Untitled

{'strategy': 'V', 'op': 'restart', 'markets': [{'params': {'daily_volume': 40000.0, 'left_bound': 0.2, 'right_bound': 0.8, 'history_mode': True, 'tight_spread': False, 'threshold': 1.0, 'smart_spread_size': 0.0, 'smart_daily_volume': 0.0, 'close_candles': True, 'tight_min_base': 0, 'tight_min_quote': 0, 'buy_ratio': 0.6, 'bbo_trade': False}, 'client': {'exchange_name': 'kucoin', 'symbol': 'PAXG_BTC', 'decimals': [6, 4], 'strategy': 'V', 'extra_args': {}}}], 'params': {'daily_volume': 40000.0, 'left_bound': 0.25, 'right_bound': 0.7, 'history_mode': True, 'tight_spread': False, 'threshold': 1.0, 'smart_spread_size': 0.0, 'smart_daily_volume': 0.0, 'close_candles': True, 'tight_min_base': 0, 'tight_min_quote': 0, 'buy_ratio': 0.5, 'bbo_trade': False}, 'symbol': ['PAXG_BTC', 'kucoin', 'spot'], 'group': 'PAXG'}

launch

{'strategy': 'V', 'op': 'restart', 'markets': [{'params': {'daily_volume': 40000.0, 'left_bound': 0.2, 'right_bound': 0.8, 'history_mode': True, 'tight_spread': False, 'threshold': 1.0, 'smart_spread_size': 0.0, 'smart_daily_volume': 0.0, 'close_candles': True, 'tight_min_base': 0, 'tight_min_quote': 0, 'buy_ratio': 0.6, 'bbo_trade': False}, 'client': {'exchange_name': 'kucoin', 'symbol': 'PAXG_BTC', 'decimals': [6, 4], 'strategy': 'V', 'extra_args': {}}}], 'params': {'daily_volume': 40000.0, 'left_bound': 0.25, 'right_bound': 0.7, 'history_mode': True, 'tight_spread': False, 'threshold': 1.0, 'smart_spread_size': 0.0, 'smart_daily_volume': 0.0, 'close_candles': True, 'tight_min_base': 0, 'tight_min_quote': 0, 'buy_ratio': 0.5, 'bbo_trade': False}, 'symbol': ['PAXG_BTC', 'kucoin', 'spot'], 'group': 'PAXG'}

{'exchange_name': 'kucoin', 'symbol': 'PAXG_BTC', 'decimals': [6, 4], 'strategy': 'V', 'extra_args': {}}

kucoin

PAXG_BTC

[6, 4]

V

{}

Exchange precision: [6, 4]

client created

bounds DEBUG 0.2 0.8

symbol add_market: kucoin -> BTC

TargetPriceFetching only usdt: False

init quotes/usdt: {'BTC': {'ts': 1748507522693, 'price': 108199.99}, 'ETH': {'ts': 1748507522700, 'price': 2720.3}}

market.min_notional: 5

min_quote_size: 1e-05

1748507522905 alert {'op': 'start'}

 

1748507522.9053335

1748507522973 book {'ask_price': 0.030638, 'bid_price': 0.030431}

 

1748507522973 balance {'base': 0.0152, 'quote': 0.00072758}

 

1748507523063 public_trades []

 

1748507523072 private_trades []

 

started

[]

1748507523168 fees {'taker': 0.1, 'maker': 0.1}

 

fetching kline history

kline history len = 288

klines done

len: 103

0.0

book time before: 1748507523258.755

balances: 0.0152 0.00072758

spread: 0.0068022739969109125 kucoin

TargetPriceFetching get_quote_in_price: BTC

quote_price: 108199.99

info book: {'ask_price': 0.030638, 'bid_price': 0.030431}

mm_info_t - book_t: 1748507523303

delta now - mm_info_t: 1748507523348

lines len: 140

0.030605461315540376

target: 0.030605461315540376 (clip inside (0.03029940670238497; 0.03091151592869578))

mean_vol (USDT): 0.9350309189839692

mean_vol (BTC or ETH): 8.641691362300211e-06

unrounded: 0.030536006109219853

qty: 0.0003477048823712848 btc-eth --> 1.1488151561961268 usdt

iteration: 0.0003477048823712848, 0.030536, 0.5155050609378224

price/bid*/ask* 0.030536 0.030432 0.030636999999999998

kucoin {'ask_price': 0.030638, 'bid_price': 0.030431}

proceeding <class 'kucoin_connector.Kucoin'>

new_limit buy {'orderId': '68381b8308be930007bc1c50'}

new_limit sell {'orderId': '68381b833c90fd0007f23607'}

{'cancelledOrderIds': ['68381b833c90fd0007f23607']}

1748507529.1351948

1748507529185 private_trades []

 

1748507529186 public_trades [{'price': 0.030536, 'quantity': 0.0003, 'side': 'sell', 'timestamp': 1748507523480}]

 

1748507529228 book {'ask_price': 0.030638, 'bid_price': 0.03043}

 

1748507529228 balance {'base': 0.0155, 'quote': 0.00071841}

 

started

[]

1748507529308 fees {'taker': 0.1, 'maker': 0.1}

 

fetching kline history

klines done

len: 103

0.32036924362182617

book time before: 1748507529310.5923

balances: 0.0155 0.00071841

spread: 0.006835359842261024 kucoin

TargetPriceFetching get_quote_in_price: BTC

quote_price: 108200.02

info book: {'ask_price': 0.030638, 'bid_price': 0.03043}

mm_info_t - book_t: 1748507529358

delta now - mm_info_t: 1748507529406

lines len: 5

0.03060546310374786

target: 0.03060546310374786 (clip inside (0.03029940847271038; 0.03091151773478534))

mean_vol (USDT): 0.9949419486395522

mean_vol (BTC or ETH): 9.195395237815596e-06

unrounded: 0.030537287259175483

qty: 0.0004639324197018314 btc-eth --> 1.5328809686491343 usdt

iteration: 0.0004639324197018314, 0.030537, 0.5155050609378344

price/bid*/ask* 0.030536 0.030431 0.030636999999999998

kucoin {'ask_price': 0.030638, 'bid_price': 0.03043}

proceeding <class 'kucoin_connector.Kucoin'>

new_limit buy {'orderId': '68381b893ef0ac0007d6418b'}

new_limit sell {'orderId': '68381b89ac47960007a176f9'}

{'cancelledOrderIds': []}

1748507537.366859

1748507537414 public_trades [{'price': 0.030536, 'quantity': 0.0005, 'side': 'sell', 'timestamp': 1748507529459}]

 

1748507537426 private_trades [{'price': 0.030536, 'quantity': 0.0005, 'side': 'buy', 'timestamp': 1748507529459}, {'price': 0.030536, 'quantity': 0.0005, 'side': 'sell', 'timestamp': 1748507529459}]

 

1748507537441 book {'ask_price': 0.030638, 'bid_price': 0.03043}

 

1748507537441 balance {'base': 0.0155, 'quote': 0.00071838}

 

started

[]

1748507537525 fees {'taker': 0.1, 'maker': 0.1}

 

fetching kline history

klines done

len: 103

0.33851170539855957

book time before: 1748507537525.7166

balances: 0.0155 0.00071838

spread: 0.006835359842261024 kucoin

TargetPriceFetching get_quote_in_price: BTC

quote_price: 108212.99

info book: {'ask_price': 0.030638, 'bid_price': 0.03043}

mm_info_t - book_t: 1748507537570

delta now - mm_info_t: 1748507537615

lines len: 8

0.0306036380197978

target: 0.0306036380197978 (clip inside (0.03029760163959982; 0.03090967439999578))

mean_vol (USDT): 0.9983347011810982

mean_vol (BTC or ETH): 9.225645656599066e-06

unrounded: 0.030538440508342396

qty: 0.0004357183189307434 btc-eth --> 1.4398783682421072 usdt

iteration: 0.0004357183189307434, 0.030538, 0.5155050609378344

price/bid*/ask* 0.030538 0.030431 0.030636999999999998

kucoin {'ask_price': 0.030638, 'bid_price': 0.03043}

proceeding <class 'kucoin_connector.Kucoin'>

new_limit buy {'orderId': '68381b91851ccd000762f209'}

new_limit sell {'orderId': '68381b911c60c700074d6863'}

{'cancelledOrderIds': []}

1748507542.7149794

1748507542739 public_trades [{'price': 0.030538, 'quantity': 0.0004, 'side': 'buy', 'timestamp': 1748507537668}]

 

1748507542759 private_trades [{'price': 0.030538, 'quantity': 0.0004, 'side': 'sell', 'timestamp': 1748507537668}, {'price': 0.030538, 'quantity': 0.0004, 'side': 'buy', 'timestamp': 1748507537668}]

 

1748507542779 book {'ask_price': 0.030537, 'bid_price': 0.030431}

 

1748507542779 balance {'base': 0.0155, 'quote': 0.00071835}

 

started

[]

1748507542885 fees {'taker': 0.1, 'maker': 0.1}

 

fetching kline history

klines done

len: 103

0.3441736102104187

book time before: 1748507542885.4688

balances: 0.0155 0.00071835

spread: 0.0034832900660510813 kucoin

TargetPriceFetching get_quote_in_price: BTC

quote_price: 108212.99

info book: {'ask_price': 0.030537, 'bid_price': 0.030431}

mm_info_t - book_t: 1748507542921

delta now - mm_info_t: 1748507542958

lines len: 4

0.03060628488317345

target: 0.03060628488317345 (clip inside (0.030300222034341715; 0.030912347732005182))

mean_vol (USDT): 0.9993935123929847

mean_vol (BTC or ETH): 9.235430167792097e-06

unrounded: 0.03048521514945164

qty: 0.0007197589662941876 btc-eth --> 2.3743934205237696 usdt

iteration: 0.0007197589662941876, 0.030485, 0.5155050609378224

price/bid*/ask* 0.030485 0.030432 0.030536

kucoin {'ask_price': 0.030537, 'bid_price': 0.030431}

proceeding <class 'kucoin_connector.Kucoin'>

new_limit sell {'orderId': '68381b9623f7b60007da77a7'}

new_limit buy {'orderId': '68381b969d4fc60007f3ecef'}

{'cancelledOrderIds': []}

1748507547.0754569