743 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=33493.17568778956974119585732 | |
2018-11-16 16:55:11,743 - theo_calculator.py:268 - INFO - total_vol_for_theo=6.054988446987430125828257049 | |
2018-11-16 16:55:11,744 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:11,744 - theo_calculator.py:290 - INFO - Trade theo=5531.501171476818181103652509, total_eff_vol_for_theo=33493.17568778956974119585732, total_vol_for_theo=6.054988446987430125828257049 | |
update theo in 0.0016319751739501953sec | |
2018-11-16 16:55:12,647 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383709637, 'limit': 500} | |
2018-11-16 16:55:12,647 - run.py:79 - INFO - trades[0]: {'id': '2ad3f58c-94b7-3de7-3f10-88771c803909', 'info': {'timestamp': '2018-11-16T15:55:09.637Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 200, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '2ad3f58c-94b7-3de7-3f10-88771c803909', 'grossValue': 3615600, 'homeNotional': 0.036156, 'foreignNotional': 200}, 'timestamp': 1542383709637, 'datetime': '2018-11-16T15:55:09.637Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 200} | |
2018-11-16 16:55:12,648 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383709637, 'price': 5531.5, 'volume': 200.0} | |
2018-11-16 16:55:12,648 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:12,648 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:12,649 - theo_calculator.py:263 - INFO - found_eff_vol=8.965191583600000310123605418 | |
2018-11-16 16:55:12,649 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8.965191583600000310123605418 | |
2018-11-16 16:55:12,649 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001619470000000000024092949857 | |
2018-11-16 16:55:12,650 - theo_calculator.py:252 - INFO - eff_volume=59991.03480841639999968987639 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:12,651 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:12,651 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=33493.17568778956974119585732 | |
2018-11-16 16:55:12,652 - theo_calculator.py:268 - INFO - total_vol_for_theo=6.054988446987430125828257049 | |
2018-11-16 16:55:12,652 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:12,653 - theo_calculator.py:290 - INFO - Trade theo=5531.501171476818181103652509, total_eff_vol_for_theo=33493.17568778956974119585732, total_vol_for_theo=6.054988446987430125828257049 | |
update theo in 0.005437135696411133sec | |
2018-11-16 16:55:12,715 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:12,716 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:12,730 - run.py:77 - INFO - get 3 trades for gdax {'since': 1542383711671, 'limit': 500} | |
2018-11-16 16:55:12,730 - run.py:79 - INFO - trades[0]: {'id': '53900393', 'order': None, 'info': {'time': '2018-11-16T15:55:11.671Z', 'trade_id': 53900393, 'price': '5535.88000000', 'size': '0.00161947', 'side': 'sell'}, 'timestamp': 1542383711671, 'datetime': '2018-11-16T15:55:11.671Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00161947, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:12,730 - run.py:81 - INFO - trades[-1]: {'id': '53900395', 'order': None, 'info': {'time': '2018-11-16T15:55:12.387Z', 'trade_id': 53900395, 'price': '5535.88000000', 'size': '0.12963284', 'side': 'sell'}, 'timestamp': 1542383712387, 'datetime': '2018-11-16T15:55:12.387Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.12963284, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:12,731 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:12,731 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:12,731 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:12,732 - theo_calculator.py:263 - INFO - found_eff_vol=8.965191583600000310123605418 | |
2018-11-16 16:55:12,732 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8.965191583600000310123605418 | |
2018-11-16 16:55:12,732 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001619470000000000024092949857 | |
2018-11-16 16:55:12,732 - theo_calculator.py:252 - INFO - eff_volume=59991.03480841639999968987639 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:12,733 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:12,733 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=33493.17568778956974119585732 | |
2018-11-16 16:55:12,733 - theo_calculator.py:268 - INFO - total_vol_for_theo=6.054988446987430125828257049 | |
2018-11-16 16:55:12,734 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:12,734 - theo_calculator.py:290 - INFO - Trade theo=5531.501171476818181103652509, total_eff_vol_for_theo=33493.17568778956974119585732, total_vol_for_theo=6.054988446987430125828257049 | |
update theo in 0.0032241344451904297sec | |
2018-11-16 16:55:12,734 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.501171476818181103652509'), 'base_price': None, 'timestamp': 1542383712.7344244, 'dt': '2018-11-16 16:55:12.734428'} because of gemini fetched new trades/orderbook | |
2018-11-16 16:55:12,735 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383712387, 'price': 5535.88, 'volume': 0.1296} | |
2018-11-16 16:55:12,735 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:12,736 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:12,736 - theo_calculator.py:263 - INFO - found_eff_vol=717.6318462992000096139241265 | |
2018-11-16 16:55:12,736 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000096139241265 | |
2018-11-16 16:55:12,736 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991809573885 | |
2018-11-16 16:55:12,737 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:12,737 - theo_calculator.py:263 - INFO - found_eff_vol=813.3134426312000189500419733 | |
2018-11-16 16:55:12,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097075714495 | |
2018-11-16 16:55:12,738 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978738179 | |
2018-11-16 16:55:12,738 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:12,738 - theo_calculator.py:263 - INFO - found_eff_vol=822.2786342148000192601655787 | |
2018-11-16 16:55:12,739 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076061181 | |
2018-11-16 16:55:12,739 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978800804 | |
2018-11-16 16:55:12,739 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:12,740 - theo_calculator.py:263 - INFO - found_eff_vol=831.2438257984000195702891841 | |
2018-11-16 16:55:12,740 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076267736 | |
2018-11-16 16:55:12,740 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978838116 | |
2018-11-16 16:55:12,740 - theo_calculator.py:252 - INFO - eff_volume=59168.75617420159998042971082 for trades[4]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:12,740 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:12,740 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097837159860 | |
2018-11-16 16:55:12,741 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999992116394317 | |
2018-11-16 16:55:12,741 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:12,741 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109138899440, total_eff_vol_for_theo=717.6318462992000097837159860, total_vol_for_theo=0.1296328399999999992116394317 | |
update theo in 0.0060577392578125sec | |
2018-11-16 16:55:12,741 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.880000000000109138899440'), 'base_price': None, 'timestamp': 1542383712.741468, 'dt': '2018-11-16 16:55:12.741470'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:12,758 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383708000, 'limit': 500} | |
2018-11-16 16:55:12,758 - run.py:79 - INFO - trades[0]: {'id': '77466084', 'info': {'date': '1542383708', 'tid': '77466084', 'price': '5532.93', 'type': '0', 'amount': '0.02013500'}, 'timestamp': 1542383708000, 'datetime': '2018-11-16T15:55:08.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.020135, 'cost': 111.40554555000001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:12,758 - run.py:81 - INFO - trades[-1]: {'id': '77466085', 'info': {'date': '1542383711', 'tid': '77466085', 'price': '5532.93', 'type': '0', 'amount': '0.46786000'}, 'timestamp': 1542383711000, 'datetime': '2018-11-16T15:55:11.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.46786, 'cost': 2588.6366298000003, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:12,758 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383711000, 'price': 5532.93, 'volume': 0.4679} | |
2018-11-16 16:55:12,758 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:12,759 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:12,759 - theo_calculator.py:263 - INFO - found_eff_vol=717.6318462992000096139241265 | |
2018-11-16 16:55:12,759 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000096139241265 | |
2018-11-16 16:55:12,759 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991809573885 | |
2018-11-16 16:55:12,759 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:12,759 - theo_calculator.py:263 - INFO - found_eff_vol=813.3134426312000189500419733 | |
2018-11-16 16:55:12,759 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097075714495 | |
2018-11-16 16:55:12,759 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978738179 | |
2018-11-16 16:55:12,759 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:12,760 - theo_calculator.py:263 - INFO - found_eff_vol=822.2786342148000192601655787 | |
2018-11-16 16:55:12,760 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076061181 | |
2018-11-16 16:55:12,760 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978800804 | |
2018-11-16 16:55:12,760 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:12,760 - theo_calculator.py:263 - INFO - found_eff_vol=831.2438257984000195702891841 | |
2018-11-16 16:55:12,760 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076267736 | |
2018-11-16 16:55:12,760 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978838116 | |
2018-11-16 16:55:12,760 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[4]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:12,760 - theo_calculator.py:263 - INFO - found_eff_vol=3419.880455598400145219020248 | |
2018-11-16 16:55:12,760 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:12,760 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:12,760 - theo_calculator.py:252 - INFO - eff_volume=56580.11954440159985478097975 for trades[5]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:12,761 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:12,761 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:12,761 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:12,761 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:12,761 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139349909, total_eff_vol_for_theo=717.6318462992000097111045150, total_vol_for_theo=0.1296328399999999991985123649 | |
update theo in 0.0025806427001953125sec | |
2018-11-16 16:55:12,894 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:12,895 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:12,895 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:12,895 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:12,895 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:12,895 - theo_calculator.py:263 - INFO - found_eff_vol=717.6318462992000096139241265 | |
2018-11-16 16:55:12,895 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000096139241265 | |
2018-11-16 16:55:12,895 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991809573885 | |
2018-11-16 16:55:12,895 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:12,895 - theo_calculator.py:263 - INFO - found_eff_vol=813.3134426312000189500419733 | |
2018-11-16 16:55:12,895 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097075714495 | |
2018-11-16 16:55:12,895 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978738179 | |
2018-11-16 16:55:12,895 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:12,896 - theo_calculator.py:263 - INFO - found_eff_vol=822.2786342148000192601655787 | |
2018-11-16 16:55:12,896 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076061181 | |
2018-11-16 16:55:12,896 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978800804 | |
2018-11-16 16:55:12,896 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:12,896 - theo_calculator.py:263 - INFO - found_eff_vol=831.2438257984000195702891841 | |
2018-11-16 16:55:12,896 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076267736 | |
2018-11-16 16:55:12,896 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978838116 | |
2018-11-16 16:55:12,896 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[4]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:12,896 - theo_calculator.py:263 - INFO - found_eff_vol=3419.880455598400145219020248 | |
2018-11-16 16:55:12,897 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:12,897 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:12,897 - theo_calculator.py:252 - INFO - eff_volume=56580.11954440159985478097975 for trades[5]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:12,897 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:12,897 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:12,897 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:12,897 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:12,897 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139349909, total_eff_vol_for_theo=717.6318462992000097111045150, total_vol_for_theo=0.1296328399999999991985123649 | |
update theo in 0.002436399459838867sec | |
2018-11-16 16:55:13,721 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383711000, 'limit': 500} | |
2018-11-16 16:55:13,722 - run.py:79 - INFO - trades[0]: {'id': '77466085', 'info': {'date': '1542383711', 'tid': '77466085', 'price': '5532.93', 'type': '0', 'amount': '0.46786000'}, 'timestamp': 1542383711000, 'datetime': '2018-11-16T15:55:11.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.46786, 'cost': 2588.6366298000003, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:13,723 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:13,724 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:13,724 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383711000, 'price': 5532.93, 'volume': 0.4679} | |
2018-11-16 16:55:13,724 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:13,724 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:13,725 - theo_calculator.py:263 - INFO - found_eff_vol=717.6318462992000096139241265 | |
2018-11-16 16:55:13,725 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000096139241265 | |
2018-11-16 16:55:13,725 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991809573885 | |
2018-11-16 16:55:13,725 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:13,725 - theo_calculator.py:263 - INFO - found_eff_vol=813.3134426312000189500419733 | |
2018-11-16 16:55:13,725 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097075714495 | |
2018-11-16 16:55:13,725 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978738179 | |
2018-11-16 16:55:13,726 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:13,726 - theo_calculator.py:263 - INFO - found_eff_vol=822.2786342148000192601655787 | |
2018-11-16 16:55:13,726 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076061181 | |
2018-11-16 16:55:13,726 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978800804 | |
2018-11-16 16:55:13,726 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:13,726 - theo_calculator.py:263 - INFO - found_eff_vol=831.2438257984000195702891841 | |
2018-11-16 16:55:13,727 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076267736 | |
2018-11-16 16:55:13,727 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978838116 | |
2018-11-16 16:55:13,727 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[4]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:13,727 - theo_calculator.py:263 - INFO - found_eff_vol=3419.880455598400145219020248 | |
2018-11-16 16:55:13,727 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:13,727 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:13,727 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[5]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:13,728 - theo_calculator.py:263 - INFO - found_eff_vol=6008.517085398400270867751312 | |
2018-11-16 16:55:13,728 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:13,728 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:13,728 - theo_calculator.py:252 - INFO - eff_volume=53991.48291460159972913224869 for trades[6]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:13,728 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:13,728 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:13,728 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:13,729 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:13,729 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139349909, total_eff_vol_for_theo=717.6318462992000097111045150, total_vol_for_theo=0.1296328399999999991985123649 | |
update theo in 0.0048639774322509766sec | |
2018-11-16 16:55:13,735 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383712387, 'limit': 500} | |
2018-11-16 16:55:13,735 - run.py:79 - INFO - trades[0]: {'id': '53900395', 'order': None, 'info': {'time': '2018-11-16T15:55:12.387Z', 'trade_id': 53900395, 'price': '5535.88000000', 'size': '0.12963284', 'side': 'sell'}, 'timestamp': 1542383712387, 'datetime': '2018-11-16T15:55:12.387Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.12963284, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:13,735 - run.py:81 - INFO - trades[-1]: {'id': '53900396', 'order': None, 'info': {'time': '2018-11-16T15:55:13.154Z', 'trade_id': 53900396, 'price': '5535.88000000', 'size': '0.05313145', 'side': 'sell'}, 'timestamp': 1542383713154, 'datetime': '2018-11-16T15:55:13.154Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.05313145, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:13,735 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:13,735 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:13,735 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:13,735 - theo_calculator.py:263 - INFO - found_eff_vol=717.6318462992000096139241265 | |
2018-11-16 16:55:13,735 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000096139241265 | |
2018-11-16 16:55:13,736 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991809573885 | |
2018-11-16 16:55:13,736 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:13,736 - theo_calculator.py:263 - INFO - found_eff_vol=813.3134426312000189500419733 | |
2018-11-16 16:55:13,736 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097075714495 | |
2018-11-16 16:55:13,736 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978738179 | |
2018-11-16 16:55:13,736 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:13,736 - theo_calculator.py:263 - INFO - found_eff_vol=822.2786342148000192601655787 | |
2018-11-16 16:55:13,736 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076061181 | |
2018-11-16 16:55:13,736 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978800804 | |
2018-11-16 16:55:13,736 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:13,737 - theo_calculator.py:263 - INFO - found_eff_vol=831.2438257984000195702891841 | |
2018-11-16 16:55:13,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097076267736 | |
2018-11-16 16:55:13,737 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991978838116 | |
2018-11-16 16:55:13,737 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[4]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:13,737 - theo_calculator.py:263 - INFO - found_eff_vol=3419.880455598400145219020248 | |
2018-11-16 16:55:13,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:13,737 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:13,737 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[5]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:13,737 - theo_calculator.py:263 - INFO - found_eff_vol=6008.517085398400270867751312 | |
2018-11-16 16:55:13,738 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:13,738 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:13,738 - theo_calculator.py:252 - INFO - eff_volume=53991.48291460159972913224869 for trades[6]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:13,738 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:13,738 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=717.6318462992000097111045150 | |
2018-11-16 16:55:13,738 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1296328399999999991985123649 | |
2018-11-16 16:55:13,738 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:13,738 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139349909, total_eff_vol_for_theo=717.6318462992000097111045150, total_vol_for_theo=0.1296328399999999991985123649 | |
update theo in 0.003170490264892578sec | |
2018-11-16 16:55:13,738 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383713154, 'price': 5535.88, 'volume': 0.0531} | |
2018-11-16 16:55:13,739 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:13,739 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:13,739 - theo_calculator.py:263 - INFO - found_eff_vol=294.1293314259999877302954161 | |
2018-11-16 16:55:13,739 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293314259999877302954161 | |
2018-11-16 16:55:13,739 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313144999999999673612194329 | |
2018-11-16 16:55:13,739 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:13,739 - theo_calculator.py:263 - INFO - found_eff_vol=1011.761177725199997344219543 | |
2018-11-16 16:55:13,739 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736170 | |
2018-11-16 16:55:13,739 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551528698 | |
2018-11-16 16:55:13,739 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:13,740 - theo_calculator.py:263 - INFO - found_eff_vol=1729.393024024400006958143670 | |
2018-11-16 16:55:13,740 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:13,740 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:13,740 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:13,740 - theo_calculator.py:263 - INFO - found_eff_vol=1825.074620356400016294261517 | |
2018-11-16 16:55:13,740 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:13,740 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:13,740 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:13,740 - theo_calculator.py:263 - INFO - found_eff_vol=1834.039811940000016604385122 | |
2018-11-16 16:55:13,740 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:13,740 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:13,740 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:13,741 - theo_calculator.py:263 - INFO - found_eff_vol=1843.005003523600016914508727 | |
2018-11-16 16:55:13,741 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:13,741 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:13,741 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[6]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:13,741 - theo_calculator.py:263 - INFO - found_eff_vol=4431.641633323600142563239791 | |
2018-11-16 16:55:13,741 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:13,741 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:13,741 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[7]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:13,741 - theo_calculator.py:263 - INFO - found_eff_vol=7020.278263123600268211970855 | |
2018-11-16 16:55:13,741 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:13,742 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:13,742 - theo_calculator.py:252 - INFO - eff_volume=52979.72173687639973178802914 for trades[8]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:13,742 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:13,742 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:13,742 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:13,742 - theo_calculator.py:276 - INFO - calculate_theo: processed 9 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:13,742 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364211, total_eff_vol_for_theo=294.1293607169238973522736461, total_vol_for_theo=0.05313145529110527893551529224 | |
update theo in 0.0036106109619140625sec | |
2018-11-16 16:55:13,742 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.880000000000109139364211'), 'base_price': None, 'timestamp': 1542383713.7425442, 'dt': '2018-11-16 16:55:13.742545'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:14,700 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383711000, 'limit': 500} | |
2018-11-16 16:55:14,700 - run.py:79 - INFO - trades[0]: {'id': '77466085', 'info': {'date': '1542383711', 'tid': '77466085', 'price': '5532.93', 'type': '0', 'amount': '0.46786000'}, 'timestamp': 1542383711000, 'datetime': '2018-11-16T15:55:11.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.46786, 'cost': 2588.6366298000003, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:14,701 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383711000, 'price': 5532.93, 'volume': 0.4679} | |
2018-11-16 16:55:14,701 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:14,701 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:14,701 - theo_calculator.py:263 - INFO - found_eff_vol=294.1293314259999877302954161 | |
2018-11-16 16:55:14,701 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293314259999877302954161 | |
2018-11-16 16:55:14,701 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313144999999999673612194329 | |
2018-11-16 16:55:14,702 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:14,702 - theo_calculator.py:263 - INFO - found_eff_vol=1011.761177725199997344219543 | |
2018-11-16 16:55:14,702 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736170 | |
2018-11-16 16:55:14,702 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551528698 | |
2018-11-16 16:55:14,702 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:14,703 - theo_calculator.py:263 - INFO - found_eff_vol=1729.393024024400006958143670 | |
2018-11-16 16:55:14,703 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:14,703 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:14,703 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:14,704 - theo_calculator.py:263 - INFO - found_eff_vol=1825.074620356400016294261517 | |
2018-11-16 16:55:14,704 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:14,704 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:14,704 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:14,704 - theo_calculator.py:263 - INFO - found_eff_vol=1834.039811940000016604385122 | |
2018-11-16 16:55:14,704 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:14,705 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:14,705 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:14,705 - theo_calculator.py:263 - INFO - found_eff_vol=1843.005003523600016914508727 | |
2018-11-16 16:55:14,705 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:14,705 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:14,706 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[6]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,706 - theo_calculator.py:263 - INFO - found_eff_vol=4431.641633323600142563239791 | |
2018-11-16 16:55:14,706 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:14,706 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:14,706 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[7]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,707 - theo_calculator.py:263 - INFO - found_eff_vol=7020.278263123600268211970855 | |
2018-11-16 16:55:14,707 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:14,707 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:14,707 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[8]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,707 - theo_calculator.py:263 - INFO - found_eff_vol=9608.914892923600393860701919 | |
2018-11-16 16:55:14,708 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:14,708 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:14,708 - theo_calculator.py:252 - INFO - eff_volume=50391.08510707639960613929808 for trades[9]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:14,708 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:14,708 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293607169238973522736461 | |
2018-11-16 16:55:14,708 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145529110527893551529224 | |
2018-11-16 16:55:14,708 - theo_calculator.py:276 - INFO - calculate_theo: processed 10 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:14,709 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364211, total_eff_vol_for_theo=294.1293607169238973522736461, total_vol_for_theo=0.05313145529110527893551529224 | |
update theo in 0.00810551643371582sec | |
2018-11-16 16:55:14,727 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383713154, 'limit': 500} | |
2018-11-16 16:55:14,727 - run.py:79 - INFO - trades[0]: {'id': '53900396', 'order': None, 'info': {'time': '2018-11-16T15:55:13.154Z', 'trade_id': 53900396, 'price': '5535.88000000', 'size': '0.05313145', 'side': 'sell'}, 'timestamp': 1542383713154, 'datetime': '2018-11-16T15:55:13.154Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.05313145, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:14,727 - run.py:81 - INFO - trades[-1]: {'id': '53900397', 'order': None, 'info': {'time': '2018-11-16T15:55:13.787Z', 'trade_id': 53900397, 'price': '5535.88000000', 'size': '0.03456960', 'side': 'sell'}, 'timestamp': 1542383713787, 'datetime': '2018-11-16T15:55:13.787Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0345696, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:14,728 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383713787, 'price': 5535.88, 'volume': 0.0346} | |
2018-11-16 16:55:14,728 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:14,728 - theo_calculator.py:252 - INFO - eff_volume=191.3731572479999979075948140 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.034569599999999998940491963139720610342919826507568359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713787} | |
2018-11-16 16:55:14,728 - theo_calculator.py:263 - INFO - found_eff_vol=191.3731572479999979075948140 | |
2018-11-16 16:55:14,728 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3731572479999979075948140 | |
2018-11-16 16:55:14,728 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03456959999999999894049196314 | |
2018-11-16 16:55:14,728 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:14,729 - theo_calculator.py:263 - INFO - found_eff_vol=485.5024886739999856378902301 | |
2018-11-16 16:55:14,729 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172121306845674709198 | |
2018-11-16 16:55:14,729 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371079768361931198932 | |
2018-11-16 16:55:14,729 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:14,729 - theo_calculator.py:263 - INFO - found_eff_vol=779.6318200999999733681856462 | |
2018-11-16 16:55:14,729 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214422976518096 | |
2018-11-16 16:55:14,729 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214204871813429 | |
2018-11-16 16:55:14,730 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:14,730 - theo_calculator.py:263 - INFO - found_eff_vol=1497.263666399199982982109773 | |
2018-11-16 16:55:14,730 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,730 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,730 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:14,730 - theo_calculator.py:263 - INFO - found_eff_vol=2214.895512698399992596033900 | |
2018-11-16 16:55:14,730 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,731 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,731 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:14,731 - theo_calculator.py:263 - INFO - found_eff_vol=2310.577109030400001932151747 | |
2018-11-16 16:55:14,731 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,731 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,731 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:14,732 - theo_calculator.py:263 - INFO - found_eff_vol=2319.542300614000002242275352 | |
2018-11-16 16:55:14,732 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,732 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,732 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:14,732 - theo_calculator.py:263 - INFO - found_eff_vol=2328.507492197600002552398957 | |
2018-11-16 16:55:14,732 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,732 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,732 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[8]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,733 - theo_calculator.py:263 - INFO - found_eff_vol=4917.144121997600128201130021 | |
2018-11-16 16:55:14,733 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,733 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,733 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[9]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,733 - theo_calculator.py:263 - INFO - found_eff_vol=7505.780751797600253849861085 | |
2018-11-16 16:55:14,733 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,734 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,734 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[10]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,734 - theo_calculator.py:263 - INFO - found_eff_vol=10094.41738159760037949859215 | |
2018-11-16 16:55:14,734 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,734 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,734 - theo_calculator.py:252 - INFO - eff_volume=49905.58261840239962050140785 for trades[11]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:14,735 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:14,735 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,735 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,735 - theo_calculator.py:276 - INFO - calculate_theo: processed 12 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:14,735 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364213, total_eff_vol_for_theo=191.3777172123214423166484535, total_vol_for_theo=0.03457042371083214205214968336 | |
update theo in 0.007411003112792969sec | |
2018-11-16 16:55:14,736 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383709637, 'limit': 500} | |
2018-11-16 16:55:14,736 - run.py:79 - INFO - trades[0]: {'id': '2ad3f58c-94b7-3de7-3f10-88771c803909', 'info': {'timestamp': '2018-11-16T15:55:09.637Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 200, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '2ad3f58c-94b7-3de7-3f10-88771c803909', 'grossValue': 3615600, 'homeNotional': 0.036156, 'foreignNotional': 200}, 'timestamp': 1542383709637, 'datetime': '2018-11-16T15:55:09.637Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 200} | |
2018-11-16 16:55:14,736 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383709637, 'price': 5531.5, 'volume': 200.0} | |
2018-11-16 16:55:14,736 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:14,736 - theo_calculator.py:252 - INFO - eff_volume=191.3731572479999979075948140 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.034569599999999998940491963139720610342919826507568359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713787} | |
2018-11-16 16:55:14,736 - theo_calculator.py:263 - INFO - found_eff_vol=191.3731572479999979075948140 | |
2018-11-16 16:55:14,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3731572479999979075948140 | |
2018-11-16 16:55:14,737 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03456959999999999894049196314 | |
2018-11-16 16:55:14,737 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:14,737 - theo_calculator.py:263 - INFO - found_eff_vol=485.5024886739999856378902301 | |
2018-11-16 16:55:14,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172121306845674709198 | |
2018-11-16 16:55:14,737 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371079768361931198932 | |
2018-11-16 16:55:14,737 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:14,737 - theo_calculator.py:263 - INFO - found_eff_vol=779.6318200999999733681856462 | |
2018-11-16 16:55:14,738 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214422976518096 | |
2018-11-16 16:55:14,738 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214204871813429 | |
2018-11-16 16:55:14,738 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:14,738 - theo_calculator.py:263 - INFO - found_eff_vol=1497.263666399199982982109773 | |
2018-11-16 16:55:14,738 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,738 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,738 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:14,738 - theo_calculator.py:263 - INFO - found_eff_vol=2214.895512698399992596033900 | |
2018-11-16 16:55:14,739 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,739 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,739 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:14,739 - theo_calculator.py:263 - INFO - found_eff_vol=2310.577109030400001932151747 | |
2018-11-16 16:55:14,739 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,739 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,739 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:14,739 - theo_calculator.py:263 - INFO - found_eff_vol=2319.542300614000002242275352 | |
2018-11-16 16:55:14,740 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,740 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,740 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:14,740 - theo_calculator.py:263 - INFO - found_eff_vol=2328.507492197600002552398957 | |
2018-11-16 16:55:14,740 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,740 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,740 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[8]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,740 - theo_calculator.py:263 - INFO - found_eff_vol=4917.144121997600128201130021 | |
2018-11-16 16:55:14,740 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,740 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,741 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[9]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,741 - theo_calculator.py:263 - INFO - found_eff_vol=7505.780751797600253849861085 | |
2018-11-16 16:55:14,741 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,741 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,741 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[10]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,741 - theo_calculator.py:263 - INFO - found_eff_vol=10094.41738159760037949859215 | |
2018-11-16 16:55:14,741 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,741 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,741 - theo_calculator.py:252 - INFO - eff_volume=49905.58261840239962050140785 for trades[11]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:14,742 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:14,742 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,742 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,742 - theo_calculator.py:276 - INFO - calculate_theo: processed 12 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:14,742 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364213, total_eff_vol_for_theo=191.3777172123214423166484535, total_vol_for_theo=0.03457042371083214205214968336 | |
update theo in 0.005869388580322266sec | |
2018-11-16 16:55:14,898 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:14,898 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:14,899 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:14,899 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:14,899 - theo_calculator.py:252 - INFO - eff_volume=191.3731572479999979075948140 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.034569599999999998940491963139720610342919826507568359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713787} | |
2018-11-16 16:55:14,899 - theo_calculator.py:263 - INFO - found_eff_vol=191.3731572479999979075948140 | |
2018-11-16 16:55:14,899 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3731572479999979075948140 | |
2018-11-16 16:55:14,899 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03456959999999999894049196314 | |
2018-11-16 16:55:14,899 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:14,899 - theo_calculator.py:263 - INFO - found_eff_vol=485.5024886739999856378902301 | |
2018-11-16 16:55:14,899 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172121306845674709198 | |
2018-11-16 16:55:14,899 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371079768361931198932 | |
2018-11-16 16:55:14,899 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:14,899 - theo_calculator.py:263 - INFO - found_eff_vol=779.6318200999999733681856462 | |
2018-11-16 16:55:14,900 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214422976518096 | |
2018-11-16 16:55:14,900 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214204871813429 | |
2018-11-16 16:55:14,900 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:14,900 - theo_calculator.py:263 - INFO - found_eff_vol=1497.263666399199982982109773 | |
2018-11-16 16:55:14,900 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,900 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,900 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:14,900 - theo_calculator.py:263 - INFO - found_eff_vol=2214.895512698399992596033900 | |
2018-11-16 16:55:14,900 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,900 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,900 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:14,900 - theo_calculator.py:263 - INFO - found_eff_vol=2310.577109030400001932151747 | |
2018-11-16 16:55:14,900 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,900 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,901 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:14,901 - theo_calculator.py:263 - INFO - found_eff_vol=2319.542300614000002242275352 | |
2018-11-16 16:55:14,901 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,901 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,901 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:14,901 - theo_calculator.py:263 - INFO - found_eff_vol=2328.507492197600002552398957 | |
2018-11-16 16:55:14,901 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,901 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,901 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[8]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,901 - theo_calculator.py:263 - INFO - found_eff_vol=4917.144121997600128201130021 | |
2018-11-16 16:55:14,901 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,901 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,902 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[9]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,902 - theo_calculator.py:263 - INFO - found_eff_vol=7505.780751797600253849861085 | |
2018-11-16 16:55:14,902 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,902 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,902 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[10]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:14,902 - theo_calculator.py:263 - INFO - found_eff_vol=10094.41738159760037949859215 | |
2018-11-16 16:55:14,902 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,902 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,902 - theo_calculator.py:252 - INFO - eff_volume=49905.58261840239962050140785 for trades[11]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:14,902 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:14,902 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:14,902 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:14,902 - theo_calculator.py:276 - INFO - calculate_theo: processed 12 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:14,903 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364213, total_eff_vol_for_theo=191.3777172123214423166484535, total_vol_for_theo=0.03457042371083214205214968336 | |
update theo in 0.004204273223876953sec | |
2018-11-16 16:55:14,903 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.880000000000109139364213'), 'base_price': None, 'timestamp': 1542383714.9031749, 'dt': '2018-11-16 16:55:14.903176'} because of itbit fetched new trades/orderbook | |
2018-11-16 16:55:15,694 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383711000, 'limit': 500} | |
2018-11-16 16:55:15,695 - run.py:79 - INFO - trades[0]: {'id': '77466085', 'info': {'date': '1542383711', 'tid': '77466085', 'price': '5532.93', 'type': '0', 'amount': '0.46786000'}, 'timestamp': 1542383711000, 'datetime': '2018-11-16T15:55:11.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.46786, 'cost': 2588.6366298000003, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:15,695 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383711000, 'price': 5532.93, 'volume': 0.4679} | |
2018-11-16 16:55:15,695 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:15,695 - theo_calculator.py:252 - INFO - eff_volume=191.3731572479999979075948140 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.034569599999999998940491963139720610342919826507568359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713787} | |
2018-11-16 16:55:15,695 - theo_calculator.py:263 - INFO - found_eff_vol=191.3731572479999979075948140 | |
2018-11-16 16:55:15,695 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3731572479999979075948140 | |
2018-11-16 16:55:15,695 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03456959999999999894049196314 | |
2018-11-16 16:55:15,695 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:15,695 - theo_calculator.py:263 - INFO - found_eff_vol=485.5024886739999856378902301 | |
2018-11-16 16:55:15,695 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172121306845674709198 | |
2018-11-16 16:55:15,695 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371079768361931198932 | |
2018-11-16 16:55:15,695 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:15,695 - theo_calculator.py:263 - INFO - found_eff_vol=779.6318200999999733681856462 | |
2018-11-16 16:55:15,696 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214422976518096 | |
2018-11-16 16:55:15,696 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214204871813429 | |
2018-11-16 16:55:15,696 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:15,696 - theo_calculator.py:263 - INFO - found_eff_vol=1497.263666399199982982109773 | |
2018-11-16 16:55:15,696 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,696 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,696 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:15,696 - theo_calculator.py:263 - INFO - found_eff_vol=2214.895512698399992596033900 | |
2018-11-16 16:55:15,696 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,696 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,696 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:15,696 - theo_calculator.py:263 - INFO - found_eff_vol=2310.577109030400001932151747 | |
2018-11-16 16:55:15,696 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,696 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,697 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:15,697 - theo_calculator.py:263 - INFO - found_eff_vol=2319.542300614000002242275352 | |
2018-11-16 16:55:15,697 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,697 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,697 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:15,697 - theo_calculator.py:263 - INFO - found_eff_vol=2328.507492197600002552398957 | |
2018-11-16 16:55:15,697 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,697 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,697 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[8]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,697 - theo_calculator.py:263 - INFO - found_eff_vol=4917.144121997600128201130021 | |
2018-11-16 16:55:15,697 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,697 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,697 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[9]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,698 - theo_calculator.py:263 - INFO - found_eff_vol=7505.780751797600253849861085 | |
2018-11-16 16:55:15,698 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,698 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,698 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[10]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,698 - theo_calculator.py:263 - INFO - found_eff_vol=10094.41738159760037949859215 | |
2018-11-16 16:55:15,698 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,698 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,698 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[11]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,698 - theo_calculator.py:263 - INFO - found_eff_vol=12683.05401139760050514732321 | |
2018-11-16 16:55:15,698 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,698 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,698 - theo_calculator.py:252 - INFO - eff_volume=47316.94598860239949485267679 for trades[12]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:15,699 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:15,699 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,699 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,699 - theo_calculator.py:276 - INFO - calculate_theo: processed 13 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:15,699 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364213, total_eff_vol_for_theo=191.3777172123214423166484535, total_vol_for_theo=0.03457042371083214205214968336 | |
update theo in 0.004115104675292969sec | |
2018-11-16 16:55:15,717 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:15,717 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:15,718 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:15,718 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:15,718 - theo_calculator.py:252 - INFO - eff_volume=191.3731572479999979075948140 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.034569599999999998940491963139720610342919826507568359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713787} | |
2018-11-16 16:55:15,718 - theo_calculator.py:263 - INFO - found_eff_vol=191.3731572479999979075948140 | |
2018-11-16 16:55:15,718 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3731572479999979075948140 | |
2018-11-16 16:55:15,718 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03456959999999999894049196314 | |
2018-11-16 16:55:15,718 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:15,718 - theo_calculator.py:263 - INFO - found_eff_vol=485.5024886739999856378902301 | |
2018-11-16 16:55:15,718 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172121306845674709198 | |
2018-11-16 16:55:15,718 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371079768361931198932 | |
2018-11-16 16:55:15,718 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:15,719 - theo_calculator.py:263 - INFO - found_eff_vol=779.6318200999999733681856462 | |
2018-11-16 16:55:15,719 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214422976518096 | |
2018-11-16 16:55:15,719 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214204871813429 | |
2018-11-16 16:55:15,719 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:15,719 - theo_calculator.py:263 - INFO - found_eff_vol=1497.263666399199982982109773 | |
2018-11-16 16:55:15,719 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,719 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,719 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:15,719 - theo_calculator.py:263 - INFO - found_eff_vol=2214.895512698399992596033900 | |
2018-11-16 16:55:15,719 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,719 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,720 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:15,720 - theo_calculator.py:263 - INFO - found_eff_vol=2310.577109030400001932151747 | |
2018-11-16 16:55:15,720 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,720 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,720 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:15,720 - theo_calculator.py:263 - INFO - found_eff_vol=2319.542300614000002242275352 | |
2018-11-16 16:55:15,720 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,720 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,720 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:15,720 - theo_calculator.py:263 - INFO - found_eff_vol=2328.507492197600002552398957 | |
2018-11-16 16:55:15,721 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,721 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,721 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[8]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,721 - theo_calculator.py:263 - INFO - found_eff_vol=4917.144121997600128201130021 | |
2018-11-16 16:55:15,721 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,721 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,721 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[9]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,721 - theo_calculator.py:263 - INFO - found_eff_vol=7505.780751797600253849861085 | |
2018-11-16 16:55:15,721 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,721 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,721 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[10]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,722 - theo_calculator.py:263 - INFO - found_eff_vol=10094.41738159760037949859215 | |
2018-11-16 16:55:15,722 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,722 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,722 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[11]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,722 - theo_calculator.py:263 - INFO - found_eff_vol=12683.05401139760050514732321 | |
2018-11-16 16:55:15,722 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,722 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,722 - theo_calculator.py:252 - INFO - eff_volume=47316.94598860239949485267679 for trades[12]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:15,722 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:15,722 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3777172123214423166484535 | |
2018-11-16 16:55:15,722 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457042371083214205214968336 | |
2018-11-16 16:55:15,722 - theo_calculator.py:276 - INFO - calculate_theo: processed 13 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:15,722 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364213, total_eff_vol_for_theo=191.3777172123214423166484535, total_vol_for_theo=0.03457042371083214205214968336 | |
update theo in 0.00493168830871582sec | |
2018-11-16 16:55:15,730 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383713787, 'limit': 500} | |
2018-11-16 16:55:15,730 - run.py:79 - INFO - trades[0]: {'id': '53900397', 'order': None, 'info': {'time': '2018-11-16T15:55:13.787Z', 'trade_id': 53900397, 'price': '5535.88000000', 'size': '0.03456960', 'side': 'sell'}, 'timestamp': 1542383713787, 'datetime': '2018-11-16T15:55:13.787Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0345696, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:15,730 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383713787, 'price': 5535.88, 'volume': 0.0346} | |
2018-11-16 16:55:15,730 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:15,730 - theo_calculator.py:252 - INFO - eff_volume=191.3731572479999979075948140 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.034569599999999998940491963139720610342919826507568359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713787} | |
2018-11-16 16:55:15,731 - theo_calculator.py:263 - INFO - found_eff_vol=191.3731572479999979075948140 | |
2018-11-16 16:55:15,731 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3731572479999979075948140 | |
2018-11-16 16:55:15,731 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03456959999999999894049196314 | |
2018-11-16 16:55:15,731 - theo_calculator.py:252 - INFO - eff_volume=191.3731572479999979075948140 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.034569599999999998940491963139720610342919826507568359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713787} | |
2018-11-16 16:55:15,731 - theo_calculator.py:263 - INFO - found_eff_vol=382.7463144959999958151896280 | |
2018-11-16 16:55:15,731 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761850394886562384196027 | |
2018-11-16 16:55:15,731 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014693950892224279712440 | |
2018-11-16 16:55:15,731 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:15,731 - theo_calculator.py:263 - INFO - found_eff_vol=676.8756459219999835454850441 | |
2018-11-16 16:55:15,731 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336779437802353 | |
2018-11-16 16:55:15,731 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118119807806098 | |
2018-11-16 16:55:15,731 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383713154} | |
2018-11-16 16:55:15,732 - theo_calculator.py:263 - INFO - found_eff_vol=971.0049773479999712757804602 | |
2018-11-16 16:55:15,732 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618348055 | |
2018-11-16 16:55:15,732 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325869534 | |
2018-11-16 16:55:15,732 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:15,732 - theo_calculator.py:263 - INFO - found_eff_vol=1688.636823647199980889704587 | |
2018-11-16 16:55:15,732 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,732 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,732 - theo_calculator.py:252 - INFO - eff_volume=717.6318462992000096139241265 for trades[5]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1296328399999999991809573884893325157463550567626953125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383712387} | |
2018-11-16 16:55:15,732 - theo_calculator.py:263 - INFO - found_eff_vol=2406.268669946399990503628714 | |
2018-11-16 16:55:15,732 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,732 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,732 - theo_calculator.py:252 - INFO - eff_volume=95.68159633200000933611784681 for trades[6]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0172839000000000013457235326086447457782924175262451171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711889} | |
2018-11-16 16:55:15,733 - theo_calculator.py:263 - INFO - found_eff_vol=2501.950266278399999839746561 | |
2018-11-16 16:55:15,733 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,733 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,733 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[7]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:15,733 - theo_calculator.py:263 - INFO - found_eff_vol=2510.915457862000000149870166 | |
2018-11-16 16:55:15,733 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,733 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,733 - theo_calculator.py:252 - INFO - eff_volume=8.965191583600000310123605418 for trades[8]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0016194700000000000240929498573905220837332308292388916015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711671} | |
2018-11-16 16:55:15,733 - theo_calculator.py:263 - INFO - found_eff_vol=2519.880649445600000459993771 | |
2018-11-16 16:55:15,733 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,734 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,734 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[9]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,734 - theo_calculator.py:263 - INFO - found_eff_vol=5108.517279245600126108724835 | |
2018-11-16 16:55:15,734 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,734 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,734 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[10]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,734 - theo_calculator.py:263 - INFO - found_eff_vol=7697.153909045600251757455899 | |
2018-11-16 16:55:15,734 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,734 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,734 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[11]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,734 - theo_calculator.py:263 - INFO - found_eff_vol=10285.79053884560037740618696 | |
2018-11-16 16:55:15,735 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,735 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,735 - theo_calculator.py:252 - INFO - eff_volume=2588.636629800000125648731064 for trades[12]={'price': Decimal('5532.9300000000002910383045673370361328125'), 'volume': Decimal('0.467859999999999998099298181841732002794742584228515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383711000} | |
2018-11-16 16:55:15,735 - theo_calculator.py:263 - INFO - found_eff_vol=12874.42716864560050305491802 | |
2018-11-16 16:55:15,735 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,735 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,735 - theo_calculator.py:252 - INFO - eff_volume=47125.57283135439949694508198 for trades[13]={'price': Decimal('5531.5'), 'volume': Decimal('200'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383709637} | |
2018-11-16 16:55:15,735 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:15,735 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=191.3761851116336809618351061 | |
2018-11-16 16:55:15,735 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03457014695254118174325874963 | |
2018-11-16 16:55:15,735 - theo_calculator.py:276 - INFO - calculate_theo: processed 14 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:15,735 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364214, total_eff_vol_for_theo=191.3761851116336809618351061, total_vol_for_theo=0.03457014695254118174325874963 | |
update theo in 0.005218029022216797sec | |
2018-11-16 16:55:16,656 - run.py:77 - INFO - get 4 trades for bitmex {'since': 1542383709637, 'limit': 500} | |
2018-11-16 16:55:16,657 - run.py:79 - INFO - trades[0]: {'id': '2ad3f58c-94b7-3de7-3f10-88771c803909', 'info': {'timestamp': '2018-11-16T15:55:09.637Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 200, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '2ad3f58c-94b7-3de7-3f10-88771c803909', 'grossValue': 3615600, 'homeNotional': 0.036156, 'foreignNotional': 200}, 'timestamp': 1542383709637, 'datetime': '2018-11-16T15:55:09.637Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 200} | |
2018-11-16 16:55:16,658 - run.py:81 - INFO - trades[-1]: {'id': 'fc49316e-7247-24e1-f293-ecd53f7bccfc', 'info': {'timestamp': '2018-11-16T15:55:16.394Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 500, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'fc49316e-7247-24e1-f293-ecd53f7bccfc', 'grossValue': 9040000, 'homeNotional': 0.0904, 'foreignNotional': 500}, 'timestamp': 1542383716394, 'datetime': '2018-11-16T15:55:16.394Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 500} | |
2018-11-16 16:55:16,658 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383716394, 'price': 5531.0, 'volume': 500.0} | |
2018-11-16 16:55:16,659 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:16,659 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383716394} | |
2018-11-16 16:55:16,660 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:16,660 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:16,660 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:16,661 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:16,661 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.002969980239868164sec | |
2018-11-16 16:55:16,661 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383716.6616826, 'dt': '2018-11-16 16:55:16.661686'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:16,707 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383711000, 'limit': 500} | |
2018-11-16 16:55:16,707 - run.py:79 - INFO - trades[0]: {'id': '77466085', 'info': {'date': '1542383711', 'tid': '77466085', 'price': '5532.93', 'type': '0', 'amount': '0.46786000'}, 'timestamp': 1542383711000, 'datetime': '2018-11-16T15:55:11.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.46786, 'cost': 2588.6366298000003, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:16,707 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383711000, 'price': 5532.93, 'volume': 0.4679} | |
2018-11-16 16:55:16,707 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:16,707 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383716394} | |
2018-11-16 16:55:16,707 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:16,707 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:16,707 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:16,707 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:16,707 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0005216598510742188sec | |
2018-11-16 16:55:16,745 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383713787, 'limit': 500} | |
2018-11-16 16:55:16,745 - run.py:79 - INFO - trades[0]: {'id': '53900397', 'order': None, 'info': {'time': '2018-11-16T15:55:13.787Z', 'trade_id': 53900397, 'price': '5535.88000000', 'size': '0.03456960', 'side': 'sell'}, 'timestamp': 1542383713787, 'datetime': '2018-11-16T15:55:13.787Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0345696, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:16,746 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383713787, 'price': 5535.88, 'volume': 0.0346} | |
2018-11-16 16:55:16,746 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:16,746 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383716394} | |
2018-11-16 16:55:16,746 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:16,747 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:16,747 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:16,747 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:16,747 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0013582706451416016sec | |
2018-11-16 16:55:16,893 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:16,893 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:16,893 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:16,893 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:16,893 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383716394} | |
2018-11-16 16:55:16,893 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:16,893 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:16,893 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:16,893 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:16,893 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0005588531494140625sec | |
2018-11-16 16:55:17,021 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:17,021 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:17,022 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:17,022 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:17,022 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383716394} | |
2018-11-16 16:55:17,022 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:17,022 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:17,023 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:17,023 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:17,023 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0016269683837890625sec | |
2018-11-16 16:55:17,741 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383713787, 'limit': 500} | |
2018-11-16 16:55:17,742 - run.py:79 - INFO - trades[0]: {'id': '53900397', 'order': None, 'info': {'time': '2018-11-16T15:55:13.787Z', 'trade_id': 53900397, 'price': '5535.88000000', 'size': '0.03456960', 'side': 'sell'}, 'timestamp': 1542383713787, 'datetime': '2018-11-16T15:55:13.787Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0345696, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:17,765 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383711000, 'limit': 500} | |
2018-11-16 16:55:17,765 - run.py:79 - INFO - trades[0]: {'id': '77466085', 'info': {'date': '1542383711', 'tid': '77466085', 'price': '5532.93', 'type': '0', 'amount': '0.46786000'}, 'timestamp': 1542383711000, 'datetime': '2018-11-16T15:55:11.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.46786, 'cost': 2588.6366298000003, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:17,765 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383713787, 'price': 5535.88, 'volume': 0.0346} | |
2018-11-16 16:55:17,766 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:17,766 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383716394} | |
2018-11-16 16:55:17,766 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:17,766 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:17,766 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:17,766 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:17,766 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0009791851043701172sec | |
2018-11-16 16:55:17,766 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383717.7669015, 'dt': '2018-11-16 16:55:17.766903'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:17,767 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383711000, 'price': 5532.93, 'volume': 0.4679} | |
2018-11-16 16:55:17,767 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:17,767 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383716394} | |
2018-11-16 16:55:17,767 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:17,767 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:17,768 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:17,768 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:17,768 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0008890628814697266sec | |
2018-11-16 16:55:18,660 - run.py:77 - INFO - get 3 trades for bitmex {'since': 1542383716394, 'limit': 500} | |
2018-11-16 16:55:18,661 - run.py:79 - INFO - trades[0]: {'id': 'fc49316e-7247-24e1-f293-ecd53f7bccfc', 'info': {'timestamp': '2018-11-16T15:55:16.394Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 500, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'fc49316e-7247-24e1-f293-ecd53f7bccfc', 'grossValue': 9040000, 'homeNotional': 0.0904, 'foreignNotional': 500}, 'timestamp': 1542383716394, 'datetime': '2018-11-16T15:55:16.394Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 500} | |
2018-11-16 16:55:18,661 - run.py:81 - INFO - trades[-1]: {'id': '7259f3d1-1223-d3d0-31fa-f9ccf19eed97', 'info': {'timestamp': '2018-11-16T15:55:18.386Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 2, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '7259f3d1-1223-d3d0-31fa-f9ccf19eed97', 'grossValue': 36156, 'homeNotional': 0.00036156, 'foreignNotional': 2}, 'timestamp': 1542383718386, 'datetime': '2018-11-16T15:55:18.386Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 2} | |
2018-11-16 16:55:18,662 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383718386, 'price': 5531.5, 'volume': 2.0} | |
2018-11-16 16:55:18,663 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:18,663 - theo_calculator.py:252 - INFO - eff_volume=11063.0 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('2'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718386} | |
2018-11-16 16:55:18,664 - theo_calculator.py:263 - INFO - found_eff_vol=11063.0 | |
2018-11-16 16:55:18,664 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.0 | |
2018-11-16 16:55:18,664 - theo_calculator.py:268 - INFO - total_vol_for_theo=2 | |
2018-11-16 16:55:18,665 - theo_calculator.py:252 - INFO - eff_volume=48937.0 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('5931'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718231} | |
2018-11-16 16:55:18,666 - theo_calculator.py:263 - INFO - found_eff_vol=60000.0 | |
2018-11-16 16:55:18,666 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:18,666 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:18,666 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.0 >= eff_max_vol=60000) | |
2018-11-16 16:55:18,667 - theo_calculator.py:290 - INFO - Trade theo=5531.5, total_eff_vol_for_theo=11063.00000000000000000000000, total_vol_for_theo=2.000000000000000000000000000 | |
update theo in 0.004912614822387695sec | |
2018-11-16 16:55:18,667 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.5'), 'base_price': None, 'timestamp': 1542383718.6674147, 'dt': '2018-11-16 16:55:18.667421'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:18,717 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383711000, 'limit': 500} | |
2018-11-16 16:55:18,717 - run.py:79 - INFO - trades[0]: {'id': '77466085', 'info': {'date': '1542383711', 'tid': '77466085', 'price': '5532.93', 'type': '0', 'amount': '0.46786000'}, 'timestamp': 1542383711000, 'datetime': '2018-11-16T15:55:11.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.46786, 'cost': 2588.6366298000003, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:18,717 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383711000, 'price': 5532.93, 'volume': 0.4679} | |
2018-11-16 16:55:18,718 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:18,718 - theo_calculator.py:252 - INFO - eff_volume=11063.0 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('2'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718386} | |
2018-11-16 16:55:18,718 - theo_calculator.py:263 - INFO - found_eff_vol=11063.0 | |
2018-11-16 16:55:18,718 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.0 | |
2018-11-16 16:55:18,718 - theo_calculator.py:268 - INFO - total_vol_for_theo=2 | |
2018-11-16 16:55:18,718 - theo_calculator.py:252 - INFO - eff_volume=48937.0 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('5931'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718231} | |
2018-11-16 16:55:18,718 - theo_calculator.py:263 - INFO - found_eff_vol=60000.0 | |
2018-11-16 16:55:18,719 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:18,719 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:18,719 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.0 >= eff_max_vol=60000) | |
2018-11-16 16:55:18,719 - theo_calculator.py:290 - INFO - Trade theo=5531.5, total_eff_vol_for_theo=11063.00000000000000000000000, total_vol_for_theo=2.000000000000000000000000000 | |
update theo in 0.0017652511596679688sec | |
2018-11-16 16:55:18,723 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:18,723 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:18,723 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:18,723 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:18,724 - theo_calculator.py:252 - INFO - eff_volume=11063.0 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('2'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718386} | |
2018-11-16 16:55:18,724 - theo_calculator.py:263 - INFO - found_eff_vol=11063.0 | |
2018-11-16 16:55:18,724 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.0 | |
2018-11-16 16:55:18,724 - theo_calculator.py:268 - INFO - total_vol_for_theo=2 | |
2018-11-16 16:55:18,724 - theo_calculator.py:252 - INFO - eff_volume=48937.0 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('5931'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718231} | |
2018-11-16 16:55:18,724 - theo_calculator.py:263 - INFO - found_eff_vol=60000.0 | |
2018-11-16 16:55:18,724 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:18,724 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:18,724 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.0 >= eff_max_vol=60000) | |
2018-11-16 16:55:18,725 - theo_calculator.py:290 - INFO - Trade theo=5531.5, total_eff_vol_for_theo=11063.00000000000000000000000, total_vol_for_theo=2.000000000000000000000000000 | |
update theo in 0.0013632774353027344sec | |
2018-11-16 16:55:18,730 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383713787, 'limit': 500} | |
2018-11-16 16:55:18,730 - run.py:79 - INFO - trades[0]: {'id': '53900397', 'order': None, 'info': {'time': '2018-11-16T15:55:13.787Z', 'trade_id': 53900397, 'price': '5535.88000000', 'size': '0.03456960', 'side': 'sell'}, 'timestamp': 1542383713787, 'datetime': '2018-11-16T15:55:13.787Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0345696, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:18,730 - run.py:81 - INFO - trades[-1]: {'id': '53900398', 'order': None, 'info': {'time': '2018-11-16T15:55:18.345Z', 'trade_id': 53900398, 'price': '5535.88000000', 'size': '0.18064515', 'side': 'sell'}, 'timestamp': 1542383718345, 'datetime': '2018-11-16T15:55:18.345Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.18064515, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:18,731 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383718345, 'price': 5535.88, 'volume': 0.1806} | |
2018-11-16 16:55:18,731 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:18,731 - theo_calculator.py:252 - INFO - eff_volume=11063.0 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('2'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718386} | |
2018-11-16 16:55:18,731 - theo_calculator.py:263 - INFO - found_eff_vol=11063.0 | |
2018-11-16 16:55:18,731 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.0 | |
2018-11-16 16:55:18,731 - theo_calculator.py:268 - INFO - total_vol_for_theo=2 | |
2018-11-16 16:55:18,731 - theo_calculator.py:252 - INFO - eff_volume=1000.029872982000043692020014 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1806451500000000043311132458256906829774379730224609375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718345} | |
2018-11-16 16:55:18,731 - theo_calculator.py:263 - INFO - found_eff_vol=12063.02987298200004369202001 | |
2018-11-16 16:55:18,731 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:18,731 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:18,731 - theo_calculator.py:252 - INFO - eff_volume=47936.97012701799995630797999 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('5931'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718231} | |
2018-11-16 16:55:18,732 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:18,732 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:18,732 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:18,732 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:18,732 - theo_calculator.py:290 - INFO - Trade theo=5531.5, total_eff_vol_for_theo=11063.00000000000000000000000, total_vol_for_theo=2.000000000000000000000000000 | |
update theo in 0.0015821456909179688sec | |
2018-11-16 16:55:18,901 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:18,901 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:18,901 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:18,901 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:18,901 - theo_calculator.py:252 - INFO - eff_volume=11063.0 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('2'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718386} | |
2018-11-16 16:55:18,901 - theo_calculator.py:263 - INFO - found_eff_vol=11063.0 | |
2018-11-16 16:55:18,901 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.0 | |
2018-11-16 16:55:18,902 - theo_calculator.py:268 - INFO - total_vol_for_theo=2 | |
2018-11-16 16:55:18,902 - theo_calculator.py:252 - INFO - eff_volume=1000.029872982000043692020014 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1806451500000000043311132458256906829774379730224609375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718345} | |
2018-11-16 16:55:18,902 - theo_calculator.py:263 - INFO - found_eff_vol=12063.02987298200004369202001 | |
2018-11-16 16:55:18,902 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:18,902 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:18,902 - theo_calculator.py:252 - INFO - eff_volume=47936.97012701799995630797999 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('5931'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718231} | |
2018-11-16 16:55:18,902 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:18,902 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:18,902 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:18,902 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:18,902 - theo_calculator.py:290 - INFO - Trade theo=5531.5, total_eff_vol_for_theo=11063.00000000000000000000000, total_vol_for_theo=2.000000000000000000000000000 | |
update theo in 0.0011589527130126953sec | |
2018-11-16 16:55:19,721 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383711000, 'limit': 500} | |
2018-11-16 16:55:19,721 - run.py:79 - INFO - trades[0]: {'id': '77466085', 'info': {'date': '1542383711', 'tid': '77466085', 'price': '5532.93', 'type': '0', 'amount': '0.46786000'}, 'timestamp': 1542383711000, 'datetime': '2018-11-16T15:55:11.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.93, 'amount': 0.46786, 'cost': 2588.6366298000003, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:19,721 - run.py:81 - INFO - trades[-1]: {'id': '77466087', 'info': {'date': '1542383718', 'tid': '77466087', 'price': '5532.92', 'type': '0', 'amount': '0.06347873'}, 'timestamp': 1542383718000, 'datetime': '2018-11-16T15:55:18.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.06347873, 'cost': 351.2227347916, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:19,722 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383718000, 'price': 5532.92, 'volume': 0.0635} | |
2018-11-16 16:55:19,722 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:19,722 - theo_calculator.py:252 - INFO - eff_volume=11063.0 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('2'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718386} | |
2018-11-16 16:55:19,723 - theo_calculator.py:263 - INFO - found_eff_vol=11063.0 | |
2018-11-16 16:55:19,723 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.0 | |
2018-11-16 16:55:19,723 - theo_calculator.py:268 - INFO - total_vol_for_theo=2 | |
2018-11-16 16:55:19,723 - theo_calculator.py:252 - INFO - eff_volume=1000.029872982000043692020014 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1806451500000000043311132458256906829774379730224609375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718345} | |
2018-11-16 16:55:19,724 - theo_calculator.py:263 - INFO - found_eff_vol=12063.02987298200004369202001 | |
2018-11-16 16:55:19,724 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:19,724 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:19,724 - theo_calculator.py:252 - INFO - eff_volume=47936.97012701799995630797999 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('5931'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718231} | |
2018-11-16 16:55:19,724 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:19,724 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:19,725 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:19,725 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:19,725 - theo_calculator.py:290 - INFO - Trade theo=5531.5, total_eff_vol_for_theo=11063.00000000000000000000000, total_vol_for_theo=2.000000000000000000000000000 | |
update theo in 0.003173828125sec | |
2018-11-16 16:55:19,725 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.5'), 'base_price': None, 'timestamp': 1542383719.7254531, 'dt': '2018-11-16 16:55:19.725455'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:19,757 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383718345, 'limit': 500} | |
2018-11-16 16:55:19,757 - run.py:79 - INFO - trades[0]: {'id': '53900398', 'order': None, 'info': {'time': '2018-11-16T15:55:18.345Z', 'trade_id': 53900398, 'price': '5535.88000000', 'size': '0.18064515', 'side': 'sell'}, 'timestamp': 1542383718345, 'datetime': '2018-11-16T15:55:18.345Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.18064515, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:19,758 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383718345, 'price': 5535.88, 'volume': 0.1806} | |
2018-11-16 16:55:19,758 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:19,758 - theo_calculator.py:252 - INFO - eff_volume=11063.0 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('2'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718386} | |
2018-11-16 16:55:19,758 - theo_calculator.py:263 - INFO - found_eff_vol=11063.0 | |
2018-11-16 16:55:19,758 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.0 | |
2018-11-16 16:55:19,759 - theo_calculator.py:268 - INFO - total_vol_for_theo=2 | |
2018-11-16 16:55:19,759 - theo_calculator.py:252 - INFO - eff_volume=1000.029872982000043692020014 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1806451500000000043311132458256906829774379730224609375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718345} | |
2018-11-16 16:55:19,759 - theo_calculator.py:263 - INFO - found_eff_vol=12063.02987298200004369202001 | |
2018-11-16 16:55:19,759 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:19,760 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:19,760 - theo_calculator.py:252 - INFO - eff_volume=1000.029872982000043692020014 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1806451500000000043311132458256906829774379730224609375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718345} | |
2018-11-16 16:55:19,760 - theo_calculator.py:263 - INFO - found_eff_vol=13063.05974596400008738404002 | |
2018-11-16 16:55:19,760 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:19,761 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:19,761 - theo_calculator.py:252 - INFO - eff_volume=46936.94025403599991261595998 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('5931'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718231} | |
2018-11-16 16:55:19,761 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:19,761 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:19,762 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:19,762 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:19,762 - theo_calculator.py:290 - INFO - Trade theo=5531.5, total_eff_vol_for_theo=11063.00000000000000000000000, total_vol_for_theo=2.000000000000000000000000000 | |
update theo in 0.004354238510131836sec | |
2018-11-16 16:55:20,019 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:20,019 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:20,019 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:20,019 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:20,019 - theo_calculator.py:252 - INFO - eff_volume=11063.0 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('2'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718386} | |
2018-11-16 16:55:20,019 - theo_calculator.py:263 - INFO - found_eff_vol=11063.0 | |
2018-11-16 16:55:20,019 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.0 | |
2018-11-16 16:55:20,019 - theo_calculator.py:268 - INFO - total_vol_for_theo=2 | |
2018-11-16 16:55:20,020 - theo_calculator.py:252 - INFO - eff_volume=1000.029872982000043692020014 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1806451500000000043311132458256906829774379730224609375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718345} | |
2018-11-16 16:55:20,020 - theo_calculator.py:263 - INFO - found_eff_vol=12063.02987298200004369202001 | |
2018-11-16 16:55:20,020 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:20,020 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:20,020 - theo_calculator.py:252 - INFO - eff_volume=1000.029872982000043692020014 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1806451500000000043311132458256906829774379730224609375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718345} | |
2018-11-16 16:55:20,020 - theo_calculator.py:263 - INFO - found_eff_vol=13063.05974596400008738404002 | |
2018-11-16 16:55:20,020 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:20,020 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:20,020 - theo_calculator.py:252 - INFO - eff_volume=46936.94025403599991261595998 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('5931'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383718231} | |
2018-11-16 16:55:20,021 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:20,021 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11063.00000000000000000000000 | |
2018-11-16 16:55:20,021 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.000000000000000000000000000 | |
2018-11-16 16:55:20,021 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:20,021 - theo_calculator.py:290 - INFO - Trade theo=5531.5, total_eff_vol_for_theo=11063.00000000000000000000000, total_vol_for_theo=2.000000000000000000000000000 | |
update theo in 0.0018177032470703125sec | |
2018-11-16 16:55:20,662 - run.py:77 - INFO - get 2 trades for bitmex {'since': 1542383718386, 'limit': 500} | |
2018-11-16 16:55:20,663 - run.py:79 - INFO - trades[0]: {'id': '7259f3d1-1223-d3d0-31fa-f9ccf19eed97', 'info': {'timestamp': '2018-11-16T15:55:18.386Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 2, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '7259f3d1-1223-d3d0-31fa-f9ccf19eed97', 'grossValue': 36156, 'homeNotional': 0.00036156, 'foreignNotional': 2}, 'timestamp': 1542383718386, 'datetime': '2018-11-16T15:55:18.386Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 2} | |
2018-11-16 16:55:20,663 - run.py:81 - INFO - trades[-1]: {'id': '636cfe6e-d4fe-f576-04b8-19d93ddf5b5e', 'info': {'timestamp': '2018-11-16T15:55:20.517Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 3000, 'price': 5531.5, 'tickDirection': 'ZeroPlusTick', 'trdMatchID': '636cfe6e-d4fe-f576-04b8-19d93ddf5b5e', 'grossValue': 54234000, 'homeNotional': 0.54234, 'foreignNotional': 3000}, 'timestamp': 1542383720517, 'datetime': '2018-11-16T15:55:20.517Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 3000} | |
2018-11-16 16:55:20,664 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383720517, 'price': 5531.5, 'volume': 3000.0} | |
2018-11-16 16:55:20,665 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:20,665 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:20,666 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:20,666 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:20,666 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:20,666 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:20,667 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0030367374420166016sec | |
2018-11-16 16:55:20,723 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383718000, 'limit': 500} | |
2018-11-16 16:55:20,723 - run.py:79 - INFO - trades[0]: {'id': '77466087', 'info': {'date': '1542383718', 'tid': '77466087', 'price': '5532.92', 'type': '0', 'amount': '0.06347873'}, 'timestamp': 1542383718000, 'datetime': '2018-11-16T15:55:18.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.06347873, 'cost': 351.2227347916, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:20,724 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383718000, 'price': 5532.92, 'volume': 0.0635} | |
2018-11-16 16:55:20,724 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:20,724 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:20,724 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:20,725 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:20,725 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:20,725 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:20,725 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0013339519500732422sec | |
2018-11-16 16:55:20,754 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383718345, 'limit': 500} | |
2018-11-16 16:55:20,755 - run.py:79 - INFO - trades[0]: {'id': '53900398', 'order': None, 'info': {'time': '2018-11-16T15:55:18.345Z', 'trade_id': 53900398, 'price': '5535.88000000', 'size': '0.18064515', 'side': 'sell'}, 'timestamp': 1542383718345, 'datetime': '2018-11-16T15:55:18.345Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.18064515, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:20,755 - run.py:81 - INFO - trades[-1]: {'id': '53900399', 'order': None, 'info': {'time': '2018-11-16T15:55:20.128Z', 'trade_id': 53900399, 'price': '5535.88000000', 'size': '0.01728390', 'side': 'sell'}, 'timestamp': 1542383720128, 'datetime': '2018-11-16T15:55:20.128Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0172839, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:20,756 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383720128, 'price': 5535.88, 'volume': 0.0173} | |
2018-11-16 16:55:20,756 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:20,757 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:20,757 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:20,757 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:20,757 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:20,757 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:20,758 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.002330780029296875sec | |
2018-11-16 16:55:20,758 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383720.758265, 'dt': '2018-11-16 16:55:20.758268'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:20,911 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:20,911 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:20,911 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:20,911 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:20,911 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:20,911 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:20,911 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:20,912 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:20,912 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:20,912 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0006148815155029297sec | |
2018-11-16 16:55:21,728 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:21,728 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:21,729 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:21,730 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:21,730 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:21,730 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:21,730 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:21,730 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:21,731 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:21,731 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0019021034240722656sec | |
2018-11-16 16:55:21,747 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383718000, 'limit': 500} | |
2018-11-16 16:55:21,747 - run.py:79 - INFO - trades[0]: {'id': '77466087', 'info': {'date': '1542383718', 'tid': '77466087', 'price': '5532.92', 'type': '0', 'amount': '0.06347873'}, 'timestamp': 1542383718000, 'datetime': '2018-11-16T15:55:18.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.06347873, 'cost': 351.2227347916, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:21,747 - run.py:81 - INFO - trades[-1]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:21,751 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383720128, 'limit': 500} | |
2018-11-16 16:55:21,751 - run.py:79 - INFO - trades[0]: {'id': '53900399', 'order': None, 'info': {'time': '2018-11-16T15:55:20.128Z', 'trade_id': 53900399, 'price': '5535.88000000', 'size': '0.01728390', 'side': 'sell'}, 'timestamp': 1542383720128, 'datetime': '2018-11-16T15:55:20.128Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0172839, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:21,751 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:21,751 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:21,751 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:21,751 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:21,751 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:21,751 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:21,751 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:21,751 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.00051116943359375sec | |
2018-11-16 16:55:21,752 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383720128, 'price': 5535.88, 'volume': 0.0173} | |
2018-11-16 16:55:21,752 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:21,752 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:21,752 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:21,752 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:21,752 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:21,752 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:21,752 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.00044083595275878906sec | |
2018-11-16 16:55:22,664 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383720517, 'limit': 500} | |
2018-11-16 16:55:22,665 - run.py:79 - INFO - trades[0]: {'id': '636cfe6e-d4fe-f576-04b8-19d93ddf5b5e', 'info': {'timestamp': '2018-11-16T15:55:20.517Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 3000, 'price': 5531.5, 'tickDirection': 'ZeroPlusTick', 'trdMatchID': '636cfe6e-d4fe-f576-04b8-19d93ddf5b5e', 'grossValue': 54234000, 'homeNotional': 0.54234, 'foreignNotional': 3000}, 'timestamp': 1542383720517, 'datetime': '2018-11-16T15:55:20.517Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 3000} | |
2018-11-16 16:55:22,665 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383720517, 'price': 5531.5, 'volume': 3000.0} | |
2018-11-16 16:55:22,666 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:22,666 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:22,666 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:22,666 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:22,667 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:22,667 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:22,667 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0019965171813964844sec | |
2018-11-16 16:55:22,667 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383722.6676657, 'dt': '2018-11-16 16:55:22.667669'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:22,721 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:22,721 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:22,722 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:22,722 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:22,722 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:22,722 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:22,722 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:22,722 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:22,723 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:22,723 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0012695789337158203sec | |
2018-11-16 16:55:22,751 - run.py:77 - INFO - get 3 trades for gdax {'since': 1542383720128, 'limit': 500} | |
2018-11-16 16:55:22,751 - run.py:79 - INFO - trades[0]: {'id': '53900399', 'order': None, 'info': {'time': '2018-11-16T15:55:20.128Z', 'trade_id': 53900399, 'price': '5535.88000000', 'size': '0.01728390', 'side': 'sell'}, 'timestamp': 1542383720128, 'datetime': '2018-11-16T15:55:20.128Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.0172839, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:22,751 - run.py:81 - INFO - trades[-1]: {'id': '53900401', 'order': None, 'info': {'time': '2018-11-16T15:55:22.503Z', 'trade_id': 53900401, 'price': '5535.88000000', 'size': '0.00422571', 'side': 'sell'}, 'timestamp': 1542383722503, 'datetime': '2018-11-16T15:55:22.503Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00422571, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:22,752 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383722503, 'price': 5535.88, 'volume': 0.0042} | |
2018-11-16 16:55:22,752 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:22,752 - theo_calculator.py:252 - INFO - eff_volume=23.39302347479999885287765364 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.004225709999999999709474618470039786188863217830657958984375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383722503} | |
2018-11-16 16:55:22,752 - theo_calculator.py:263 - INFO - found_eff_vol=23.39302347479999885287765364 | |
2018-11-16 16:55:22,752 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=23.39302347479999885287765364 | |
2018-11-16 16:55:22,752 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004225709999999999709474618469 | |
2018-11-16 16:55:22,752 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383721815} | |
2018-11-16 16:55:22,753 - theo_calculator.py:263 - INFO - found_eff_vol=100.2862577747999949522643546 | |
2018-11-16 16:55:22,753 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.86752213417056096501941419 | |
2018-11-16 16:55:22,753 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007743584996950896767404158199 | |
2018-11-16 16:55:22,753 - theo_calculator.py:252 - INFO - eff_volume=59899.71374222520000504773565 for trades[2]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:22,753 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:22,753 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=214.2563068461223617514613641 | |
2018-11-16 16:55:22,753 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03872772758249763829979897878 | |
2018-11-16 16:55:22,754 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:22,754 - theo_calculator.py:290 - INFO - Trade theo=5532.374869909795269932779945, total_eff_vol_for_theo=214.2563068461223617514613641, total_vol_for_theo=0.03872772758249763829979897878 | |
update theo in 0.0022754669189453125sec | |
2018-11-16 16:55:22,754 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5532.374869909795269932779945'), 'base_price': None, 'timestamp': 1542383722.7542794, 'dt': '2018-11-16 16:55:22.754281'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:22,887 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:22,887 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:22,887 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:22,887 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:22,887 - theo_calculator.py:252 - INFO - eff_volume=23.39302347479999885287765364 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.004225709999999999709474618470039786188863217830657958984375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383722503} | |
2018-11-16 16:55:22,887 - theo_calculator.py:263 - INFO - found_eff_vol=23.39302347479999885287765364 | |
2018-11-16 16:55:22,887 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=23.39302347479999885287765364 | |
2018-11-16 16:55:22,887 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004225709999999999709474618469 | |
2018-11-16 16:55:22,887 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383721815} | |
2018-11-16 16:55:22,888 - theo_calculator.py:263 - INFO - found_eff_vol=100.2862577747999949522643546 | |
2018-11-16 16:55:22,888 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.86752213417056096501941419 | |
2018-11-16 16:55:22,888 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007743584996950896767404158199 | |
2018-11-16 16:55:22,888 - theo_calculator.py:252 - INFO - eff_volume=59899.71374222520000504773565 for trades[2]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:22,888 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:22,888 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=214.2563068461223617514613641 | |
2018-11-16 16:55:22,888 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03872772758249763829979897878 | |
2018-11-16 16:55:22,888 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:22,888 - theo_calculator.py:290 - INFO - Trade theo=5532.374869909795269932779945, total_eff_vol_for_theo=214.2563068461223617514613641, total_vol_for_theo=0.03872772758249763829979897878 | |
update theo in 0.0011577606201171875sec | |
2018-11-16 16:55:23,021 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:23,022 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:23,022 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:23,022 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:23,023 - theo_calculator.py:252 - INFO - eff_volume=23.39302347479999885287765364 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.004225709999999999709474618470039786188863217830657958984375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383722503} | |
2018-11-16 16:55:23,023 - theo_calculator.py:263 - INFO - found_eff_vol=23.39302347479999885287765364 | |
2018-11-16 16:55:23,023 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=23.39302347479999885287765364 | |
2018-11-16 16:55:23,023 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004225709999999999709474618469 | |
2018-11-16 16:55:23,024 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383721815} | |
2018-11-16 16:55:23,024 - theo_calculator.py:263 - INFO - found_eff_vol=100.2862577747999949522643546 | |
2018-11-16 16:55:23,024 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.86752213417056096501941419 | |
2018-11-16 16:55:23,025 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007743584996950896767404158199 | |
2018-11-16 16:55:23,025 - theo_calculator.py:252 - INFO - eff_volume=59899.71374222520000504773565 for trades[2]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:23,025 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:23,026 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=214.2563068461223617514613641 | |
2018-11-16 16:55:23,026 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03872772758249763829979897878 | |
2018-11-16 16:55:23,026 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:23,026 - theo_calculator.py:290 - INFO - Trade theo=5532.374869909795269932779945, total_eff_vol_for_theo=214.2563068461223617514613641, total_vol_for_theo=0.03872772758249763829979897878 | |
update theo in 0.00437164306640625sec | |
2018-11-16 16:55:23,724 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:23,724 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:23,724 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:23,724 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:23,724 - theo_calculator.py:252 - INFO - eff_volume=23.39302347479999885287765364 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.004225709999999999709474618470039786188863217830657958984375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383722503} | |
2018-11-16 16:55:23,724 - theo_calculator.py:263 - INFO - found_eff_vol=23.39302347479999885287765364 | |
2018-11-16 16:55:23,724 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=23.39302347479999885287765364 | |
2018-11-16 16:55:23,724 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004225709999999999709474618469 | |
2018-11-16 16:55:23,724 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383721815} | |
2018-11-16 16:55:23,725 - theo_calculator.py:263 - INFO - found_eff_vol=100.2862577747999949522643546 | |
2018-11-16 16:55:23,725 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.86752213417056096501941419 | |
2018-11-16 16:55:23,725 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007743584996950896767404158199 | |
2018-11-16 16:55:23,725 - theo_calculator.py:252 - INFO - eff_volume=59899.71374222520000504773565 for trades[2]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:23,725 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:23,725 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=214.2563068461223617514613641 | |
2018-11-16 16:55:23,725 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03872772758249763829979897878 | |
2018-11-16 16:55:23,725 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:23,725 - theo_calculator.py:290 - INFO - Trade theo=5532.374869909795269932779945, total_eff_vol_for_theo=214.2563068461223617514613641, total_vol_for_theo=0.03872772758249763829979897878 | |
update theo in 0.0011761188507080078sec | |
2018-11-16 16:55:23,752 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383722503, 'limit': 500} | |
2018-11-16 16:55:23,752 - run.py:79 - INFO - trades[0]: {'id': '53900401', 'order': None, 'info': {'time': '2018-11-16T15:55:22.503Z', 'trade_id': 53900401, 'price': '5535.88000000', 'size': '0.00422571', 'side': 'sell'}, 'timestamp': 1542383722503, 'datetime': '2018-11-16T15:55:22.503Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00422571, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:23,752 - run.py:81 - INFO - trades[-1]: {'id': '53900402', 'order': None, 'info': {'time': '2018-11-16T15:55:23.212Z', 'trade_id': 53900402, 'price': '5535.88000000', 'size': '0.16736228', 'side': 'sell'}, 'timestamp': 1542383723212, 'datetime': '2018-11-16T15:55:23.212Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.16736228, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:23,752 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383723212, 'price': 5535.88, 'volume': 0.1674} | |
2018-11-16 16:55:23,753 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:23,753 - theo_calculator.py:252 - INFO - eff_volume=926.4974986064000302003824373 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.1673622800000000021558577145697199739515781402587890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383723212} | |
2018-11-16 16:55:23,753 - theo_calculator.py:263 - INFO - found_eff_vol=926.4974986064000302003824373 | |
2018-11-16 16:55:23,753 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=926.4974986064000302003824373 | |
2018-11-16 16:55:23,753 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1673622800000000021558577146 | |
2018-11-16 16:55:23,753 - theo_calculator.py:252 - INFO - eff_volume=23.39302347479999885287765364 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.004225709999999999709474618470039786188863217830657958984375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383722503} | |
2018-11-16 16:55:23,754 - theo_calculator.py:263 - INFO - found_eff_vol=949.8905220812000290532600909 | |
2018-11-16 16:55:23,754 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=926.4974986064000302003825683 | |
2018-11-16 16:55:23,754 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1673622800000000021558577383 | |
2018-11-16 16:55:23,754 - theo_calculator.py:252 - INFO - eff_volume=23.39302347479999885287765364 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.004225709999999999709474618470039786188863217830657958984375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383722503} | |
2018-11-16 16:55:23,754 - theo_calculator.py:263 - INFO - found_eff_vol=973.2835455560000279061377445 | |
2018-11-16 16:55:23,754 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=926.4974986064000302003826022 | |
2018-11-16 16:55:23,754 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1673622800000000021558577444 | |
2018-11-16 16:55:23,755 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383721815} | |
2018-11-16 16:55:23,755 - theo_calculator.py:263 - INFO - found_eff_vol=1050.176779856000024005524445 | |
2018-11-16 16:55:23,755 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=926.4974986064000302003826304 | |
2018-11-16 16:55:23,755 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1673622800000000021558577495 | |
2018-11-16 16:55:23,755 - theo_calculator.py:252 - INFO - eff_volume=58949.82322014399997599447556 for trades[4]={'price': Decimal('5531.5'), 'volume': Decimal('3000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383720517} | |
2018-11-16 16:55:23,755 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:23,756 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=926.4974986064000302003828749 | |
2018-11-16 16:55:23,756 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1673622800000000021558577937 | |
2018-11-16 16:55:23,756 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:23,756 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364210, total_eff_vol_for_theo=926.4974986064000302003828749, total_vol_for_theo=0.1673622800000000021558577937 | |
update theo in 0.003614664077758789sec | |
2018-11-16 16:55:23,756 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.880000000000109139364210'), 'base_price': None, 'timestamp': 1542383723.756445, 'dt': '2018-11-16 16:55:23.756447'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:24,663 - run.py:77 - INFO - get 3 trades for bitmex {'since': 1542383720517, 'limit': 500} | |
2018-11-16 16:55:24,663 - run.py:79 - INFO - trades[0]: {'id': '636cfe6e-d4fe-f576-04b8-19d93ddf5b5e', 'info': {'timestamp': '2018-11-16T15:55:20.517Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 3000, 'price': 5531.5, 'tickDirection': 'ZeroPlusTick', 'trdMatchID': '636cfe6e-d4fe-f576-04b8-19d93ddf5b5e', 'grossValue': 54234000, 'homeNotional': 0.54234, 'foreignNotional': 3000}, 'timestamp': 1542383720517, 'datetime': '2018-11-16T15:55:20.517Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 3000} | |
2018-11-16 16:55:24,663 - run.py:81 - INFO - trades[-1]: {'id': '7926ebfc-5d29-a836-a165-9479acd3893c', 'info': {'timestamp': '2018-11-16T15:55:24.060Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 800, 'price': 5531.5, 'tickDirection': 'ZeroPlusTick', 'trdMatchID': '7926ebfc-5d29-a836-a165-9479acd3893c', 'grossValue': 14462400, 'homeNotional': 0.144624, 'foreignNotional': 800}, 'timestamp': 1542383724060, 'datetime': '2018-11-16T15:55:24.060Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 800} | |
2018-11-16 16:55:24,663 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383724060, 'price': 5531.5, 'volume': 800.0} | |
2018-11-16 16:55:24,663 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:24,663 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383724060} | |
2018-11-16 16:55:24,664 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:24,664 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:24,664 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:24,664 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:24,664 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0008761882781982422sec | |
2018-11-16 16:55:24,664 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383724.6644619, 'dt': '2018-11-16 16:55:24.664463'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:24,705 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:24,705 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:24,705 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:24,705 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:24,705 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383724060} | |
2018-11-16 16:55:24,706 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:24,706 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:24,706 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:24,706 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:24,706 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0005176067352294922sec | |
2018-11-16 16:55:24,732 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:24,732 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:24,732 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:24,732 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:24,732 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383724060} | |
2018-11-16 16:55:24,732 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:24,733 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:24,733 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:24,733 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:24,733 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0005860328674316406sec | |
2018-11-16 16:55:24,775 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383723212, 'limit': 500} | |
2018-11-16 16:55:24,775 - run.py:79 - INFO - trades[0]: {'id': '53900402', 'order': None, 'info': {'time': '2018-11-16T15:55:23.212Z', 'trade_id': 53900402, 'price': '5535.88000000', 'size': '0.16736228', 'side': 'sell'}, 'timestamp': 1542383723212, 'datetime': '2018-11-16T15:55:23.212Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.16736228, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:24,776 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383723212, 'price': 5535.88, 'volume': 0.1674} | |
2018-11-16 16:55:24,776 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:24,777 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383724060} | |
2018-11-16 16:55:24,777 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:24,777 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:24,777 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:24,777 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:24,778 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0019240379333496094sec | |
2018-11-16 16:55:24,892 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:24,893 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:24,893 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:24,893 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:24,893 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383724060} | |
2018-11-16 16:55:24,893 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:24,893 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:24,893 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:24,893 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:24,893 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0005717277526855469sec | |
2018-11-16 16:55:25,727 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:25,727 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:25,728 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:25,728 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:25,728 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383724060} | |
2018-11-16 16:55:25,728 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:25,728 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:25,728 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:25,729 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:25,729 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0011854171752929688sec | |
2018-11-16 16:55:25,729 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383725.729376, 'dt': '2018-11-16 16:55:25.729378'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:25,735 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:25,736 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:25,744 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383723212, 'limit': 500} | |
2018-11-16 16:55:25,744 - run.py:79 - INFO - trades[0]: {'id': '53900402', 'order': None, 'info': {'time': '2018-11-16T15:55:23.212Z', 'trade_id': 53900402, 'price': '5535.88000000', 'size': '0.16736228', 'side': 'sell'}, 'timestamp': 1542383723212, 'datetime': '2018-11-16T15:55:23.212Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.16736228, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:25,744 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:25,745 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:25,745 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383724060} | |
2018-11-16 16:55:25,745 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:25,745 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:25,745 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:25,745 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:25,745 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0008966922760009766sec | |
2018-11-16 16:55:25,746 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383723212, 'price': 5535.88, 'volume': 0.1674} | |
2018-11-16 16:55:25,746 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:25,746 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383724060} | |
2018-11-16 16:55:25,746 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:25,746 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:25,746 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:25,746 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:25,746 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0008547306060791016sec | |
2018-11-16 16:55:26,667 - run.py:77 - INFO - get 4 trades for bitmex {'since': 1542383724060, 'limit': 500} | |
2018-11-16 16:55:26,668 - run.py:79 - INFO - trades[0]: {'id': '7926ebfc-5d29-a836-a165-9479acd3893c', 'info': {'timestamp': '2018-11-16T15:55:24.060Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 800, 'price': 5531.5, 'tickDirection': 'ZeroPlusTick', 'trdMatchID': '7926ebfc-5d29-a836-a165-9479acd3893c', 'grossValue': 14462400, 'homeNotional': 0.144624, 'foreignNotional': 800}, 'timestamp': 1542383724060, 'datetime': '2018-11-16T15:55:24.060Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 800} | |
2018-11-16 16:55:26,668 - run.py:81 - INFO - trades[-1]: {'id': '06a9a60a-e5a9-a8fc-fce3-e92669551794', 'info': {'timestamp': '2018-11-16T15:55:25.958Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 1000, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '06a9a60a-e5a9-a8fc-fce3-e92669551794', 'grossValue': 18078000, 'homeNotional': 0.18078, 'foreignNotional': 1000}, 'timestamp': 1542383725958, 'datetime': '2018-11-16T15:55:25.958Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 1000} | |
2018-11-16 16:55:26,668 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383725958, 'price': 5531.5, 'volume': 1000.0} | |
2018-11-16 16:55:26,669 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:26,669 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383725958} | |
2018-11-16 16:55:26,669 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:26,670 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:26,670 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:26,670 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:26,670 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.002031087875366211sec | |
2018-11-16 16:55:26,721 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:26,722 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:26,722 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:26,722 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:26,723 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383725958} | |
2018-11-16 16:55:26,723 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:26,723 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:26,723 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:26,723 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:26,724 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0017061233520507812sec | |
2018-11-16 16:55:26,760 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383723212, 'limit': 500} | |
2018-11-16 16:55:26,761 - run.py:79 - INFO - trades[0]: {'id': '53900402', 'order': None, 'info': {'time': '2018-11-16T15:55:23.212Z', 'trade_id': 53900402, 'price': '5535.88000000', 'size': '0.16736228', 'side': 'sell'}, 'timestamp': 1542383723212, 'datetime': '2018-11-16T15:55:23.212Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.16736228, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:26,761 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383723212, 'price': 5535.88, 'volume': 0.1674} | |
2018-11-16 16:55:26,762 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:26,762 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383725958} | |
2018-11-16 16:55:26,762 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:26,762 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:26,762 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:26,763 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:26,763 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0017254352569580078sec | |
2018-11-16 16:55:26,763 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383726.7633958, 'dt': '2018-11-16 16:55:26.763398'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:26,906 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:26,906 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:26,906 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:26,906 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:26,906 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383725958} | |
2018-11-16 16:55:26,906 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:26,906 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:26,907 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:26,907 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:26,907 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.00046944618225097656sec | |
2018-11-16 16:55:27,737 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:27,737 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:27,763 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:27,763 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:27,764 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:27,764 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:27,765 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383725958} | |
2018-11-16 16:55:27,765 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:27,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:27,765 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:27,765 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:27,766 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0017130374908447266sec | |
2018-11-16 16:55:27,766 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383727.7661886, 'dt': '2018-11-16 16:55:27.766191'} because of gemini fetched new trades/orderbook | |
2018-11-16 16:55:27,774 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383723212, 'limit': 500} | |
2018-11-16 16:55:27,774 - run.py:79 - INFO - trades[0]: {'id': '53900402', 'order': None, 'info': {'time': '2018-11-16T15:55:23.212Z', 'trade_id': 53900402, 'price': '5535.88000000', 'size': '0.16736228', 'side': 'sell'}, 'timestamp': 1542383723212, 'datetime': '2018-11-16T15:55:23.212Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.16736228, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:27,774 - run.py:81 - INFO - trades[-1]: {'id': '53900403', 'order': None, 'info': {'time': '2018-11-16T15:55:27.488Z', 'trade_id': 53900403, 'price': '5535.88000000', 'size': '0.05313145', 'side': 'sell'}, 'timestamp': 1542383727488, 'datetime': '2018-11-16T15:55:27.488Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.05313145, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:27,775 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:27,775 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:27,775 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383725958} | |
2018-11-16 16:55:27,775 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:27,775 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:27,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:27,775 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:27,775 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0008726119995117188sec | |
2018-11-16 16:55:27,776 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383727488, 'price': 5535.88, 'volume': 0.0531} | |
2018-11-16 16:55:27,776 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:27,776 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:27,776 - theo_calculator.py:263 - INFO - found_eff_vol=294.1293314259999877302954161 | |
2018-11-16 16:55:27,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293314259999877302954161 | |
2018-11-16 16:55:27,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313144999999999673612194329 | |
2018-11-16 16:55:27,776 - theo_calculator.py:252 - INFO - eff_volume=59705.87066857400001226970458 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383725958} | |
2018-11-16 16:55:27,777 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:27,777 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1317094421378657408755401 | |
2018-11-16 16:55:27,777 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313187990439082707338672210 | |
2018-11-16 16:55:27,777 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:27,777 - theo_calculator.py:290 - INFO - Trade theo=5535.879964560237103853449826, total_eff_vol_for_theo=294.1317094421378657408755401, total_vol_for_theo=0.05313187990439082707338672210 | |
update theo in 0.0014753341674804688sec | |
2018-11-16 16:55:27,777 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.879964560237103853449826'), 'base_price': None, 'timestamp': 1542383727.777583, 'dt': '2018-11-16 16:55:27.777584'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:28,671 - run.py:77 - INFO - get 3 trades for bitmex {'since': 1542383725958, 'limit': 500} | |
2018-11-16 16:55:28,672 - run.py:79 - INFO - trades[0]: {'id': '06a9a60a-e5a9-a8fc-fce3-e92669551794', 'info': {'timestamp': '2018-11-16T15:55:25.958Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 1000, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '06a9a60a-e5a9-a8fc-fce3-e92669551794', 'grossValue': 18078000, 'homeNotional': 0.18078, 'foreignNotional': 1000}, 'timestamp': 1542383725958, 'datetime': '2018-11-16T15:55:25.958Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 1000} | |
2018-11-16 16:55:28,672 - run.py:81 - INFO - trades[-1]: {'id': '3c7a76a1-01bf-21dc-e217-9d3416779260', 'info': {'timestamp': '2018-11-16T15:55:26.703Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 2800, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '3c7a76a1-01bf-21dc-e217-9d3416779260', 'grossValue': 50624000, 'homeNotional': 0.50624, 'foreignNotional': 2800}, 'timestamp': 1542383726703, 'datetime': '2018-11-16T15:55:26.703Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 2800} | |
2018-11-16 16:55:28,672 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383726703, 'price': 5531.0, 'volume': 2800.0} | |
2018-11-16 16:55:28,673 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:28,673 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:28,673 - theo_calculator.py:263 - INFO - found_eff_vol=294.1293314259999877302954161 | |
2018-11-16 16:55:28,674 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293314259999877302954161 | |
2018-11-16 16:55:28,674 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313144999999999673612194329 | |
2018-11-16 16:55:28,674 - theo_calculator.py:252 - INFO - eff_volume=59705.87066857400001226970458 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('2800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383726703} | |
2018-11-16 16:55:28,675 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:28,675 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1317669787778562115385129 | |
2018-11-16 16:55:28,675 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313189034582857538035320289 | |
2018-11-16 16:55:28,675 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:28,675 - theo_calculator.py:290 - INFO - Trade theo=5535.879959555596014404521212, total_eff_vol_for_theo=294.1317669787778562115385129, total_vol_for_theo=0.05313189034582857538035320289 | |
update theo in 0.003155231475830078sec | |
2018-11-16 16:55:28,757 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:28,758 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:28,759 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:28,760 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:28,767 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383727488, 'limit': 500} | |
2018-11-16 16:55:28,767 - run.py:79 - INFO - trades[0]: {'id': '53900403', 'order': None, 'info': {'time': '2018-11-16T15:55:27.488Z', 'trade_id': 53900403, 'price': '5535.88000000', 'size': '0.05313145', 'side': 'sell'}, 'timestamp': 1542383727488, 'datetime': '2018-11-16T15:55:27.488Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.05313145, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:28,768 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:28,768 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:28,768 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:28,768 - theo_calculator.py:263 - INFO - found_eff_vol=294.1293314259999877302954161 | |
2018-11-16 16:55:28,768 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293314259999877302954161 | |
2018-11-16 16:55:28,768 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313144999999999673612194329 | |
2018-11-16 16:55:28,768 - theo_calculator.py:252 - INFO - eff_volume=59705.87066857400001226970458 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('2800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383726703} | |
2018-11-16 16:55:28,768 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:28,768 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1317669787778562115385129 | |
2018-11-16 16:55:28,769 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313189034582857538035320289 | |
2018-11-16 16:55:28,769 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:28,769 - theo_calculator.py:290 - INFO - Trade theo=5535.879959555596014404521212, total_eff_vol_for_theo=294.1317669787778562115385129, total_vol_for_theo=0.05313189034582857538035320289 | |
update theo in 0.001233816146850586sec | |
2018-11-16 16:55:28,769 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:28,769 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:28,769 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:28,769 - theo_calculator.py:263 - INFO - found_eff_vol=294.1293314259999877302954161 | |
2018-11-16 16:55:28,769 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293314259999877302954161 | |
2018-11-16 16:55:28,769 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313144999999999673612194329 | |
2018-11-16 16:55:28,769 - theo_calculator.py:252 - INFO - eff_volume=59705.87066857400001226970458 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('2800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383726703} | |
2018-11-16 16:55:28,770 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:28,770 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1317669787778562115385129 | |
2018-11-16 16:55:28,770 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313189034582857538035320289 | |
2018-11-16 16:55:28,770 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:28,770 - theo_calculator.py:290 - INFO - Trade theo=5535.879959555596014404521212, total_eff_vol_for_theo=294.1317669787778562115385129, total_vol_for_theo=0.05313189034582857538035320289 | |
update theo in 0.0011119842529296875sec | |
2018-11-16 16:55:28,770 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383727488, 'price': 5535.88, 'volume': 0.0531} | |
2018-11-16 16:55:28,770 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:28,770 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:28,770 - theo_calculator.py:263 - INFO - found_eff_vol=294.1293314259999877302954161 | |
2018-11-16 16:55:28,771 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293314259999877302954161 | |
2018-11-16 16:55:28,771 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313144999999999673612194329 | |
2018-11-16 16:55:28,771 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:28,771 - theo_calculator.py:263 - INFO - found_eff_vol=588.2586628519999754605908322 | |
2018-11-16 16:55:28,771 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293437303607314621799454 | |
2018-11-16 16:55:28,771 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145222265669155824313933 | |
2018-11-16 16:55:28,771 - theo_calculator.py:252 - INFO - eff_volume=59411.74133714800002453940917 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('2800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383726703} | |
2018-11-16 16:55:28,771 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:28,771 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293437304621164166471486 | |
2018-11-16 16:55:28,771 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145222267502187002531311 | |
2018-11-16 16:55:28,771 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:28,772 - theo_calculator.py:290 - INFO - Trade theo=5535.879999999998425542967824, total_eff_vol_for_theo=294.1293437304621164166471486, total_vol_for_theo=0.05313145222267502187002531311 | |
update theo in 0.0014841556549072266sec | |
2018-11-16 16:55:28,919 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:28,919 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:28,919 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:28,919 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:28,919 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:28,919 - theo_calculator.py:263 - INFO - found_eff_vol=294.1293314259999877302954161 | |
2018-11-16 16:55:28,919 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293314259999877302954161 | |
2018-11-16 16:55:28,919 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313144999999999673612194329 | |
2018-11-16 16:55:28,919 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:28,919 - theo_calculator.py:263 - INFO - found_eff_vol=588.2586628519999754605908322 | |
2018-11-16 16:55:28,919 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293437303607314621799454 | |
2018-11-16 16:55:28,920 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145222265669155824313933 | |
2018-11-16 16:55:28,920 - theo_calculator.py:252 - INFO - eff_volume=59411.74133714800002453940917 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('2800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383726703} | |
2018-11-16 16:55:28,920 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:28,920 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293437304621164166471486 | |
2018-11-16 16:55:28,920 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145222267502187002531311 | |
2018-11-16 16:55:28,920 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:28,920 - theo_calculator.py:290 - INFO - Trade theo=5535.879999999998425542967824, total_eff_vol_for_theo=294.1293437304621164166471486, total_vol_for_theo=0.05313145222267502187002531311 | |
update theo in 0.0010995864868164062sec | |
2018-11-16 16:55:28,920 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.879999999998425542967824'), 'base_price': None, 'timestamp': 1542383728.9205039, 'dt': '2018-11-16 16:55:28.920504'} because of itbit fetched new trades/orderbook | |
2018-11-16 16:55:29,724 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:29,724 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:29,725 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:29,725 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:29,725 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:29,725 - theo_calculator.py:263 - INFO - found_eff_vol=294.1293314259999877302954161 | |
2018-11-16 16:55:29,725 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293314259999877302954161 | |
2018-11-16 16:55:29,726 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313144999999999673612194329 | |
2018-11-16 16:55:29,726 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:29,726 - theo_calculator.py:263 - INFO - found_eff_vol=588.2586628519999754605908322 | |
2018-11-16 16:55:29,726 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293437303607314621799454 | |
2018-11-16 16:55:29,726 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145222265669155824313933 | |
2018-11-16 16:55:29,726 - theo_calculator.py:252 - INFO - eff_volume=59411.74133714800002453940917 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('2800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383726703} | |
2018-11-16 16:55:29,727 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:29,727 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=294.1293437304621164166471486 | |
2018-11-16 16:55:29,727 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.05313145222267502187002531311 | |
2018-11-16 16:55:29,727 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:29,727 - theo_calculator.py:290 - INFO - Trade theo=5535.879999999998425542967824, total_eff_vol_for_theo=294.1293437304621164166471486, total_vol_for_theo=0.05313145222267502187002531311 | |
update theo in 0.0025177001953125sec | |
2018-11-16 16:55:29,754 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383727488, 'limit': 500} | |
2018-11-16 16:55:29,754 - run.py:79 - INFO - trades[0]: {'id': '53900403', 'order': None, 'info': {'time': '2018-11-16T15:55:27.488Z', 'trade_id': 53900403, 'price': '5535.88000000', 'size': '0.05313145', 'side': 'sell'}, 'timestamp': 1542383727488, 'datetime': '2018-11-16T15:55:27.488Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.05313145, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:29,755 - run.py:81 - INFO - trades[-1]: {'id': '53900404', 'order': None, 'info': {'time': '2018-11-16T15:55:28.886Z', 'trade_id': 53900404, 'price': '5535.87000000', 'size': '1.56410364', 'side': 'buy'}, 'timestamp': 1542383728886, 'datetime': '2018-11-16T15:55:28.886Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 1.56410364, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:29,755 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383728886, 'price': 5535.87, 'volume': 1.5641} | |
2018-11-16 16:55:29,755 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:29,755 - theo_calculator.py:252 - INFO - eff_volume=8658.674417566799310315545949 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('1.56410363999999990625155987800098955631256103515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383728886} | |
2018-11-16 16:55:29,755 - theo_calculator.py:263 - INFO - found_eff_vol=8658.674417566799310315545949 | |
2018-11-16 16:55:29,755 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:29,755 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:29,756 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:29,756 - theo_calculator.py:263 - INFO - found_eff_vol=8952.803748992799298045841365 | |
2018-11-16 16:55:29,756 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:29,756 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:29,756 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:29,756 - theo_calculator.py:263 - INFO - found_eff_vol=9246.933080418799285776136781 | |
2018-11-16 16:55:29,756 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:29,757 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:29,757 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:29,757 - theo_calculator.py:263 - INFO - found_eff_vol=9541.062411844799273506432197 | |
2018-11-16 16:55:29,757 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:29,757 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:29,757 - theo_calculator.py:252 - INFO - eff_volume=50458.93758815520072649356780 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('2800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383726703} | |
2018-11-16 16:55:29,758 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:29,758 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:29,758 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:29,758 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:29,758 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=8658.674417566799310315545949, total_vol_for_theo=1.564103639999999906251559878 | |
update theo in 0.0031800270080566406sec | |
2018-11-16 16:55:30,727 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:30,728 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:30,730 - run.py:77 - INFO - get 4 trades for bitmex {'since': 1542383726703, 'limit': 500} | |
2018-11-16 16:55:30,730 - run.py:79 - INFO - trades[0]: {'id': '3c7a76a1-01bf-21dc-e217-9d3416779260', 'info': {'timestamp': '2018-11-16T15:55:26.703Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 2800, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '3c7a76a1-01bf-21dc-e217-9d3416779260', 'grossValue': 50624000, 'homeNotional': 0.50624, 'foreignNotional': 2800}, 'timestamp': 1542383726703, 'datetime': '2018-11-16T15:55:26.703Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 2800} | |
2018-11-16 16:55:30,730 - run.py:81 - INFO - trades[-1]: {'id': '48d6e493-accb-1f37-9ae8-245f1004dc64', 'info': {'timestamp': '2018-11-16T15:55:29.363Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 500, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '48d6e493-accb-1f37-9ae8-245f1004dc64', 'grossValue': 9039000, 'homeNotional': 0.09039, 'foreignNotional': 500}, 'timestamp': 1542383729363, 'datetime': '2018-11-16T15:55:29.363Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 500} | |
2018-11-16 16:55:30,731 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:30,731 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:30,731 - theo_calculator.py:252 - INFO - eff_volume=8658.674417566799310315545949 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('1.56410363999999990625155987800098955631256103515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383728886} | |
2018-11-16 16:55:30,731 - theo_calculator.py:263 - INFO - found_eff_vol=8658.674417566799310315545949 | |
2018-11-16 16:55:30,732 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:30,732 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:30,732 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:30,733 - theo_calculator.py:263 - INFO - found_eff_vol=8952.803748992799298045841365 | |
2018-11-16 16:55:30,733 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:30,733 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:30,733 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:30,733 - theo_calculator.py:263 - INFO - found_eff_vol=9246.933080418799285776136781 | |
2018-11-16 16:55:30,733 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:30,734 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:30,734 - theo_calculator.py:252 - INFO - eff_volume=294.1293314259999877302954161 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0531314499999999967361219432859797962009906768798828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383727488} | |
2018-11-16 16:55:30,734 - theo_calculator.py:263 - INFO - found_eff_vol=9541.062411844799273506432197 | |
2018-11-16 16:55:30,734 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:30,734 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:30,734 - theo_calculator.py:252 - INFO - eff_volume=50458.93758815520072649356780 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('2800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383726703} | |
2018-11-16 16:55:30,735 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:30,735 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=8658.674417566799310315545949 | |
2018-11-16 16:55:30,735 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.564103639999999906251559878 | |
2018-11-16 16:55:30,735 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:30,735 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=8658.674417566799310315545949, total_vol_for_theo=1.564103639999999906251559878 | |
update theo in 0.004853487014770508sec | |
2018-11-16 16:55:30,735 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.869999999999890860635787'), 'base_price': None, 'timestamp': 1542383730.735922, 'dt': '2018-11-16 16:55:30.735925'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:30,736 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383729363, 'price': 5531.5, 'volume': 500.0} | |
2018-11-16 16:55:30,736 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:30,737 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:30,737 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:30,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:30,737 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:30,737 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:30,737 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0012371540069580078sec | |
2018-11-16 16:55:30,737 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383730.7378638, 'dt': '2018-11-16 16:55:30.737865'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:30,742 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:30,742 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:30,743 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:30,743 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:30,743 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:30,743 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:30,743 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:30,743 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:30,743 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:30,744 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0009274482727050781sec | |
2018-11-16 16:55:30,773 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383728886, 'limit': 500} | |
2018-11-16 16:55:30,773 - run.py:79 - INFO - trades[0]: {'id': '53900404', 'order': None, 'info': {'time': '2018-11-16T15:55:28.886Z', 'trade_id': 53900404, 'price': '5535.87000000', 'size': '1.56410364', 'side': 'buy'}, 'timestamp': 1542383728886, 'datetime': '2018-11-16T15:55:28.886Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 1.56410364, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:30,773 - run.py:81 - INFO - trades[-1]: {'id': '53900405', 'order': None, 'info': {'time': '2018-11-16T15:55:29.91Z', 'trade_id': 53900405, 'price': '5535.87000000', 'size': '0.00145238', 'side': 'buy'}, 'timestamp': 1542383729091, 'datetime': '2018-11-16T15:55:29.091Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00145238, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:30,774 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383729091, 'price': 5535.87, 'volume': 0.0015} | |
2018-11-16 16:55:30,774 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:30,774 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:30,774 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:30,775 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:30,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:30,775 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:30,775 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.001407623291015625sec | |
2018-11-16 16:55:30,912 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:30,912 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:30,912 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:30,913 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:30,913 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:30,913 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:30,913 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:30,913 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:30,913 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:30,913 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0004658699035644531sec | |
2018-11-16 16:55:31,752 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:31,752 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:31,760 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383729091, 'limit': 500} | |
2018-11-16 16:55:31,760 - run.py:79 - INFO - trades[0]: {'id': '53900405', 'order': None, 'info': {'time': '2018-11-16T15:55:29.91Z', 'trade_id': 53900405, 'price': '5535.87000000', 'size': '0.00145238', 'side': 'buy'}, 'timestamp': 1542383729091, 'datetime': '2018-11-16T15:55:29.091Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00145238, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:31,761 - run.py:81 - INFO - trades[-1]: {'id': '53900406', 'order': None, 'info': {'time': '2018-11-16T15:55:31.24Z', 'trade_id': 53900406, 'price': '5535.87000000', 'size': '0.00894123', 'side': 'buy'}, 'timestamp': 1542383731024, 'datetime': '2018-11-16T15:55:31.024Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00894123, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:31,761 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383720000, 'price': 5532.92, 'volume': 0.034} | |
2018-11-16 16:55:31,761 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:31,761 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:31,761 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:31,761 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:31,761 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84696736870649914128174998 | |
2018-11-16 16:55:31,762 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:31,762 - theo_calculator.py:290 - INFO - Trade theo=5531.499999999999999999999999, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84696736870649914128174998 | |
update theo in 0.0009851455688476562sec | |
2018-11-16 16:55:31,762 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.499999999999999999999999'), 'base_price': None, 'timestamp': 1542383731.7622669, 'dt': '2018-11-16 16:55:31.762268'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:31,762 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383731024, 'price': 5535.87, 'volume': 0.0089} | |
2018-11-16 16:55:31,763 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:31,763 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:31,763 - theo_calculator.py:263 - INFO - found_eff_vol=49.49748692009999716488127928 | |
2018-11-16 16:55:31,763 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=49.49748692009999716488127928 | |
2018-11-16 16:55:31,763 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008941229999999999664139771483 | |
2018-11-16 16:55:31,763 - theo_calculator.py:252 - INFO - eff_volume=59950.50251307990000283511872 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:31,763 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:31,763 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=3307.553069721405463411312841 | |
2018-11-16 16:55:31,763 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.5979416065346299311920131444 | |
2018-11-16 16:55:31,763 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:31,764 - theo_calculator.py:290 - INFO - Trade theo=5531.565346138607827569544586, total_eff_vol_for_theo=3307.553069721405463411312841, total_vol_for_theo=0.5979416065346299311920131444 | |
update theo in 0.0013306140899658203sec | |
2018-11-16 16:55:31,764 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.565346138607827569544586'), 'base_price': None, 'timestamp': 1542383731.7641227, 'dt': '2018-11-16 16:55:31.764123'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:32,032 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:32,032 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:32,033 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:32,033 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:32,033 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:32,034 - theo_calculator.py:263 - INFO - found_eff_vol=49.49748692009999716488127928 | |
2018-11-16 16:55:32,034 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=49.49748692009999716488127928 | |
2018-11-16 16:55:32,034 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008941229999999999664139771483 | |
2018-11-16 16:55:32,034 - theo_calculator.py:252 - INFO - eff_volume=59950.50251307990000283511872 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:32,035 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:32,035 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=3307.553069721405463411312841 | |
2018-11-16 16:55:32,035 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.5979416065346299311920131444 | |
2018-11-16 16:55:32,035 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:32,036 - theo_calculator.py:290 - INFO - Trade theo=5531.565346138607827569544586, total_eff_vol_for_theo=3307.553069721405463411312841, total_vol_for_theo=0.5979416065346299311920131444 | |
update theo in 0.0032265186309814453sec | |
2018-11-16 16:55:32,677 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383729363, 'limit': 500} | |
2018-11-16 16:55:32,677 - run.py:79 - INFO - trades[0]: {'id': '48d6e493-accb-1f37-9ae8-245f1004dc64', 'info': {'timestamp': '2018-11-16T15:55:29.363Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 500, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '48d6e493-accb-1f37-9ae8-245f1004dc64', 'grossValue': 9039000, 'homeNotional': 0.09039, 'foreignNotional': 500}, 'timestamp': 1542383729363, 'datetime': '2018-11-16T15:55:29.363Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 500} | |
2018-11-16 16:55:32,678 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383729363, 'price': 5531.5, 'volume': 500.0} | |
2018-11-16 16:55:32,678 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:32,678 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:32,678 - theo_calculator.py:263 - INFO - found_eff_vol=49.49748692009999716488127928 | |
2018-11-16 16:55:32,679 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=49.49748692009999716488127928 | |
2018-11-16 16:55:32,679 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008941229999999999664139771483 | |
2018-11-16 16:55:32,679 - theo_calculator.py:252 - INFO - eff_volume=59950.50251307990000283511872 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:32,680 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:32,680 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=3307.553069721405463411312841 | |
2018-11-16 16:55:32,680 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.5979416065346299311920131444 | |
2018-11-16 16:55:32,680 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:32,680 - theo_calculator.py:290 - INFO - Trade theo=5531.565346138607827569544586, total_eff_vol_for_theo=3307.553069721405463411312841, total_vol_for_theo=0.5979416065346299311920131444 | |
update theo in 0.003043651580810547sec | |
2018-11-16 16:55:32,735 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383720000, 'limit': 500} | |
2018-11-16 16:55:32,735 - run.py:79 - INFO - trades[0]: {'id': '77466088', 'info': {'date': '1542383720', 'tid': '77466088', 'price': '5532.92', 'type': '0', 'amount': '0.03399660'}, 'timestamp': 1542383720000, 'datetime': '2018-11-16T15:55:20.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.92, 'amount': 0.0339966, 'cost': 188.100468072, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:32,736 - run.py:81 - INFO - trades[-1]: {'id': '77466094', 'info': {'date': '1542383731', 'tid': '77466094', 'price': '5532.91', 'type': '0', 'amount': '0.00101000'}, 'timestamp': 1542383731000, 'datetime': '2018-11-16T15:55:31.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.91, 'amount': 0.00101, 'cost': 5.5882391, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:32,736 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383731000, 'price': 5532.91, 'volume': 0.001} | |
2018-11-16 16:55:32,736 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:32,736 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:32,737 - theo_calculator.py:263 - INFO - found_eff_vol=49.49748692009999716488127928 | |
2018-11-16 16:55:32,737 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=49.49748692009999716488127928 | |
2018-11-16 16:55:32,737 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008941229999999999664139771483 | |
2018-11-16 16:55:32,737 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[1]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:32,738 - theo_calculator.py:263 - INFO - found_eff_vol=55.08572602009999727820656316 | |
2018-11-16 16:55:32,738 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=49.81756417410494038544968884 | |
2018-11-16 16:55:32,738 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008999079712719878214303546191 | |
2018-11-16 16:55:32,738 - theo_calculator.py:252 - INFO - eff_volume=59944.91427397990000272179344 for trades[2]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:32,738 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:32,738 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=2408.841634153247688780927061 | |
2018-11-16 16:55:32,738 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.4354700315303358500836838900 | |
2018-11-16 16:55:32,738 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:32,739 - theo_calculator.py:290 - INFO - Trade theo=5531.589913749190353717862495, total_eff_vol_for_theo=2408.841634153247688780927061, total_vol_for_theo=0.4354700315303358500836838900 | |
update theo in 0.002796173095703125sec | |
2018-11-16 16:55:32,761 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383731024, 'limit': 500} | |
2018-11-16 16:55:32,762 - run.py:79 - INFO - trades[0]: {'id': '53900406', 'order': None, 'info': {'time': '2018-11-16T15:55:31.24Z', 'trade_id': 53900406, 'price': '5535.87000000', 'size': '0.00894123', 'side': 'buy'}, 'timestamp': 1542383731024, 'datetime': '2018-11-16T15:55:31.024Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00894123, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:32,762 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383731024, 'price': 5535.87, 'volume': 0.0089} | |
2018-11-16 16:55:32,762 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:32,762 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:32,762 - theo_calculator.py:263 - INFO - found_eff_vol=49.49748692009999716488127928 | |
2018-11-16 16:55:32,762 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=49.49748692009999716488127928 | |
2018-11-16 16:55:32,762 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008941229999999999664139771483 | |
2018-11-16 16:55:32,762 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:32,763 - theo_calculator.py:263 - INFO - found_eff_vol=98.99497384019999432976255856 | |
2018-11-16 16:55:32,763 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.33473597578763698830299416 | |
2018-11-16 16:55:32,763 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009453750896568676291184467199 | |
2018-11-16 16:55:32,763 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[2]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:32,763 - theo_calculator.py:263 - INFO - found_eff_vol=104.5832129401999944430878424 | |
2018-11-16 16:55:32,763 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.35308314739533006265609676 | |
2018-11-16 16:55:32,763 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009457066904168238379639845150 | |
2018-11-16 16:55:32,764 - theo_calculator.py:252 - INFO - eff_volume=59895.41678705980000555691216 for trades[3]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:32,764 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:32,764 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=187.4632189918465728163987181 | |
2018-11-16 16:55:32,764 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03388265414893932086246414619 | |
2018-11-16 16:55:32,764 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:32,764 - theo_calculator.py:290 - INFO - Trade theo=5532.719431240749269665907081, total_eff_vol_for_theo=187.4632189918465728163987181, total_vol_for_theo=0.03388265414893932086246414619 | |
update theo in 0.002390623092651367sec | |
2018-11-16 16:55:32,764 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5532.719431240749269665907081'), 'base_price': None, 'timestamp': 1542383732.7647097, 'dt': '2018-11-16 16:55:32.764711'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:32,917 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:32,917 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:32,917 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:32,918 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:32,918 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:32,918 - theo_calculator.py:263 - INFO - found_eff_vol=49.49748692009999716488127928 | |
2018-11-16 16:55:32,918 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=49.49748692009999716488127928 | |
2018-11-16 16:55:32,918 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008941229999999999664139771483 | |
2018-11-16 16:55:32,918 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:32,918 - theo_calculator.py:263 - INFO - found_eff_vol=98.99497384019999432976255856 | |
2018-11-16 16:55:32,918 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.33473597578763698830299416 | |
2018-11-16 16:55:32,918 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009453750896568676291184467199 | |
2018-11-16 16:55:32,918 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[2]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:32,918 - theo_calculator.py:263 - INFO - found_eff_vol=104.5832129401999944430878424 | |
2018-11-16 16:55:32,918 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.35308314739533006265609676 | |
2018-11-16 16:55:32,918 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009457066904168238379639845150 | |
2018-11-16 16:55:32,918 - theo_calculator.py:252 - INFO - eff_volume=59895.41678705980000555691216 for trades[3]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:32,919 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:32,919 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=187.4632189918465728163987181 | |
2018-11-16 16:55:32,919 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03388265414893932086246414619 | |
2018-11-16 16:55:32,919 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:32,919 - theo_calculator.py:290 - INFO - Trade theo=5532.719431240749269665907081, total_eff_vol_for_theo=187.4632189918465728163987181, total_vol_for_theo=0.03388265414893932086246414619 | |
update theo in 0.0014071464538574219sec | |
2018-11-16 16:55:33,770 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383731000, 'limit': 500} | |
2018-11-16 16:55:33,771 - run.py:79 - INFO - trades[0]: {'id': '77466094', 'info': {'date': '1542383731', 'tid': '77466094', 'price': '5532.91', 'type': '0', 'amount': '0.00101000'}, 'timestamp': 1542383731000, 'datetime': '2018-11-16T15:55:31.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.91, 'amount': 0.00101, 'cost': 5.5882391, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:33,772 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:33,773 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:33,773 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383731000, 'price': 5532.91, 'volume': 0.001} | |
2018-11-16 16:55:33,773 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:33,773 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:33,773 - theo_calculator.py:263 - INFO - found_eff_vol=49.49748692009999716488127928 | |
2018-11-16 16:55:33,773 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=49.49748692009999716488127928 | |
2018-11-16 16:55:33,774 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008941229999999999664139771483 | |
2018-11-16 16:55:33,774 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:33,774 - theo_calculator.py:263 - INFO - found_eff_vol=98.99497384019999432976255856 | |
2018-11-16 16:55:33,774 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.33473597578763698830299416 | |
2018-11-16 16:55:33,774 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009453750896568676291184467199 | |
2018-11-16 16:55:33,774 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[2]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:33,775 - theo_calculator.py:263 - INFO - found_eff_vol=104.5832129401999944430878424 | |
2018-11-16 16:55:33,775 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.35308314739533006265609676 | |
2018-11-16 16:55:33,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009457066904168238379639845150 | |
2018-11-16 16:55:33,775 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[3]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:33,775 - theo_calculator.py:263 - INFO - found_eff_vol=110.1714520401999945564131263 | |
2018-11-16 16:55:33,775 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.36636881829878910320405499 | |
2018-11-16 16:55:33,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009459468112737229930360420772 | |
2018-11-16 16:55:33,776 - theo_calculator.py:252 - INFO - eff_volume=59889.82854795980000544358687 for trades[4]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:33,776 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:33,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=150.1940538065300839898852910 | |
2018-11-16 16:55:33,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.02714502989312795484886014706 | |
2018-11-16 16:55:33,776 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:33,776 - theo_calculator.py:290 - INFO - Trade theo=5533.022229036235564068499127, total_eff_vol_for_theo=150.1940538065300839898852910, total_vol_for_theo=0.02714502989312795484886014706 | |
update theo in 0.003587484359741211sec | |
2018-11-16 16:55:33,776 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5533.022229036235564068499127'), 'base_price': None, 'timestamp': 1542383733.776956, 'dt': '2018-11-16 16:55:33.776958'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:33,777 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:33,777 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:33,777 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:33,777 - theo_calculator.py:263 - INFO - found_eff_vol=49.49748692009999716488127928 | |
2018-11-16 16:55:33,778 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=49.49748692009999716488127928 | |
2018-11-16 16:55:33,778 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008941229999999999664139771483 | |
2018-11-16 16:55:33,778 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:33,778 - theo_calculator.py:263 - INFO - found_eff_vol=98.99497384019999432976255856 | |
2018-11-16 16:55:33,778 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.33473597578763698830299416 | |
2018-11-16 16:55:33,778 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009453750896568676291184467199 | |
2018-11-16 16:55:33,778 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[2]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:33,779 - theo_calculator.py:263 - INFO - found_eff_vol=104.5832129401999944430878424 | |
2018-11-16 16:55:33,779 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.35308314739533006265609676 | |
2018-11-16 16:55:33,779 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009457066904168238379639845150 | |
2018-11-16 16:55:33,779 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[3]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:33,779 - theo_calculator.py:263 - INFO - found_eff_vol=110.1714520401999945564131263 | |
2018-11-16 16:55:33,779 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=52.36636881829878910320405499 | |
2018-11-16 16:55:33,779 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009459468112737229930360420772 | |
2018-11-16 16:55:33,779 - theo_calculator.py:252 - INFO - eff_volume=59889.82854795980000544358687 for trades[4]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:33,780 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:33,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=150.1940538065300839898852910 | |
2018-11-16 16:55:33,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.02714502989312795484886014706 | |
2018-11-16 16:55:33,780 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:33,780 - theo_calculator.py:290 - INFO - Trade theo=5533.022229036235564068499127, total_eff_vol_for_theo=150.1940538065300839898852910, total_vol_for_theo=0.02714502989312795484886014706 | |
update theo in 0.002964496612548828sec | |
2018-11-16 16:55:33,877 - run.py:77 - INFO - get 3 trades for gdax {'since': 1542383731024, 'limit': 500} | |
2018-11-16 16:55:33,877 - run.py:79 - INFO - trades[0]: {'id': '53900406', 'order': None, 'info': {'time': '2018-11-16T15:55:31.24Z', 'trade_id': 53900406, 'price': '5535.87000000', 'size': '0.00894123', 'side': 'buy'}, 'timestamp': 1542383731024, 'datetime': '2018-11-16T15:55:31.024Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00894123, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:33,878 - run.py:81 - INFO - trades[-1]: {'id': '53900408', 'order': None, 'info': {'time': '2018-11-16T15:55:33.481Z', 'trade_id': 53900408, 'price': '5535.87000000', 'size': '0.20005814', 'side': 'buy'}, 'timestamp': 1542383733481, 'datetime': '2018-11-16T15:55:33.481Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.20005814, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:33,878 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383733481, 'price': 5535.87, 'volume': 0.2001} | |
2018-11-16 16:55:33,879 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:33,879 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:33,879 - theo_calculator.py:263 - INFO - found_eff_vol=1107.495855481799952798032788 | |
2018-11-16 16:55:33,879 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:33,880 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:33,880 - theo_calculator.py:252 - INFO - eff_volume=100.4676413860000019730891783 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0181484499999999999986233234494648058898746967315673828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733439} | |
2018-11-16 16:55:33,881 - theo_calculator.py:263 - INFO - found_eff_vol=1207.963496867799954771121966 | |
2018-11-16 16:55:33,881 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:33,881 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:33,881 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:33,882 - theo_calculator.py:263 - INFO - found_eff_vol=1257.460983787899951936003245 | |
2018-11-16 16:55:33,882 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:33,882 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:33,882 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:33,883 - theo_calculator.py:263 - INFO - found_eff_vol=1306.958470707999949100884524 | |
2018-11-16 16:55:33,883 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:33,883 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:33,884 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:33,884 - theo_calculator.py:263 - INFO - found_eff_vol=1356.455957628099946265765803 | |
2018-11-16 16:55:33,885 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:33,885 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:33,885 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[5]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:33,886 - theo_calculator.py:263 - INFO - found_eff_vol=1362.044196728099946379091087 | |
2018-11-16 16:55:33,886 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:33,886 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:33,886 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[6]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:33,887 - theo_calculator.py:263 - INFO - found_eff_vol=1367.632435828099946492416371 | |
2018-11-16 16:55:33,887 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:33,887 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:33,887 - theo_calculator.py:252 - INFO - eff_volume=58632.36756417190005350758363 for trades[7]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:33,888 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:33,888 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:33,888 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:33,888 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:33,888 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=1107.495855481799952798032788, total_vol_for_theo=0.2000581399999999954175677885 | |
update theo in 0.010450601577758789sec | |
2018-11-16 16:55:33,889 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.869999999999890860635787'), 'base_price': None, 'timestamp': 1542383733.8891, 'dt': '2018-11-16 16:55:33.889103'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:34,680 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383729363, 'limit': 500} | |
2018-11-16 16:55:34,680 - run.py:79 - INFO - trades[0]: {'id': '48d6e493-accb-1f37-9ae8-245f1004dc64', 'info': {'timestamp': '2018-11-16T15:55:29.363Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 500, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '48d6e493-accb-1f37-9ae8-245f1004dc64', 'grossValue': 9039000, 'homeNotional': 0.09039, 'foreignNotional': 500}, 'timestamp': 1542383729363, 'datetime': '2018-11-16T15:55:29.363Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 500} | |
2018-11-16 16:55:34,680 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383729363, 'price': 5531.5, 'volume': 500.0} | |
2018-11-16 16:55:34,681 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:34,681 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:34,681 - theo_calculator.py:263 - INFO - found_eff_vol=1107.495855481799952798032788 | |
2018-11-16 16:55:34,681 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,682 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,682 - theo_calculator.py:252 - INFO - eff_volume=100.4676413860000019730891783 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0181484499999999999986233234494648058898746967315673828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733439} | |
2018-11-16 16:55:34,682 - theo_calculator.py:263 - INFO - found_eff_vol=1207.963496867799954771121966 | |
2018-11-16 16:55:34,683 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,683 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,683 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,683 - theo_calculator.py:263 - INFO - found_eff_vol=1257.460983787899951936003245 | |
2018-11-16 16:55:34,684 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,684 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,684 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,685 - theo_calculator.py:263 - INFO - found_eff_vol=1306.958470707999949100884524 | |
2018-11-16 16:55:34,685 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,685 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,685 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,686 - theo_calculator.py:263 - INFO - found_eff_vol=1356.455957628099946265765803 | |
2018-11-16 16:55:34,686 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,686 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,686 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[5]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,687 - theo_calculator.py:263 - INFO - found_eff_vol=1362.044196728099946379091087 | |
2018-11-16 16:55:34,687 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,687 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,688 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[6]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,688 - theo_calculator.py:263 - INFO - found_eff_vol=1367.632435828099946492416371 | |
2018-11-16 16:55:34,688 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,688 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,689 - theo_calculator.py:252 - INFO - eff_volume=58632.36756417190005350758363 for trades[7]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:34,689 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:34,689 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,690 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,690 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:34,690 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=1107.495855481799952798032788, total_vol_for_theo=0.2000581399999999954175677885 | |
update theo in 0.009650230407714844sec | |
2018-11-16 16:55:34,769 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383731000, 'limit': 500} | |
2018-11-16 16:55:34,769 - run.py:79 - INFO - trades[0]: {'id': '77466094', 'info': {'date': '1542383731', 'tid': '77466094', 'price': '5532.91', 'type': '0', 'amount': '0.00101000'}, 'timestamp': 1542383731000, 'datetime': '2018-11-16T15:55:31.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.91, 'amount': 0.00101, 'cost': 5.5882391, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:34,772 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:34,772 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:34,780 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383733481, 'limit': 500} | |
2018-11-16 16:55:34,780 - run.py:79 - INFO - trades[0]: {'id': '53900408', 'order': None, 'info': {'time': '2018-11-16T15:55:33.481Z', 'trade_id': 53900408, 'price': '5535.87000000', 'size': '0.20005814', 'side': 'buy'}, 'timestamp': 1542383733481, 'datetime': '2018-11-16T15:55:33.481Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.20005814, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:34,780 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383731000, 'price': 5532.91, 'volume': 0.001} | |
2018-11-16 16:55:34,780 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:34,780 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:34,780 - theo_calculator.py:263 - INFO - found_eff_vol=1107.495855481799952798032788 | |
2018-11-16 16:55:34,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,781 - theo_calculator.py:252 - INFO - eff_volume=100.4676413860000019730891783 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0181484499999999999986233234494648058898746967315673828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733439} | |
2018-11-16 16:55:34,781 - theo_calculator.py:263 - INFO - found_eff_vol=1207.963496867799954771121966 | |
2018-11-16 16:55:34,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,781 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,782 - theo_calculator.py:263 - INFO - found_eff_vol=1257.460983787899951936003245 | |
2018-11-16 16:55:34,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,782 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,782 - theo_calculator.py:263 - INFO - found_eff_vol=1306.958470707999949100884524 | |
2018-11-16 16:55:34,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,783 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,783 - theo_calculator.py:263 - INFO - found_eff_vol=1356.455957628099946265765803 | |
2018-11-16 16:55:34,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,783 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[5]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,783 - theo_calculator.py:263 - INFO - found_eff_vol=1362.044196728099946379091087 | |
2018-11-16 16:55:34,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,784 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[6]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,784 - theo_calculator.py:263 - INFO - found_eff_vol=1367.632435828099946492416371 | |
2018-11-16 16:55:34,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,784 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[7]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,784 - theo_calculator.py:263 - INFO - found_eff_vol=1373.220674928099946605741655 | |
2018-11-16 16:55:34,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,784 - theo_calculator.py:252 - INFO - eff_volume=58626.77932507190005339425834 for trades[8]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:34,785 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:34,785 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,785 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,785 - theo_calculator.py:276 - INFO - calculate_theo: processed 9 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:34,785 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=1107.495855481799952798032788, total_vol_for_theo=0.2000581399999999954175677885 | |
update theo in 0.005114555358886719sec | |
2018-11-16 16:55:34,785 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:34,785 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:34,786 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:34,786 - theo_calculator.py:263 - INFO - found_eff_vol=1107.495855481799952798032788 | |
2018-11-16 16:55:34,786 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,786 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,786 - theo_calculator.py:252 - INFO - eff_volume=100.4676413860000019730891783 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0181484499999999999986233234494648058898746967315673828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733439} | |
2018-11-16 16:55:34,786 - theo_calculator.py:263 - INFO - found_eff_vol=1207.963496867799954771121966 | |
2018-11-16 16:55:34,786 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,786 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,786 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,787 - theo_calculator.py:263 - INFO - found_eff_vol=1257.460983787899951936003245 | |
2018-11-16 16:55:34,787 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,787 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,787 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,787 - theo_calculator.py:263 - INFO - found_eff_vol=1306.958470707999949100884524 | |
2018-11-16 16:55:34,787 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,787 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,787 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,788 - theo_calculator.py:263 - INFO - found_eff_vol=1356.455957628099946265765803 | |
2018-11-16 16:55:34,788 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,788 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,788 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[5]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,788 - theo_calculator.py:263 - INFO - found_eff_vol=1362.044196728099946379091087 | |
2018-11-16 16:55:34,788 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,788 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,788 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[6]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,788 - theo_calculator.py:263 - INFO - found_eff_vol=1367.632435828099946492416371 | |
2018-11-16 16:55:34,788 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,789 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,789 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[7]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,789 - theo_calculator.py:263 - INFO - found_eff_vol=1373.220674928099946605741655 | |
2018-11-16 16:55:34,789 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,789 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,789 - theo_calculator.py:252 - INFO - eff_volume=58626.77932507190005339425834 for trades[8]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:34,789 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:34,789 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,789 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,789 - theo_calculator.py:276 - INFO - calculate_theo: processed 9 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:34,789 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=1107.495855481799952798032788, total_vol_for_theo=0.2000581399999999954175677885 | |
update theo in 0.004178762435913086sec | |
2018-11-16 16:55:34,790 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383733481, 'price': 5535.87, 'volume': 0.2001} | |
2018-11-16 16:55:34,790 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:34,790 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:34,790 - theo_calculator.py:263 - INFO - found_eff_vol=1107.495855481799952798032788 | |
2018-11-16 16:55:34,790 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,790 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,790 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:34,790 - theo_calculator.py:263 - INFO - found_eff_vol=2214.991710963599905596065576 | |
2018-11-16 16:55:34,790 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,790 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,790 - theo_calculator.py:252 - INFO - eff_volume=100.4676413860000019730891783 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0181484499999999999986233234494648058898746967315673828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733439} | |
2018-11-16 16:55:34,791 - theo_calculator.py:263 - INFO - found_eff_vol=2315.459352349599907569154754 | |
2018-11-16 16:55:34,791 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,791 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,791 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,791 - theo_calculator.py:263 - INFO - found_eff_vol=2364.956839269699904734036033 | |
2018-11-16 16:55:34,791 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,791 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,791 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,791 - theo_calculator.py:263 - INFO - found_eff_vol=2414.454326189799901898917312 | |
2018-11-16 16:55:34,792 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,792 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,792 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[5]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,792 - theo_calculator.py:263 - INFO - found_eff_vol=2463.951813109899899063798591 | |
2018-11-16 16:55:34,792 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,792 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,792 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[6]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,792 - theo_calculator.py:263 - INFO - found_eff_vol=2469.540052209899899177123875 | |
2018-11-16 16:55:34,792 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,792 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,792 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[7]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,793 - theo_calculator.py:263 - INFO - found_eff_vol=2475.128291309899899290449159 | |
2018-11-16 16:55:34,793 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,793 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,793 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[8]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,793 - theo_calculator.py:263 - INFO - found_eff_vol=2480.716530409899899403774443 | |
2018-11-16 16:55:34,793 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,793 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,793 - theo_calculator.py:252 - INFO - eff_volume=57519.28346959010010059622556 for trades[9]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:34,793 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:34,793 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,793 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,794 - theo_calculator.py:276 - INFO - calculate_theo: processed 10 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:34,794 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=1107.495855481799952798032788, total_vol_for_theo=0.2000581399999999954175677885 | |
update theo in 0.00406193733215332sec | |
2018-11-16 16:55:34,894 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:34,895 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:34,895 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:34,895 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:34,895 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:34,895 - theo_calculator.py:263 - INFO - found_eff_vol=1107.495855481799952798032788 | |
2018-11-16 16:55:34,895 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,895 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,895 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:34,895 - theo_calculator.py:263 - INFO - found_eff_vol=2214.991710963599905596065576 | |
2018-11-16 16:55:34,895 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,895 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,895 - theo_calculator.py:252 - INFO - eff_volume=100.4676413860000019730891783 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0181484499999999999986233234494648058898746967315673828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733439} | |
2018-11-16 16:55:34,896 - theo_calculator.py:263 - INFO - found_eff_vol=2315.459352349599907569154754 | |
2018-11-16 16:55:34,896 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,896 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,896 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,896 - theo_calculator.py:263 - INFO - found_eff_vol=2364.956839269699904734036033 | |
2018-11-16 16:55:34,896 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,896 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,896 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,896 - theo_calculator.py:263 - INFO - found_eff_vol=2414.454326189799901898917312 | |
2018-11-16 16:55:34,896 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,896 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,896 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[5]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:34,897 - theo_calculator.py:263 - INFO - found_eff_vol=2463.951813109899899063798591 | |
2018-11-16 16:55:34,897 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,897 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,897 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[6]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,897 - theo_calculator.py:263 - INFO - found_eff_vol=2469.540052209899899177123875 | |
2018-11-16 16:55:34,897 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,897 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,897 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[7]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,897 - theo_calculator.py:263 - INFO - found_eff_vol=2475.128291309899899290449159 | |
2018-11-16 16:55:34,897 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,897 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,897 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[8]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:34,897 - theo_calculator.py:263 - INFO - found_eff_vol=2480.716530409899899403774443 | |
2018-11-16 16:55:34,898 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,898 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,898 - theo_calculator.py:252 - INFO - eff_volume=57519.28346959010010059622556 for trades[9]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:34,898 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:34,898 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:34,898 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:34,898 - theo_calculator.py:276 - INFO - calculate_theo: processed 10 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:34,898 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=1107.495855481799952798032788, total_vol_for_theo=0.2000581399999999954175677885 | |
update theo in 0.0033349990844726562sec | |
2018-11-16 16:55:34,898 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.869999999999890860635787'), 'base_price': None, 'timestamp': 1542383734.8985655, 'dt': '2018-11-16 16:55:34.898566'} because of itbit fetched new trades/orderbook | |
2018-11-16 16:55:35,713 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383731000, 'limit': 500} | |
2018-11-16 16:55:35,713 - run.py:79 - INFO - trades[0]: {'id': '77466094', 'info': {'date': '1542383731', 'tid': '77466094', 'price': '5532.91', 'type': '0', 'amount': '0.00101000'}, 'timestamp': 1542383731000, 'datetime': '2018-11-16T15:55:31.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.91, 'amount': 0.00101, 'cost': 5.5882391, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:35,713 - run.py:81 - INFO - trades[-1]: {'id': '77466096', 'info': {'date': '1542383733', 'tid': '77466096', 'price': '5532.90', 'type': '0', 'amount': '0.01027490'}, 'timestamp': 1542383733000, 'datetime': '2018-11-16T15:55:33.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.0102749, 'cost': 56.84999421, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:35,713 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383733000, 'price': 5532.9, 'volume': 0.0103} | |
2018-11-16 16:55:35,713 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:35,713 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:35,713 - theo_calculator.py:263 - INFO - found_eff_vol=1107.495855481799952798032788 | |
2018-11-16 16:55:35,713 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,713 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:35,714 - theo_calculator.py:263 - INFO - found_eff_vol=2214.991710963599905596065576 | |
2018-11-16 16:55:35,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,714 - theo_calculator.py:252 - INFO - eff_volume=100.4676413860000019730891783 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0181484499999999999986233234494648058898746967315673828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733439} | |
2018-11-16 16:55:35,714 - theo_calculator.py:263 - INFO - found_eff_vol=2315.459352349599907569154754 | |
2018-11-16 16:55:35,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,714 - theo_calculator.py:252 - INFO - eff_volume=56.84999420999999629223550013 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0102749000000000000054622972811557701788842678070068359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733000} | |
2018-11-16 16:55:35,714 - theo_calculator.py:263 - INFO - found_eff_vol=2372.309346559599903861390254 | |
2018-11-16 16:55:35,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,714 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:35,715 - theo_calculator.py:263 - INFO - found_eff_vol=2421.806833479699901026271533 | |
2018-11-16 16:55:35,715 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,715 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,715 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[5]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:35,715 - theo_calculator.py:263 - INFO - found_eff_vol=2471.304320399799898191152812 | |
2018-11-16 16:55:35,715 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,715 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,715 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[6]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:35,715 - theo_calculator.py:263 - INFO - found_eff_vol=2520.801807319899895356034091 | |
2018-11-16 16:55:35,715 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,715 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,715 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[7]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:35,716 - theo_calculator.py:263 - INFO - found_eff_vol=2526.390046419899895469359375 | |
2018-11-16 16:55:35,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,716 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[8]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:35,716 - theo_calculator.py:263 - INFO - found_eff_vol=2531.978285519899895582684659 | |
2018-11-16 16:55:35,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,716 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[9]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:35,716 - theo_calculator.py:263 - INFO - found_eff_vol=2537.566524619899895696009943 | |
2018-11-16 16:55:35,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,716 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[10]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:35,717 - theo_calculator.py:263 - INFO - found_eff_vol=2543.154763719899895809335227 | |
2018-11-16 16:55:35,717 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,717 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,717 - theo_calculator.py:252 - INFO - eff_volume=57456.84523628010010419066477 for trades[11]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:35,717 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:35,717 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,717 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,717 - theo_calculator.py:276 - INFO - calculate_theo: processed 12 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:35,717 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=1107.495855481799952798032788, total_vol_for_theo=0.2000581399999999954175677885 | |
update theo in 0.004310131072998047sec | |
2018-11-16 16:55:35,770 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383733481, 'limit': 500} | |
2018-11-16 16:55:35,770 - run.py:79 - INFO - trades[0]: {'id': '53900408', 'order': None, 'info': {'time': '2018-11-16T15:55:33.481Z', 'trade_id': 53900408, 'price': '5535.87000000', 'size': '0.20005814', 'side': 'buy'}, 'timestamp': 1542383733481, 'datetime': '2018-11-16T15:55:33.481Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.20005814, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:35,771 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383733481, 'price': 5535.87, 'volume': 0.2001} | |
2018-11-16 16:55:35,771 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:35,771 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:35,772 - theo_calculator.py:263 - INFO - found_eff_vol=1107.495855481799952798032788 | |
2018-11-16 16:55:35,772 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,772 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,772 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:35,773 - theo_calculator.py:263 - INFO - found_eff_vol=2214.991710963599905596065576 | |
2018-11-16 16:55:35,773 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,773 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,774 - theo_calculator.py:252 - INFO - eff_volume=1107.495855481799952798032788 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.20005813999999999541756778853596188127994537353515625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733481} | |
2018-11-16 16:55:35,774 - theo_calculator.py:263 - INFO - found_eff_vol=3322.487566445399858394098364 | |
2018-11-16 16:55:35,774 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,775 - theo_calculator.py:252 - INFO - eff_volume=100.4676413860000019730891783 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.0181484499999999999986233234494648058898746967315673828125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733439} | |
2018-11-16 16:55:35,775 - theo_calculator.py:263 - INFO - found_eff_vol=3422.955207831399860367187542 | |
2018-11-16 16:55:35,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,776 - theo_calculator.py:252 - INFO - eff_volume=56.84999420999999629223550013 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0102749000000000000054622972811557701788842678070068359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383733000} | |
2018-11-16 16:55:35,777 - theo_calculator.py:263 - INFO - found_eff_vol=3479.805202041399856659423042 | |
2018-11-16 16:55:35,777 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,777 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,777 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[5]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:35,778 - theo_calculator.py:263 - INFO - found_eff_vol=3529.302688961499853824304321 | |
2018-11-16 16:55:35,778 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,778 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,778 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[6]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:35,779 - theo_calculator.py:263 - INFO - found_eff_vol=3578.800175881599850989185600 | |
2018-11-16 16:55:35,779 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,779 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,779 - theo_calculator.py:252 - INFO - eff_volume=49.49748692009999716488127928 for trades[7]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00894122999999999966413977148249614401720464229583740234375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731024} | |
2018-11-16 16:55:35,780 - theo_calculator.py:263 - INFO - found_eff_vol=3628.297662801699848154066879 | |
2018-11-16 16:55:35,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,780 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[8]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:35,781 - theo_calculator.py:263 - INFO - found_eff_vol=3633.885901901699848267392163 | |
2018-11-16 16:55:35,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,782 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[9]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:35,782 - theo_calculator.py:263 - INFO - found_eff_vol=3639.474141001699848380717447 | |
2018-11-16 16:55:35,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,783 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[10]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:35,783 - theo_calculator.py:263 - INFO - found_eff_vol=3645.062380101699848494042731 | |
2018-11-16 16:55:35,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,784 - theo_calculator.py:252 - INFO - eff_volume=5.588239100000000113325283879 for trades[11]={'price': Decimal('5532.90999999999985448084771633148193359375'), 'volume': Decimal('0.0010100000000000000470457006684910084004513919353485107421875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383731000} | |
2018-11-16 16:55:35,784 - theo_calculator.py:263 - INFO - found_eff_vol=3650.650619201699848607368015 | |
2018-11-16 16:55:35,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,785 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,785 - theo_calculator.py:252 - INFO - eff_volume=56349.34938079830015139263198 for trades[12]={'price': Decimal('5531.5'), 'volume': Decimal('500'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383729363} | |
2018-11-16 16:55:35,785 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:35,786 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1107.495855481799952798032788 | |
2018-11-16 16:55:35,786 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2000581399999999954175677885 | |
2018-11-16 16:55:35,786 - theo_calculator.py:276 - INFO - calculate_theo: processed 13 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:35,786 - theo_calculator.py:290 - INFO - Trade theo=5535.869999999999890860635787, total_eff_vol_for_theo=1107.495855481799952798032788, total_vol_for_theo=0.2000581399999999954175677885 | |
update theo in 0.015491485595703125sec | |
2018-11-16 16:55:36,684 - run.py:77 - INFO - get 3 trades for bitmex {'since': 1542383729363, 'limit': 500} | |
2018-11-16 16:55:36,684 - run.py:79 - INFO - trades[0]: {'id': '48d6e493-accb-1f37-9ae8-245f1004dc64', 'info': {'timestamp': '2018-11-16T15:55:29.363Z', 'symbol': 'XBTUSD', 'side': 'Buy', 'size': 500, 'price': 5531.5, 'tickDirection': 'PlusTick', 'trdMatchID': '48d6e493-accb-1f37-9ae8-245f1004dc64', 'grossValue': 9039000, 'homeNotional': 0.09039, 'foreignNotional': 500}, 'timestamp': 1542383729363, 'datetime': '2018-11-16T15:55:29.363Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5531.5, 'amount': 500} | |
2018-11-16 16:55:36,684 - run.py:81 - INFO - trades[-1]: {'id': '188ebe2b-822f-3911-a78b-0e393c5b7550', 'info': {'timestamp': '2018-11-16T15:55:35.505Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 2700, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '188ebe2b-822f-3911-a78b-0e393c5b7550', 'grossValue': 48816000, 'homeNotional': 0.48816, 'foreignNotional': 2700}, 'timestamp': 1542383735505, 'datetime': '2018-11-16T15:55:35.505Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 2700} | |
2018-11-16 16:55:36,685 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383735505, 'price': 5531.0, 'volume': 2700.0} | |
2018-11-16 16:55:36,685 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:36,685 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('2700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383735505} | |
2018-11-16 16:55:36,686 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:36,686 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:36,686 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:36,686 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:36,686 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0018248558044433594sec | |
2018-11-16 16:55:36,687 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383736.6869926, 'dt': '2018-11-16 16:55:36.686995'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:36,743 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383733000, 'limit': 500} | |
2018-11-16 16:55:36,743 - run.py:79 - INFO - trades[0]: {'id': '77466096', 'info': {'date': '1542383733', 'tid': '77466096', 'price': '5532.90', 'type': '0', 'amount': '0.01027490'}, 'timestamp': 1542383733000, 'datetime': '2018-11-16T15:55:33.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.0102749, 'cost': 56.84999421, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:36,743 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383733000, 'price': 5532.9, 'volume': 0.0103} | |
2018-11-16 16:55:36,744 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:36,744 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('2700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383735505} | |
2018-11-16 16:55:36,744 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:36,744 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:36,744 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:36,744 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:36,745 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0012772083282470703sec | |
2018-11-16 16:55:36,752 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:36,752 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:36,753 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:36,753 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:36,753 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('2700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383735505} | |
2018-11-16 16:55:36,753 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:36,753 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:36,754 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:36,754 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:36,754 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0014455318450927734sec | |
2018-11-16 16:55:36,798 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383733481, 'limit': 500} | |
2018-11-16 16:55:36,798 - run.py:79 - INFO - trades[0]: {'id': '53900408', 'order': None, 'info': {'time': '2018-11-16T15:55:33.481Z', 'trade_id': 53900408, 'price': '5535.87000000', 'size': '0.20005814', 'side': 'buy'}, 'timestamp': 1542383733481, 'datetime': '2018-11-16T15:55:33.481Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.20005814, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:36,798 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383733481, 'price': 5535.87, 'volume': 0.2001} | |
2018-11-16 16:55:36,799 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:36,799 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('2700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383735505} | |
2018-11-16 16:55:36,799 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:36,799 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:36,799 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:36,800 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:36,800 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0015802383422851562sec | |
2018-11-16 16:55:36,930 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:36,930 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:36,930 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:36,930 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:36,930 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('2700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383735505} | |
2018-11-16 16:55:36,930 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:36,930 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:36,930 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:36,930 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:36,930 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0005450248718261719sec | |
2018-11-16 16:55:37,727 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383733000, 'limit': 500} | |
2018-11-16 16:55:37,728 - run.py:79 - INFO - trades[0]: {'id': '77466096', 'info': {'date': '1542383733', 'tid': '77466096', 'price': '5532.90', 'type': '0', 'amount': '0.01027490'}, 'timestamp': 1542383733000, 'datetime': '2018-11-16T15:55:33.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.0102749, 'cost': 56.84999421, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:37,728 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383733000, 'price': 5532.9, 'volume': 0.0103} | |
2018-11-16 16:55:37,728 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:37,728 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('2700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383735505} | |
2018-11-16 16:55:37,728 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:37,728 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:37,728 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:37,728 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:37,728 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0005128383636474609sec | |
2018-11-16 16:55:37,728 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383737.7286572, 'dt': '2018-11-16 16:55:37.728658'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:37,754 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:37,754 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:37,754 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:37,754 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:37,754 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('2700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383735505} | |
2018-11-16 16:55:37,754 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:37,754 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:37,755 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:37,755 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:37,755 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0008666515350341797sec | |
2018-11-16 16:55:37,769 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383733481, 'limit': 500} | |
2018-11-16 16:55:37,769 - run.py:79 - INFO - trades[0]: {'id': '53900408', 'order': None, 'info': {'time': '2018-11-16T15:55:33.481Z', 'trade_id': 53900408, 'price': '5535.87000000', 'size': '0.20005814', 'side': 'buy'}, 'timestamp': 1542383733481, 'datetime': '2018-11-16T15:55:33.481Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.20005814, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:37,769 - run.py:81 - INFO - trades[-1]: {'id': '53900409', 'order': None, 'info': {'time': '2018-11-16T15:55:37.021Z', 'trade_id': 53900409, 'price': '5535.88000000', 'size': '0.03287824', 'side': 'sell'}, 'timestamp': 1542383737021, 'datetime': '2018-11-16T15:55:37.021Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.03287824, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:37,770 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383737021, 'price': 5535.88, 'volume': 0.0329} | |
2018-11-16 16:55:37,770 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:37,770 - theo_calculator.py:252 - INFO - eff_volume=182.0099912512000202969436657 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.032878240000000003018243432961753569543361663818359375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737021} | |
2018-11-16 16:55:37,770 - theo_calculator.py:263 - INFO - found_eff_vol=182.0099912512000202969436657 | |
2018-11-16 16:55:37,770 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=182.0099912512000202969436657 | |
2018-11-16 16:55:37,770 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03287824000000000301824343296 | |
2018-11-16 16:55:37,771 - theo_calculator.py:252 - INFO - eff_volume=59817.99000874879997970305633 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('2700'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383735505} | |
2018-11-16 16:55:37,771 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:37,771 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=183.5582078884852488176057770 | |
2018-11-16 16:55:37,771 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.03315815622442329510297713595 | |
2018-11-16 16:55:37,771 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:37,772 - theo_calculator.py:290 - INFO - Trade theo=5535.838803765627476920020094, total_eff_vol_for_theo=183.5582078884852488176057770, total_vol_for_theo=0.03315815622442329510297713595 | |
update theo in 0.0021173954010009766sec | |
2018-11-16 16:55:37,772 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.838803765627476920020094'), 'base_price': None, 'timestamp': 1542383737.7722037, 'dt': '2018-11-16 16:55:37.772206'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:38,685 - run.py:77 - INFO - get 3 trades for bitmex {'since': 1542383735505, 'limit': 500} | |
2018-11-16 16:55:38,686 - run.py:79 - INFO - trades[0]: {'id': '188ebe2b-822f-3911-a78b-0e393c5b7550', 'info': {'timestamp': '2018-11-16T15:55:35.505Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 2700, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '188ebe2b-822f-3911-a78b-0e393c5b7550', 'grossValue': 48816000, 'homeNotional': 0.48816, 'foreignNotional': 2700}, 'timestamp': 1542383735505, 'datetime': '2018-11-16T15:55:35.505Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 2700} | |
2018-11-16 16:55:38,686 - run.py:81 - INFO - trades[-1]: {'id': '449efb0d-0953-bc7a-4894-ff1e4e1dd36b', 'info': {'timestamp': '2018-11-16T15:55:37.260Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 51, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '449efb0d-0953-bc7a-4894-ff1e4e1dd36b', 'grossValue': 922080, 'homeNotional': 0.0092208, 'foreignNotional': 51}, 'timestamp': 1542383737260, 'datetime': '2018-11-16T15:55:37.260Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 51} | |
2018-11-16 16:55:38,686 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383737260, 'price': 5531.0, 'volume': 51.0} | |
2018-11-16 16:55:38,686 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:38,686 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:38,686 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:38,686 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:38,686 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:38,686 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:38,686 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0006792545318603516sec | |
2018-11-16 16:55:38,686 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383738.6869543, 'dt': '2018-11-16 16:55:38.686955'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:38,752 - run.py:77 - INFO - get 3 trades for bitstamp {'since': 1542383733000, 'limit': 500} | |
2018-11-16 16:55:38,752 - run.py:79 - INFO - trades[0]: {'id': '77466096', 'info': {'date': '1542383733', 'tid': '77466096', 'price': '5532.90', 'type': '0', 'amount': '0.01027490'}, 'timestamp': 1542383733000, 'datetime': '2018-11-16T15:55:33.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.0102749, 'cost': 56.84999421, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:38,753 - run.py:81 - INFO - trades[-1]: {'id': '77466104', 'info': {'date': '1542383737', 'tid': '77466104', 'price': '5532.90', 'type': '0', 'amount': '0.22911908'}, 'timestamp': 1542383737000, 'datetime': '2018-11-16T15:55:37.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.22911908, 'cost': 1267.692957732, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:38,753 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383737000, 'price': 5532.9, 'volume': 0.5391} | |
2018-11-16 16:55:38,753 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:38,753 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:38,754 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:38,754 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:38,754 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:38,754 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:38,754 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0013303756713867188sec | |
2018-11-16 16:55:38,801 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383737021, 'limit': 500} | |
2018-11-16 16:55:38,801 - run.py:79 - INFO - trades[0]: {'id': '53900409', 'order': None, 'info': {'time': '2018-11-16T15:55:37.021Z', 'trade_id': 53900409, 'price': '5535.88000000', 'size': '0.03287824', 'side': 'sell'}, 'timestamp': 1542383737021, 'datetime': '2018-11-16T15:55:37.021Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.03287824, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:38,802 - run.py:81 - INFO - trades[-1]: {'id': '53900410', 'order': None, 'info': {'time': '2018-11-16T15:55:38.498Z', 'trade_id': 53900410, 'price': '5535.88000000', 'size': '0.00773066', 'side': 'sell'}, 'timestamp': 1542383738498, 'datetime': '2018-11-16T15:55:38.498Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00773066, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:38,802 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383738498, 'price': 5535.88, 'volume': 0.0077} | |
2018-11-16 16:55:38,802 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:38,803 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:38,803 - theo_calculator.py:263 - INFO - found_eff_vol=42.79600608080000255556951743 | |
2018-11-16 16:55:38,803 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.79600608080000255556951743 | |
2018-11-16 16:55:38,803 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007730660000000000309228198603 | |
2018-11-16 16:55:38,804 - theo_calculator.py:252 - INFO - eff_volume=59957.20399391919999744443048 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:38,804 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:38,804 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=4907.029716308991095313818939 | |
2018-11-16 16:55:38,805 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.8871798934529363757853174090 | |
2018-11-16 16:55:38,805 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:38,805 - theo_calculator.py:290 - INFO - Trade theo=5531.042523079116650579778212, total_eff_vol_for_theo=4907.029716308991095313818939, total_vol_for_theo=0.8871798934529363757853174090 | |
update theo in 0.0031690597534179688sec | |
2018-11-16 16:55:38,934 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:38,934 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:38,935 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:38,935 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:38,935 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:38,935 - theo_calculator.py:263 - INFO - found_eff_vol=42.79600608080000255556951743 | |
2018-11-16 16:55:38,935 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.79600608080000255556951743 | |
2018-11-16 16:55:38,935 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007730660000000000309228198603 | |
2018-11-16 16:55:38,935 - theo_calculator.py:252 - INFO - eff_volume=59957.20399391919999744443048 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:38,935 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:38,935 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=4907.029716308991095313818939 | |
2018-11-16 16:55:38,935 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.8871798934529363757853174090 | |
2018-11-16 16:55:38,935 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:38,935 - theo_calculator.py:290 - INFO - Trade theo=5531.042523079116650579778212, total_eff_vol_for_theo=4907.029716308991095313818939, total_vol_for_theo=0.8871798934529363757853174090 | |
update theo in 0.0008380413055419922sec | |
2018-11-16 16:55:39,752 - run.py:77 - INFO - get 3 trades for bitstamp {'since': 1542383737000, 'limit': 500} | |
2018-11-16 16:55:39,752 - run.py:79 - INFO - trades[0]: {'id': '77466106', 'info': {'date': '1542383737', 'tid': '77466106', 'price': '5532.90', 'type': '0', 'amount': '0.30998600'}, 'timestamp': 1542383737000, 'datetime': '2018-11-16T15:55:37.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.309986, 'cost': 1715.1215393999998, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:39,752 - run.py:81 - INFO - trades[-1]: {'id': '77466110', 'info': {'date': '1542383738', 'tid': '77466110', 'price': '5532.90', 'type': '0', 'amount': '0.00361474'}, 'timestamp': 1542383738000, 'datetime': '2018-11-16T15:55:38.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.00361474, 'cost': 19.999994945999997, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:39,753 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383738000, 'price': 5532.9, 'volume': 0.0036} | |
2018-11-16 16:55:39,753 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:39,753 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:39,753 - theo_calculator.py:263 - INFO - found_eff_vol=42.79600608080000255556951743 | |
2018-11-16 16:55:39,753 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.79600608080000255556951743 | |
2018-11-16 16:55:39,754 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007730660000000000309228198603 | |
2018-11-16 16:55:39,754 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[1]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:39,754 - theo_calculator.py:263 - INFO - found_eff_vol=62.79600102680000105804586079 | |
2018-11-16 16:55:39,754 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=44.45756601639647992123828697 | |
2018-11-16 16:55:39,754 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008030965433967084022094733329 | |
2018-11-16 16:55:39,754 - theo_calculator.py:252 - INFO - eff_volume=59937.20399897319999894195414 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:39,755 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:39,755 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1576.084546984058152023116643 | |
2018-11-16 16:55:39,755 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2849477943921413151018051573 | |
2018-11-16 16:55:39,755 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:39,755 - theo_calculator.py:290 - INFO - Trade theo=5531.134397254087306529800508, total_eff_vol_for_theo=1576.084546984058152023116643, total_vol_for_theo=0.2849477943921413151018051573 | |
update theo in 0.002950906753540039sec | |
2018-11-16 16:55:39,756 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.134397254087306529800508'), 'base_price': None, 'timestamp': 1542383739.7560155, 'dt': '2018-11-16 16:55:39.756017'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:39,758 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:39,758 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:39,758 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:39,758 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:39,758 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:39,759 - theo_calculator.py:263 - INFO - found_eff_vol=42.79600608080000255556951743 | |
2018-11-16 16:55:39,759 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.79600608080000255556951743 | |
2018-11-16 16:55:39,759 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007730660000000000309228198603 | |
2018-11-16 16:55:39,759 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[1]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:39,759 - theo_calculator.py:263 - INFO - found_eff_vol=62.79600102680000105804586079 | |
2018-11-16 16:55:39,759 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=44.45756601639647992123828697 | |
2018-11-16 16:55:39,759 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008030965433967084022094733329 | |
2018-11-16 16:55:39,759 - theo_calculator.py:252 - INFO - eff_volume=59937.20399897319999894195414 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:39,760 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:39,760 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1576.084546984058152023116643 | |
2018-11-16 16:55:39,760 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.2849477943921413151018051573 | |
2018-11-16 16:55:39,760 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:39,760 - theo_calculator.py:290 - INFO - Trade theo=5531.134397254087306529800508, total_eff_vol_for_theo=1576.084546984058152023116643, total_vol_for_theo=0.2849477943921413151018051573 | |
update theo in 0.0022716522216796875sec | |
2018-11-16 16:55:39,774 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383738498, 'limit': 500} | |
2018-11-16 16:55:39,774 - run.py:79 - INFO - trades[0]: {'id': '53900410', 'order': None, 'info': {'time': '2018-11-16T15:55:38.498Z', 'trade_id': 53900410, 'price': '5535.88000000', 'size': '0.00773066', 'side': 'sell'}, 'timestamp': 1542383738498, 'datetime': '2018-11-16T15:55:38.498Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.00773066, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:39,774 - run.py:81 - INFO - trades[-1]: {'id': '53900411', 'order': None, 'info': {'time': '2018-11-16T15:55:39.514Z', 'trade_id': 53900411, 'price': '5535.87000000', 'size': '0.00179442', 'side': 'buy'}, 'timestamp': 1542383739514, 'datetime': '2018-11-16T15:55:39.514Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00179442, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:39,774 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383739514, 'price': 5535.87, 'volume': 0.0018} | |
2018-11-16 16:55:39,774 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:39,774 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:39,774 - theo_calculator.py:263 - INFO - found_eff_vol=9.933675845399999320762064120 | |
2018-11-16 16:55:39,774 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.933675845399999320762064120 | |
2018-11-16 16:55:39,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001794419999999999912679293779 | |
2018-11-16 16:55:39,775 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:39,775 - theo_calculator.py:263 - INFO - found_eff_vol=52.72968192620000187633158155 | |
2018-11-16 16:55:39,775 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=33.27089735653916216878228521 | |
2018-11-16 16:55:39,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006010049947025434421362474938 | |
2018-11-16 16:55:39,775 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:39,775 - theo_calculator.py:263 - INFO - found_eff_vol=95.52568800700000443190109898 | |
2018-11-16 16:55:39,775 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.24094027692987674497212005 | |
2018-11-16 16:55:39,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006365918015045462770486845436 | |
2018-11-16 16:55:39,776 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:39,776 - theo_calculator.py:263 - INFO - found_eff_vol=115.5256829530000029343774423 | |
2018-11-16 16:55:39,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.31742742345814226242257238 | |
2018-11-16 16:55:39,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006379742075940882084495704513 | |
2018-11-16 16:55:39,776 - theo_calculator.py:252 - INFO - eff_volume=59884.47431704699999706562256 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:39,776 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:39,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=105.7612991364308013435290489 | |
2018-11-16 16:55:39,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01911593294793015329785793132 | |
2018-11-16 16:55:39,776 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:39,776 - theo_calculator.py:290 - INFO - Trade theo=5532.625555054716181291375864, total_eff_vol_for_theo=105.7612991364308013435290489, total_vol_for_theo=0.01911593294793015329785793132 | |
update theo in 0.002547025680541992sec | |
2018-11-16 16:55:39,777 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5532.625555054716181291375864'), 'base_price': None, 'timestamp': 1542383739.7770736, 'dt': '2018-11-16 16:55:39.777075'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:40,691 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383737260, 'limit': 500} | |
2018-11-16 16:55:40,691 - run.py:79 - INFO - trades[0]: {'id': '449efb0d-0953-bc7a-4894-ff1e4e1dd36b', 'info': {'timestamp': '2018-11-16T15:55:37.260Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 51, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '449efb0d-0953-bc7a-4894-ff1e4e1dd36b', 'grossValue': 922080, 'homeNotional': 0.0092208, 'foreignNotional': 51}, 'timestamp': 1542383737260, 'datetime': '2018-11-16T15:55:37.260Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 51} | |
2018-11-16 16:55:40,692 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383737260, 'price': 5531.0, 'volume': 51.0} | |
2018-11-16 16:55:40,692 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:40,692 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:40,693 - theo_calculator.py:263 - INFO - found_eff_vol=9.933675845399999320762064120 | |
2018-11-16 16:55:40,693 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.933675845399999320762064120 | |
2018-11-16 16:55:40,693 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001794419999999999912679293779 | |
2018-11-16 16:55:40,693 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,694 - theo_calculator.py:263 - INFO - found_eff_vol=52.72968192620000187633158155 | |
2018-11-16 16:55:40,694 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=33.27089735653916216878228521 | |
2018-11-16 16:55:40,694 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006010049947025434421362474938 | |
2018-11-16 16:55:40,694 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,695 - theo_calculator.py:263 - INFO - found_eff_vol=95.52568800700000443190109898 | |
2018-11-16 16:55:40,695 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.24094027692987674497212005 | |
2018-11-16 16:55:40,696 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006365918015045462770486845436 | |
2018-11-16 16:55:40,696 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:40,696 - theo_calculator.py:263 - INFO - found_eff_vol=115.5256829530000029343774423 | |
2018-11-16 16:55:40,697 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.31742742345814226242257238 | |
2018-11-16 16:55:40,697 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006379742075940882084495704513 | |
2018-11-16 16:55:40,697 - theo_calculator.py:252 - INFO - eff_volume=59884.47431704699999706562256 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:40,698 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:40,698 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=105.7612991364308013435290489 | |
2018-11-16 16:55:40,698 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01911593294793015329785793132 | |
2018-11-16 16:55:40,698 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:40,698 - theo_calculator.py:290 - INFO - Trade theo=5532.625555054716181291375864, total_eff_vol_for_theo=105.7612991364308013435290489, total_vol_for_theo=0.01911593294793015329785793132 | |
update theo in 0.006911277770996094sec | |
2018-11-16 16:55:40,751 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383738000, 'limit': 500} | |
2018-11-16 16:55:40,751 - run.py:79 - INFO - trades[0]: {'id': '77466110', 'info': {'date': '1542383738', 'tid': '77466110', 'price': '5532.90', 'type': '0', 'amount': '0.00361474'}, 'timestamp': 1542383738000, 'datetime': '2018-11-16T15:55:38.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.00361474, 'cost': 19.999994945999997, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:40,752 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383738000, 'price': 5532.9, 'volume': 0.0036} | |
2018-11-16 16:55:40,752 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:40,752 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:40,752 - theo_calculator.py:263 - INFO - found_eff_vol=9.933675845399999320762064120 | |
2018-11-16 16:55:40,752 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.933675845399999320762064120 | |
2018-11-16 16:55:40,752 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001794419999999999912679293779 | |
2018-11-16 16:55:40,753 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,753 - theo_calculator.py:263 - INFO - found_eff_vol=52.72968192620000187633158155 | |
2018-11-16 16:55:40,753 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=33.27089735653916216878228521 | |
2018-11-16 16:55:40,753 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006010049947025434421362474938 | |
2018-11-16 16:55:40,753 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,754 - theo_calculator.py:263 - INFO - found_eff_vol=95.52568800700000443190109898 | |
2018-11-16 16:55:40,754 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.24094027692987674497212005 | |
2018-11-16 16:55:40,754 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006365918015045462770486845436 | |
2018-11-16 16:55:40,754 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:40,754 - theo_calculator.py:263 - INFO - found_eff_vol=115.5256829530000029343774423 | |
2018-11-16 16:55:40,754 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.31742742345814226242257238 | |
2018-11-16 16:55:40,754 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006379742075940882084495704513 | |
2018-11-16 16:55:40,755 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:40,755 - theo_calculator.py:263 - INFO - found_eff_vol=135.5256778990000014368537857 | |
2018-11-16 16:55:40,755 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.34151937198065433945724845 | |
2018-11-16 16:55:40,755 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006384096383541328880681929448 | |
2018-11-16 16:55:40,755 - theo_calculator.py:252 - INFO - eff_volume=59864.47432210099999856314621 for trades[5]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:40,755 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:40,755 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=57.52254463970590113835053446 | |
2018-11-16 16:55:40,756 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01039440650245748270438348179 | |
2018-11-16 16:55:40,756 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:40,756 - theo_calculator.py:290 - INFO - Trade theo=5533.990288537033424471577175, total_eff_vol_for_theo=57.52254463970590113835053446, total_vol_for_theo=0.01039440650245748270438348179 | |
update theo in 0.004283428192138672sec | |
2018-11-16 16:55:40,756 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5533.990288537033424471577175'), 'base_price': None, 'timestamp': 1542383740.7563741, 'dt': '2018-11-16 16:55:40.756376'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:40,759 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:40,759 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:40,759 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:40,759 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:40,759 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:40,759 - theo_calculator.py:263 - INFO - found_eff_vol=9.933675845399999320762064120 | |
2018-11-16 16:55:40,759 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.933675845399999320762064120 | |
2018-11-16 16:55:40,760 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001794419999999999912679293779 | |
2018-11-16 16:55:40,760 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,760 - theo_calculator.py:263 - INFO - found_eff_vol=52.72968192620000187633158155 | |
2018-11-16 16:55:40,760 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=33.27089735653916216878228521 | |
2018-11-16 16:55:40,760 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006010049947025434421362474938 | |
2018-11-16 16:55:40,760 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,760 - theo_calculator.py:263 - INFO - found_eff_vol=95.52568800700000443190109898 | |
2018-11-16 16:55:40,760 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.24094027692987674497212005 | |
2018-11-16 16:55:40,761 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006365918015045462770486845436 | |
2018-11-16 16:55:40,761 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:40,761 - theo_calculator.py:263 - INFO - found_eff_vol=115.5256829530000029343774423 | |
2018-11-16 16:55:40,761 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.31742742345814226242257238 | |
2018-11-16 16:55:40,761 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006379742075940882084495704513 | |
2018-11-16 16:55:40,761 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:40,761 - theo_calculator.py:263 - INFO - found_eff_vol=135.5256778990000014368537857 | |
2018-11-16 16:55:40,761 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=35.34151937198065433945724845 | |
2018-11-16 16:55:40,762 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006384096383541328880681929448 | |
2018-11-16 16:55:40,762 - theo_calculator.py:252 - INFO - eff_volume=59864.47432210099999856314621 for trades[5]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:40,762 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:40,762 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=57.52254463970590113835053446 | |
2018-11-16 16:55:40,762 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01039440650245748270438348179 | |
2018-11-16 16:55:40,762 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:40,762 - theo_calculator.py:290 - INFO - Trade theo=5533.990288537033424471577175, total_eff_vol_for_theo=57.52254463970590113835053446, total_vol_for_theo=0.01039440650245748270438348179 | |
update theo in 0.003315448760986328sec | |
2018-11-16 16:55:40,775 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383739514, 'limit': 500} | |
2018-11-16 16:55:40,775 - run.py:79 - INFO - trades[0]: {'id': '53900411', 'order': None, 'info': {'time': '2018-11-16T15:55:39.514Z', 'trade_id': 53900411, 'price': '5535.87000000', 'size': '0.00179442', 'side': 'buy'}, 'timestamp': 1542383739514, 'datetime': '2018-11-16T15:55:39.514Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00179442, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:40,775 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383739514, 'price': 5535.87, 'volume': 0.0018} | |
2018-11-16 16:55:40,775 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:40,776 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:40,776 - theo_calculator.py:263 - INFO - found_eff_vol=9.933675845399999320762064120 | |
2018-11-16 16:55:40,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.933675845399999320762064120 | |
2018-11-16 16:55:40,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001794419999999999912679293779 | |
2018-11-16 16:55:40,776 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:40,776 - theo_calculator.py:263 - INFO - found_eff_vol=19.86735169079999864152412824 | |
2018-11-16 16:55:40,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=15.53016222304600710751624717 | |
2018-11-16 16:55:40,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002805369747310902787401531787 | |
2018-11-16 16:55:40,776 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,776 - theo_calculator.py:263 - INFO - found_eff_vol=62.66335777160000119709364567 | |
2018-11-16 16:55:40,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=28.67800842941057324416200186 | |
2018-11-16 16:55:40,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005180393448396288647903778577 | |
2018-11-16 16:55:40,777 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,777 - theo_calculator.py:263 - INFO - found_eff_vol=105.4593638524000037526631631 | |
2018-11-16 16:55:40,777 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.78790153835977473887374276 | |
2018-11-16 16:55:40,777 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005380884266287789452261947558 | |
2018-11-16 16:55:40,777 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:40,777 - theo_calculator.py:263 - INFO - found_eff_vol=125.4593587984000022551395065 | |
2018-11-16 16:55:40,777 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.83099326797451489486459101 | |
2018-11-16 16:55:40,777 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005388672538191265054355642558 | |
2018-11-16 16:55:40,777 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[5]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:40,777 - theo_calculator.py:263 - INFO - found_eff_vol=145.4593537444000007576158499 | |
2018-11-16 16:55:40,777 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.84456631624139826961585750 | |
2018-11-16 16:55:40,778 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005391125690835788428290417852 | |
2018-11-16 16:55:40,778 - theo_calculator.py:252 - INFO - eff_volume=59854.54064625559999924238415 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:40,778 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:40,778 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.33895500743892658656048785 | |
2018-11-16 16:55:40,778 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007650100323126066554659000451 | |
2018-11-16 16:55:40,778 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:40,778 - theo_calculator.py:290 - INFO - Trade theo=5534.431343266087504760968393, total_eff_vol_for_theo=42.33895500743892658656048785, total_vol_for_theo=0.007650100323126066554659000451 | |
update theo in 0.0026602745056152344sec | |
2018-11-16 16:55:40,778 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5534.431343266087504760968393'), 'base_price': None, 'timestamp': 1542383740.778477, 'dt': '2018-11-16 16:55:40.778478'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:40,922 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:40,923 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:40,923 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:40,923 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:40,923 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:40,923 - theo_calculator.py:263 - INFO - found_eff_vol=9.933675845399999320762064120 | |
2018-11-16 16:55:40,923 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.933675845399999320762064120 | |
2018-11-16 16:55:40,923 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001794419999999999912679293779 | |
2018-11-16 16:55:40,923 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:40,923 - theo_calculator.py:263 - INFO - found_eff_vol=19.86735169079999864152412824 | |
2018-11-16 16:55:40,923 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=15.53016222304600710751624717 | |
2018-11-16 16:55:40,923 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002805369747310902787401531787 | |
2018-11-16 16:55:40,924 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,924 - theo_calculator.py:263 - INFO - found_eff_vol=62.66335777160000119709364567 | |
2018-11-16 16:55:40,924 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=28.67800842941057324416200186 | |
2018-11-16 16:55:40,924 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005180393448396288647903778577 | |
2018-11-16 16:55:40,924 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:40,924 - theo_calculator.py:263 - INFO - found_eff_vol=105.4593638524000037526631631 | |
2018-11-16 16:55:40,924 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.78790153835977473887374276 | |
2018-11-16 16:55:40,924 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005380884266287789452261947558 | |
2018-11-16 16:55:40,924 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:40,925 - theo_calculator.py:263 - INFO - found_eff_vol=125.4593587984000022551395065 | |
2018-11-16 16:55:40,925 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.83099326797451489486459101 | |
2018-11-16 16:55:40,925 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005388672538191265054355642558 | |
2018-11-16 16:55:40,925 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[5]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:40,925 - theo_calculator.py:263 - INFO - found_eff_vol=145.4593537444000007576158499 | |
2018-11-16 16:55:40,925 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.84456631624139826961585750 | |
2018-11-16 16:55:40,925 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005391125690835788428290417852 | |
2018-11-16 16:55:40,925 - theo_calculator.py:252 - INFO - eff_volume=59854.54064625559999924238415 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:40,926 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:40,926 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=42.33895500743892658656048785 | |
2018-11-16 16:55:40,926 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007650100323126066554659000451 | |
2018-11-16 16:55:40,926 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:40,926 - theo_calculator.py:290 - INFO - Trade theo=5534.431343266087504760968393, total_eff_vol_for_theo=42.33895500743892658656048785, total_vol_for_theo=0.007650100323126066554659000451 | |
update theo in 0.003144502639770508sec | |
2018-11-16 16:55:41,763 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383738000, 'limit': 500} | |
2018-11-16 16:55:41,764 - run.py:79 - INFO - trades[0]: {'id': '77466110', 'info': {'date': '1542383738', 'tid': '77466110', 'price': '5532.90', 'type': '0', 'amount': '0.00361474'}, 'timestamp': 1542383738000, 'datetime': '2018-11-16T15:55:38.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.00361474, 'cost': 19.999994945999997, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:41,764 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383738000, 'price': 5532.9, 'volume': 0.0036} | |
2018-11-16 16:55:41,764 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:41,765 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:41,765 - theo_calculator.py:263 - INFO - found_eff_vol=9.933675845399999320762064120 | |
2018-11-16 16:55:41,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.933675845399999320762064120 | |
2018-11-16 16:55:41,765 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001794419999999999912679293779 | |
2018-11-16 16:55:41,765 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:41,766 - theo_calculator.py:263 - INFO - found_eff_vol=19.86735169079999864152412824 | |
2018-11-16 16:55:41,766 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=15.53016222304600710751624717 | |
2018-11-16 16:55:41,766 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002805369747310902787401531787 | |
2018-11-16 16:55:41,766 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:41,767 - theo_calculator.py:263 - INFO - found_eff_vol=62.66335777160000119709364567 | |
2018-11-16 16:55:41,767 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=28.67800842941057324416200186 | |
2018-11-16 16:55:41,767 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005180393448396288647903778577 | |
2018-11-16 16:55:41,767 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:41,768 - theo_calculator.py:263 - INFO - found_eff_vol=105.4593638524000037526631631 | |
2018-11-16 16:55:41,768 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.78790153835977473887374276 | |
2018-11-16 16:55:41,768 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005380884266287789452261947558 | |
2018-11-16 16:55:41,768 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:41,769 - theo_calculator.py:263 - INFO - found_eff_vol=125.4593587984000022551395065 | |
2018-11-16 16:55:41,769 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.83099326797451489486459101 | |
2018-11-16 16:55:41,769 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005388672538191265054355642558 | |
2018-11-16 16:55:41,769 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[5]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:41,770 - theo_calculator.py:263 - INFO - found_eff_vol=145.4593537444000007576158499 | |
2018-11-16 16:55:41,770 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.84456631624139826961585750 | |
2018-11-16 16:55:41,770 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005391125690835788428290417852 | |
2018-11-16 16:55:41,770 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[6]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:41,770 - theo_calculator.py:263 - INFO - found_eff_vol=165.4593486903999992600921933 | |
2018-11-16 16:55:41,771 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=29.84884155979514339536610171 | |
2018-11-16 16:55:41,771 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005391898385725221659693723346 | |
2018-11-16 16:55:41,771 - theo_calculator.py:252 - INFO - eff_volume=59834.54065130960000073990781 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:41,771 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:41,771 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=33.78301352139977750951206910 | |
2018-11-16 16:55:41,772 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.006103193262167932582518884690 | |
2018-11-16 16:55:41,772 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:41,772 - theo_calculator.py:290 - INFO - Trade theo=5535.301287411570102316208931, total_eff_vol_for_theo=33.78301352139977750951206910, total_vol_for_theo=0.006103193262167932582518884690 | |
update theo in 0.007950067520141602sec | |
2018-11-16 16:55:41,772 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.301287411570102316208931'), 'base_price': None, 'timestamp': 1542383741.7725627, 'dt': '2018-11-16 16:55:41.772565'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:41,780 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383739514, 'limit': 500} | |
2018-11-16 16:55:41,780 - run.py:79 - INFO - trades[0]: {'id': '53900411', 'order': None, 'info': {'time': '2018-11-16T15:55:39.514Z', 'trade_id': 53900411, 'price': '5535.87000000', 'size': '0.00179442', 'side': 'buy'}, 'timestamp': 1542383739514, 'datetime': '2018-11-16T15:55:39.514Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00179442, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:41,780 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383739514, 'price': 5535.87, 'volume': 0.0018} | |
2018-11-16 16:55:41,781 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:41,781 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:41,781 - theo_calculator.py:263 - INFO - found_eff_vol=9.933675845399999320762064120 | |
2018-11-16 16:55:41,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9.933675845399999320762064120 | |
2018-11-16 16:55:41,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001794419999999999912679293779 | |
2018-11-16 16:55:41,781 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:41,781 - theo_calculator.py:263 - INFO - found_eff_vol=19.86735169079999864152412824 | |
2018-11-16 16:55:41,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=15.53016222304600710751624717 | |
2018-11-16 16:55:41,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002805369747310902787401531787 | |
2018-11-16 16:55:41,782 - theo_calculator.py:252 - INFO - eff_volume=9.933675845399999320762064120 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.00179441999999999991267929377869450036087073385715484619140625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383739514} | |
2018-11-16 16:55:41,782 - theo_calculator.py:263 - INFO - found_eff_vol=29.80102753619999796228619236 | |
2018-11-16 16:55:41,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=18.68314005951135078739799784 | |
2018-11-16 16:55:41,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003374923916116410095564933481 | |
2018-11-16 16:55:41,782 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:41,782 - theo_calculator.py:263 - INFO - found_eff_vol=72.59703361700000051785570979 | |
2018-11-16 16:55:41,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=26.09044258623690654044482963 | |
2018-11-16 16:55:41,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004712977220509849911278522805 | |
2018-11-16 16:55:41,783 - theo_calculator.py:252 - INFO - eff_volume=42.79600608080000255556951743 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.00773066000000000030922819860279560089111328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738498} | |
2018-11-16 16:55:41,783 - theo_calculator.py:263 - INFO - found_eff_vol=115.3930396978000030734252272 | |
2018-11-16 16:55:41,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=26.71573998485835954461273658 | |
2018-11-16 16:55:41,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004825930788618525133978477707 | |
2018-11-16 16:55:41,783 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[5]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:41,783 - theo_calculator.py:263 - INFO - found_eff_vol=135.3930346438000015759015706 | |
2018-11-16 16:55:41,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=26.74001722940824826236196520 | |
2018-11-16 16:55:41,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004830318586075534788833165130 | |
2018-11-16 16:55:41,784 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[6]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:41,784 - theo_calculator.py:263 - INFO - found_eff_vol=155.3930295898000000783779140 | |
2018-11-16 16:55:41,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=26.74766408450106066780547651 | |
2018-11-16 16:55:41,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004831700656073693513181392181 | |
2018-11-16 16:55:41,784 - theo_calculator.py:252 - INFO - eff_volume=19.99999494599999850247634336 for trades[7]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00361473999999999996701749438443584949709475040435791015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383738000} | |
2018-11-16 16:55:41,784 - theo_calculator.py:263 - INFO - found_eff_vol=175.3930245357999985808542574 | |
2018-11-16 16:55:41,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=26.75007269362843954315294872 | |
2018-11-16 16:55:41,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004832135980971555190693337542 | |
2018-11-16 16:55:41,785 - theo_calculator.py:252 - INFO - eff_volume=59824.60697546420000141914574 for trades[8]={'price': Decimal('5531'), 'volume': Decimal('51'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383737260} | |
2018-11-16 16:55:41,785 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:41,785 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=28.96615914552974494433599530 | |
2018-11-16 16:55:41,785 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.005232802488276076145526649165 | |
2018-11-16 16:55:41,785 - theo_calculator.py:276 - INFO - calculate_theo: processed 9 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:41,785 - theo_calculator.py:290 - INFO - Trade theo=5535.496363645958892665133645, total_eff_vol_for_theo=28.96615914552974494433599530, total_vol_for_theo=0.005232802488276076145526649165 | |
update theo in 0.0048482418060302734sec | |
2018-11-16 16:55:41,785 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.496363645958892665133645'), 'base_price': None, 'timestamp': 1542383741.7856927, 'dt': '2018-11-16 16:55:41.785694'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:42,696 - run.py:77 - INFO - get 2 trades for bitmex {'since': 1542383737260, 'limit': 500} | |
2018-11-16 16:55:42,697 - run.py:79 - INFO - trades[0]: {'id': '449efb0d-0953-bc7a-4894-ff1e4e1dd36b', 'info': {'timestamp': '2018-11-16T15:55:37.260Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 51, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '449efb0d-0953-bc7a-4894-ff1e4e1dd36b', 'grossValue': 922080, 'homeNotional': 0.0092208, 'foreignNotional': 51}, 'timestamp': 1542383737260, 'datetime': '2018-11-16T15:55:37.260Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 51} | |
2018-11-16 16:55:42,697 - run.py:81 - INFO - trades[-1]: {'id': '757d3bfa-b960-efd4-45f2-2e5320aefc75', 'info': {'timestamp': '2018-11-16T15:55:40.974Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 33174, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '757d3bfa-b960-efd4-45f2-2e5320aefc75', 'grossValue': 599785920, 'homeNotional': 5.9978592, 'foreignNotional': 33174}, 'timestamp': 1542383740974, 'datetime': '2018-11-16T15:55:40.974Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 33174} | |
2018-11-16 16:55:42,697 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383740974, 'price': 5531.0, 'volume': 33174.0} | |
2018-11-16 16:55:42,698 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:42,698 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('33174'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383740974} | |
2018-11-16 16:55:42,698 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:42,698 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:42,698 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:42,698 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:42,699 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0015757083892822266sec | |
2018-11-16 16:55:42,699 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383742.699229, 'dt': '2018-11-16 16:55:42.699231'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:42,762 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:42,763 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:42,764 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383681457, 'price': 5536.64, 'volume': 0.0007} | |
2018-11-16 16:55:42,764 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:42,765 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('33174'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383740974} | |
2018-11-16 16:55:42,765 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:42,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:42,765 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:42,766 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:42,766 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0021371841430664062sec | |
2018-11-16 16:55:42,799 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383738000, 'limit': 500} | |
2018-11-16 16:55:42,800 - run.py:79 - INFO - trades[0]: {'id': '77466110', 'info': {'date': '1542383738', 'tid': '77466110', 'price': '5532.90', 'type': '0', 'amount': '0.00361474'}, 'timestamp': 1542383738000, 'datetime': '2018-11-16T15:55:38.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.00361474, 'cost': 19.999994945999997, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:42,806 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383739514, 'limit': 500} | |
2018-11-16 16:55:42,806 - run.py:79 - INFO - trades[0]: {'id': '53900411', 'order': None, 'info': {'time': '2018-11-16T15:55:39.514Z', 'trade_id': 53900411, 'price': '5535.87000000', 'size': '0.00179442', 'side': 'buy'}, 'timestamp': 1542383739514, 'datetime': '2018-11-16T15:55:39.514Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00179442, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:42,806 - run.py:81 - INFO - trades[-1]: {'id': '53900412', 'order': None, 'info': {'time': '2018-11-16T15:55:41.95Z', 'trade_id': 53900412, 'price': '5535.87000000', 'size': '0.01389000', 'side': 'buy'}, 'timestamp': 1542383741095, 'datetime': '2018-11-16T15:55:41.095Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.01389, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:42,806 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383738000, 'price': 5532.9, 'volume': 0.0036} | |
2018-11-16 16:55:42,807 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:42,807 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('33174'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383740974} | |
2018-11-16 16:55:42,807 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:42,807 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:42,807 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:42,807 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:42,807 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0007815361022949219sec | |
2018-11-16 16:55:42,807 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383741095, 'price': 5535.87, 'volume': 0.0139} | |
2018-11-16 16:55:42,808 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:42,808 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383741095} | |
2018-11-16 16:55:42,808 - theo_calculator.py:263 - INFO - found_eff_vol=76.89323429999999609938670098 | |
2018-11-16 16:55:42,808 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=76.89323429999999609938670098 | |
2018-11-16 16:55:42,808 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01388999999999999956923346645 | |
2018-11-16 16:55:42,808 - theo_calculator.py:252 - INFO - eff_volume=59923.10676570000000390061330 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('33174'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383740974} | |
2018-11-16 16:55:42,808 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:42,808 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=779.9285861395471933298426286 | |
2018-11-16 16:55:42,808 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1409981814933189648974663226 | |
2018-11-16 16:55:42,808 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:42,808 - theo_calculator.py:290 - INFO - Trade theo=5531.479752995986006589475954, total_eff_vol_for_theo=779.9285861395471933298426286, total_vol_for_theo=0.1409981814933189648974663226 | |
update theo in 0.0011110305786132812sec | |
2018-11-16 16:55:42,809 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.479752995986006589475954'), 'base_price': None, 'timestamp': 1542383742.8089912, 'dt': '2018-11-16 16:55:42.808992'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:42,935 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:42,935 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:42,935 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:42,935 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:42,935 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383741095} | |
2018-11-16 16:55:42,935 - theo_calculator.py:263 - INFO - found_eff_vol=76.89323429999999609938670098 | |
2018-11-16 16:55:42,935 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=76.89323429999999609938670098 | |
2018-11-16 16:55:42,935 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01388999999999999956923346645 | |
2018-11-16 16:55:42,935 - theo_calculator.py:252 - INFO - eff_volume=59923.10676570000000390061330 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('33174'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383740974} | |
2018-11-16 16:55:42,936 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:42,936 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=779.9285861395471933298426286 | |
2018-11-16 16:55:42,936 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1409981814933189648974663226 | |
2018-11-16 16:55:42,936 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:42,936 - theo_calculator.py:290 - INFO - Trade theo=5531.479752995986006589475954, total_eff_vol_for_theo=779.9285861395471933298426286, total_vol_for_theo=0.1409981814933189648974663226 | |
update theo in 0.0008232593536376953sec | |
2018-11-16 16:55:43,748 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383738000, 'limit': 500} | |
2018-11-16 16:55:43,748 - run.py:79 - INFO - trades[0]: {'id': '77466110', 'info': {'date': '1542383738', 'tid': '77466110', 'price': '5532.90', 'type': '0', 'amount': '0.00361474'}, 'timestamp': 1542383738000, 'datetime': '2018-11-16T15:55:38.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.00361474, 'cost': 19.999994945999997, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:43,748 - run.py:81 - INFO - trades[-1]: {'id': '77466113', 'info': {'date': '1542383741', 'tid': '77466113', 'price': '5532.89', 'type': '1', 'amount': '0.04516720'}, 'timestamp': 1542383741000, 'datetime': '2018-11-16T15:55:41.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.89, 'amount': 0.0451672, 'cost': 249.905149208, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:43,749 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383741000, 'price': 5532.89, 'volume': 0.0452} | |
2018-11-16 16:55:43,749 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:43,749 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[0]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383741095} | |
2018-11-16 16:55:43,749 - theo_calculator.py:263 - INFO - found_eff_vol=76.89323429999999609938670098 | |
2018-11-16 16:55:43,750 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=76.89323429999999609938670098 | |
2018-11-16 16:55:43,750 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01388999999999999956923346645 | |
2018-11-16 16:55:43,750 - theo_calculator.py:252 - INFO - eff_volume=249.9051492080000016661875799 for trades[1]={'price': Decimal('5532.8900000000003274180926382541656494140625'), 'volume': Decimal('0.045167199999999997628297165874755592085421085357666015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383741000} | |
2018-11-16 16:55:43,750 - theo_calculator.py:263 - INFO - found_eff_vol=326.7983835079999977655742809 | |
2018-11-16 16:55:43,750 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=79.82764162339820562835593493 | |
2018-11-16 16:55:43,750 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01442035706898170883063586809 | |
2018-11-16 16:55:43,751 - theo_calculator.py:252 - INFO - eff_volume=59673.20161649200000223442572 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('33174'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383740974} | |
2018-11-16 16:55:43,751 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:43,751 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=79.82801839950113612760438820 | |
2018-11-16 16:55:43,751 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.01442042518977413886123584156 | |
2018-11-16 16:55:43,751 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:43,752 - theo_calculator.py:290 - INFO - Trade theo=5535.760378002519166392592711, total_eff_vol_for_theo=79.82801839950113612760438820, total_vol_for_theo=0.01442042518977413886123584156 | |
update theo in 0.0029773712158203125sec | |
2018-11-16 16:55:43,752 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.760378002519166392592711'), 'base_price': None, 'timestamp': 1542383743.7522008, 'dt': '2018-11-16 16:55:43.752203'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:43,762 - run.py:77 - INFO - get 2 trades for gemini {'since': 1542383681457, 'limit': 500} | |
2018-11-16 16:55:43,763 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'timestamp': 1542383681, 'timestampms': 1542383681457, 'tid': 4817350539, 'price': '5536.64', 'amount': '0.00069733', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383681457, 'datetime': '2018-11-16T15:54:41.457Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 3.8608651712000004, 'amount': 0.00069733, 'fee': None} | |
2018-11-16 16:55:43,763 - run.py:81 - INFO - trades[-1]: {'id': '4817355015', 'order': None, 'info': {'timestamp': 1542383743, 'timestampms': 1542383743641, 'tid': 4817355015, 'price': '5536.64', 'amount': '0.0019589', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383743641, 'datetime': '2018-11-16T15:55:43.641Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 10.845724096, 'amount': 0.0019589, 'fee': None} | |
2018-11-16 16:55:43,763 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383743641, 'price': 5536.64, 'volume': 0.002} | |
2018-11-16 16:55:43,763 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:43,763 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:43,763 - theo_calculator.py:263 - INFO - found_eff_vol=10.84572409600000044311087422 | |
2018-11-16 16:55:43,764 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=10.84572409600000044311087422 | |
2018-11-16 16:55:43,764 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001958899999999999964189756342 | |
2018-11-16 16:55:43,764 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383741095} | |
2018-11-16 16:55:43,764 - theo_calculator.py:263 - INFO - found_eff_vol=87.73895839599999654249757520 | |
2018-11-16 16:55:43,764 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=48.71888809562100560891233091 | |
2018-11-16 16:55:43,764 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.008800311377005060760861055469 | |
2018-11-16 16:55:43,764 - theo_calculator.py:252 - INFO - eff_volume=249.9051492080000016661875799 for trades[2]={'price': Decimal('5532.8900000000003274180926382541656494140625'), 'volume': Decimal('0.045167199999999997628297165874755592085421085357666015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383741000} | |
2018-11-16 16:55:43,765 - theo_calculator.py:263 - INFO - found_eff_vol=337.6441076039999982086851551 | |
2018-11-16 16:55:43,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=50.16420758065077380122580116 | |
2018-11-16 16:55:43,765 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009061534622909058148624819672 | |
2018-11-16 16:55:43,765 - theo_calculator.py:252 - INFO - eff_volume=59662.35589239600000179131484 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('33174'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383740974} | |
2018-11-16 16:55:43,765 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:43,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=50.16439312505816069621816271 | |
2018-11-16 16:55:43,766 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009061568169176891613638806573 | |
2018-11-16 16:55:43,766 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:43,766 - theo_calculator.py:290 - INFO - Trade theo=5535.950531795739721883033040, total_eff_vol_for_theo=50.16439312505816069621816271, total_vol_for_theo=0.009061568169176891613638806573 | |
update theo in 0.0029947757720947266sec | |
2018-11-16 16:55:43,766 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.950531795739721883033040'), 'base_price': None, 'timestamp': 1542383743.7663672, 'dt': '2018-11-16 16:55:43.766369'} because of gemini fetched new trades/orderbook | |
2018-11-16 16:55:43,811 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383741095, 'limit': 500} | |
2018-11-16 16:55:43,811 - run.py:79 - INFO - trades[0]: {'id': '53900412', 'order': None, 'info': {'time': '2018-11-16T15:55:41.95Z', 'trade_id': 53900412, 'price': '5535.87000000', 'size': '0.01389000', 'side': 'buy'}, 'timestamp': 1542383741095, 'datetime': '2018-11-16T15:55:41.095Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.01389, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:43,811 - run.py:81 - INFO - trades[-1]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:43,812 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383743533, 'price': 5535.87, 'volume': 0.0014} | |
2018-11-16 16:55:43,812 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:43,812 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:43,813 - theo_calculator.py:263 - INFO - found_eff_vol=10.84572409600000044311087422 | |
2018-11-16 16:55:43,813 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=10.84572409600000044311087422 | |
2018-11-16 16:55:43,813 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001958899999999999964189756342 | |
2018-11-16 16:55:43,813 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:43,814 - theo_calculator.py:263 - INFO - found_eff_vol=18.38342004670000072188967273 | |
2018-11-16 16:55:43,814 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=14.86048274286997811009869272 | |
2018-11-16 16:55:43,814 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002684126323390899271098798343 | |
2018-11-16 16:55:43,814 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383741095} | |
2018-11-16 16:55:43,815 - theo_calculator.py:263 - INFO - found_eff_vol=95.27665434669999682127637371 | |
2018-11-16 16:55:43,815 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.36477744251461148438886352 | |
2018-11-16 16:55:43,816 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007110584079740783545366610999 | |
2018-11-16 16:55:43,816 - theo_calculator.py:252 - INFO - eff_volume=76.89323429999999609938670098 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.01388999999999999956923346644543926231563091278076171875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383741095} | |
2018-11-16 16:55:43,816 - theo_calculator.py:263 - INFO - found_eff_vol=172.1698886466999929206630747 | |
2018-11-16 16:55:43,817 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.65338744232063062158080425 | |
2018-11-16 16:55:43,817 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007162718613211768077677136818 | |
2018-11-16 16:55:43,817 - theo_calculator.py:252 - INFO - eff_volume=249.9051492080000016661875799 for trades[4]={'price': Decimal('5532.8900000000003274180926382541656494140625'), 'volume': Decimal('0.045167199999999997628297165874755592085421085357666015625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383741000} | |
2018-11-16 16:55:43,818 - theo_calculator.py:263 - INFO - found_eff_vol=422.0750378546999945868506546 | |
2018-11-16 16:55:43,818 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.66440140609451154984490616 | |
2018-11-16 16:55:43,818 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007164709248083215174513027653 | |
2018-11-16 16:55:43,819 - theo_calculator.py:252 - INFO - eff_volume=59577.92496214530000541314935 for trades[5]={'price': Decimal('5531'), 'volume': Decimal('33174'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383740974} | |
2018-11-16 16:55:43,819 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:43,820 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=39.66440281802276674602768644 | |
2018-11-16 16:55:43,820 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.007164709503358618392047430162 | |
2018-11-16 16:55:43,820 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:43,820 - theo_calculator.py:290 - INFO - Trade theo=5536.079697219990238976787377, total_eff_vol_for_theo=39.66440281802276674602768644, total_vol_for_theo=0.007164709503358618392047430162 | |
update theo in 0.0087127685546875sec | |
2018-11-16 16:55:43,820 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5536.079697219990238976787377'), 'base_price': None, 'timestamp': 1542383743.8208203, 'dt': '2018-11-16 16:55:43.820824'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:44,696 - run.py:77 - INFO - get 2 trades for bitmex {'since': 1542383740974, 'limit': 500} | |
2018-11-16 16:55:44,697 - run.py:79 - INFO - trades[0]: {'id': '757d3bfa-b960-efd4-45f2-2e5320aefc75', 'info': {'timestamp': '2018-11-16T15:55:40.974Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 33174, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '757d3bfa-b960-efd4-45f2-2e5320aefc75', 'grossValue': 599785920, 'homeNotional': 5.9978592, 'foreignNotional': 33174}, 'timestamp': 1542383740974, 'datetime': '2018-11-16T15:55:40.974Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 33174} | |
2018-11-16 16:55:44,697 - run.py:81 - INFO - trades[-1]: {'id': '4b57b0ed-c6d8-4305-d9f9-905e59a508cc', 'info': {'timestamp': '2018-11-16T15:55:43.297Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 2300, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '4b57b0ed-c6d8-4305-d9f9-905e59a508cc', 'grossValue': 41584000, 'homeNotional': 0.41584, 'foreignNotional': 2300}, 'timestamp': 1542383743297, 'datetime': '2018-11-16T15:55:43.297Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 2300} | |
2018-11-16 16:55:44,697 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383743297, 'price': 5531.0, 'volume': 2300.0} | |
2018-11-16 16:55:44,698 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:44,698 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:44,698 - theo_calculator.py:263 - INFO - found_eff_vol=10.84572409600000044311087422 | |
2018-11-16 16:55:44,698 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=10.84572409600000044311087422 | |
2018-11-16 16:55:44,699 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001958899999999999964189756342 | |
2018-11-16 16:55:44,699 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:44,699 - theo_calculator.py:263 - INFO - found_eff_vol=18.38342004670000072188967273 | |
2018-11-16 16:55:44,700 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=14.86048274286997811009869272 | |
2018-11-16 16:55:44,700 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002684126323390899271098798343 | |
2018-11-16 16:55:44,700 - theo_calculator.py:252 - INFO - eff_volume=59981.61657995329999927811033 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('2300'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743297} | |
2018-11-16 16:55:44,701 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:44,701 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=20529.34365879202748489995050 | |
2018-11-16 16:55:44,701 - theo_calculator.py:268 - INFO - total_vol_for_theo=3.711684881349454451393653818 | |
2018-11-16 16:55:44,701 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:44,701 - theo_calculator.py:290 - INFO - Trade theo=5531.003928148175556698824603, total_eff_vol_for_theo=20529.34365879202748489995050, total_vol_for_theo=3.711684881349454451393653818 | |
update theo in 0.004266023635864258sec | |
2018-11-16 16:55:44,702 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.003928148175556698824603'), 'base_price': None, 'timestamp': 1542383744.702137, 'dt': '2018-11-16 16:55:44.702139'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:44,759 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383741000, 'limit': 500} | |
2018-11-16 16:55:44,759 - run.py:79 - INFO - trades[0]: {'id': '77466113', 'info': {'date': '1542383741', 'tid': '77466113', 'price': '5532.89', 'type': '1', 'amount': '0.04516720'}, 'timestamp': 1542383741000, 'datetime': '2018-11-16T15:55:41.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.89, 'amount': 0.0451672, 'cost': 249.905149208, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:44,760 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383741000, 'price': 5532.89, 'volume': 0.0452} | |
2018-11-16 16:55:44,760 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:44,760 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:44,760 - theo_calculator.py:263 - INFO - found_eff_vol=10.84572409600000044311087422 | |
2018-11-16 16:55:44,760 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=10.84572409600000044311087422 | |
2018-11-16 16:55:44,760 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001958899999999999964189756342 | |
2018-11-16 16:55:44,761 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:44,761 - theo_calculator.py:263 - INFO - found_eff_vol=18.38342004670000072188967273 | |
2018-11-16 16:55:44,761 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=14.86048274286997811009869272 | |
2018-11-16 16:55:44,761 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002684126323390899271098798343 | |
2018-11-16 16:55:44,761 - theo_calculator.py:252 - INFO - eff_volume=59981.61657995329999927811033 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('2300'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743297} | |
2018-11-16 16:55:44,762 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:44,762 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=20529.34365879202748489995050 | |
2018-11-16 16:55:44,762 - theo_calculator.py:268 - INFO - total_vol_for_theo=3.711684881349454451393653818 | |
2018-11-16 16:55:44,762 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:44,762 - theo_calculator.py:290 - INFO - Trade theo=5531.003928148175556698824603, total_eff_vol_for_theo=20529.34365879202748489995050, total_vol_for_theo=3.711684881349454451393653818 | |
update theo in 0.0024056434631347656sec | |
2018-11-16 16:55:44,783 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383743533, 'limit': 500} | |
2018-11-16 16:55:44,783 - run.py:79 - INFO - trades[0]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:44,784 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383743533, 'price': 5535.87, 'volume': 0.0014} | |
2018-11-16 16:55:44,784 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:44,784 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:44,784 - theo_calculator.py:263 - INFO - found_eff_vol=10.84572409600000044311087422 | |
2018-11-16 16:55:44,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=10.84572409600000044311087422 | |
2018-11-16 16:55:44,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001958899999999999964189756342 | |
2018-11-16 16:55:44,784 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:44,784 - theo_calculator.py:263 - INFO - found_eff_vol=18.38342004670000072188967273 | |
2018-11-16 16:55:44,785 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=14.86048274286997811009869272 | |
2018-11-16 16:55:44,785 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002684126323390899271098798343 | |
2018-11-16 16:55:44,785 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:44,785 - theo_calculator.py:263 - INFO - found_eff_vol=25.92111599740000100066847124 | |
2018-11-16 16:55:44,785 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=17.45806949405435040233685576 | |
2018-11-16 16:55:44,785 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003153354602086817409250423842 | |
2018-11-16 16:55:44,785 - theo_calculator.py:252 - INFO - eff_volume=59974.07888400259999899933153 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('2300'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743297} | |
2018-11-16 16:55:44,785 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:44,786 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=13288.85439550834726961949552 | |
2018-11-16 16:55:44,786 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.402610292952166896819331543 | |
2018-11-16 16:55:44,786 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:44,786 - theo_calculator.py:290 - INFO - Trade theo=5531.007019527870015279907752, total_eff_vol_for_theo=13288.85439550834726961949552, total_vol_for_theo=2.402610292952166896819331543 | |
update theo in 0.002439737319946289sec | |
2018-11-16 16:55:44,945 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:44,945 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:44,945 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:44,945 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:44,945 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:44,945 - theo_calculator.py:263 - INFO - found_eff_vol=10.84572409600000044311087422 | |
2018-11-16 16:55:44,945 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=10.84572409600000044311087422 | |
2018-11-16 16:55:44,945 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001958899999999999964189756342 | |
2018-11-16 16:55:44,945 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:44,945 - theo_calculator.py:263 - INFO - found_eff_vol=18.38342004670000072188967273 | |
2018-11-16 16:55:44,945 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=14.86048274286997811009869272 | |
2018-11-16 16:55:44,945 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002684126323390899271098798343 | |
2018-11-16 16:55:44,945 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:44,946 - theo_calculator.py:263 - INFO - found_eff_vol=25.92111599740000100066847124 | |
2018-11-16 16:55:44,946 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=17.45806949405435040233685576 | |
2018-11-16 16:55:44,946 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003153354602086817409250423842 | |
2018-11-16 16:55:44,946 - theo_calculator.py:252 - INFO - eff_volume=59974.07888400259999899933153 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('2300'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743297} | |
2018-11-16 16:55:44,946 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:44,946 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=13288.85439550834726961949552 | |
2018-11-16 16:55:44,946 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.402610292952166896819331543 | |
2018-11-16 16:55:44,946 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:44,946 - theo_calculator.py:290 - INFO - Trade theo=5531.007019527870015279907752, total_eff_vol_for_theo=13288.85439550834726961949552, total_vol_for_theo=2.402610292952166896819331543 | |
update theo in 0.0013577938079833984sec | |
2018-11-16 16:55:45,771 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383741000, 'limit': 500} | |
2018-11-16 16:55:45,772 - run.py:79 - INFO - trades[0]: {'id': '77466113', 'info': {'date': '1542383741', 'tid': '77466113', 'price': '5532.89', 'type': '1', 'amount': '0.04516720'}, 'timestamp': 1542383741000, 'datetime': '2018-11-16T15:55:41.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.89, 'amount': 0.0451672, 'cost': 249.905149208, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:45,774 - run.py:77 - INFO - get 2 trades for gemini {'since': 1542383743641, 'limit': 500} | |
2018-11-16 16:55:45,774 - run.py:79 - INFO - trades[0]: {'id': '4817355015', 'order': None, 'info': {'timestamp': 1542383743, 'timestampms': 1542383743641, 'tid': 4817355015, 'price': '5536.64', 'amount': '0.0019589', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383743641, 'datetime': '2018-11-16T15:55:43.641Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 10.845724096, 'amount': 0.0019589, 'fee': None} | |
2018-11-16 16:55:45,774 - run.py:81 - INFO - trades[-1]: {'id': '4817355106', 'order': None, 'info': {'timestamp': 1542383744, 'timestampms': 1542383744475, 'tid': 4817355106, 'price': '5536.63', 'amount': '0.0914396', 'exchange': 'gemini', 'type': 'sell'}, 'timestamp': 1542383744475, 'datetime': '2018-11-16T15:55:44.475Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5536.63, 'cost': 506.267232548, 'amount': 0.0914396, 'fee': None} | |
2018-11-16 16:55:45,775 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383741000, 'price': 5532.89, 'volume': 0.0452} | |
2018-11-16 16:55:45,775 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:45,775 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:45,776 - theo_calculator.py:263 - INFO - found_eff_vol=10.84572409600000044311087422 | |
2018-11-16 16:55:45,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=10.84572409600000044311087422 | |
2018-11-16 16:55:45,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.001958899999999999964189756342 | |
2018-11-16 16:55:45,776 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[1]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:45,776 - theo_calculator.py:263 - INFO - found_eff_vol=18.38342004670000072188967273 | |
2018-11-16 16:55:45,776 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=14.86048274286997811009869272 | |
2018-11-16 16:55:45,776 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002684126323390899271098798343 | |
2018-11-16 16:55:45,777 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[2]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:45,777 - theo_calculator.py:263 - INFO - found_eff_vol=25.92111599740000100066847124 | |
2018-11-16 16:55:45,777 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=17.45806949405435040233685576 | |
2018-11-16 16:55:45,777 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003153354602086817409250423842 | |
2018-11-16 16:55:45,777 - theo_calculator.py:252 - INFO - eff_volume=59974.07888400259999899933153 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('2300'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743297} | |
2018-11-16 16:55:45,778 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:45,778 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=13288.85439550834726961949552 | |
2018-11-16 16:55:45,778 - theo_calculator.py:268 - INFO - total_vol_for_theo=2.402610292952166896819331543 | |
2018-11-16 16:55:45,778 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:45,778 - theo_calculator.py:290 - INFO - Trade theo=5531.007019527870015279907752, total_eff_vol_for_theo=13288.85439550834726961949552, total_vol_for_theo=2.402610292952166896819331543 | |
update theo in 0.003276348114013672sec | |
2018-11-16 16:55:45,778 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.007019527870015279907752'), 'base_price': None, 'timestamp': 1542383745.778513, 'dt': '2018-11-16 16:55:45.778516'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:45,779 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383744475, 'price': 5536.63, 'volume': 0.0914} | |
2018-11-16 16:55:45,779 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:45,779 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[0]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:45,779 - theo_calculator.py:263 - INFO - found_eff_vol=506.2672325479999871850094610 | |
2018-11-16 16:55:45,779 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325479999871850094610 | |
2018-11-16 16:55:45,779 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143959999999999588293775331 | |
2018-11-16 16:55:45,779 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[1]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:45,779 - theo_calculator.py:263 - INFO - found_eff_vol=517.1129566439999876281203352 | |
2018-11-16 16:55:45,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325480020933879498416 | |
2018-11-16 16:55:45,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000000037629469296597 | |
2018-11-16 16:55:45,780 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:45,780 - theo_calculator.py:263 - INFO - found_eff_vol=527.9586807399999880712312094 | |
2018-11-16 16:55:45,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325480032190970880729 | |
2018-11-16 16:55:45,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000000057961460147208 | |
2018-11-16 16:55:45,780 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:45,781 - theo_calculator.py:263 - INFO - found_eff_vol=535.4963766906999883500100079 | |
2018-11-16 16:55:45,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325480036358005240603 | |
2018-11-16 16:55:45,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000000065488794350999 | |
2018-11-16 16:55:45,781 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:45,781 - theo_calculator.py:263 - INFO - found_eff_vol=543.0340726413999886287888064 | |
2018-11-16 16:55:45,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325480039054115815862 | |
2018-11-16 16:55:45,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000000070359050652644 | |
2018-11-16 16:55:45,781 - theo_calculator.py:252 - INFO - eff_volume=59456.96592735860001137121119 for trades[5]={'price': Decimal('5531'), 'volume': Decimal('2300'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743297} | |
2018-11-16 16:55:45,782 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:45,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325493695051191217195 | |
2018-11-16 16:55:45,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000024760283251342090 | |
2018-11-16 16:55:45,782 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:45,782 - theo_calculator.py:290 - INFO - Trade theo=5536.629999999984906414102224, total_eff_vol_for_theo=506.2672325493695051191217195, total_vol_for_theo=0.09143960000024760283251342090 | |
update theo in 0.003514528274536133sec | |
2018-11-16 16:55:45,782 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5536.629999999984906414102224'), 'base_price': None, 'timestamp': 1542383745.782531, 'dt': '2018-11-16 16:55:45.782533'} because of gemini fetched new trades/orderbook | |
2018-11-16 16:55:45,787 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383743533, 'limit': 500} | |
2018-11-16 16:55:45,787 - run.py:79 - INFO - trades[0]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:45,788 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383743533, 'price': 5535.87, 'volume': 0.0014} | |
2018-11-16 16:55:45,788 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:45,788 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[0]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:45,788 - theo_calculator.py:263 - INFO - found_eff_vol=506.2672325479999871850094610 | |
2018-11-16 16:55:45,788 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325479999871850094610 | |
2018-11-16 16:55:45,788 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143959999999999588293775331 | |
2018-11-16 16:55:45,788 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[1]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:45,788 - theo_calculator.py:263 - INFO - found_eff_vol=517.1129566439999876281203352 | |
2018-11-16 16:55:45,788 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325480020933879498416 | |
2018-11-16 16:55:45,788 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000000037629469296597 | |
2018-11-16 16:55:45,788 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:45,789 - theo_calculator.py:263 - INFO - found_eff_vol=527.9586807399999880712312094 | |
2018-11-16 16:55:45,789 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325480032190970880729 | |
2018-11-16 16:55:45,789 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000000057961460147208 | |
2018-11-16 16:55:45,789 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[3]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:45,789 - theo_calculator.py:263 - INFO - found_eff_vol=535.4963766906999883500100079 | |
2018-11-16 16:55:45,789 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325480036358005240603 | |
2018-11-16 16:55:45,789 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000000065488794350999 | |
2018-11-16 16:55:45,789 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:45,789 - theo_calculator.py:263 - INFO - found_eff_vol=543.0340726413999886287888064 | |
2018-11-16 16:55:45,790 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325480039054115815862 | |
2018-11-16 16:55:45,790 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000000070359050652644 | |
2018-11-16 16:55:45,790 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[5]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:45,790 - theo_calculator.py:263 - INFO - found_eff_vol=550.5717685920999889075676049 | |
2018-11-16 16:55:45,790 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325480040798524814266 | |
2018-11-16 16:55:45,790 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000000073510152463930 | |
2018-11-16 16:55:45,790 - theo_calculator.py:252 - INFO - eff_volume=59449.42823140790001109243240 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('2300'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743297} | |
2018-11-16 16:55:45,791 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:45,791 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=506.2672325488875237436363015 | |
2018-11-16 16:55:45,791 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09143960000016046099036117426 | |
2018-11-16 16:55:45,791 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:45,791 - theo_calculator.py:290 - INFO - Trade theo=5536.629999999990273476403165, total_eff_vol_for_theo=506.2672325488875237436363015, total_vol_for_theo=0.09143960000016046099036117426 | |
update theo in 0.0035789012908935547sec | |
2018-11-16 16:55:46,760 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383741000, 'limit': 500} | |
2018-11-16 16:55:46,760 - run.py:79 - INFO - trades[0]: {'id': '77466113', 'info': {'date': '1542383741', 'tid': '77466113', 'price': '5532.89', 'type': '1', 'amount': '0.04516720'}, 'timestamp': 1542383741000, 'datetime': '2018-11-16T15:55:41.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.89, 'amount': 0.0451672, 'cost': 249.905149208, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:46,760 - run.py:81 - INFO - trades[-1]: {'id': '77466118', 'info': {'date': '1542383745', 'tid': '77466118', 'price': '5532.90', 'type': '0', 'amount': '0.09580000'}, 'timestamp': 1542383745000, 'datetime': '2018-11-16T15:55:45.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.0958, 'cost': 530.0518199999999, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:46,762 - run.py:77 - INFO - get 14 trades for bitmex {'since': 1542383743297, 'limit': 500} | |
2018-11-16 16:55:46,763 - run.py:79 - INFO - trades[0]: {'id': '4b57b0ed-c6d8-4305-d9f9-905e59a508cc', 'info': {'timestamp': '2018-11-16T15:55:43.297Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 2300, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '4b57b0ed-c6d8-4305-d9f9-905e59a508cc', 'grossValue': 41584000, 'homeNotional': 0.41584, 'foreignNotional': 2300}, 'timestamp': 1542383743297, 'datetime': '2018-11-16T15:55:43.297Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 2300} | |
2018-11-16 16:55:46,763 - run.py:81 - INFO - trades[-1]: {'id': '935b2607-e2ea-d2b1-c64b-2a13631289e0', 'info': {'timestamp': '2018-11-16T15:55:44.288Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 3717, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '935b2607-e2ea-d2b1-c64b-2a13631289e0', 'grossValue': 67203360, 'homeNotional': 0.6720336, 'foreignNotional': 3717}, 'timestamp': 1542383744288, 'datetime': '2018-11-16T15:55:44.288Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 3717} | |
2018-11-16 16:55:46,763 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383745000, 'price': 5532.9, 'volume': 0.0958} | |
2018-11-16 16:55:46,763 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:46,763 - theo_calculator.py:252 - INFO - eff_volume=530.0518199999999445085130390 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.09579999999999999626965063725947402417659759521484375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383745000} | |
2018-11-16 16:55:46,763 - theo_calculator.py:263 - INFO - found_eff_vol=530.0518199999999445085130390 | |
2018-11-16 16:55:46,764 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518199999999445085130390 | |
2018-11-16 16:55:46,764 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09579999999999999626965063727 | |
2018-11-16 16:55:46,764 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[1]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:46,764 - theo_calculator.py:263 - INFO - found_eff_vol=1036.319052547999931693522500 | |
2018-11-16 16:55:46,764 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204137 | |
2018-11-16 16:55:46,764 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777270 | |
2018-11-16 16:55:46,764 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:46,765 - theo_calculator.py:263 - INFO - found_eff_vol=1047.164776643999932136633374 | |
2018-11-16 16:55:46,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204138 | |
2018-11-16 16:55:46,765 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777272 | |
2018-11-16 16:55:46,765 - theo_calculator.py:252 - INFO - eff_volume=10.84572409600000044311087422 for trades[3]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0019588999999999999641897563407155757886357605457305908203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743641} | |
2018-11-16 16:55:46,765 - theo_calculator.py:263 - INFO - found_eff_vol=1058.010500739999932579744248 | |
2018-11-16 16:55:46,766 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204139 | |
2018-11-16 16:55:46,766 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777273 | |
2018-11-16 16:55:46,766 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[4]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:46,766 - theo_calculator.py:263 - INFO - found_eff_vol=1065.548196690699932858523047 | |
2018-11-16 16:55:46,766 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204139 | |
2018-11-16 16:55:46,766 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777273 | |
2018-11-16 16:55:46,767 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[5]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:46,767 - theo_calculator.py:263 - INFO - found_eff_vol=1073.085892641399933137301846 | |
2018-11-16 16:55:46,767 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204139 | |
2018-11-16 16:55:46,767 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777273 | |
2018-11-16 16:55:46,767 - theo_calculator.py:252 - INFO - eff_volume=7.537695950700000278778798513 for trades[6]={'price': Decimal('5535.8699999999998908606357872486114501953125'), 'volume': Decimal('0.001361610000000000077202688686384135507978498935699462890625'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743533} | |
2018-11-16 16:55:46,767 - theo_calculator.py:263 - INFO - found_eff_vol=1080.623588592099933416080645 | |
2018-11-16 16:55:46,768 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204139 | |
2018-11-16 16:55:46,768 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777273 | |
2018-11-16 16:55:46,768 - theo_calculator.py:252 - INFO - eff_volume=58919.37641140790006658391936 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('2300'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383743297} | |
2018-11-16 16:55:46,768 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:46,768 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204574 | |
2018-11-16 16:55:46,768 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960778059 | |
2018-11-16 16:55:46,768 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:46,768 - theo_calculator.py:290 - INFO - Trade theo=5532.899999999999812956227225, total_eff_vol_for_theo=530.0518200000250790921204574, total_vol_for_theo=0.09580000000000453595960778059 | |
update theo in 0.005532503128051758sec | |
2018-11-16 16:55:46,768 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5532.899999999999812956227225'), 'base_price': None, 'timestamp': 1542383746.7689278, 'dt': '2018-11-16 16:55:46.768929'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:46,769 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383744288, 'price': 5531.0, 'volume': 10.8479} | |
2018-11-16 16:55:46,769 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:46,769 - theo_calculator.py:252 - INFO - eff_volume=530.0518199999999445085130390 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.09579999999999999626965063725947402417659759521484375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383745000} | |
2018-11-16 16:55:46,769 - theo_calculator.py:263 - INFO - found_eff_vol=530.0518199999999445085130390 | |
2018-11-16 16:55:46,770 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518199999999445085130390 | |
2018-11-16 16:55:46,770 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09579999999999999626965063727 | |
2018-11-16 16:55:46,770 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[1]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:46,770 - theo_calculator.py:263 - INFO - found_eff_vol=1036.319052547999931693522500 | |
2018-11-16 16:55:46,770 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204137 | |
2018-11-16 16:55:46,770 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777270 | |
2018-11-16 16:55:46,770 - theo_calculator.py:252 - INFO - eff_volume=58963.68094745200006830647750 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383744288} | |
2018-11-16 16:55:46,771 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:46,771 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921209941 | |
2018-11-16 16:55:46,771 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960787764 | |
2018-11-16 16:55:46,771 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:46,771 - theo_calculator.py:290 - INFO - Trade theo=5532.899999999999812956227222, total_eff_vol_for_theo=530.0518200000250790921209941, total_vol_for_theo=0.09580000000000453595960787764 | |
update theo in 0.001912832260131836sec | |
2018-11-16 16:55:46,772 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383744475, 'limit': 500} | |
2018-11-16 16:55:46,772 - run.py:79 - INFO - trades[0]: {'id': '4817355106', 'order': None, 'info': {'timestamp': 1542383744, 'timestampms': 1542383744475, 'tid': 4817355106, 'price': '5536.63', 'amount': '0.0914396', 'exchange': 'gemini', 'type': 'sell'}, 'timestamp': 1542383744475, 'datetime': '2018-11-16T15:55:44.475Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5536.63, 'cost': 506.267232548, 'amount': 0.0914396, 'fee': None} | |
2018-11-16 16:55:46,772 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383744475, 'price': 5536.63, 'volume': 0.0914} | |
2018-11-16 16:55:46,773 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:46,773 - theo_calculator.py:252 - INFO - eff_volume=530.0518199999999445085130390 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.09579999999999999626965063725947402417659759521484375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383745000} | |
2018-11-16 16:55:46,773 - theo_calculator.py:263 - INFO - found_eff_vol=530.0518199999999445085130390 | |
2018-11-16 16:55:46,773 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518199999999445085130390 | |
2018-11-16 16:55:46,773 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09579999999999999626965063727 | |
2018-11-16 16:55:46,773 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[1]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:46,773 - theo_calculator.py:263 - INFO - found_eff_vol=1036.319052547999931693522500 | |
2018-11-16 16:55:46,773 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204137 | |
2018-11-16 16:55:46,773 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777270 | |
2018-11-16 16:55:46,773 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[2]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:46,774 - theo_calculator.py:263 - INFO - found_eff_vol=1542.586285095999918878531961 | |
2018-11-16 16:55:46,774 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204187 | |
2018-11-16 16:55:46,774 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777361 | |
2018-11-16 16:55:46,774 - theo_calculator.py:252 - INFO - eff_volume=58457.41371490400008112146804 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383744288} | |
2018-11-16 16:55:46,774 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:46,774 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204187 | |
2018-11-16 16:55:46,774 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777361 | |
2018-11-16 16:55:46,774 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:46,774 - theo_calculator.py:290 - INFO - Trade theo=5532.899999999999812956227224, total_eff_vol_for_theo=530.0518200000250790921204187, total_vol_for_theo=0.09580000000000453595960777361 | |
update theo in 0.0020873546600341797sec | |
2018-11-16 16:55:46,792 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383743533, 'limit': 500} | |
2018-11-16 16:55:46,793 - run.py:79 - INFO - trades[0]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:46,793 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383743533, 'price': 5535.87, 'volume': 0.0014} | |
2018-11-16 16:55:46,793 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:46,793 - theo_calculator.py:252 - INFO - eff_volume=530.0518199999999445085130390 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.09579999999999999626965063725947402417659759521484375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383745000} | |
2018-11-16 16:55:46,793 - theo_calculator.py:263 - INFO - found_eff_vol=530.0518199999999445085130390 | |
2018-11-16 16:55:46,793 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518199999999445085130390 | |
2018-11-16 16:55:46,793 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09579999999999999626965063727 | |
2018-11-16 16:55:46,793 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[1]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:46,794 - theo_calculator.py:263 - INFO - found_eff_vol=1036.319052547999931693522500 | |
2018-11-16 16:55:46,794 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204137 | |
2018-11-16 16:55:46,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777270 | |
2018-11-16 16:55:46,794 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[2]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:46,794 - theo_calculator.py:263 - INFO - found_eff_vol=1542.586285095999918878531961 | |
2018-11-16 16:55:46,794 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204187 | |
2018-11-16 16:55:46,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777361 | |
2018-11-16 16:55:46,794 - theo_calculator.py:252 - INFO - eff_volume=58457.41371490400008112146804 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383744288} | |
2018-11-16 16:55:46,794 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:46,794 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204187 | |
2018-11-16 16:55:46,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777361 | |
2018-11-16 16:55:46,794 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:46,795 - theo_calculator.py:290 - INFO - Trade theo=5532.899999999999812956227224, total_eff_vol_for_theo=530.0518200000250790921204187, total_vol_for_theo=0.09580000000000453595960777361 | |
update theo in 0.0017654895782470703sec | |
2018-11-16 16:55:46,953 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:46,953 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:46,953 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:46,953 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:46,953 - theo_calculator.py:252 - INFO - eff_volume=530.0518199999999445085130390 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.09579999999999999626965063725947402417659759521484375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383745000} | |
2018-11-16 16:55:46,953 - theo_calculator.py:263 - INFO - found_eff_vol=530.0518199999999445085130390 | |
2018-11-16 16:55:46,953 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518199999999445085130390 | |
2018-11-16 16:55:46,953 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09579999999999999626965063727 | |
2018-11-16 16:55:46,954 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[1]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:46,954 - theo_calculator.py:263 - INFO - found_eff_vol=1036.319052547999931693522500 | |
2018-11-16 16:55:46,954 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204137 | |
2018-11-16 16:55:46,954 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777270 | |
2018-11-16 16:55:46,954 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[2]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:46,954 - theo_calculator.py:263 - INFO - found_eff_vol=1542.586285095999918878531961 | |
2018-11-16 16:55:46,954 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204187 | |
2018-11-16 16:55:46,954 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777361 | |
2018-11-16 16:55:46,954 - theo_calculator.py:252 - INFO - eff_volume=58457.41371490400008112146804 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383744288} | |
2018-11-16 16:55:46,954 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:46,954 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=530.0518200000250790921204187 | |
2018-11-16 16:55:46,954 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.09580000000000453595960777361 | |
2018-11-16 16:55:46,954 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:46,955 - theo_calculator.py:290 - INFO - Trade theo=5532.899999999999812956227224, total_eff_vol_for_theo=530.0518200000250790921204187, total_vol_for_theo=0.09580000000000453595960777361 | |
update theo in 0.0015177726745605469sec | |
2018-11-16 16:55:47,760 - run.py:77 - INFO - get 3 trades for bitstamp {'since': 1542383745000, 'limit': 500} | |
2018-11-16 16:55:47,761 - run.py:79 - INFO - trades[0]: {'id': '77466118', 'info': {'date': '1542383745', 'tid': '77466118', 'price': '5532.90', 'type': '0', 'amount': '0.09580000'}, 'timestamp': 1542383745000, 'datetime': '2018-11-16T15:55:45.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.0958, 'cost': 530.0518199999999, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:47,762 - run.py:81 - INFO - trades[-1]: {'id': '77466123', 'info': {'date': '1542383746', 'tid': '77466123', 'price': '5532.89', 'type': '1', 'amount': '0.22799846'}, 'timestamp': 1542383746000, 'datetime': '2018-11-16T15:55:46.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.89, 'amount': 0.22799846, 'cost': 1261.4903993494, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:47,762 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383746000, 'price': 5532.89, 'volume': 0.346} | |
2018-11-16 16:55:47,762 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:47,762 - theo_calculator.py:252 - INFO - eff_volume=1914.306131247400044381171551 for trades[0]={'price': Decimal('5532.890000000000327418092637'), 'volume': Decimal('0.3459866599999999875469924860'), 'token': None, 'aggregatedCap': Decimal('1.0000000000000'), 'timestamp': 1542383746000} | |
2018-11-16 16:55:47,763 - theo_calculator.py:263 - INFO - found_eff_vol=1914.306131247400044381171551 | |
2018-11-16 16:55:47,763 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,763 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,763 - theo_calculator.py:252 - INFO - eff_volume=530.0518199999999445085130390 for trades[1]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.09579999999999999626965063725947402417659759521484375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383745000} | |
2018-11-16 16:55:47,763 - theo_calculator.py:263 - INFO - found_eff_vol=2444.357951247399988889684590 | |
2018-11-16 16:55:47,763 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,764 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,764 - theo_calculator.py:252 - INFO - eff_volume=530.0518199999999445085130390 for trades[2]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.09579999999999999626965063725947402417659759521484375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383745000} | |
2018-11-16 16:55:47,764 - theo_calculator.py:263 - INFO - found_eff_vol=2974.409771247399933398197629 | |
2018-11-16 16:55:47,764 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,764 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,764 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[3]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:47,765 - theo_calculator.py:263 - INFO - found_eff_vol=3480.677003795399920583207090 | |
2018-11-16 16:55:47,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,765 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,765 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[4]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:47,765 - theo_calculator.py:263 - INFO - found_eff_vol=3986.944236343399907768216551 | |
2018-11-16 16:55:47,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,765 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,766 - theo_calculator.py:252 - INFO - eff_volume=56013.05576365660009223178345 for trades[5]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383744288} | |
2018-11-16 16:55:47,766 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:47,766 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,766 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,766 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:47,766 - theo_calculator.py:290 - INFO - Trade theo=5532.890000000000327418092637, total_eff_vol_for_theo=1914.306131247400044381171551, total_vol_for_theo=0.3459866599999999875469924860 | |
update theo in 0.004540205001831055sec | |
2018-11-16 16:55:47,782 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383743533, 'limit': 500} | |
2018-11-16 16:55:47,782 - run.py:79 - INFO - trades[0]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:47,783 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383743533, 'price': 5535.87, 'volume': 0.0014} | |
2018-11-16 16:55:47,783 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:47,783 - theo_calculator.py:252 - INFO - eff_volume=1914.306131247400044381171551 for trades[0]={'price': Decimal('5532.890000000000327418092637'), 'volume': Decimal('0.3459866599999999875469924860'), 'token': None, 'aggregatedCap': Decimal('1.0000000000000'), 'timestamp': 1542383746000} | |
2018-11-16 16:55:47,783 - theo_calculator.py:263 - INFO - found_eff_vol=1914.306131247400044381171551 | |
2018-11-16 16:55:47,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,783 - theo_calculator.py:252 - INFO - eff_volume=530.0518199999999445085130390 for trades[1]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.09579999999999999626965063725947402417659759521484375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383745000} | |
2018-11-16 16:55:47,783 - theo_calculator.py:263 - INFO - found_eff_vol=2444.357951247399988889684590 | |
2018-11-16 16:55:47,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,784 - theo_calculator.py:252 - INFO - eff_volume=530.0518199999999445085130390 for trades[2]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.09579999999999999626965063725947402417659759521484375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383745000} | |
2018-11-16 16:55:47,784 - theo_calculator.py:263 - INFO - found_eff_vol=2974.409771247399933398197629 | |
2018-11-16 16:55:47,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,784 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[3]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:47,784 - theo_calculator.py:263 - INFO - found_eff_vol=3480.677003795399920583207090 | |
2018-11-16 16:55:47,785 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,785 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,785 - theo_calculator.py:252 - INFO - eff_volume=506.2672325479999871850094610 for trades[4]={'price': Decimal('5536.6300000000001091393642127513885498046875'), 'volume': Decimal('0.09143959999999999588293775332203949801623821258544921875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383744475} | |
2018-11-16 16:55:47,785 - theo_calculator.py:263 - INFO - found_eff_vol=3986.944236343399907768216551 | |
2018-11-16 16:55:47,785 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,785 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,785 - theo_calculator.py:252 - INFO - eff_volume=56013.05576365660009223178345 for trades[5]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383744288} | |
2018-11-16 16:55:47,785 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:47,786 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1914.306131247400044381171551 | |
2018-11-16 16:55:47,786 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3459866599999999875469924860 | |
2018-11-16 16:55:47,786 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:47,786 - theo_calculator.py:290 - INFO - Trade theo=5532.890000000000327418092637, total_eff_vol_for_theo=1914.306131247400044381171551, total_vol_for_theo=0.3459866599999999875469924860 | |
update theo in 0.003445148468017578sec | |
2018-11-16 16:55:47,786 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5532.890000000000327418092637'), 'base_price': None, 'timestamp': 1542383747.786407, 'dt': '2018-11-16 16:55:47.786408'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:48,708 - run.py:77 - INFO - get 15 trades for bitmex {'since': 1542383744288, 'limit': 500} | |
2018-11-16 16:55:48,708 - run.py:79 - INFO - trades[0]: {'id': 'eb8ea533-e516-a928-d1ec-73da992d1a60', 'info': {'timestamp': '2018-11-16T15:55:44.288Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 656, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'eb8ea533-e516-a928-d1ec-73da992d1a60', 'grossValue': 11860480, 'homeNotional': 0.1186048, 'foreignNotional': 656}, 'timestamp': 1542383744288, 'datetime': '2018-11-16T15:55:44.288Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 656} | |
2018-11-16 16:55:48,708 - run.py:81 - INFO - trades[-1]: {'id': '931853a2-6b1c-2485-302a-5537ce56f8cc', 'info': {'timestamp': '2018-11-16T15:55:48.125Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 22, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '931853a2-6b1c-2485-302a-5537ce56f8cc', 'grossValue': 397760, 'homeNotional': 0.0039776, 'foreignNotional': 22}, 'timestamp': 1542383748125, 'datetime': '2018-11-16T15:55:48.125Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 22} | |
2018-11-16 16:55:48,709 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383748125, 'price': 5531.0, 'volume': 22.0} | |
2018-11-16 16:55:48,709 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:48,710 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('22'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383748125} | |
2018-11-16 16:55:48,710 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:48,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:48,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:48,710 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:48,710 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0012001991271972656sec | |
2018-11-16 16:55:48,710 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383748.7103555, 'dt': '2018-11-16 16:55:48.710356'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:48,751 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383746000, 'limit': 500} | |
2018-11-16 16:55:48,751 - run.py:79 - INFO - trades[0]: {'id': '77466125', 'info': {'date': '1542383746', 'tid': '77466125', 'price': '5532.89', 'type': '1', 'amount': '0.11798820'}, 'timestamp': 1542383746000, 'datetime': '2018-11-16T15:55:46.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.89, 'amount': 0.1179882, 'cost': 652.8157318980001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:48,751 - run.py:81 - INFO - trades[-1]: {'id': '77466123', 'info': {'date': '1542383746', 'tid': '77466123', 'price': '5532.89', 'type': '1', 'amount': '0.22799846'}, 'timestamp': 1542383746000, 'datetime': '2018-11-16T15:55:46.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.89, 'amount': 0.22799846, 'cost': 1261.4903993494, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:48,752 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383746000, 'price': 5532.89, 'volume': 0.346} | |
2018-11-16 16:55:48,752 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:48,752 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('22'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383748125} | |
2018-11-16 16:55:48,752 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:48,752 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:48,752 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:48,752 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:48,752 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0009055137634277344sec | |
2018-11-16 16:55:48,771 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383744475, 'limit': 500} | |
2018-11-16 16:55:48,771 - run.py:79 - INFO - trades[0]: {'id': '4817355106', 'order': None, 'info': {'timestamp': 1542383744, 'timestampms': 1542383744475, 'tid': 4817355106, 'price': '5536.63', 'amount': '0.0914396', 'exchange': 'gemini', 'type': 'sell'}, 'timestamp': 1542383744475, 'datetime': '2018-11-16T15:55:44.475Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5536.63, 'cost': 506.267232548, 'amount': 0.0914396, 'fee': None} | |
2018-11-16 16:55:48,771 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383744475, 'price': 5536.63, 'volume': 0.0914} | |
2018-11-16 16:55:48,771 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:48,772 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('22'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383748125} | |
2018-11-16 16:55:48,772 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:48,772 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:48,772 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:48,772 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:48,772 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0008873939514160156sec | |
2018-11-16 16:55:48,856 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383743533, 'limit': 500} | |
2018-11-16 16:55:48,857 - run.py:79 - INFO - trades[0]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:48,857 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383743533, 'price': 5535.87, 'volume': 0.0014} | |
2018-11-16 16:55:48,857 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:48,858 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('22'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383748125} | |
2018-11-16 16:55:48,858 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:48,858 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:48,858 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:48,858 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:48,859 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.001764059066772461sec | |
2018-11-16 16:55:48,988 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:48,988 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:48,988 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:48,988 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:48,988 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('22'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383748125} | |
2018-11-16 16:55:48,989 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:48,989 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:48,989 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:48,989 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:48,989 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0005671977996826172sec | |
2018-11-16 16:55:49,774 - run.py:77 - INFO - get 3 trades for bitstamp {'since': 1542383746000, 'limit': 500} | |
2018-11-16 16:55:49,774 - run.py:79 - INFO - trades[0]: {'id': '77466125', 'info': {'date': '1542383746', 'tid': '77466125', 'price': '5532.89', 'type': '1', 'amount': '0.11798820'}, 'timestamp': 1542383746000, 'datetime': '2018-11-16T15:55:46.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.89, 'amount': 0.1179882, 'cost': 652.8157318980001, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:49,774 - run.py:81 - INFO - trades[-1]: {'id': '77466137', 'info': {'date': '1542383748', 'tid': '77466137', 'price': '5532.91', 'type': '0', 'amount': '0.00594907'}, 'timestamp': 1542383748000, 'datetime': '2018-11-16T15:55:48.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.91, 'amount': 0.00594907, 'cost': 32.9156688937, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:49,775 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383748000, 'price': 5532.91, 'volume': 0.0059} | |
2018-11-16 16:55:49,775 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:49,775 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('22'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383748125} | |
2018-11-16 16:55:49,775 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:49,775 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:49,775 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:49,776 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:49,776 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0013203620910644531sec | |
2018-11-16 16:55:49,776 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383749.7763755, 'dt': '2018-11-16 16:55:49.776378'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:49,782 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383744475, 'limit': 500} | |
2018-11-16 16:55:49,782 - run.py:79 - INFO - trades[0]: {'id': '4817355106', 'order': None, 'info': {'timestamp': 1542383744, 'timestampms': 1542383744475, 'tid': 4817355106, 'price': '5536.63', 'amount': '0.0914396', 'exchange': 'gemini', 'type': 'sell'}, 'timestamp': 1542383744475, 'datetime': '2018-11-16T15:55:44.475Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5536.63, 'cost': 506.267232548, 'amount': 0.0914396, 'fee': None} | |
2018-11-16 16:55:49,782 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383744475, 'price': 5536.63, 'volume': 0.0914} | |
2018-11-16 16:55:49,782 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:49,782 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('22'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383748125} | |
2018-11-16 16:55:49,782 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:49,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:49,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:49,783 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:49,783 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0009472370147705078sec | |
2018-11-16 16:55:49,798 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383743533, 'limit': 500} | |
2018-11-16 16:55:49,798 - run.py:79 - INFO - trades[0]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:49,798 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383743533, 'price': 5535.87, 'volume': 0.0014} | |
2018-11-16 16:55:49,798 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:49,799 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('22'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383748125} | |
2018-11-16 16:55:49,799 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:49,799 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:49,799 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:49,799 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:49,799 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0007927417755126953sec | |
2018-11-16 16:55:50,710 - run.py:77 - INFO - get 2 trades for bitmex {'since': 1542383748125, 'limit': 500} | |
2018-11-16 16:55:50,711 - run.py:79 - INFO - trades[0]: {'id': '931853a2-6b1c-2485-302a-5537ce56f8cc', 'info': {'timestamp': '2018-11-16T15:55:48.125Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 22, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '931853a2-6b1c-2485-302a-5537ce56f8cc', 'grossValue': 397760, 'homeNotional': 0.0039776, 'foreignNotional': 22}, 'timestamp': 1542383748125, 'datetime': '2018-11-16T15:55:48.125Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 22} | |
2018-11-16 16:55:50,711 - run.py:81 - INFO - trades[-1]: {'id': 'b9afc11e-a78f-fa75-73be-e314641da883', 'info': {'timestamp': '2018-11-16T15:55:49.826Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 1000, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'b9afc11e-a78f-fa75-73be-e314641da883', 'grossValue': 18080000, 'homeNotional': 0.1808, 'foreignNotional': 1000}, 'timestamp': 1542383749826, 'datetime': '2018-11-16T15:55:49.826Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 1000} | |
2018-11-16 16:55:50,711 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383749826, 'price': 5531.0, 'volume': 1000.0} | |
2018-11-16 16:55:50,712 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:50,712 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:50,712 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:50,712 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:50,713 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:50,713 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:50,713 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.001901388168334961sec | |
2018-11-16 16:55:50,782 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383748000, 'limit': 500} | |
2018-11-16 16:55:50,782 - run.py:79 - INFO - trades[0]: {'id': '77466137', 'info': {'date': '1542383748', 'tid': '77466137', 'price': '5532.91', 'type': '0', 'amount': '0.00594907'}, 'timestamp': 1542383748000, 'datetime': '2018-11-16T15:55:48.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.91, 'amount': 0.00594907, 'cost': 32.9156688937, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:50,783 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383748000, 'price': 5532.91, 'volume': 0.0059} | |
2018-11-16 16:55:50,783 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:50,783 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:50,783 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:50,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:50,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:50,783 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:50,783 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0010035037994384766sec | |
2018-11-16 16:55:50,784 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383750.784113, 'dt': '2018-11-16 16:55:50.784114'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:50,812 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383743533, 'limit': 500} | |
2018-11-16 16:55:50,812 - run.py:79 - INFO - trades[0]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:50,812 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383743533, 'price': 5535.87, 'volume': 0.0014} | |
2018-11-16 16:55:50,813 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:50,813 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:50,813 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:50,813 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:50,813 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:50,813 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:50,813 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0008480548858642578sec | |
2018-11-16 16:55:51,008 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:51,008 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:51,009 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:51,009 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:51,009 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:51,009 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:51,009 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:51,009 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:51,009 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:51,009 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0005536079406738281sec | |
2018-11-16 16:55:51,775 - run.py:77 - INFO - get 3 trades for bitstamp {'since': 1542383748000, 'limit': 500} | |
2018-11-16 16:55:51,775 - run.py:79 - INFO - trades[0]: {'id': '77466137', 'info': {'date': '1542383748', 'tid': '77466137', 'price': '5532.91', 'type': '0', 'amount': '0.00594907'}, 'timestamp': 1542383748000, 'datetime': '2018-11-16T15:55:48.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.91, 'amount': 0.00594907, 'cost': 32.9156688937, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:51,775 - run.py:81 - INFO - trades[-1]: {'id': '77466141', 'info': {'date': '1542383750', 'tid': '77466141', 'price': '5532.90', 'type': '0', 'amount': '0.00201400'}, 'timestamp': 1542383750000, 'datetime': '2018-11-16T15:55:50.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.002014, 'cost': 11.1432606, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:51,778 - run.py:77 - INFO - get 2 trades for gemini {'since': 1542383744475, 'limit': 500} | |
2018-11-16 16:55:51,778 - run.py:79 - INFO - trades[0]: {'id': '4817355106', 'order': None, 'info': {'timestamp': 1542383744, 'timestampms': 1542383744475, 'tid': 4817355106, 'price': '5536.63', 'amount': '0.0914396', 'exchange': 'gemini', 'type': 'sell'}, 'timestamp': 1542383744475, 'datetime': '2018-11-16T15:55:44.475Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5536.63, 'cost': 506.267232548, 'amount': 0.0914396, 'fee': None} | |
2018-11-16 16:55:51,778 - run.py:81 - INFO - trades[-1]: {'id': '4817355642', 'order': None, 'info': {'timestamp': 1542383751, 'timestampms': 1542383751641, 'tid': 4817355642, 'price': '5536.64', 'amount': '0.00352603', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383751641, 'datetime': '2018-11-16T15:55:51.641Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 19.5223587392, 'amount': 0.00352603, 'fee': None} | |
2018-11-16 16:55:51,778 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383750000, 'price': 5532.9, 'volume': 0.002} | |
2018-11-16 16:55:51,779 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:51,779 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:51,779 - theo_calculator.py:263 - INFO - found_eff_vol=11.14326060000000018073843533 | |
2018-11-16 16:55:51,779 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=11.14326060000000018073843533 | |
2018-11-16 16:55:51,779 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.002014000000000000165090163762 | |
2018-11-16 16:55:51,779 - theo_calculator.py:252 - INFO - eff_volume=59988.85673939999999981926156 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:51,780 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:51,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=31351.76784649562996120542376 | |
2018-11-16 16:55:51,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=5.668371726612842155476007778 | |
2018-11-16 16:55:51,780 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:51,780 - theo_calculator.py:290 - INFO - Trade theo=5531.000675079226373508768104, total_eff_vol_for_theo=31351.76784649562996120542376, total_vol_for_theo=5.668371726612842155476007778 | |
update theo in 0.0020825862884521484sec | |
2018-11-16 16:55:51,781 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383751641, 'price': 5536.64, 'volume': 0.0035} | |
2018-11-16 16:55:51,781 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:51,781 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:51,781 - theo_calculator.py:263 - INFO - found_eff_vol=19.52235873920000046879259443 | |
2018-11-16 16:55:51,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=19.52235873920000046879259443 | |
2018-11-16 16:55:51,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003526029999999999876153511380 | |
2018-11-16 16:55:51,782 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[1]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:51,782 - theo_calculator.py:263 - INFO - found_eff_vol=30.66561933920000064953102976 | |
2018-11-16 16:55:51,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=22.94536535812169592559537066 | |
2018-11-16 16:55:51,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004144694103620469373500556510 | |
2018-11-16 16:55:51,783 - theo_calculator.py:252 - INFO - eff_volume=59969.33438066079999935046897 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:51,783 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:51,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9647.081159944525383701475478 | |
2018-11-16 16:55:51,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.744180093594924697863082930 | |
2018-11-16 16:55:51,783 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:51,783 - theo_calculator.py:290 - INFO - Trade theo=5531.012075743252790159472170, total_eff_vol_for_theo=9647.081159944525383701475478, total_vol_for_theo=1.744180093594924697863082930 | |
update theo in 0.0025854110717773438sec | |
2018-11-16 16:55:51,792 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383743533, 'limit': 500} | |
2018-11-16 16:55:51,792 - run.py:79 - INFO - trades[0]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:51,793 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383743533, 'price': 5535.87, 'volume': 0.0014} | |
2018-11-16 16:55:51,793 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:51,793 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:51,793 - theo_calculator.py:263 - INFO - found_eff_vol=19.52235873920000046879259443 | |
2018-11-16 16:55:51,793 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=19.52235873920000046879259443 | |
2018-11-16 16:55:51,793 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003526029999999999876153511380 | |
2018-11-16 16:55:51,793 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[1]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:51,793 - theo_calculator.py:263 - INFO - found_eff_vol=30.66561933920000064953102976 | |
2018-11-16 16:55:51,793 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=22.94536535812169592559537066 | |
2018-11-16 16:55:51,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004144694103620469373500556510 | |
2018-11-16 16:55:51,794 - theo_calculator.py:252 - INFO - eff_volume=59969.33438066079999935046897 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:51,794 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:51,794 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9647.081159944525383701475478 | |
2018-11-16 16:55:51,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.744180093594924697863082930 | |
2018-11-16 16:55:51,794 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:51,794 - theo_calculator.py:290 - INFO - Trade theo=5531.012075743252790159472170, total_eff_vol_for_theo=9647.081159944525383701475478, total_vol_for_theo=1.744180093594924697863082930 | |
update theo in 0.001505136489868164sec | |
2018-11-16 16:55:51,794 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.012075743252790159472170'), 'base_price': None, 'timestamp': 1542383751.794644, 'dt': '2018-11-16 16:55:51.794645'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:52,712 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383749826, 'limit': 500} | |
2018-11-16 16:55:52,713 - run.py:79 - INFO - trades[0]: {'id': 'b9afc11e-a78f-fa75-73be-e314641da883', 'info': {'timestamp': '2018-11-16T15:55:49.826Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 1000, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'b9afc11e-a78f-fa75-73be-e314641da883', 'grossValue': 18080000, 'homeNotional': 0.1808, 'foreignNotional': 1000}, 'timestamp': 1542383749826, 'datetime': '2018-11-16T15:55:49.826Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 1000} | |
2018-11-16 16:55:52,713 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383749826, 'price': 5531.0, 'volume': 1000.0} | |
2018-11-16 16:55:52,714 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:52,714 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:52,714 - theo_calculator.py:263 - INFO - found_eff_vol=19.52235873920000046879259443 | |
2018-11-16 16:55:52,714 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=19.52235873920000046879259443 | |
2018-11-16 16:55:52,714 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003526029999999999876153511380 | |
2018-11-16 16:55:52,715 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[1]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:52,715 - theo_calculator.py:263 - INFO - found_eff_vol=30.66561933920000064953102976 | |
2018-11-16 16:55:52,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=22.94536535812169592559537066 | |
2018-11-16 16:55:52,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004144694103620469373500556510 | |
2018-11-16 16:55:52,716 - theo_calculator.py:252 - INFO - eff_volume=59969.33438066079999935046897 for trades[2]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:52,717 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:52,717 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=9647.081159944525383701475478 | |
2018-11-16 16:55:52,717 - theo_calculator.py:268 - INFO - total_vol_for_theo=1.744180093594924697863082930 | |
2018-11-16 16:55:52,717 - theo_calculator.py:276 - INFO - calculate_theo: processed 3 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:52,717 - theo_calculator.py:290 - INFO - Trade theo=5531.012075743252790159472170, total_eff_vol_for_theo=9647.081159944525383701475478, total_vol_for_theo=1.744180093594924697863082930 | |
update theo in 0.004487752914428711sec | |
2018-11-16 16:55:52,766 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383750000, 'limit': 500} | |
2018-11-16 16:55:52,766 - run.py:79 - INFO - trades[0]: {'id': '77466141', 'info': {'date': '1542383750', 'tid': '77466141', 'price': '5532.90', 'type': '0', 'amount': '0.00201400'}, 'timestamp': 1542383750000, 'datetime': '2018-11-16T15:55:50.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.002014, 'cost': 11.1432606, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:52,767 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383750000, 'price': 5532.9, 'volume': 0.002} | |
2018-11-16 16:55:52,767 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:52,767 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:52,767 - theo_calculator.py:263 - INFO - found_eff_vol=19.52235873920000046879259443 | |
2018-11-16 16:55:52,767 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=19.52235873920000046879259443 | |
2018-11-16 16:55:52,767 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003526029999999999876153511380 | |
2018-11-16 16:55:52,768 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[1]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:52,768 - theo_calculator.py:263 - INFO - found_eff_vol=30.66561933920000064953102976 | |
2018-11-16 16:55:52,768 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=22.94536535812169592559537066 | |
2018-11-16 16:55:52,768 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004144694103620469373500556510 | |
2018-11-16 16:55:52,768 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[2]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:52,768 - theo_calculator.py:263 - INFO - found_eff_vol=41.80887993920000083026946509 | |
2018-11-16 16:55:52,768 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=24.74369691273158503880558083 | |
2018-11-16 16:55:52,769 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004469719235939847860632741166 | |
2018-11-16 16:55:52,769 - theo_calculator.py:252 - INFO - eff_volume=59958.19112006079999916973053 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:52,769 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:52,769 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=5079.998629964774980104568631 | |
2018-11-16 16:55:52,769 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.9184554240003664244409551152 | |
2018-11-16 16:55:52,769 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:52,769 - theo_calculator.py:290 - INFO - Trade theo=5531.023604649917422527329142, total_eff_vol_for_theo=5079.998629964774980104568631, total_vol_for_theo=0.9184554240003664244409551152 | |
update theo in 0.0026540756225585938sec | |
2018-11-16 16:55:52,776 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383751641, 'limit': 500} | |
2018-11-16 16:55:52,776 - run.py:79 - INFO - trades[0]: {'id': '4817355642', 'order': None, 'info': {'timestamp': 1542383751, 'timestampms': 1542383751641, 'tid': 4817355642, 'price': '5536.64', 'amount': '0.00352603', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383751641, 'datetime': '2018-11-16T15:55:51.641Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 19.5223587392, 'amount': 0.00352603, 'fee': None} | |
2018-11-16 16:55:52,776 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383751641, 'price': 5536.64, 'volume': 0.0035} | |
2018-11-16 16:55:52,776 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:52,776 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[0]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:52,777 - theo_calculator.py:263 - INFO - found_eff_vol=19.52235873920000046879259443 | |
2018-11-16 16:55:52,777 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=19.52235873920000046879259443 | |
2018-11-16 16:55:52,777 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.003526029999999999876153511380 | |
2018-11-16 16:55:52,777 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[1]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:52,777 - theo_calculator.py:263 - INFO - found_eff_vol=39.04471747840000093758518886 | |
2018-11-16 16:55:52,777 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=25.84353147814455659567773582 | |
2018-11-16 16:55:52,777 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004667728347543736827277739445 | |
2018-11-16 16:55:52,777 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[2]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:52,777 - theo_calculator.py:263 - INFO - found_eff_vol=50.18797807840000111832362419 | |
2018-11-16 16:55:52,778 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=26.95187173629725919474346237 | |
2018-11-16 16:55:52,778 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004868046491401876803048319566 | |
2018-11-16 16:55:52,778 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:52,778 - theo_calculator.py:263 - INFO - found_eff_vol=61.33123867840000129906205952 | |
2018-11-16 16:55:52,778 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=27.53415610830596871200036093 | |
2018-11-16 16:55:52,778 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.004973286848539853190755149158 | |
2018-11-16 16:55:52,778 - theo_calculator.py:252 - INFO - eff_volume=59938.66876132159999870093794 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:52,778 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:52,778 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=1663.849496870902189858833750 | |
2018-11-16 16:55:52,778 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.3008176804053281773901464689 | |
2018-11-16 16:55:52,779 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:52,779 - theo_calculator.py:290 - INFO - Trade theo=5531.089444706161507043761489, total_eff_vol_for_theo=1663.849496870902189858833750, total_vol_for_theo=0.3008176804053281773901464689 | |
update theo in 0.0025243759155273438sec | |
2018-11-16 16:55:52,779 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.089444706161507043761489'), 'base_price': None, 'timestamp': 1542383752.779212, 'dt': '2018-11-16 16:55:52.779213'} because of gemini fetched new trades/orderbook | |
2018-11-16 16:55:52,809 - run.py:77 - INFO - get 2 trades for gdax {'since': 1542383743533, 'limit': 500} | |
2018-11-16 16:55:52,809 - run.py:79 - INFO - trades[0]: {'id': '53900413', 'order': None, 'info': {'time': '2018-11-16T15:55:43.533Z', 'trade_id': 53900413, 'price': '5535.87000000', 'size': '0.00136161', 'side': 'buy'}, 'timestamp': 1542383743533, 'datetime': '2018-11-16T15:55:43.533Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'sell', 'price': 5535.87, 'amount': 0.00136161, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:52,809 - run.py:81 - INFO - trades[-1]: {'id': '53900414', 'order': None, 'info': {'time': '2018-11-16T15:55:51.936Z', 'trade_id': 53900414, 'price': '5535.88000000', 'size': '0.14168268', 'side': 'sell'}, 'timestamp': 1542383751936, 'datetime': '2018-11-16T15:55:51.936Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.14168268, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:52,810 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383751936, 'price': 5535.88, 'volume': 0.1417} | |
2018-11-16 16:55:52,810 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:52,810 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:52,810 - theo_calculator.py:263 - INFO - found_eff_vol=784.3383145584000447070029679 | |
2018-11-16 16:55:52,810 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447070029679 | |
2018-11-16 16:55:52,810 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826010233 | |
2018-11-16 16:55:52,810 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[1]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:52,810 - theo_calculator.py:263 - INFO - found_eff_vol=803.8606732976000451757955623 | |
2018-11-16 16:55:52,810 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447074109499 | |
2018-11-16 16:55:52,810 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826747110 | |
2018-11-16 16:55:52,810 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:52,811 - theo_calculator.py:263 - INFO - found_eff_vol=823.3830320368000456445881567 | |
2018-11-16 16:55:52,811 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075430510 | |
2018-11-16 16:55:52,811 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826985704 | |
2018-11-16 16:55:52,811 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:52,811 - theo_calculator.py:263 - INFO - found_eff_vol=834.5262926368000458253265920 | |
2018-11-16 16:55:52,811 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075662133 | |
2018-11-16 16:55:52,811 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052827027567 | |
2018-11-16 16:55:52,811 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:52,811 - theo_calculator.py:263 - INFO - found_eff_vol=845.6695532368000460060650273 | |
2018-11-16 16:55:52,811 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075783820 | |
2018-11-16 16:55:52,811 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052827049560 | |
2018-11-16 16:55:52,811 - theo_calculator.py:252 - INFO - eff_volume=59154.33044676319995399393497 for trades[5]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:52,811 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:52,811 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447413269391 | |
2018-11-16 16:55:52,811 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052888066658 | |
2018-11-16 16:55:52,812 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:52,812 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139154440, total_eff_vol_for_theo=784.3383145584000447413269391, total_vol_for_theo=0.1416826800000000052888066658 | |
update theo in 0.001989126205444336sec | |
2018-11-16 16:55:52,812 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.880000000000109139154440'), 'base_price': None, 'timestamp': 1542383752.8121114, 'dt': '2018-11-16 16:55:52.812112'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:52,947 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:52,947 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:52,947 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:52,947 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:52,947 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:52,947 - theo_calculator.py:263 - INFO - found_eff_vol=784.3383145584000447070029679 | |
2018-11-16 16:55:52,948 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447070029679 | |
2018-11-16 16:55:52,948 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826010233 | |
2018-11-16 16:55:52,948 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[1]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:52,948 - theo_calculator.py:263 - INFO - found_eff_vol=803.8606732976000451757955623 | |
2018-11-16 16:55:52,948 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447074109499 | |
2018-11-16 16:55:52,948 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826747110 | |
2018-11-16 16:55:52,948 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:52,948 - theo_calculator.py:263 - INFO - found_eff_vol=823.3830320368000456445881567 | |
2018-11-16 16:55:52,948 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075430510 | |
2018-11-16 16:55:52,948 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826985704 | |
2018-11-16 16:55:52,948 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:52,948 - theo_calculator.py:263 - INFO - found_eff_vol=834.5262926368000458253265920 | |
2018-11-16 16:55:52,948 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075662133 | |
2018-11-16 16:55:52,948 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052827027567 | |
2018-11-16 16:55:52,948 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:52,949 - theo_calculator.py:263 - INFO - found_eff_vol=845.6695532368000460060650273 | |
2018-11-16 16:55:52,949 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075783820 | |
2018-11-16 16:55:52,949 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052827049560 | |
2018-11-16 16:55:52,949 - theo_calculator.py:252 - INFO - eff_volume=59154.33044676319995399393497 for trades[5]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:52,949 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:52,949 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447413269391 | |
2018-11-16 16:55:52,949 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052888066658 | |
2018-11-16 16:55:52,949 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:52,949 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139154440, total_eff_vol_for_theo=784.3383145584000447413269391, total_vol_for_theo=0.1416826800000000052888066658 | |
update theo in 0.001894235610961914sec | |
2018-11-16 16:55:53,777 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383750000, 'limit': 500} | |
2018-11-16 16:55:53,777 - run.py:79 - INFO - trades[0]: {'id': '77466141', 'info': {'date': '1542383750', 'tid': '77466141', 'price': '5532.90', 'type': '0', 'amount': '0.00201400'}, 'timestamp': 1542383750000, 'datetime': '2018-11-16T15:55:50.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.002014, 'cost': 11.1432606, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:53,778 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383750000, 'price': 5532.9, 'volume': 0.002} | |
2018-11-16 16:55:53,778 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:53,778 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:53,778 - theo_calculator.py:263 - INFO - found_eff_vol=784.3383145584000447070029679 | |
2018-11-16 16:55:53,779 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447070029679 | |
2018-11-16 16:55:53,779 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826010233 | |
2018-11-16 16:55:53,779 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[1]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:53,779 - theo_calculator.py:263 - INFO - found_eff_vol=803.8606732976000451757955623 | |
2018-11-16 16:55:53,779 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447074109499 | |
2018-11-16 16:55:53,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826747110 | |
2018-11-16 16:55:53,780 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:53,780 - theo_calculator.py:263 - INFO - found_eff_vol=823.3830320368000456445881567 | |
2018-11-16 16:55:53,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075430510 | |
2018-11-16 16:55:53,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826985704 | |
2018-11-16 16:55:53,780 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:53,781 - theo_calculator.py:263 - INFO - found_eff_vol=834.5262926368000458253265920 | |
2018-11-16 16:55:53,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075662133 | |
2018-11-16 16:55:53,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052827027567 | |
2018-11-16 16:55:53,781 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:53,782 - theo_calculator.py:263 - INFO - found_eff_vol=845.6695532368000460060650273 | |
2018-11-16 16:55:53,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075783820 | |
2018-11-16 16:55:53,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052827049560 | |
2018-11-16 16:55:53,782 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[5]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:53,782 - theo_calculator.py:263 - INFO - found_eff_vol=856.8128138368000461868034626 | |
2018-11-16 16:55:53,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447075847750 | |
2018-11-16 16:55:53,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052827061115 | |
2018-11-16 16:55:53,783 - theo_calculator.py:252 - INFO - eff_volume=59143.18718616319995381319654 for trades[6]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:53,783 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:53,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447253117821 | |
2018-11-16 16:55:53,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052859111390 | |
2018-11-16 16:55:53,783 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:53,783 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139254184, total_eff_vol_for_theo=784.3383145584000447253117821, total_vol_for_theo=0.1416826800000000052859111390 | |
update theo in 0.005757808685302734sec | |
2018-11-16 16:55:53,792 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383751936, 'limit': 500} | |
2018-11-16 16:55:53,792 - run.py:79 - INFO - trades[0]: {'id': '53900414', 'order': None, 'info': {'time': '2018-11-16T15:55:51.936Z', 'trade_id': 53900414, 'price': '5535.88000000', 'size': '0.14168268', 'side': 'sell'}, 'timestamp': 1542383751936, 'datetime': '2018-11-16T15:55:51.936Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.14168268, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:53,792 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383751936, 'price': 5535.88, 'volume': 0.1417} | |
2018-11-16 16:55:53,793 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:53,793 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:53,793 - theo_calculator.py:263 - INFO - found_eff_vol=784.3383145584000447070029679 | |
2018-11-16 16:55:53,793 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447070029679 | |
2018-11-16 16:55:53,793 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826010233 | |
2018-11-16 16:55:53,793 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:53,793 - theo_calculator.py:263 - INFO - found_eff_vol=1568.676629116800089414005936 | |
2018-11-16 16:55:53,793 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:53,793 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:53,793 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:53,794 - theo_calculator.py:263 - INFO - found_eff_vol=1588.198987856000089882798530 | |
2018-11-16 16:55:53,794 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:53,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:53,794 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[3]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:53,794 - theo_calculator.py:263 - INFO - found_eff_vol=1607.721346595200090351591124 | |
2018-11-16 16:55:53,794 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:53,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:53,794 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:53,794 - theo_calculator.py:263 - INFO - found_eff_vol=1618.864607195200090532329559 | |
2018-11-16 16:55:53,795 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:53,795 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:53,795 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[5]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:53,795 - theo_calculator.py:263 - INFO - found_eff_vol=1630.007867795200090713067994 | |
2018-11-16 16:55:53,795 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:53,795 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:53,795 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[6]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:53,795 - theo_calculator.py:263 - INFO - found_eff_vol=1641.151128395200090893806429 | |
2018-11-16 16:55:53,795 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:53,795 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:53,796 - theo_calculator.py:252 - INFO - eff_volume=58358.84887160479990910619357 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:53,796 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:53,796 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:53,796 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:53,796 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:53,796 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364211, total_eff_vol_for_theo=784.3383145584000447235501283, total_vol_for_theo=0.1416826800000000052855900983 | |
update theo in 0.0036988258361816406sec | |
2018-11-16 16:55:54,708 - run.py:77 - INFO - get 1 trades for bitmex {'since': 1542383749826, 'limit': 500} | |
2018-11-16 16:55:54,708 - run.py:79 - INFO - trades[0]: {'id': 'b9afc11e-a78f-fa75-73be-e314641da883', 'info': {'timestamp': '2018-11-16T15:55:49.826Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 1000, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'b9afc11e-a78f-fa75-73be-e314641da883', 'grossValue': 18080000, 'homeNotional': 0.1808, 'foreignNotional': 1000}, 'timestamp': 1542383749826, 'datetime': '2018-11-16T15:55:49.826Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 1000} | |
2018-11-16 16:55:54,708 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383749826, 'price': 5531.0, 'volume': 1000.0} | |
2018-11-16 16:55:54,708 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:54,708 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:54,708 - theo_calculator.py:263 - INFO - found_eff_vol=784.3383145584000447070029679 | |
2018-11-16 16:55:54,709 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447070029679 | |
2018-11-16 16:55:54,709 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826010233 | |
2018-11-16 16:55:54,709 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:54,709 - theo_calculator.py:263 - INFO - found_eff_vol=1568.676629116800089414005936 | |
2018-11-16 16:55:54,709 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,709 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,709 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,709 - theo_calculator.py:263 - INFO - found_eff_vol=1588.198987856000089882798530 | |
2018-11-16 16:55:54,709 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,709 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,710 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[3]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,710 - theo_calculator.py:263 - INFO - found_eff_vol=1607.721346595200090351591124 | |
2018-11-16 16:55:54,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,710 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,710 - theo_calculator.py:263 - INFO - found_eff_vol=1618.864607195200090532329559 | |
2018-11-16 16:55:54,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,710 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[5]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,710 - theo_calculator.py:263 - INFO - found_eff_vol=1630.007867795200090713067994 | |
2018-11-16 16:55:54,710 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,710 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,710 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[6]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,711 - theo_calculator.py:263 - INFO - found_eff_vol=1641.151128395200090893806429 | |
2018-11-16 16:55:54,711 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,711 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,711 - theo_calculator.py:252 - INFO - eff_volume=58358.84887160479990910619357 for trades[7]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:54,711 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:54,711 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,711 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,711 - theo_calculator.py:276 - INFO - calculate_theo: processed 8 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:54,711 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364211, total_eff_vol_for_theo=784.3383145584000447235501283, total_vol_for_theo=0.1416826800000000052855900983 | |
update theo in 0.0030050277709960938sec | |
2018-11-16 16:55:54,711 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.880000000000109139364211'), 'base_price': None, 'timestamp': 1542383754.71171, 'dt': '2018-11-16 16:55:54.711711'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:54,764 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383750000, 'limit': 500} | |
2018-11-16 16:55:54,764 - run.py:79 - INFO - trades[0]: {'id': '77466141', 'info': {'date': '1542383750', 'tid': '77466141', 'price': '5532.90', 'type': '0', 'amount': '0.00201400'}, 'timestamp': 1542383750000, 'datetime': '2018-11-16T15:55:50.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.002014, 'cost': 11.1432606, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:54,764 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383750000, 'price': 5532.9, 'volume': 0.002} | |
2018-11-16 16:55:54,765 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:54,765 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:54,765 - theo_calculator.py:263 - INFO - found_eff_vol=784.3383145584000447070029679 | |
2018-11-16 16:55:54,765 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447070029679 | |
2018-11-16 16:55:54,765 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826010233 | |
2018-11-16 16:55:54,765 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:54,765 - theo_calculator.py:263 - INFO - found_eff_vol=1568.676629116800089414005936 | |
2018-11-16 16:55:54,766 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,766 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,766 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,766 - theo_calculator.py:263 - INFO - found_eff_vol=1588.198987856000089882798530 | |
2018-11-16 16:55:54,766 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,766 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,766 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[3]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,767 - theo_calculator.py:263 - INFO - found_eff_vol=1607.721346595200090351591124 | |
2018-11-16 16:55:54,767 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,767 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,767 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,767 - theo_calculator.py:263 - INFO - found_eff_vol=1618.864607195200090532329559 | |
2018-11-16 16:55:54,767 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,767 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,768 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[5]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,768 - theo_calculator.py:263 - INFO - found_eff_vol=1630.007867795200090713067994 | |
2018-11-16 16:55:54,768 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,768 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,768 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[6]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,769 - theo_calculator.py:263 - INFO - found_eff_vol=1641.151128395200090893806429 | |
2018-11-16 16:55:54,769 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,769 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,769 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[7]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,769 - theo_calculator.py:263 - INFO - found_eff_vol=1652.294388995200091074544864 | |
2018-11-16 16:55:54,770 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,770 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,770 - theo_calculator.py:252 - INFO - eff_volume=58347.70561100479990892545514 for trades[8]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:54,770 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:54,771 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,771 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,771 - theo_calculator.py:276 - INFO - calculate_theo: processed 9 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:54,771 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364211, total_eff_vol_for_theo=784.3383145584000447235501283, total_vol_for_theo=0.1416826800000000052855900983 | |
update theo in 0.0069615840911865234sec | |
2018-11-16 16:55:54,778 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383751641, 'limit': 500} | |
2018-11-16 16:55:54,778 - run.py:79 - INFO - trades[0]: {'id': '4817355642', 'order': None, 'info': {'timestamp': 1542383751, 'timestampms': 1542383751641, 'tid': 4817355642, 'price': '5536.64', 'amount': '0.00352603', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383751641, 'datetime': '2018-11-16T15:55:51.641Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 19.5223587392, 'amount': 0.00352603, 'fee': None} | |
2018-11-16 16:55:54,779 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383751641, 'price': 5536.64, 'volume': 0.0035} | |
2018-11-16 16:55:54,779 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:54,779 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:54,779 - theo_calculator.py:263 - INFO - found_eff_vol=784.3383145584000447070029679 | |
2018-11-16 16:55:54,779 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447070029679 | |
2018-11-16 16:55:54,779 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826010233 | |
2018-11-16 16:55:54,779 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:54,779 - theo_calculator.py:263 - INFO - found_eff_vol=1568.676629116800089414005936 | |
2018-11-16 16:55:54,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,780 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[2]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,780 - theo_calculator.py:263 - INFO - found_eff_vol=1588.198987856000089882798530 | |
2018-11-16 16:55:54,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,780 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[3]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,780 - theo_calculator.py:263 - INFO - found_eff_vol=1607.721346595200090351591124 | |
2018-11-16 16:55:54,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,781 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[4]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,781 - theo_calculator.py:263 - INFO - found_eff_vol=1627.243705334400090820383718 | |
2018-11-16 16:55:54,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,781 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[5]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,781 - theo_calculator.py:263 - INFO - found_eff_vol=1638.386965934400091001122153 | |
2018-11-16 16:55:54,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,782 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[6]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,782 - theo_calculator.py:263 - INFO - found_eff_vol=1649.530226534400091181860588 | |
2018-11-16 16:55:54,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,782 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[7]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,782 - theo_calculator.py:263 - INFO - found_eff_vol=1660.673487134400091362599023 | |
2018-11-16 16:55:54,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,783 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[8]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,783 - theo_calculator.py:263 - INFO - found_eff_vol=1671.816747734400091543337458 | |
2018-11-16 16:55:54,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,783 - theo_calculator.py:252 - INFO - eff_volume=58328.18325226559990845666254 for trades[9]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:54,783 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:54,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,783 - theo_calculator.py:276 - INFO - calculate_theo: processed 10 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:54,783 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364211, total_eff_vol_for_theo=784.3383145584000447235501283, total_vol_for_theo=0.1416826800000000052855900983 | |
update theo in 0.004855632781982422sec | |
2018-11-16 16:55:54,793 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383751936, 'limit': 500} | |
2018-11-16 16:55:54,793 - run.py:79 - INFO - trades[0]: {'id': '53900414', 'order': None, 'info': {'time': '2018-11-16T15:55:51.936Z', 'trade_id': 53900414, 'price': '5535.88000000', 'size': '0.14168268', 'side': 'sell'}, 'timestamp': 1542383751936, 'datetime': '2018-11-16T15:55:51.936Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.14168268, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:54,793 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383751936, 'price': 5535.88, 'volume': 0.1417} | |
2018-11-16 16:55:54,793 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:54,793 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:54,793 - theo_calculator.py:263 - INFO - found_eff_vol=784.3383145584000447070029679 | |
2018-11-16 16:55:54,793 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447070029679 | |
2018-11-16 16:55:54,793 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826010233 | |
2018-11-16 16:55:54,793 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:54,794 - theo_calculator.py:263 - INFO - found_eff_vol=1568.676629116800089414005936 | |
2018-11-16 16:55:54,794 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,794 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:54,794 - theo_calculator.py:263 - INFO - found_eff_vol=2353.014943675200134121008904 | |
2018-11-16 16:55:54,794 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,794 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[3]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,794 - theo_calculator.py:263 - INFO - found_eff_vol=2372.537302414400134589801498 | |
2018-11-16 16:55:54,794 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,794 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,794 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[4]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,795 - theo_calculator.py:263 - INFO - found_eff_vol=2392.059661153600135058594092 | |
2018-11-16 16:55:54,795 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,795 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,795 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[5]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:54,795 - theo_calculator.py:263 - INFO - found_eff_vol=2411.582019892800135527386686 | |
2018-11-16 16:55:54,795 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,795 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,795 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[6]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,795 - theo_calculator.py:263 - INFO - found_eff_vol=2422.725280492800135708125121 | |
2018-11-16 16:55:54,795 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,795 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,795 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[7]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,796 - theo_calculator.py:263 - INFO - found_eff_vol=2433.868541092800135888863556 | |
2018-11-16 16:55:54,796 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,796 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,796 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[8]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,796 - theo_calculator.py:263 - INFO - found_eff_vol=2445.011801692800136069601991 | |
2018-11-16 16:55:54,796 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,796 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,796 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[9]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:54,796 - theo_calculator.py:263 - INFO - found_eff_vol=2456.155062292800136250340426 | |
2018-11-16 16:55:54,796 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,796 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,797 - theo_calculator.py:252 - INFO - eff_volume=57543.84493770719986374965957 for trades[10]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:54,797 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:54,797 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:54,797 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:54,797 - theo_calculator.py:276 - INFO - calculate_theo: processed 11 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:54,797 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364211, total_eff_vol_for_theo=784.3383145584000447235501283, total_vol_for_theo=0.1416826800000000052855900983 | |
update theo in 0.004185676574707031sec | |
2018-11-16 16:55:55,052 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:55,052 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:55,052 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:55,052 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:55,052 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,052 - theo_calculator.py:263 - INFO - found_eff_vol=784.3383145584000447070029679 | |
2018-11-16 16:55:55,052 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447070029679 | |
2018-11-16 16:55:55,052 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052826010233 | |
2018-11-16 16:55:55,052 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,053 - theo_calculator.py:263 - INFO - found_eff_vol=1568.676629116800089414005936 | |
2018-11-16 16:55:55,053 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,053 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,053 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,053 - theo_calculator.py:263 - INFO - found_eff_vol=2353.014943675200134121008904 | |
2018-11-16 16:55:55,053 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,053 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,053 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[3]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,053 - theo_calculator.py:263 - INFO - found_eff_vol=2372.537302414400134589801498 | |
2018-11-16 16:55:55,053 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,053 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,053 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[4]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,053 - theo_calculator.py:263 - INFO - found_eff_vol=2392.059661153600135058594092 | |
2018-11-16 16:55:55,054 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,054 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,054 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[5]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,054 - theo_calculator.py:263 - INFO - found_eff_vol=2411.582019892800135527386686 | |
2018-11-16 16:55:55,054 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,054 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,054 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[6]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,054 - theo_calculator.py:263 - INFO - found_eff_vol=2422.725280492800135708125121 | |
2018-11-16 16:55:55,054 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,054 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,054 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[7]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,054 - theo_calculator.py:263 - INFO - found_eff_vol=2433.868541092800135888863556 | |
2018-11-16 16:55:55,054 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,054 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,055 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[8]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,055 - theo_calculator.py:263 - INFO - found_eff_vol=2445.011801692800136069601991 | |
2018-11-16 16:55:55,055 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,055 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,055 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[9]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,055 - theo_calculator.py:263 - INFO - found_eff_vol=2456.155062292800136250340426 | |
2018-11-16 16:55:55,055 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,055 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,055 - theo_calculator.py:252 - INFO - eff_volume=57543.84493770719986374965957 for trades[10]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:55,055 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:55,055 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=784.3383145584000447235501283 | |
2018-11-16 16:55:55,055 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1416826800000000052855900983 | |
2018-11-16 16:55:55,055 - theo_calculator.py:276 - INFO - calculate_theo: processed 11 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:55,055 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364211, total_eff_vol_for_theo=784.3383145584000447235501283, total_vol_for_theo=0.1416826800000000052855900983 | |
update theo in 0.003515481948852539sec | |
2018-11-16 16:55:55,777 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383750000, 'limit': 500} | |
2018-11-16 16:55:55,778 - run.py:79 - INFO - trades[0]: {'id': '77466141', 'info': {'date': '1542383750', 'tid': '77466141', 'price': '5532.90', 'type': '0', 'amount': '0.00201400'}, 'timestamp': 1542383750000, 'datetime': '2018-11-16T15:55:50.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.002014, 'cost': 11.1432606, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:55,778 - run.py:81 - INFO - trades[-1]: {'id': '77466145', 'info': {'date': '1542383753', 'tid': '77466145', 'price': '5532.90', 'type': '0', 'amount': '0.15398460'}, 'timestamp': 1542383753000, 'datetime': '2018-11-16T15:55:53.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.1539846, 'cost': 851.98139334, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:55,778 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383753000, 'price': 5532.9, 'volume': 0.154} | |
2018-11-16 16:55:55,778 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:55,779 - theo_calculator.py:252 - INFO - eff_volume=851.9813933399999398508331794 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.1539845999999999992535748560840147547423839569091796875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383753000} | |
2018-11-16 16:55:55,779 - theo_calculator.py:263 - INFO - found_eff_vol=851.9813933399999398508331794 | |
2018-11-16 16:55:55,779 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398508331794 | |
2018-11-16 16:55:55,779 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992535748561 | |
2018-11-16 16:55:55,779 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,780 - theo_calculator.py:263 - INFO - found_eff_vol=1636.319707898399984557836147 | |
2018-11-16 16:55:55,780 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,780 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,780 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,780 - theo_calculator.py:263 - INFO - found_eff_vol=2420.658022456800029264839115 | |
2018-11-16 16:55:55,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,781 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,781 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,781 - theo_calculator.py:263 - INFO - found_eff_vol=3204.996337015200073971842083 | |
2018-11-16 16:55:55,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,782 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[4]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,782 - theo_calculator.py:263 - INFO - found_eff_vol=3224.518695754400074440634677 | |
2018-11-16 16:55:55,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,783 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[5]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,783 - theo_calculator.py:263 - INFO - found_eff_vol=3244.041054493600074909427271 | |
2018-11-16 16:55:55,783 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,783 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,783 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[6]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,783 - theo_calculator.py:263 - INFO - found_eff_vol=3263.563413232800075378219865 | |
2018-11-16 16:55:55,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,784 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[7]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,784 - theo_calculator.py:263 - INFO - found_eff_vol=3274.706673832800075558958300 | |
2018-11-16 16:55:55,784 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,784 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,784 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[8]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,785 - theo_calculator.py:263 - INFO - found_eff_vol=3285.849934432800075739696735 | |
2018-11-16 16:55:55,785 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,785 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,785 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[9]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,785 - theo_calculator.py:263 - INFO - found_eff_vol=3296.993195032800075920435170 | |
2018-11-16 16:55:55,785 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,786 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,786 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[10]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,786 - theo_calculator.py:263 - INFO - found_eff_vol=3308.136455632800076101173605 | |
2018-11-16 16:55:55,786 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,786 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,786 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[11]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,787 - theo_calculator.py:263 - INFO - found_eff_vol=3319.279716232800076281912040 | |
2018-11-16 16:55:55,787 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,787 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,787 - theo_calculator.py:252 - INFO - eff_volume=56680.72028376719992371808796 for trades[12]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:55,787 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:55,787 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,787 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,788 - theo_calculator.py:276 - INFO - calculate_theo: processed 13 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:55,788 - theo_calculator.py:290 - INFO - Trade theo=5532.899999999999636202120413, total_eff_vol_for_theo=851.9813933399999398511545543, total_vol_for_theo=0.1539845999999999992536329092 | |
update theo in 0.009622812271118164sec | |
2018-11-16 16:55:55,788 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5532.899999999999636202120413'), 'base_price': None, 'timestamp': 1542383755.788193, 'dt': '2018-11-16 16:55:55.788195'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:55,789 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383751641, 'limit': 500} | |
2018-11-16 16:55:55,789 - run.py:79 - INFO - trades[0]: {'id': '4817355642', 'order': None, 'info': {'timestamp': 1542383751, 'timestampms': 1542383751641, 'tid': 4817355642, 'price': '5536.64', 'amount': '0.00352603', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383751641, 'datetime': '2018-11-16T15:55:51.641Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 19.5223587392, 'amount': 0.00352603, 'fee': None} | |
2018-11-16 16:55:55,795 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383751936, 'limit': 500} | |
2018-11-16 16:55:55,795 - run.py:79 - INFO - trades[0]: {'id': '53900414', 'order': None, 'info': {'time': '2018-11-16T15:55:51.936Z', 'trade_id': 53900414, 'price': '5535.88000000', 'size': '0.14168268', 'side': 'sell'}, 'timestamp': 1542383751936, 'datetime': '2018-11-16T15:55:51.936Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.14168268, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:55,795 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383751641, 'price': 5536.64, 'volume': 0.0035} | |
2018-11-16 16:55:55,795 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:55,795 - theo_calculator.py:252 - INFO - eff_volume=851.9813933399999398508331794 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.1539845999999999992535748560840147547423839569091796875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383753000} | |
2018-11-16 16:55:55,795 - theo_calculator.py:263 - INFO - found_eff_vol=851.9813933399999398508331794 | |
2018-11-16 16:55:55,795 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398508331794 | |
2018-11-16 16:55:55,795 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992535748561 | |
2018-11-16 16:55:55,795 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,796 - theo_calculator.py:263 - INFO - found_eff_vol=1636.319707898399984557836147 | |
2018-11-16 16:55:55,796 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,796 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,796 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,796 - theo_calculator.py:263 - INFO - found_eff_vol=2420.658022456800029264839115 | |
2018-11-16 16:55:55,796 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,796 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,796 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,797 - theo_calculator.py:263 - INFO - found_eff_vol=3204.996337015200073971842083 | |
2018-11-16 16:55:55,797 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,797 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,797 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[4]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,797 - theo_calculator.py:263 - INFO - found_eff_vol=3224.518695754400074440634677 | |
2018-11-16 16:55:55,797 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,797 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,797 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[5]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,797 - theo_calculator.py:263 - INFO - found_eff_vol=3244.041054493600074909427271 | |
2018-11-16 16:55:55,797 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,797 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,798 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[6]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,798 - theo_calculator.py:263 - INFO - found_eff_vol=3263.563413232800075378219865 | |
2018-11-16 16:55:55,798 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,798 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,798 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[7]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,798 - theo_calculator.py:263 - INFO - found_eff_vol=3283.085771972000075847012459 | |
2018-11-16 16:55:55,798 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,798 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,798 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[8]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,798 - theo_calculator.py:263 - INFO - found_eff_vol=3294.229032572000076027750894 | |
2018-11-16 16:55:55,799 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,799 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,799 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[9]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,799 - theo_calculator.py:263 - INFO - found_eff_vol=3305.372293172000076208489329 | |
2018-11-16 16:55:55,799 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,799 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,799 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[10]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,799 - theo_calculator.py:263 - INFO - found_eff_vol=3316.515553772000076389227764 | |
2018-11-16 16:55:55,799 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,799 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,799 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[11]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,800 - theo_calculator.py:263 - INFO - found_eff_vol=3327.658814372000076569966199 | |
2018-11-16 16:55:55,800 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,800 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,800 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[12]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,800 - theo_calculator.py:263 - INFO - found_eff_vol=3338.802074972000076750704634 | |
2018-11-16 16:55:55,800 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,800 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,800 - theo_calculator.py:252 - INFO - eff_volume=56661.19792502799992324929537 for trades[13]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:55,800 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:55,800 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,800 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,800 - theo_calculator.py:276 - INFO - calculate_theo: processed 14 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:55,800 - theo_calculator.py:290 - INFO - Trade theo=5532.899999999999636202120413, total_eff_vol_for_theo=851.9813933399999398511545543, total_vol_for_theo=0.1539845999999999992536329092 | |
update theo in 0.00559234619140625sec | |
2018-11-16 16:55:55,801 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383751936, 'price': 5535.88, 'volume': 0.1417} | |
2018-11-16 16:55:55,801 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:55,801 - theo_calculator.py:252 - INFO - eff_volume=851.9813933399999398508331794 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.1539845999999999992535748560840147547423839569091796875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383753000} | |
2018-11-16 16:55:55,801 - theo_calculator.py:263 - INFO - found_eff_vol=851.9813933399999398508331794 | |
2018-11-16 16:55:55,801 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398508331794 | |
2018-11-16 16:55:55,801 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992535748561 | |
2018-11-16 16:55:55,801 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,801 - theo_calculator.py:263 - INFO - found_eff_vol=1636.319707898399984557836147 | |
2018-11-16 16:55:55,801 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,801 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,801 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,802 - theo_calculator.py:263 - INFO - found_eff_vol=2420.658022456800029264839115 | |
2018-11-16 16:55:55,802 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,802 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,802 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[3]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,802 - theo_calculator.py:263 - INFO - found_eff_vol=3204.996337015200073971842083 | |
2018-11-16 16:55:55,802 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,802 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,802 - theo_calculator.py:252 - INFO - eff_volume=784.3383145584000447070029679 for trades[4]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.141682680000000005282601023282040841877460479736328125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751936} | |
2018-11-16 16:55:55,802 - theo_calculator.py:263 - INFO - found_eff_vol=3989.334651573600118678845051 | |
2018-11-16 16:55:55,803 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,803 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,803 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[5]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,803 - theo_calculator.py:263 - INFO - found_eff_vol=4008.857010312800119147637645 | |
2018-11-16 16:55:55,803 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,803 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,803 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[6]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,803 - theo_calculator.py:263 - INFO - found_eff_vol=4028.379369052000119616430239 | |
2018-11-16 16:55:55,803 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,803 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,803 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[7]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,803 - theo_calculator.py:263 - INFO - found_eff_vol=4047.901727791200120085222833 | |
2018-11-16 16:55:55,803 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,804 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,804 - theo_calculator.py:252 - INFO - eff_volume=19.52235873920000046879259443 for trades[8]={'price': Decimal('5536.6400000000003274180926382541656494140625'), 'volume': Decimal('0.0035260299999999998761535113800391627592034637928009033203125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383751641} | |
2018-11-16 16:55:55,804 - theo_calculator.py:263 - INFO - found_eff_vol=4067.424086530400120554015427 | |
2018-11-16 16:55:55,804 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,804 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,804 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[9]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,804 - theo_calculator.py:263 - INFO - found_eff_vol=4078.567347130400120734753862 | |
2018-11-16 16:55:55,804 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,804 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,804 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[10]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,804 - theo_calculator.py:263 - INFO - found_eff_vol=4089.710607730400120915492297 | |
2018-11-16 16:55:55,804 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,804 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,805 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[11]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,805 - theo_calculator.py:263 - INFO - found_eff_vol=4100.853868330400121096230732 | |
2018-11-16 16:55:55,805 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,805 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,805 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[12]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,805 - theo_calculator.py:263 - INFO - found_eff_vol=4111.997128930400121276969167 | |
2018-11-16 16:55:55,805 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,805 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,805 - theo_calculator.py:252 - INFO - eff_volume=11.14326060000000018073843533 for trades[13]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.00201400000000000016509016376176077756099402904510498046875'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383750000} | |
2018-11-16 16:55:55,805 - theo_calculator.py:263 - INFO - found_eff_vol=4123.140389530400121457707602 | |
2018-11-16 16:55:55,805 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,805 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,805 - theo_calculator.py:252 - INFO - eff_volume=55876.85961046959987854229240 for trades[14]={'price': Decimal('5531'), 'volume': Decimal('1000'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383749826} | |
2018-11-16 16:55:55,806 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:55,806 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=851.9813933399999398511545543 | |
2018-11-16 16:55:55,806 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.1539845999999999992536329092 | |
2018-11-16 16:55:55,806 - theo_calculator.py:276 - INFO - calculate_theo: processed 15 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:55,806 - theo_calculator.py:290 - INFO - Trade theo=5532.899999999999636202120413, total_eff_vol_for_theo=851.9813933399999398511545543, total_vol_for_theo=0.1539845999999999992536329092 | |
update theo in 0.005211830139160156sec | |
2018-11-16 16:55:56,713 - run.py:77 - INFO - get 2 trades for bitmex {'since': 1542383749826, 'limit': 500} | |
2018-11-16 16:55:56,714 - run.py:79 - INFO - trades[0]: {'id': 'b9afc11e-a78f-fa75-73be-e314641da883', 'info': {'timestamp': '2018-11-16T15:55:49.826Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 1000, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'b9afc11e-a78f-fa75-73be-e314641da883', 'grossValue': 18080000, 'homeNotional': 0.1808, 'foreignNotional': 1000}, 'timestamp': 1542383749826, 'datetime': '2018-11-16T15:55:49.826Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 1000} | |
2018-11-16 16:55:56,714 - run.py:81 - INFO - trades[-1]: {'id': '04a18c03-3f75-3997-e909-611804ef17e5', 'info': {'timestamp': '2018-11-16T15:55:56.102Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 1800, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '04a18c03-3f75-3997-e909-611804ef17e5', 'grossValue': 32544000, 'homeNotional': 0.32544, 'foreignNotional': 1800}, 'timestamp': 1542383756102, 'datetime': '2018-11-16T15:55:56.102Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 1800} | |
2018-11-16 16:55:56,714 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383756102, 'price': 5531.0, 'volume': 1800.0} | |
2018-11-16 16:55:56,715 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:56,715 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:56,715 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:56,716 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:56,716 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:56,716 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:56,716 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0018923282623291016sec | |
2018-11-16 16:55:56,716 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383756.7167838, 'dt': '2018-11-16 16:55:56.716787'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:55:56,785 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383753000, 'limit': 500} | |
2018-11-16 16:55:56,785 - run.py:79 - INFO - trades[0]: {'id': '77466145', 'info': {'date': '1542383753', 'tid': '77466145', 'price': '5532.90', 'type': '0', 'amount': '0.15398460'}, 'timestamp': 1542383753000, 'datetime': '2018-11-16T15:55:53.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.1539846, 'cost': 851.98139334, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:56,785 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383753000, 'price': 5532.9, 'volume': 0.154} | |
2018-11-16 16:55:56,786 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:56,786 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:56,786 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:56,786 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:56,786 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:56,787 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:56,787 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0014579296112060547sec | |
2018-11-16 16:55:56,815 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383751936, 'limit': 500} | |
2018-11-16 16:55:56,815 - run.py:79 - INFO - trades[0]: {'id': '53900414', 'order': None, 'info': {'time': '2018-11-16T15:55:51.936Z', 'trade_id': 53900414, 'price': '5535.88000000', 'size': '0.14168268', 'side': 'sell'}, 'timestamp': 1542383751936, 'datetime': '2018-11-16T15:55:51.936Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.14168268, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:56,816 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383751936, 'price': 5535.88, 'volume': 0.1417} | |
2018-11-16 16:55:56,816 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:56,816 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:56,816 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:56,816 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:56,816 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:56,816 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:56,817 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0010471343994140625sec | |
2018-11-16 16:55:56,996 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:56,996 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:56,996 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:56,996 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:56,997 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:56,997 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:56,997 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:56,997 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:56,997 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:56,997 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0004947185516357422sec | |
2018-11-16 16:55:57,822 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383753000, 'limit': 500} | |
2018-11-16 16:55:57,823 - run.py:79 - INFO - trades[0]: {'id': '77466145', 'info': {'date': '1542383753', 'tid': '77466145', 'price': '5532.90', 'type': '0', 'amount': '0.15398460'}, 'timestamp': 1542383753000, 'datetime': '2018-11-16T15:55:53.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.1539846, 'cost': 851.98139334, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:57,828 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383751936, 'limit': 500} | |
2018-11-16 16:55:57,828 - run.py:79 - INFO - trades[0]: {'id': '53900414', 'order': None, 'info': {'time': '2018-11-16T15:55:51.936Z', 'trade_id': 53900414, 'price': '5535.88000000', 'size': '0.14168268', 'side': 'sell'}, 'timestamp': 1542383751936, 'datetime': '2018-11-16T15:55:51.936Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.14168268, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:57,829 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383753000, 'price': 5532.9, 'volume': 0.154} | |
2018-11-16 16:55:57,829 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:57,829 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:57,829 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:57,829 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:57,829 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:57,829 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:57,829 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0006160736083984375sec | |
2018-11-16 16:55:57,829 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000001'), 'base_price': None, 'timestamp': 1542383757.8297305, 'dt': '2018-11-16 16:55:57.829732'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:57,830 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383751936, 'price': 5535.88, 'volume': 0.1417} | |
2018-11-16 16:55:57,830 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:57,830 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:57,830 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:57,830 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:57,830 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:57,830 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:57,830 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0005686283111572266sec | |
2018-11-16 16:55:58,050 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383751641, 'limit': 500} | |
2018-11-16 16:55:58,050 - run.py:79 - INFO - trades[0]: {'id': '4817355642', 'order': None, 'info': {'timestamp': 1542383751, 'timestampms': 1542383751641, 'tid': 4817355642, 'price': '5536.64', 'amount': '0.00352603', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383751641, 'datetime': '2018-11-16T15:55:51.641Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 19.5223587392, 'amount': 0.00352603, 'fee': None} | |
2018-11-16 16:55:58,051 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383751641, 'price': 5536.64, 'volume': 0.0035} | |
2018-11-16 16:55:58,052 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:58,052 - theo_calculator.py:252 - INFO - eff_volume=60000 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:58,053 - theo_calculator.py:263 - INFO - found_eff_vol=60000 | |
2018-11-16 16:55:58,053 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=60000 | |
2018-11-16 16:55:58,053 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:55:58,054 - theo_calculator.py:276 - INFO - calculate_theo: processed 1 trades (found_eff_vol=60000 >= eff_max_vol=60000) | |
2018-11-16 16:55:58,054 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000001, total_eff_vol_for_theo=60000, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0032989978790283203sec | |
2018-11-16 16:55:58,780 - run.py:77 - INFO - get 2 trades for bitstamp {'since': 1542383753000, 'limit': 500} | |
2018-11-16 16:55:58,780 - run.py:79 - INFO - trades[0]: {'id': '77466145', 'info': {'date': '1542383753', 'tid': '77466145', 'price': '5532.90', 'type': '0', 'amount': '0.15398460'}, 'timestamp': 1542383753000, 'datetime': '2018-11-16T15:55:53.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'buy', 'price': 5532.9, 'amount': 0.1539846, 'cost': 851.98139334, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:58,780 - run.py:81 - INFO - trades[-1]: {'id': '77466151', 'info': {'date': '1542383757', 'tid': '77466151', 'price': '5532.90', 'type': '1', 'amount': '0.02720000'}, 'timestamp': 1542383757000, 'datetime': '2018-11-16T15:55:57.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.9, 'amount': 0.0272, 'cost': 150.49488, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:58,781 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383757000, 'price': 5532.9, 'volume': 0.0272} | |
2018-11-16 16:55:58,781 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:58,781 - theo_calculator.py:252 - INFO - eff_volume=150.4948799999999817198398366 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0271999999999999984845455713866613223217427730560302734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383757000} | |
2018-11-16 16:55:58,781 - theo_calculator.py:263 - INFO - found_eff_vol=150.4948799999999817198398366 | |
2018-11-16 16:55:58,781 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=150.4948799999999817198398366 | |
2018-11-16 16:55:58,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.02719999999999999848454557138 | |
2018-11-16 16:55:58,782 - theo_calculator.py:252 - INFO - eff_volume=59849.50512000000001828016016 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:58,782 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:58,782 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=160.2505274535261920584838659 | |
2018-11-16 16:55:58,782 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.02896381259329708948773559656 | |
2018-11-16 16:55:58,783 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:58,783 - theo_calculator.py:290 - INFO - Trade theo=5532.784295483666748857943414, total_eff_vol_for_theo=160.2505274535261920584838659, total_vol_for_theo=0.02896381259329708948773559656 | |
update theo in 0.002421140670776367sec | |
2018-11-16 16:55:58,783 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5532.784295483666748857943414'), 'base_price': None, 'timestamp': 1542383758.7835221, 'dt': '2018-11-16 16:55:58.783527'} because of bitstamp fetched new trades/orderbook | |
2018-11-16 16:55:58,788 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383751641, 'limit': 500} | |
2018-11-16 16:55:58,788 - run.py:79 - INFO - trades[0]: {'id': '4817355642', 'order': None, 'info': {'timestamp': 1542383751, 'timestampms': 1542383751641, 'tid': 4817355642, 'price': '5536.64', 'amount': '0.00352603', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383751641, 'datetime': '2018-11-16T15:55:51.641Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 19.5223587392, 'amount': 0.00352603, 'fee': None} | |
2018-11-16 16:55:58,789 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383751641, 'price': 5536.64, 'volume': 0.0035} | |
2018-11-16 16:55:58,789 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:58,789 - theo_calculator.py:252 - INFO - eff_volume=150.4948799999999817198398366 for trades[0]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0271999999999999984845455713866613223217427730560302734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383757000} | |
2018-11-16 16:55:58,789 - theo_calculator.py:263 - INFO - found_eff_vol=150.4948799999999817198398366 | |
2018-11-16 16:55:58,789 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=150.4948799999999817198398366 | |
2018-11-16 16:55:58,789 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.02719999999999999848454557138 | |
2018-11-16 16:55:58,790 - theo_calculator.py:252 - INFO - eff_volume=59849.50512000000001828016016 for trades[1]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:58,790 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:58,790 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=160.2505274535261920584838659 | |
2018-11-16 16:55:58,790 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.02896381259329708948773559656 | |
2018-11-16 16:55:58,790 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:58,790 - theo_calculator.py:290 - INFO - Trade theo=5532.784295483666748857943414, total_eff_vol_for_theo=160.2505274535261920584838659, total_vol_for_theo=0.02896381259329708948773559656 | |
update theo in 0.0017864704132080078sec | |
2018-11-16 16:55:58,807 - run.py:77 - INFO - get 3 trades for gdax {'since': 1542383751936, 'limit': 500} | |
2018-11-16 16:55:58,807 - run.py:79 - INFO - trades[0]: {'id': '53900414', 'order': None, 'info': {'time': '2018-11-16T15:55:51.936Z', 'trade_id': 53900414, 'price': '5535.88000000', 'size': '0.14168268', 'side': 'sell'}, 'timestamp': 1542383751936, 'datetime': '2018-11-16T15:55:51.936Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.14168268, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:58,807 - run.py:81 - INFO - trades[-1]: {'id': '53900416', 'order': None, 'info': {'time': '2018-11-16T15:55:58.558Z', 'trade_id': 53900416, 'price': '5535.88000000', 'size': '0.08642309', 'side': 'sell'}, 'timestamp': 1542383758558, 'datetime': '2018-11-16T15:55:58.558Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.08642309, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:58,808 - run.py:77 - INFO - get 2 trades for bitmex {'since': 1542383756102, 'limit': 500} | |
2018-11-16 16:55:58,809 - run.py:79 - INFO - trades[0]: {'id': '04a18c03-3f75-3997-e909-611804ef17e5', 'info': {'timestamp': '2018-11-16T15:55:56.102Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 1800, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '04a18c03-3f75-3997-e909-611804ef17e5', 'grossValue': 32544000, 'homeNotional': 0.32544, 'foreignNotional': 1800}, 'timestamp': 1542383756102, 'datetime': '2018-11-16T15:55:56.102Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 1800} | |
2018-11-16 16:55:58,809 - run.py:81 - INFO - trades[-1]: {'id': 'f0a11935-0160-53eb-ca72-fe527e35ed6e', 'info': {'timestamp': '2018-11-16T15:55:56.679Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 1050, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'f0a11935-0160-53eb-ca72-fe527e35ed6e', 'grossValue': 18984000, 'homeNotional': 0.18984, 'foreignNotional': 1050}, 'timestamp': 1542383756679, 'datetime': '2018-11-16T15:55:56.679Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 1050} | |
2018-11-16 16:55:58,809 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383758558, 'price': 5535.88, 'volume': 0.0864} | |
2018-11-16 16:55:58,809 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:58,809 - theo_calculator.py:252 - INFO - eff_volume=478.4278554691999766704085133 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.08642308999999999408192508099091355688869953155517578125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758558} | |
2018-11-16 16:55:58,809 - theo_calculator.py:263 - INFO - found_eff_vol=478.4278554691999766704085133 | |
2018-11-16 16:55:58,810 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554691999766704085133 | |
2018-11-16 16:55:58,810 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642308999999999408192508100 | |
2018-11-16 16:55:58,810 - theo_calculator.py:252 - INFO - eff_volume=200.9353381308000132206353257 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.03629691000000000167258207284248783253133296966552734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758155} | |
2018-11-16 16:55:58,810 - theo_calculator.py:263 - INFO - found_eff_vol=679.3631935999999898910438390 | |
2018-11-16 16:55:58,810 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975273878862351 | |
2018-11-16 16:55:58,810 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567959488376540 | |
2018-11-16 16:55:58,811 - theo_calculator.py:252 - INFO - eff_volume=150.4948799999999817198398366 for trades[2]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0271999999999999984845455713866613223217427730560302734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383757000} | |
2018-11-16 16:55:58,811 - theo_calculator.py:263 - INFO - found_eff_vol=829.8580735999999716108836756 | |
2018-11-16 16:55:58,811 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975286863114506 | |
2018-11-16 16:55:58,811 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567982955730288 | |
2018-11-16 16:55:58,811 - theo_calculator.py:252 - INFO - eff_volume=59170.14192640000002838911632 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('1800'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756102} | |
2018-11-16 16:55:58,812 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:58,812 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975287695248685 | |
2018-11-16 16:55:58,812 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567984460221663 | |
2018-11-16 16:55:58,812 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:58,812 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109130422778, total_eff_vol_for_theo=478.4278554693975287695248685, total_vol_for_theo=0.08642309000003567984460221663 | |
update theo in 0.0031719207763671875sec | |
2018-11-16 16:55:58,812 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.880000000000109130422778'), 'base_price': None, 'timestamp': 1542383758.8125737, 'dt': '2018-11-16 16:55:58.812576'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:55:58,813 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383756679, 'price': 5531.0, 'volume': 1050.0} | |
2018-11-16 16:55:58,813 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:58,813 - theo_calculator.py:252 - INFO - eff_volume=478.4278554691999766704085133 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.08642308999999999408192508099091355688869953155517578125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758558} | |
2018-11-16 16:55:58,813 - theo_calculator.py:263 - INFO - found_eff_vol=478.4278554691999766704085133 | |
2018-11-16 16:55:58,813 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554691999766704085133 | |
2018-11-16 16:55:58,813 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642308999999999408192508100 | |
2018-11-16 16:55:58,814 - theo_calculator.py:252 - INFO - eff_volume=200.9353381308000132206353257 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.03629691000000000167258207284248783253133296966552734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758155} | |
2018-11-16 16:55:58,814 - theo_calculator.py:263 - INFO - found_eff_vol=679.3631935999999898910438390 | |
2018-11-16 16:55:58,814 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975273878862351 | |
2018-11-16 16:55:58,814 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567959488376540 | |
2018-11-16 16:55:58,814 - theo_calculator.py:252 - INFO - eff_volume=150.4948799999999817198398366 for trades[2]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0271999999999999984845455713866613223217427730560302734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383757000} | |
2018-11-16 16:55:58,815 - theo_calculator.py:263 - INFO - found_eff_vol=829.8580735999999716108836756 | |
2018-11-16 16:55:58,815 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975286863114506 | |
2018-11-16 16:55:58,815 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567982955730288 | |
2018-11-16 16:55:58,815 - theo_calculator.py:252 - INFO - eff_volume=59170.14192640000002838911632 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('1050'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756679} | |
2018-11-16 16:55:58,815 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:58,815 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975287710800024 | |
2018-11-16 16:55:58,815 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567984488338349 | |
2018-11-16 16:55:58,816 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:58,816 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109130406902, total_eff_vol_for_theo=478.4278554693975287710800024, total_vol_for_theo=0.08642309000003567984488338349 | |
update theo in 0.003020763397216797sec | |
2018-11-16 16:55:58,968 - run.py:77 - INFO - get 1 trades for itbit {'since': 1542383675663, 'limit': 500} | |
2018-11-16 16:55:58,968 - run.py:79 - INFO - trades[0]: {'info': {'timestamp': '2018-11-16T15:54:35.6630000Z', 'matchNumber': 3816392, 'price': '5539.95000000', 'amount': '0.23260000'}, 'timestamp': 1542383675663, 'datetime': '2018-11-16T15:54:35.663Z', 'symbol': 'BTC/USD', 'id': '3816392', 'order': '3816392', 'type': None, 'side': None, 'price': 5539.95, 'amount': 0.2326} | |
2018-11-16 16:55:58,968 - theo_price_keeper.py:138 - INFO - exchange itbit last aggregated trade: {'timestamp': 1542383675663, 'price': 5539.95, 'volume': 0.2326} | |
2018-11-16 16:55:58,968 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:58,968 - theo_calculator.py:252 - INFO - eff_volume=478.4278554691999766704085133 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.08642308999999999408192508099091355688869953155517578125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758558} | |
2018-11-16 16:55:58,968 - theo_calculator.py:263 - INFO - found_eff_vol=478.4278554691999766704085133 | |
2018-11-16 16:55:58,969 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554691999766704085133 | |
2018-11-16 16:55:58,969 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642308999999999408192508100 | |
2018-11-16 16:55:58,969 - theo_calculator.py:252 - INFO - eff_volume=200.9353381308000132206353257 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.03629691000000000167258207284248783253133296966552734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758155} | |
2018-11-16 16:55:58,969 - theo_calculator.py:263 - INFO - found_eff_vol=679.3631935999999898910438390 | |
2018-11-16 16:55:58,969 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975273878862351 | |
2018-11-16 16:55:58,969 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567959488376540 | |
2018-11-16 16:55:58,969 - theo_calculator.py:252 - INFO - eff_volume=150.4948799999999817198398366 for trades[2]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0271999999999999984845455713866613223217427730560302734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383757000} | |
2018-11-16 16:55:58,969 - theo_calculator.py:263 - INFO - found_eff_vol=829.8580735999999716108836756 | |
2018-11-16 16:55:58,969 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975286863114506 | |
2018-11-16 16:55:58,969 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567982955730288 | |
2018-11-16 16:55:58,969 - theo_calculator.py:252 - INFO - eff_volume=59170.14192640000002838911632 for trades[3]={'price': Decimal('5531'), 'volume': Decimal('1050'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756679} | |
2018-11-16 16:55:58,969 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:58,969 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975287710800024 | |
2018-11-16 16:55:58,969 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567984488338349 | |
2018-11-16 16:55:58,970 - theo_calculator.py:276 - INFO - calculate_theo: processed 4 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:58,970 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109130406902, total_eff_vol_for_theo=478.4278554693975287710800024, total_vol_for_theo=0.08642309000003567984488338349 | |
update theo in 0.0014145374298095703sec | |
2018-11-16 16:55:59,788 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383757000, 'limit': 500} | |
2018-11-16 16:55:59,788 - run.py:79 - INFO - trades[0]: {'id': '77466151', 'info': {'date': '1542383757', 'tid': '77466151', 'price': '5532.90', 'type': '1', 'amount': '0.02720000'}, 'timestamp': 1542383757000, 'datetime': '2018-11-16T15:55:57.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.9, 'amount': 0.0272, 'cost': 150.49488, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:55:59,788 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383757000, 'price': 5532.9, 'volume': 0.0272} | |
2018-11-16 16:55:59,788 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:59,789 - theo_calculator.py:252 - INFO - eff_volume=478.4278554691999766704085133 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.08642308999999999408192508099091355688869953155517578125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758558} | |
2018-11-16 16:55:59,789 - theo_calculator.py:263 - INFO - found_eff_vol=478.4278554691999766704085133 | |
2018-11-16 16:55:59,789 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554691999766704085133 | |
2018-11-16 16:55:59,789 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642308999999999408192508100 | |
2018-11-16 16:55:59,789 - theo_calculator.py:252 - INFO - eff_volume=200.9353381308000132206353257 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.03629691000000000167258207284248783253133296966552734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758155} | |
2018-11-16 16:55:59,790 - theo_calculator.py:263 - INFO - found_eff_vol=679.3631935999999898910438390 | |
2018-11-16 16:55:59,790 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975273878862351 | |
2018-11-16 16:55:59,790 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567959488376540 | |
2018-11-16 16:55:59,790 - theo_calculator.py:252 - INFO - eff_volume=150.4948799999999817198398366 for trades[2]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0271999999999999984845455713866613223217427730560302734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383757000} | |
2018-11-16 16:55:59,790 - theo_calculator.py:263 - INFO - found_eff_vol=829.8580735999999716108836756 | |
2018-11-16 16:55:59,791 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975286863114506 | |
2018-11-16 16:55:59,791 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567982955730288 | |
2018-11-16 16:55:59,791 - theo_calculator.py:252 - INFO - eff_volume=150.4948799999999817198398366 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0271999999999999984845455713866613223217427730560302734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383757000} | |
2018-11-16 16:55:59,791 - theo_calculator.py:263 - INFO - found_eff_vol=980.3529535999999533307235122 | |
2018-11-16 16:55:59,791 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975286865292855 | |
2018-11-16 16:55:59,792 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567982959667372 | |
2018-11-16 16:55:59,792 - theo_calculator.py:252 - INFO - eff_volume=59019.64704640000004666927649 for trades[4]={'price': Decimal('5531'), 'volume': Decimal('1050'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756679} | |
2018-11-16 16:55:59,792 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:59,792 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554693975286865434708 | |
2018-11-16 16:55:59,792 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000003567982959923841 | |
2018-11-16 16:55:59,793 - theo_calculator.py:276 - INFO - calculate_theo: processed 5 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:59,793 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109131270808, total_eff_vol_for_theo=478.4278554693975286865434708, total_vol_for_theo=0.08642309000003567982959923841 | |
update theo in 0.004616975784301758sec | |
2018-11-16 16:55:59,811 - run.py:77 - INFO - get 1 trades for gdax {'since': 1542383758558, 'limit': 500} | |
2018-11-16 16:55:59,811 - run.py:79 - INFO - trades[0]: {'id': '53900416', 'order': None, 'info': {'time': '2018-11-16T15:55:58.558Z', 'trade_id': 53900416, 'price': '5535.88000000', 'size': '0.08642309', 'side': 'sell'}, 'timestamp': 1542383758558, 'datetime': '2018-11-16T15:55:58.558Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5535.88, 'amount': 0.08642309, 'fee': {'cost': None, 'currency': 'USD', 'rate': None}} | |
2018-11-16 16:55:59,811 - theo_price_keeper.py:138 - INFO - exchange gdax last aggregated trade: {'timestamp': 1542383758558, 'price': 5535.88, 'volume': 0.0864} | |
2018-11-16 16:55:59,812 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:55:59,812 - theo_calculator.py:252 - INFO - eff_volume=478.4278554691999766704085133 for trades[0]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.08642308999999999408192508099091355688869953155517578125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758558} | |
2018-11-16 16:55:59,812 - theo_calculator.py:263 - INFO - found_eff_vol=478.4278554691999766704085133 | |
2018-11-16 16:55:59,812 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554691999766704085133 | |
2018-11-16 16:55:59,812 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642308999999999408192508100 | |
2018-11-16 16:55:59,812 - theo_calculator.py:252 - INFO - eff_volume=478.4278554691999766704085133 for trades[1]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.08642308999999999408192508099091355688869953155517578125'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758558} | |
2018-11-16 16:55:59,812 - theo_calculator.py:263 - INFO - found_eff_vol=956.8557109383999533408170266 | |
2018-11-16 16:55:59,813 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554696764682015409949 | |
2018-11-16 16:55:59,813 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000008606739477371239 | |
2018-11-16 16:55:59,813 - theo_calculator.py:252 - INFO - eff_volume=200.9353381308000132206353257 for trades[2]={'price': Decimal('5535.8800000000001091393642127513885498046875'), 'volume': Decimal('0.03629691000000000167258207284248783253133296966552734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383758155} | |
2018-11-16 16:55:59,813 - theo_calculator.py:263 - INFO - found_eff_vol=1157.791049069199966561452352 | |
2018-11-16 16:55:59,813 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554696764682015411917 | |
2018-11-16 16:55:59,813 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000008606739477374793 | |
2018-11-16 16:55:59,813 - theo_calculator.py:252 - INFO - eff_volume=150.4948799999999817198398366 for trades[3]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0271999999999999984845455713866613223217427730560302734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383757000} | |
2018-11-16 16:55:59,814 - theo_calculator.py:263 - INFO - found_eff_vol=1308.285929069199948281292189 | |
2018-11-16 16:55:59,814 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554696764682015411917 | |
2018-11-16 16:55:59,814 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000008606739477374793 | |
2018-11-16 16:55:59,814 - theo_calculator.py:252 - INFO - eff_volume=150.4948799999999817198398366 for trades[4]={'price': Decimal('5532.899999999999636202119290828704833984375'), 'volume': Decimal('0.0271999999999999984845455713866613223217427730560302734375'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383757000} | |
2018-11-16 16:55:59,814 - theo_calculator.py:263 - INFO - found_eff_vol=1458.780809069199930001132026 | |
2018-11-16 16:55:59,814 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554696764682015411917 | |
2018-11-16 16:55:59,814 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000008606739477374793 | |
2018-11-16 16:55:59,815 - theo_calculator.py:252 - INFO - eff_volume=58541.21919093080006999886797 for trades[5]={'price': Decimal('5531'), 'volume': Decimal('1050'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383756679} | |
2018-11-16 16:55:59,815 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:55:59,815 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=478.4278554696764682015411917 | |
2018-11-16 16:55:59,815 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.08642309000008606739477374793 | |
2018-11-16 16:55:59,815 - theo_calculator.py:276 - INFO - calculate_theo: processed 6 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:55:59,815 - theo_calculator.py:290 - INFO - Trade theo=5535.880000000000109139364214, total_eff_vol_for_theo=478.4278554696764682015411917, total_vol_for_theo=0.08642309000008606739477374793 | |
update theo in 0.004019498825073242sec | |
2018-11-16 16:55:59,815 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5535.880000000000109139364214'), 'base_price': None, 'timestamp': 1542383759.815858, 'dt': '2018-11-16 16:55:59.815859'} because of gdax fetched new trades/orderbook | |
2018-11-16 16:56:00,729 - run.py:77 - INFO - get 10 trades for bitmex {'since': 1542383756679, 'limit': 500} | |
2018-11-16 16:56:00,729 - run.py:79 - INFO - trades[0]: {'id': 'f0a11935-0160-53eb-ca72-fe527e35ed6e', 'info': {'timestamp': '2018-11-16T15:55:56.679Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 1050, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': 'f0a11935-0160-53eb-ca72-fe527e35ed6e', 'grossValue': 18984000, 'homeNotional': 0.18984, 'foreignNotional': 1050}, 'timestamp': 1542383756679, 'datetime': '2018-11-16T15:55:56.679Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 1050} | |
2018-11-16 16:56:00,729 - run.py:81 - INFO - trades[-1]: {'id': '72f6f585-d357-10fa-a067-20dc1f3a2fd6', 'info': {'timestamp': '2018-11-16T15:55:59.992Z', 'symbol': 'XBTUSD', 'side': 'Sell', 'size': 4391, 'price': 5531, 'tickDirection': 'ZeroMinusTick', 'trdMatchID': '72f6f585-d357-10fa-a067-20dc1f3a2fd6', 'grossValue': 79389280, 'homeNotional': 0.7938928, 'foreignNotional': 4391}, 'timestamp': 1542383759992, 'datetime': '2018-11-16T15:55:59.992Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5531, 'amount': 4391} | |
2018-11-16 16:56:00,729 - theo_price_keeper.py:138 - INFO - exchange bitmex last aggregated trade: {'timestamp': 1542383759992, 'price': 5531.0, 'volume': 10.8479} | |
2018-11-16 16:56:00,730 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:56:00,730 - theo_calculator.py:252 - INFO - eff_volume=59999.99999999999999999999999 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383759992} | |
2018-11-16 16:56:00,730 - theo_calculator.py:263 - INFO - found_eff_vol=59999.99999999999999999999999 | |
2018-11-16 16:56:00,730 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=59999.99999999999999999999999 | |
2018-11-16 16:56:00,730 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:56:00,730 - theo_calculator.py:252 - INFO - eff_volume=1E-23 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('40'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383759659} | |
2018-11-16 16:56:00,731 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:56:00,731 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=59999.99999999999999999999999 | |
2018-11-16 16:56:00,731 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:56:00,731 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:56:00,731 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000000, total_eff_vol_for_theo=59999.99999999999999999999999, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0017762184143066406sec | |
2018-11-16 16:56:00,731 - run.py:205 - INFO - publish new theo_base_price {'theo_price': Decimal('5531.000000000000000000000000'), 'base_price': None, 'timestamp': 1542383760.731606, 'dt': '2018-11-16 16:56:00.731608'} because of bitmex fetched new trades/orderbook | |
2018-11-16 16:56:00,786 - run.py:77 - INFO - get 1 trades for bitstamp {'since': 1542383757000, 'limit': 500} | |
2018-11-16 16:56:00,786 - run.py:79 - INFO - trades[0]: {'id': '77466151', 'info': {'date': '1542383757', 'tid': '77466151', 'price': '5532.90', 'type': '1', 'amount': '0.02720000'}, 'timestamp': 1542383757000, 'datetime': '2018-11-16T15:55:57.000Z', 'symbol': 'BTC/USD', 'order': None, 'type': None, 'side': 'sell', 'price': 5532.9, 'amount': 0.0272, 'cost': 150.49488, 'fee': {'cost': None, 'currency': 'USD'}} | |
2018-11-16 16:56:00,786 - theo_price_keeper.py:138 - INFO - exchange bitstamp last aggregated trade: {'timestamp': 1542383757000, 'price': 5532.9, 'volume': 0.0272} | |
2018-11-16 16:56:00,787 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:56:00,787 - theo_calculator.py:252 - INFO - eff_volume=59999.99999999999999999999999 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383759992} | |
2018-11-16 16:56:00,787 - theo_calculator.py:263 - INFO - found_eff_vol=59999.99999999999999999999999 | |
2018-11-16 16:56:00,787 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=59999.99999999999999999999999 | |
2018-11-16 16:56:00,787 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:56:00,787 - theo_calculator.py:252 - INFO - eff_volume=1E-23 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('40'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383759659} | |
2018-11-16 16:56:00,788 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:56:00,788 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=59999.99999999999999999999999 | |
2018-11-16 16:56:00,788 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:56:00,788 - theo_calculator.py:276 - INFO - calculate_theo: processed 2 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000) | |
2018-11-16 16:56:00,788 - theo_calculator.py:290 - INFO - Trade theo=5531.000000000000000000000000, total_eff_vol_for_theo=59999.99999999999999999999999, total_vol_for_theo=10.84794792984993672030374254 | |
update theo in 0.0021483898162841797sec | |
2018-11-16 16:56:00,790 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383751641, 'limit': 500} | |
2018-11-16 16:56:00,790 - run.py:79 - INFO - trades[0]: {'id': '4817355642', 'order': None, 'info': {'timestamp': 1542383751, 'timestampms': 1542383751641, 'tid': 4817355642, 'price': '5536.64', 'amount': '0.00352603', 'exchange': 'gemini', 'type': 'buy'}, 'timestamp': 1542383751641, 'datetime': '2018-11-16T15:55:51.641Z', 'symbol': 'BTC/USD', 'type': None, 'side': 'buy', 'price': 5536.64, 'cost': 19.5223587392, 'amount': 0.00352603, 'fee': None} | |
2018-11-16 16:56:00,790 - theo_price_keeper.py:138 - INFO - exchange gemini last aggregated trade: {'timestamp': 1542383751641, 'price': 5536.64, 'volume': 0.0035} | |
2018-11-16 16:56:00,791 - theo_calculator.py:239 - INFO - calculate_theo: START | |
2018-11-16 16:56:00,791 - theo_calculator.py:252 - INFO - eff_volume=59999.99999999999999999999999 for trades[0]={'price': Decimal('5531'), 'volume': Decimal('10.84794792984993672030374254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383759992} | |
2018-11-16 16:56:00,791 - theo_calculator.py:263 - INFO - found_eff_vol=59999.99999999999999999999999 | |
2018-11-16 16:56:00,791 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=59999.99999999999999999999999 | |
2018-11-16 16:56:00,791 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:56:00,791 - theo_calculator.py:252 - INFO - eff_volume=1E-23 for trades[1]={'price': Decimal('5531.5'), 'volume': Decimal('40'), 'token': None, 'aggregatedCap': 1, 'timestamp': 1542383759659} | |
2018-11-16 16:56:00,792 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000 | |
2018-11-16 16:56:00,792 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=59999.99999999999999999999999 | |
2018-11-16 16:56:00,792 - theo_calculator.py:268 - INFO - total_vol_for_theo=10.84794792984993672030374254 | |
2018-11-16 16:56:00,792 - theo_calculator.py:276 - INFO - calculate_th |
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