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20260504_123000_BTC_1_v8.6_dryrun_paperfill.jsonl

BTC 15m btc-updown-15m-1777897800

Winner: UP

Strategy

v8.6

Question

Bitcoin Up or Down - May 4, 8:30AM-8:45AM ET

Run Note

v86-david

Mode

paper-fill

Inferred P&L

$13.76

Guaranteed P&L

$13.76

Winner

BTC Move

25.3

Total Cost

93.0912

Fills

112

Orders

203

Fees Paid

$0.00

0 takers

Position evolution

taker buy taker sell

PSum & Guaranteed P&L

taker buy taker sell

Trade Log (112) Fills by Price (58) Per Minute (7) Event Log (954)

t	Side	Outcome	Price	Size	USDC	Fee	UP shares	DN shares	UP avg	DN avg	PSum	Net cost
0s	BUY	Up	$0.470	5.00	$2.35	--	5	0	$0.470	--	--	$2.35
9s	BUY	Up	$0.430	5.00	$2.15	--	10	0	$0.450	--	--	$4.50
10s	BUY	Up	$0.370	5.00	$1.85	--	15	0	$0.423	--	--	$6.35
23s	BUY	Up	$0.340	5.52	$1.88	--	21	0	$0.401	--	--	$8.23
23s	BUY	Up	$0.340	4.48	$1.52	--	25	0	$0.390	--	--	$9.75
43s	BUY	Up	$0.420	5.63	$2.37	--	31	0	$0.396	--	--	$12.12
43s	BUY	Up	$0.420	4.37	$1.83	--	35	0	$0.399	--	--	$13.95
46s	BUY	Up	$0.350	5.00	$1.75	--	40	0	$0.393	--	--	$15.70
86s	BUY	Up	$0.320	5.00	$1.60	--	45	0	$0.384	--	--	$17.30
127s	BUY	Down	$0.460	5.00	$2.30	--	45	5	$0.384	$0.460	0.844	$19.60
128s	BUY	Down	$0.420	6.19	$2.60	--	45	11	$0.384	$0.438	0.822	$22.20
128s	BUY	Down	$0.420	3.81	$1.60	--	45	15	$0.384	$0.433	0.818	$23.80
132s	BUY	Down	$0.410	5.66	$2.32	--	45	21	$0.384	$0.427	0.811	$26.12
133s	SELL	Up	$0.600	5.00	$3.00	--	40	21	$0.357	$0.427	0.784	$23.12
133s	BUY	Down	$0.410	4.34	$1.78	--	40	25	$0.357	$0.424	0.781	$24.90
143s	SELL	Up	$0.610	5.00	$3.05	--	35	25	$0.321	$0.424	0.745	$21.85
143s	BUY	Down	$0.390	5.00	$1.95	--	35	30	$0.321	$0.418	0.740	$23.80
144s	BUY	Down	$0.380	5.00	$1.90	--	35	35	$0.321	$0.413	0.734	$25.70
149s	BUY	Up	$0.470	5.00	$2.35	--	40	35	$0.340	$0.413	0.753	$28.05
158s	BUY	Up	$0.420	5.83	$2.45	--	46	35	$0.350	$0.413	0.763	$30.50
159s	BUY	Up	$0.420	4.17	$1.75	--	50	35	$0.356	$0.413	0.769	$32.25
159s	SELL	Up	$0.420	5.00	$2.10	--	45	35	$0.349	$0.413	0.762	$30.15
163s	BUY	Down	$0.440	5.92	$2.60	--	45	41	$0.349	$0.417	0.766	$32.75
163s	BUY	Down	$0.440	4.08	$1.80	--	45	45	$0.349	$0.419	0.768	$34.55
164s	BUY	Down	$0.440	6.33	$2.78	--	45	51	$0.349	$0.421	0.770	$37.33
165s	BUY	Down	$0.440	3.67	$1.62	--	45	55	$0.349	$0.423	0.772	$38.95
165s	BUY	Down	$0.430	5.00	$2.15	--	45	60	$0.349	$0.423	0.772	$41.10
165s	BUY	Down	$0.420	5.00	$2.10	--	45	65	$0.349	$0.423	0.772	$43.20
172s	SELL	Down	$0.470	5.00	$2.35	--	45	60	$0.349	$0.419	0.768	$40.85
173s	SELL	Down	$0.530	5.00	$2.65	--	45	55	$0.349	$0.409	0.758	$38.20
185s	BUY	Up	$0.370	5.00	$1.85	--	50	55	$0.351	$0.409	0.760	$40.05
200s	BUY	Down	$0.400	5.00	$2.00	--	50	60	$0.351	$0.408	0.759	$42.05
202s	BUY	Down	$0.440	5.00	$2.20	--	50	65	$0.351	$0.411	0.762	$44.25
222s	BUY	Down	$0.410	5.27	$2.16	--	50	70	$0.351	$0.411	0.762	$46.41
222s	BUY	Down	$0.410	4.73	$1.94	--	50	75	$0.351	$0.411	0.762	$48.35
227s	BUY	Down	$0.350	5.59	$1.96	--	50	81	$0.351	$0.406	0.757	$50.31
228s	BUY	Down	$0.350	4.41	$1.54	--	50	85	$0.351	$0.404	0.754	$51.85
235s	BUY	Down	$0.370	6.16	$2.28	--	50	91	$0.351	$0.401	0.752	$54.13
235s	BUY	Down	$0.370	3.84	$1.42	--	50	95	$0.351	$0.400	0.751	$55.55
236s	BUY	Down	$0.360	5.92	$2.13	--	50	101	$0.351	$0.398	0.749	$57.68
236s	BUY	Down	$0.360	4.08	$1.47	--	50	105	$0.351	$0.396	0.747	$59.15
237s	BUY	Down	$0.350	6.86	$2.40	--	50	112	$0.351	$0.393	0.744	$61.55
239s	BUY	Down	$0.350	3.14	$1.10	--	50	115	$0.351	$0.392	0.743	$62.65
239s	BUY	Down	$0.340	5.00	$1.70	--	50	120	$0.351	$0.390	0.741	$64.35
240s	BUY	Down	$0.320	5.92	$1.89	--	50	126	$0.351	$0.387	0.738	$66.24
240s	BUY	Down	$0.320	4.08	$1.31	--	50	130	$0.351	$0.385	0.736	$67.55
252s	BUY	Down	$0.360	5.62	$2.02	--	50	136	$0.351	$0.384	0.735	$69.57
252s	BUY	Down	$0.360	4.38	$1.58	--	50	140	$0.351	$0.383	0.734	$71.15
259s	BUY	Down	$0.410	5.00	$2.05	--	50	145	$0.351	$0.384	0.735	$73.20
262s	SELL	Down	$0.400	5.00	$2.00	--	50	140	$0.351	$0.383	0.734	$71.20
267s	BUY	Up	$0.400	5.00	$2.00	--	55	140	$0.355	$0.383	0.739	$73.20
267s	SELL	Down	$0.600	5.00	$3.00	--	55	135	$0.355	$0.375	0.731	$70.20
272s	SELL	Down	$0.620	5.00	$3.10	--	55	130	$0.355	$0.366	0.721	$67.10
275s	SELL	Down	$0.650	5.00	$3.25	--	55	125	$0.355	$0.354	0.710	$63.85
279s	BUY	Up	$0.410	5.65	$2.32	--	61	125	$0.360	$0.354	0.715	$66.17
279s	SELL	Down	$0.590	5.00	$2.95	--	61	120	$0.360	$0.345	0.705	$63.22
280s	BUY	Up	$0.410	4.35	$1.78	--	65	120	$0.364	$0.345	0.708	$65.00
280s	SELL	Down	$0.600	5.00	$3.00	--	65	115	$0.364	$0.334	0.697	$62.00
280s	SELL	Down	$0.610	5.00	$3.05	--	65	110	$0.364	$0.321	0.685	$58.95
281s	BUY	Up	$0.410	5.95	$2.44	--	71	110	$0.368	$0.321	0.689	$61.39
284s	BUY	Up	$0.410	4.05	$1.66	--	75	110	$0.370	$0.321	0.691	$63.05
284s	SELL	Down	$0.590	5.00	$2.95	--	75	105	$0.370	$0.308	0.678	$60.10
290s	SELL	Down	$0.520	5.00	$2.60	--	75	100	$0.370	$0.297	0.667	$57.50
291s	SELL	Down	$0.530	5.00	$2.65	--	75	95	$0.370	$0.285	0.655	$54.85
297s	BUY	Down	$0.370	5.89	$2.18	--	75	101	$0.370	$0.290	0.660	$57.03
299s	BUY	Down	$0.370	4.11	$1.52	--	75	105	$0.370	$0.293	0.663	$58.55
301s	SELL	Down	$0.400	5.00	$2.00	--	75	100	$0.370	$0.288	0.658	$56.55
303s	BUY	Down	$0.270	6.01	$1.62	--	75	106	$0.370	$0.287	0.657	$58.17
304s	BUY	Down	$0.270	3.99	$1.08	--	75	110	$0.370	$0.286	0.656	$59.25
305s	BUY	Down	$0.260	5.71	$1.49	--	75	116	$0.370	$0.285	0.655	$60.74
305s	BUY	Down	$0.260	4.29	$1.11	--	75	120	$0.370	$0.284	0.654	$61.85
305s	BUY	Down	$0.250	5.00	$1.25	--	75	125	$0.370	$0.283	0.653	$63.10
305s	BUY	Down	$0.200	5.40	$1.08	--	75	130	$0.370	$0.279	0.649	$64.18
306s	BUY	Down	$0.200	4.60	$0.92	--	75	135	$0.370	$0.277	0.647	$65.10
306s	BUY	Down	$0.190	5.00	$0.95	--	75	140	$0.370	$0.274	0.644	$66.05
307s	BUY	Down	$0.180	5.00	$0.90	--	75	145	$0.370	$0.270	0.640	$66.95
310s	BUY	Down	$0.150	5.00	$0.75	--	75	150	$0.370	$0.266	0.636	$67.70
317s	BUY	Down	$0.200	6.58	$1.32	--	75	157	$0.370	$0.264	0.633	$69.02
319s	BUY	Down	$0.200	3.42	$0.68	--	75	160	$0.370	$0.262	0.632	$69.70
329s	BUY	Down	$0.200	6.51	$1.30	--	75	167	$0.370	$0.260	0.630	$71.00
329s	BUY	Down	$0.200	3.49	$0.70	--	75	170	$0.370	$0.259	0.628	$71.70
335s	BUY	Down	$0.160	5.00	$0.80	--	75	175	$0.370	$0.256	0.626	$72.50
338s	BUY	Down	$0.280	5.00	$1.40	--	75	180	$0.370	$0.256	0.626	$73.90
339s	BUY	Down	$0.240	6.35	$1.52	--	75	186	$0.370	$0.256	0.626	$75.42
339s	BUY	Down	$0.240	3.65	$0.88	--	75	190	$0.370	$0.256	0.625	$76.30
339s	BUY	Down	$0.220	6.99	$1.54	--	75	197	$0.370	$0.254	0.624	$77.84
339s	BUY	Down	$0.220	3.01	$0.66	--	75	200	$0.370	$0.254	0.624	$78.50
344s	BUY	Down	$0.140	5.00	$0.70	--	75	205	$0.370	$0.251	0.621	$79.20
362s	BUY	Down	$0.130	6.24	$0.81	--	75	211	$0.370	$0.247	0.617	$80.01
363s	BUY	Down	$0.130	3.76	$0.49	--	75	215	$0.370	$0.245	0.615	$80.50
363s	BUY	Down	$0.120	6.56	$0.79	--	75	222	$0.370	$0.242	0.612	$81.29
364s	BUY	Down	$0.120	3.44	$0.41	--	75	225	$0.370	$0.240	0.610	$81.70
366s	BUY	Down	$0.110	5.00	$0.55	--	75	230	$0.370	$0.237	0.607	$82.25
368s	BUY	Down	$0.100	5.00	$0.50	--	75	235	$0.370	$0.234	0.604	$82.75
370s	BUY	Down	$0.070	5.86	$0.41	--	75	241	$0.370	$0.230	0.600	$83.16
371s	BUY	Down	$0.070	4.14	$0.29	--	75	245	$0.370	$0.227	0.597	$83.45
371s	BUY	Down	$0.060	6.80	$0.41	--	75	252	$0.370	$0.223	0.593	$83.86
372s	BUY	Down	$0.060	3.20	$0.19	--	75	255	$0.370	$0.221	0.591	$84.05
375s	BUY	Down	$0.050	5.19	$0.26	--	75	260	$0.370	$0.217	0.587	$84.31
376s	BUY	Down	$0.050	4.81	$0.24	--	75	265	$0.370	$0.214	0.584	$84.55
383s	BUY	Down	$0.050	6.26	$0.31	--	75	271	$0.370	$0.210	0.581	$84.86
383s	BUY	Down	$0.050	3.74	$0.19	--	75	275	$0.370	$0.208	0.578	$85.05
384s	BUY	Down	$0.050	6.99	$0.35	--	75	282	$0.370	$0.204	0.574	$85.40
384s	BUY	Down	$0.050	3.01	$0.15	--	75	285	$0.370	$0.203	0.573	$85.55
384s	BUY	Down	$0.050	6.80	$0.34	--	75	292	$0.370	$0.199	0.569	$85.89
385s	SELL	Down	$0.310	5.00	$1.55	--	75	287	$0.370	$0.197	0.567	$84.34
386s	SELL	Down	$0.310	5.00	$1.55	--	75	282	$0.370	$0.195	0.565	$82.79
389s	BUY	Up	$0.110	5.00	$0.55	--	80	282	$0.354	$0.195	0.549	$83.34
389s	SELL	Down	$0.890	5.00	$4.45	--	80	277	$0.354	$0.183	0.536	$78.89
390s	BUY	Up	$0.050	5.00	$0.25	--	85	277	$0.336	$0.183	0.519	$79.14
390s	SELL	Down	$0.980	5.00	$4.90	--	85	272	$0.336	$0.168	0.504	$74.24
393s	SELL	Down	$0.600	5.00	$3.00	--	85	267	$0.336	$0.160	0.496	$71.24

Side	Outcome	Price	Trades	Shares	Notional
BUY	Down	$0.460	1	5.00	$2.30
BUY	Down	$0.440	5	25.00	$11.00
BUY	Down	$0.430	1	5.00	$2.15
BUY	Down	$0.420	3	15.00	$6.30
BUY	Down	$0.410	5	25.00	$10.25
BUY	Down	$0.400	1	5.00	$2.00
BUY	Down	$0.390	1	5.00	$1.95
BUY	Down	$0.380	1	5.00	$1.90
BUY	Down	$0.370	4	20.00	$7.40
BUY	Down	$0.360	4	20.00	$7.20
BUY	Down	$0.350	4	20.00	$7.00
BUY	Down	$0.340	1	5.00	$1.70
BUY	Down	$0.320	2	10.00	$3.20
BUY	Down	$0.280	1	5.00	$1.40
BUY	Down	$0.270	2	10.00	$2.70
BUY	Down	$0.260	2	10.00	$2.60
BUY	Down	$0.250	1	5.00	$1.25
BUY	Down	$0.240	2	10.00	$2.40
BUY	Down	$0.220	2	10.00	$2.20
BUY	Down	$0.200	6	30.00	$6.00
BUY	Down	$0.190	1	5.00	$0.95
BUY	Down	$0.180	1	5.00	$0.90
BUY	Down	$0.160	1	5.00	$0.80
BUY	Down	$0.150	1	5.00	$0.75
BUY	Down	$0.140	1	5.00	$0.70
BUY	Down	$0.130	2	10.00	$1.30
BUY	Down	$0.120	2	10.00	$1.20
BUY	Down	$0.110	1	5.00	$0.55
BUY	Down	$0.100	1	5.00	$0.50
BUY	Down	$0.070	2	10.00	$0.70
BUY	Down	$0.060	2	10.00	$0.60
BUY	Down	$0.050	7	36.80	$1.84
SELL	Down	$0.980	1	5.00	$4.90
SELL	Down	$0.890	1	5.00	$4.45
SELL	Down	$0.650	1	5.00	$3.25
SELL	Down	$0.620	1	5.00	$3.10
SELL	Down	$0.610	1	5.00	$3.05
SELL	Down	$0.600	3	15.00	$9.00
SELL	Down	$0.590	2	10.00	$5.90
SELL	Down	$0.530	2	10.00	$5.30
SELL	Down	$0.520	1	5.00	$2.60
SELL	Down	$0.470	1	5.00	$2.35
SELL	Down	$0.400	2	10.00	$4.00
SELL	Down	$0.310	2	10.00	$3.10
BUY	Up	$0.470	2	10.00	$4.70
BUY	Up	$0.430	1	5.00	$2.15
BUY	Up	$0.420	4	20.00	$8.40
BUY	Up	$0.410	4	20.00	$8.20
BUY	Up	$0.400	1	5.00	$2.00
BUY	Up	$0.370	2	10.00	$3.70
BUY	Up	$0.350	1	5.00	$1.75
BUY	Up	$0.340	2	10.00	$3.40
BUY	Up	$0.320	1	5.00	$1.60
BUY	Up	$0.110	1	5.00	$0.55
BUY	Up	$0.050	1	5.00	$0.25
SELL	Up	$0.610	1	5.00	$3.05
SELL	Up	$0.600	1	5.00	$3.00
SELL	Up	$0.420	1	5.00	$2.10

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	8	$16	8	0	0	0
1	1	$2	1	0	0	0
2	21	$47	3	13	3	2
3	14	$26	1	13	0	0
4	22	$51	5	7	0	10
5	22	$25	0	21	0	1
6	24	$23	2	17	0	5

Time	Event	Details
12:29:04.308	window_start
12:30:03.176	btc_price_update	$78952.27 (diff=0.0)
12:30:03.177	buy_state_change	INIT → ACCUMULATE
12:30:03.177	tracker_snapshot
12:30:05.191	btc_price_update	$78952.27 (diff=0.0)
12:30:07.208	btc_price_update	$78952.27 (diff=0.0)
12:30:09.220	btc_price_update	$78952.27 (diff=0.0)
12:30:09.220	tracker_snapshot
12:30:11.235	btc_price_update	$78952.66 (diff=0.38)
12:30:13.248	btc_price_update	$78952.65 (diff=0.37)
12:30:15.262	btc_price_update	$78938.38 (diff=-13.9)
12:30:15.262	tracker_snapshot
12:30:17.278	btc_price_update	$78938.54 (diff=-13.73)
12:30:19.290	btc_price_update	$78939.58 (diff=-12.69)
12:30:21.306	btc_price_update	$78941.15 (diff=-11.12)
12:30:21.307	tracker_snapshot
12:30:23.322	btc_price_update	$78940.26 (diff=-12.01)
12:30:25.340	btc_price_update	$78939.48 (diff=-12.79)
12:30:27.353	btc_price_update	$78940.18 (diff=-12.1)
12:30:27.353	tracker_snapshot
12:30:29.366	btc_price_update	$78940.56 (diff=-11.71)
12:30:31.380	btc_price_update	$78939.81 (diff=-12.47)
12:30:33.396	btc_price_update	$78940.21 (diff=-12.06)
12:30:33.397	tracker_snapshot
12:30:33.397	market_snapshot
12:30:33.398	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:30:33.398	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
12:30:35.415	btc_price_update	$78939.71 (diff=-12.56)
12:30:37.432	btc_price_update	$78939.1 (diff=-13.18)
12:30:39.448	btc_price_update	$78938.45 (diff=-13.82)
12:30:39.448	tracker_snapshot
12:30:41.466	btc_price_update	$78938.87 (diff=-13.41)
12:30:43.483	btc_price_update	$78940.19 (diff=-12.08)
12:30:45.497	btc_price_update	$78954.17 (diff=1.9)
12:30:45.497	tracker_snapshot
12:30:47.513	btc_price_update	$78956.31 (diff=4.04)
12:30:49.527	btc_price_update	$78956.3 (diff=4.02)
12:30:51.541	btc_price_update	$78956.59 (diff=4.32)
12:30:51.542	tracker_snapshot
12:30:53.556	btc_price_update	$78954.87 (diff=2.6)
12:30:55.572	btc_price_update	$78956.84 (diff=4.56)
12:30:57.585	btc_price_update	$78957.46 (diff=5.19)
12:30:57.586	tracker_snapshot
12:30:59.600	btc_price_update	$78957.42 (diff=5.14)
12:31:01.617	btc_price_update	$78957.42 (diff=5.14)
12:31:03.636	btc_price_update	$78956.62 (diff=4.34)
12:31:03.637	tracker_snapshot
12:31:03.637	market_snapshot
12:31:03.637	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:31:03.637	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
12:31:05.655	btc_price_update	$78953.1 (diff=0.82)
12:31:07.672	btc_price_update	$78952.6 (diff=0.32)
12:31:09.685	btc_price_update	$78953.31 (diff=1.03)
12:31:09.685	tracker_snapshot
12:31:11.699	btc_price_update	$78954.89 (diff=2.62)
12:31:13.714	btc_price_update	$78954.41 (diff=2.14)
12:31:15.729	btc_price_update	$78947.89 (diff=-4.38)
12:31:15.729	tracker_snapshot
12:31:17.743	btc_price_update	$78941.25 (diff=-11.02)
12:31:19.756	btc_price_update	$78941.09 (diff=-11.18)
12:31:21.767	btc_price_update	$78941.56 (diff=-10.71)
12:31:21.768	tracker_snapshot
12:31:23.779	btc_price_update	$78940.99 (diff=-11.29)
12:31:25.796	btc_price_update	$78940.73 (diff=-11.55)
12:31:27.816	btc_price_update	$78929.9 (diff=-22.37)
12:31:27.816	tracker_snapshot
12:31:29.828	btc_price_update	$78925.63 (diff=-26.64)
12:31:31.845	btc_price_update	$78921.99 (diff=-30.29)
12:31:32.440	buy_state_change	ACCUMULATE → DIRECTIONAL
12:31:33.864	btc_price_update	$78917.43 (diff=-34.85)
12:31:33.864	tracker_snapshot
12:31:33.864	market_snapshot
12:31:33.865	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:31:33.865	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:31:35.880	btc_price_update	$78911.21 (diff=-41.07)
12:31:37.893	btc_price_update	$78909.72 (diff=-42.55)
12:31:39.908	btc_price_update	$78909.47 (diff=-42.8)
12:31:39.909	tracker_snapshot
12:31:41.926	btc_price_update	$78914.77 (diff=-37.5)
12:31:43.940	btc_price_update	$78918.49 (diff=-33.78)
12:31:45.957	btc_price_update	$78919.76 (diff=-32.51)
12:31:45.957	tracker_snapshot
12:31:47.970	btc_price_update	$78920.05 (diff=-32.22)
12:31:49.985	btc_price_update	$78919.94 (diff=-32.33)
12:31:52.000	btc_price_update	$78919.92 (diff=-32.36)
12:31:52.000	tracker_snapshot
12:31:54.011	btc_price_update	$78922.29 (diff=-29.98)
12:31:56.024	btc_price_update	$78920.87 (diff=-31.4)
12:31:58.041	btc_price_update	$78908.64 (diff=-43.63)
12:31:58.041	tracker_snapshot
12:32:00.057	btc_price_update	$78906.66 (diff=-45.62)
12:32:02.071	btc_price_update	$78905.7 (diff=-46.57)
12:32:04.088	btc_price_update	$78905.45 (diff=-46.83)
12:32:04.088	tracker_snapshot
12:32:04.089	market_snapshot
12:32:04.089	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:32:04.089	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:32:06.105	btc_price_update	$78905.4 (diff=-46.87)
12:32:08.119	btc_price_update	$78904.94 (diff=-47.33)
12:32:10.132	btc_price_update	$78905.01 (diff=-47.26)
12:32:10.132	tracker_snapshot
12:32:12.147	btc_price_update	$78905.0 (diff=-47.28)
12:32:14.165	btc_price_update	$78891.93 (diff=-60.34)
12:32:16.182	btc_price_update	$78888.74 (diff=-63.54)
12:32:16.183	tracker_snapshot
12:32:18.201	btc_price_update	$78884.88 (diff=-67.39)
12:32:20.214	btc_price_update	$78874.83 (diff=-77.44)
12:32:22.228	btc_price_update	$78874.87 (diff=-77.4)
12:32:22.228	tracker_snapshot
12:32:24.246	btc_price_update	$78874.83 (diff=-77.45)
12:32:26.259	btc_price_update	$78873.61 (diff=-78.66)
12:32:28.276	btc_price_update	$78873.73 (diff=-78.55)
12:32:28.277	tracker_snapshot
12:32:30.293	btc_price_update	$78873.61 (diff=-78.66)
12:32:32.312	btc_price_update	$78876.19 (diff=-76.08)
12:32:34.329	btc_price_update	$78871.44 (diff=-80.84)
12:32:34.330	tracker_snapshot
12:32:34.330	market_snapshot
12:32:34.330	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:32:34.330	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:32:36.346	btc_price_update	$78869.43 (diff=-82.84)
12:32:38.360	btc_price_update	$78868.21 (diff=-84.07)
12:32:40.374	btc_price_update	$78868.11 (diff=-84.16)
12:32:40.375	tracker_snapshot
12:32:42.390	btc_price_update	$78868.67 (diff=-83.6)
12:32:44.404	btc_price_update	$78867.49 (diff=-84.78)
12:32:46.420	btc_price_update	$78866.4 (diff=-85.88)
12:32:46.420	tracker_snapshot
12:32:48.435	btc_price_update	$78866.31 (diff=-85.96)
12:32:50.449	btc_price_update	$78868.42 (diff=-83.86)
12:32:52.460	btc_price_update	$78868.41 (diff=-83.87)
12:32:52.460	tracker_snapshot
12:32:54.475	btc_price_update	$78868.49 (diff=-83.78)
12:32:56.489	btc_price_update	$78868.75 (diff=-83.53)
12:32:58.500	btc_price_update	$78868.86 (diff=-83.42)
12:32:58.500	tracker_snapshot
12:33:00.516	btc_price_update	$78868.9 (diff=-83.37)
12:33:02.532	btc_price_update	$78868.3 (diff=-83.98)
12:33:04.549	btc_price_update	$78868.37 (diff=-83.9)
12:33:04.549	tracker_snapshot
12:33:04.550	market_snapshot
12:33:04.550	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:33:04.550	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:33:06.565	btc_price_update	$78868.34 (diff=-83.94)
12:33:08.581	btc_price_update	$78868.42 (diff=-83.85)
12:33:10.597	btc_price_update	$78875.64 (diff=-76.63)
12:33:10.597	tracker_snapshot
12:33:12.614	btc_price_update	$78875.87 (diff=-76.4)
12:33:14.628	btc_price_update	$78875.16 (diff=-77.11)
12:33:16.643	btc_price_update	$78875.03 (diff=-77.25)
12:33:16.644	tracker_snapshot
12:33:18.657	btc_price_update	$78872.48 (diff=-79.8)
12:33:20.671	btc_price_update	$78870.84 (diff=-81.44)
12:33:22.684	btc_price_update	$78870.87 (diff=-81.41)
12:33:22.684	tracker_snapshot
12:33:24.700	btc_price_update	$78870.87 (diff=-81.41)
12:33:26.713	btc_price_update	$78871.06 (diff=-81.21)
12:33:28.728	btc_price_update	$78870.99 (diff=-81.29)
12:33:28.729	tracker_snapshot
12:33:30.743	btc_price_update	$78877.09 (diff=-75.18)
12:33:32.757	btc_price_update	$78871.71 (diff=-80.57)
12:33:34.771	btc_price_update	$78871.1 (diff=-81.17)
12:33:34.771	tracker_snapshot
12:33:34.771	market_snapshot
12:33:34.771	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:33:34.771	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:33:36.785	btc_price_update	$78871.12 (diff=-81.16)
12:33:38.801	btc_price_update	$78869.71 (diff=-82.57)
12:33:40.814	btc_price_update	$78870.17 (diff=-82.1)
12:33:40.814	tracker_snapshot
12:33:42.825	btc_price_update	$78871.06 (diff=-81.22)
12:33:44.841	btc_price_update	$78871.15 (diff=-81.12)
12:33:46.855	btc_price_update	$78880.85 (diff=-71.42)
12:33:46.856	tracker_snapshot
12:33:48.874	btc_price_update	$78884.36 (diff=-67.91)
12:33:50.887	btc_price_update	$78885.75 (diff=-66.53)
12:33:52.903	btc_price_update	$78885.04 (diff=-67.23)
12:33:52.903	tracker_snapshot
12:33:54.919	btc_price_update	$78887.32 (diff=-64.95)
12:33:56.936	btc_price_update	$78885.37 (diff=-66.9)
12:33:58.948	btc_price_update	$78886.38 (diff=-65.89)
12:33:58.948	tracker_snapshot
12:34:00.964	btc_price_update	$78885.04 (diff=-67.23)
12:34:02.984	btc_price_update	$78880.32 (diff=-71.95)
12:34:05.000	btc_price_update	$78873.79 (diff=-78.48)
12:34:05.001	tracker_snapshot
12:34:05.001	market_snapshot
12:34:05.001	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:34:05.001	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:34:07.016	btc_price_update	$78870.73 (diff=-81.55)
12:34:09.031	btc_price_update	$78863.24 (diff=-89.04)
12:34:11.044	btc_price_update	$78860.59 (diff=-91.68)
12:34:11.044	tracker_snapshot
12:34:13.059	btc_price_update	$78858.79 (diff=-93.49)
12:34:15.074	btc_price_update	$78858.56 (diff=-93.72)
12:34:17.088	btc_price_update	$78860.83 (diff=-91.44)
12:34:17.089	tracker_snapshot
12:34:19.106	btc_price_update	$78860.27 (diff=-92.0)
12:34:21.118	btc_price_update	$78860.49 (diff=-91.78)
12:34:23.136	btc_price_update	$78860.75 (diff=-91.52)
12:34:23.136	tracker_snapshot
12:34:25.150	btc_price_update	$78860.68 (diff=-91.59)
12:34:27.168	btc_price_update	$78860.6 (diff=-91.67)
12:34:29.183	btc_price_update	$78864.3 (diff=-87.97)
12:34:29.183	tracker_snapshot
12:34:31.198	btc_price_update	$78865.35 (diff=-86.93)
12:34:33.210	btc_price_update	$78864.12 (diff=-88.15)
12:34:35.221	btc_price_update	$78864.91 (diff=-87.37)
12:34:35.221	tracker_snapshot
12:34:35.221	market_snapshot
12:34:35.221	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:34:35.221	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:34:37.233	btc_price_update	$78865.58 (diff=-86.7)
12:34:39.246	btc_price_update	$78865.83 (diff=-86.45)
12:34:41.260	btc_price_update	$78864.93 (diff=-87.35)
12:34:41.260	tracker_snapshot
12:34:43.278	btc_price_update	$78858.33 (diff=-93.94)
12:34:45.293	btc_price_update	$78846.61 (diff=-105.66)
12:34:47.307	btc_price_update	$78843.27 (diff=-109.01)
12:34:47.307	tracker_snapshot
12:34:49.316	btc_price_update	$78842.18 (diff=-110.1)
12:34:51.336	btc_price_update	$78842.12 (diff=-110.15)
12:34:53.351	btc_price_update	$78840.11 (diff=-112.16)
12:34:53.351	tracker_snapshot
12:34:55.365	btc_price_update	$78839.68 (diff=-112.6)
12:34:57.381	btc_price_update	$78839.49 (diff=-112.79)
12:34:59.396	btc_price_update	$78839.49 (diff=-112.78)
12:34:59.396	tracker_snapshot
12:35:01.422	btc_price_update	$78839.16 (diff=-113.11)
12:35:03.472	btc_price_update	$78850.63 (diff=-101.64)
12:35:05.485	btc_price_update	$78851.82 (diff=-100.45)
12:35:05.485	tracker_snapshot
12:35:05.485	market_snapshot
12:35:05.485	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:35:05.485	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:35:07.496	btc_price_update	$78851.83 (diff=-100.45)
12:35:09.510	btc_price_update	$78853.2 (diff=-99.07)
12:35:11.526	btc_price_update	$78853.49 (diff=-98.79)
12:35:11.526	tracker_snapshot
12:35:13.541	btc_price_update	$78853.48 (diff=-98.79)
12:35:15.555	btc_price_update	$78853.41 (diff=-98.86)
12:35:17.570	btc_price_update	$78857.05 (diff=-95.22)
12:35:17.571	tracker_snapshot
12:35:19.585	btc_price_update	$78857.94 (diff=-94.34)
12:35:21.599	btc_price_update	$78859.16 (diff=-93.11)
12:35:23.615	btc_price_update	$78858.54 (diff=-93.74)
12:35:23.616	tracker_snapshot
12:35:25.631	btc_price_update	$78858.53 (diff=-93.74)
12:35:27.649	btc_price_update	$78858.0 (diff=-94.27)
12:35:29.664	btc_price_update	$78855.23 (diff=-97.05)
12:35:29.664	tracker_snapshot
12:35:31.679	btc_price_update	$78856.8 (diff=-95.47)
12:35:33.696	btc_price_update	$78857.71 (diff=-94.56)
12:35:35.708	btc_price_update	$78858.06 (diff=-94.21)
12:35:35.708	tracker_snapshot
12:35:35.708	market_snapshot
12:35:35.708	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:35:35.708	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:35:37.722	btc_price_update	$78858.01 (diff=-94.26)
12:35:39.736	btc_price_update	$78856.26 (diff=-96.02)
12:35:41.752	btc_price_update	$78856.45 (diff=-95.83)
12:35:41.752	tracker_snapshot
12:35:43.767	btc_price_update	$78865.21 (diff=-87.06)
12:35:45.783	btc_price_update	$78867.48 (diff=-84.8)
12:35:47.798	btc_price_update	$78867.86 (diff=-84.41)
12:35:47.798	tracker_snapshot
12:35:49.815	btc_price_update	$78868.54 (diff=-83.74)
12:35:51.831	btc_price_update	$78864.56 (diff=-87.72)
12:35:53.849	btc_price_update	$78866.7 (diff=-85.58)
12:35:53.849	tracker_snapshot
12:35:55.864	btc_price_update	$78861.66 (diff=-90.62)
12:35:57.879	btc_price_update	$78861.09 (diff=-91.18)
12:35:59.894	btc_price_update	$78862.29 (diff=-89.98)
12:35:59.895	tracker_snapshot
12:36:01.916	btc_price_update	$78860.26 (diff=-92.02)
12:36:03.928	btc_price_update	$78860.24 (diff=-92.03)
12:36:05.941	btc_price_update	$78859.62 (diff=-92.66)
12:36:05.942	tracker_snapshot
12:36:05.942	market_snapshot
12:36:05.942	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:36:05.942	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:36:07.957	btc_price_update	$78859.79 (diff=-92.49)
12:36:09.973	btc_price_update	$78860.24 (diff=-92.03)
12:36:11.985	btc_price_update	$78859.69 (diff=-92.59)
12:36:11.985	tracker_snapshot
12:36:14.003	btc_price_update	$78857.53 (diff=-94.75)
12:36:16.016	btc_price_update	$78857.58 (diff=-94.7)
12:36:18.032	btc_price_update	$78857.6 (diff=-94.67)
12:36:18.032	tracker_snapshot
12:36:20.047	btc_price_update	$78857.52 (diff=-94.76)
12:36:22.060	btc_price_update	$78857.52 (diff=-94.75)
12:36:24.073	btc_price_update	$78857.52 (diff=-94.75)
12:36:24.073	tracker_snapshot
12:36:26.088	btc_price_update	$78854.62 (diff=-97.66)
12:36:28.101	btc_price_update	$78854.15 (diff=-98.13)
12:36:30.118	btc_price_update	$78853.89 (diff=-98.38)
12:36:30.118	tracker_snapshot
12:36:32.134	btc_price_update	$78853.88 (diff=-98.4)
12:36:34.150	btc_price_update	$78847.44 (diff=-104.83)
12:36:36.164	btc_price_update	$78847.38 (diff=-104.89)
12:36:36.164	tracker_snapshot
12:36:36.165	market_snapshot
12:36:36.165	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:36:36.165	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:36:38.181	btc_price_update	$78853.73 (diff=-98.54)
12:36:40.195	btc_price_update	$78856.77 (diff=-95.51)
12:36:42.211	btc_price_update	$78868.88 (diff=-83.39)
12:36:42.211	tracker_snapshot
12:36:44.228	btc_price_update	$78872.22 (diff=-80.06)
12:36:46.241	btc_price_update	$78873.59 (diff=-78.69)
12:36:48.255	btc_price_update	$78873.14 (diff=-79.14)
12:36:48.256	tracker_snapshot
12:36:50.270	btc_price_update	$78875.59 (diff=-76.68)
12:36:52.284	btc_price_update	$78875.45 (diff=-76.82)
12:36:54.299	btc_price_update	$78874.97 (diff=-77.3)
12:36:54.299	tracker_snapshot
12:36:56.314	btc_price_update	$78875.2 (diff=-77.08)
12:36:58.328	btc_price_update	$78871.0 (diff=-81.27)
12:37:00.346	btc_price_update	$78876.76 (diff=-75.51)
12:37:00.346	tracker_snapshot
12:37:02.362	btc_price_update	$78876.8 (diff=-75.48)
12:37:04.377	btc_price_update	$78888.76 (diff=-63.51)
12:37:06.391	btc_price_update	$78888.64 (diff=-63.63)
12:37:06.392	tracker_snapshot
12:37:06.392	market_snapshot
12:37:06.392	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:37:06.392	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:37:08.406	btc_price_update	$78901.92 (diff=-50.35)
12:37:10.424	btc_price_update	$78903.35 (diff=-48.93)
12:37:12.439	btc_price_update	$78902.8 (diff=-49.47)
12:37:12.440	tracker_snapshot
12:37:14.454	btc_price_update	$78898.95 (diff=-53.33)
12:37:16.468	btc_price_update	$78891.28 (diff=-60.99)
12:37:18.484	btc_price_update	$78892.56 (diff=-59.72)
12:37:18.484	tracker_snapshot
12:37:20.496	btc_price_update	$78898.57 (diff=-53.7)
12:37:22.510	btc_price_update	$78909.87 (diff=-42.41)
12:37:24.525	btc_price_update	$78901.67 (diff=-50.61)
12:37:24.525	tracker_snapshot
12:37:26.541	btc_price_update	$78901.45 (diff=-50.82)
12:37:28.555	btc_price_update	$78900.64 (diff=-51.63)
12:37:30.568	btc_price_update	$78900.84 (diff=-51.43)
12:37:30.568	tracker_snapshot
12:37:32.583	btc_price_update	$78900.43 (diff=-51.84)
12:37:34.598	btc_price_update	$78900.44 (diff=-51.84)
12:37:36.615	btc_price_update	$78901.56 (diff=-50.72)
12:37:36.615	tracker_snapshot
12:37:36.615	market_snapshot
12:37:36.615	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:37:36.615	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:37:38.631	btc_price_update	$78901.56 (diff=-50.72)
12:37:40.645	btc_price_update	$78903.25 (diff=-49.02)
12:37:42.660	btc_price_update	$78907.25 (diff=-45.02)
12:37:42.661	tracker_snapshot
12:37:44.676	btc_price_update	$78905.81 (diff=-46.46)
12:37:46.691	btc_price_update	$78907.86 (diff=-44.42)
12:37:48.710	btc_price_update	$78908.19 (diff=-44.08)
12:37:48.710	tracker_snapshot
12:37:50.726	btc_price_update	$78907.32 (diff=-44.95)
12:37:52.743	btc_price_update	$78907.17 (diff=-45.11)
12:37:54.756	btc_price_update	$78906.28 (diff=-45.99)
12:37:54.757	tracker_snapshot
12:37:56.771	btc_price_update	$78909.78 (diff=-42.49)
12:37:58.786	btc_price_update	$78907.83 (diff=-44.44)
12:38:00.803	btc_price_update	$78894.68 (diff=-57.59)
12:38:00.804	tracker_snapshot
12:38:02.823	btc_price_update	$78894.17 (diff=-58.1)
12:38:04.840	btc_price_update	$78893.94 (diff=-58.33)
12:38:06.856	btc_price_update	$78899.36 (diff=-52.91)
12:38:06.856	tracker_snapshot
12:38:06.856	market_snapshot
12:38:06.856	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
12:38:06.856	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
12:38:08.873	btc_price_update	$78905.05 (diff=-47.23)
12:38:10.887	btc_price_update	$78918.57 (diff=-33.7)
12:38:12.903	btc_price_update	$78924.55 (diff=-27.72)
12:38:12.903	tracker_snapshot
12:38:14.919	btc_price_update	$78925.81 (diff=-26.46)
12:38:16.934	btc_price_update	$78927.56 (diff=-24.71)
12:38:18.640	buy_state_change	DIRECTIONAL → ACCUMULATE
12:38:18.948	btc_price_update	$78944.4 (diff=-7.87)
12:38:18.948	tracker_snapshot
12:38:19.190	cross_gate_opened
12:38:20.962	btc_price_update	$78947.42 (diff=-4.86)
12:38:21.199	fill	UP 5@0.47
12:38:21.200	paper_fill	UP 5@0.47
12:38:22.974	btc_price_update	$78947.73 (diff=-4.55)
12:38:24.991	btc_price_update	$78948.67 (diff=-3.6)
12:38:24.991	tracker_snapshot
12:38:27.005	btc_price_update	$78948.69 (diff=-3.58)
12:38:29.019	btc_price_update	$78945.97 (diff=-6.3)
12:38:30.404	v8_6_liquidity_signal
12:38:30.865	fill	UP 5@0.43
12:38:30.865	paper_fill	UP 5@0.43
12:38:31.033	btc_price_update	$78945.39 (diff=-6.89)
12:38:31.034	tracker_snapshot
12:38:31.208	paper_fill	UP 5@0.43
12:38:31.582	fill	UP 5@0.37
12:38:31.583	paper_fill	UP 5@0.37
12:38:31.622	paper_fill	UP 5@0.37
12:38:33.047	btc_price_update	$78936.67 (diff=-15.6)
12:38:35.064	btc_price_update	$78923.88 (diff=-28.39)
12:38:37.081	btc_price_update	$78923.89 (diff=-28.38)
12:38:37.081	tracker_snapshot
12:38:37.081	market_snapshot
12:38:37.082	position_snapshot	up=15.0 dn=0.0 gpnl=-6.35
12:38:37.082	strategy_snapshot	state=ACCUMULATE gpnl=-6.35 cost=6.35
12:38:39.094	btc_price_update	$78924.42 (diff=-27.85)
12:38:39.137	buy_state_change	ACCUMULATE → DIRECTIONAL
12:38:41.109	btc_price_update	$78924.79 (diff=-27.48)
12:38:43.122	btc_price_update	$78923.82 (diff=-28.45)
12:38:43.123	tracker_snapshot
12:38:44.973	fill	UP 5.516065864310087@0.34
12:38:44.974	paper_fill	UP 5.52@0.34
12:38:44.992	fill	UP 4.483934135689913@0.34
12:38:44.993	paper_fill	UP 4.48@0.34
12:38:45.136	btc_price_update	$78923.76 (diff=-28.51)
12:38:47.149	btc_price_update	$78923.59 (diff=-28.68)
12:38:49.165	btc_price_update	$78922.9 (diff=-29.38)
12:38:49.165	tracker_snapshot
12:38:51.184	btc_price_update	$78927.46 (diff=-24.81)
12:38:53.204	btc_price_update	$78930.92 (diff=-21.35)
12:38:55.220	btc_price_update	$78932.48 (diff=-19.79)
12:38:55.220	tracker_snapshot
12:38:57.238	btc_price_update	$78926.32 (diff=-25.95)
12:38:59.250	btc_price_update	$78930.86 (diff=-21.42)
12:39:01.269	btc_price_update	$78930.83 (diff=-21.44)
12:39:01.274	tracker_snapshot
12:39:03.293	btc_price_update	$78932.26 (diff=-20.02)
12:39:04.136	fill	UP 5.634824441809649@0.42
12:39:04.136	paper_fill	UP 5.63@0.42
12:39:04.221	fill	UP 4.365175558190351@0.42
12:39:04.221	paper_fill	UP 4.37@0.42
12:39:05.307	btc_price_update	$78934.67 (diff=-17.61)
12:39:07.017	fill	UP 5@0.35
12:39:07.017	paper_fill	UP 5@0.35
12:39:07.122	paper_fill	UP 5@0.35
12:39:07.322	btc_price_update	$78933.95 (diff=-18.33)
12:39:07.322	tracker_snapshot
12:39:07.323	market_snapshot
12:39:07.323	position_snapshot	up=40.0 dn=0.0 gpnl=-15.7
12:39:07.323	strategy_snapshot	state=DIRECTIONAL gpnl=-15.7 cost=15.7
12:39:09.337	btc_price_update	$78929.38 (diff=-22.89)
12:39:11.353	btc_price_update	$78928.63 (diff=-23.64)
12:39:13.367	btc_price_update	$78927.18 (diff=-25.1)
12:39:13.367	tracker_snapshot
12:39:15.384	btc_price_update	$78926.58 (diff=-25.69)
12:39:17.400	btc_price_update	$78926.8 (diff=-25.48)
12:39:19.413	btc_price_update	$78930.01 (diff=-22.26)
12:39:19.413	tracker_snapshot
12:39:21.427	btc_price_update	$78930.17 (diff=-22.11)
12:39:23.440	btc_price_update	$78927.75 (diff=-24.53)
12:39:25.455	btc_price_update	$78927.79 (diff=-24.49)
12:39:25.456	tracker_snapshot
12:39:27.472	btc_price_update	$78927.57 (diff=-24.71)
12:39:29.484	btc_price_update	$78929.16 (diff=-23.12)
12:39:31.498	btc_price_update	$78925.15 (diff=-27.12)
12:39:31.498	tracker_snapshot
12:39:33.514	btc_price_update	$78927.89 (diff=-24.38)
12:39:35.534	btc_price_update	$78927.24 (diff=-25.03)
12:39:37.548	btc_price_update	$78933.72 (diff=-18.55)
12:39:37.548	tracker_snapshot
12:39:37.548	market_snapshot
12:39:37.548	position_snapshot	up=40.0 dn=0.0 gpnl=-15.7
12:39:37.548	strategy_snapshot	state=DIRECTIONAL gpnl=-15.7 cost=15.7
12:39:39.569	btc_price_update	$78933.9 (diff=-18.38)
12:39:41.588	btc_price_update	$78933.72 (diff=-18.55)
12:39:43.604	btc_price_update	$78934.0 (diff=-18.27)
12:39:43.604	tracker_snapshot
12:39:45.616	btc_price_update	$78934.05 (diff=-18.23)
12:39:47.632	btc_price_update	$78933.63 (diff=-18.64)
12:39:47.905	fill	UP 5@0.32
12:39:47.905	paper_fill	UP 5@0.32
12:39:48.067	paper_fill	UP 5@0.32
12:39:49.647	btc_price_update	$78923.94 (diff=-28.33)
12:39:49.648	tracker_snapshot
12:39:51.658	btc_price_update	$78909.96 (diff=-42.31)
12:39:53.674	btc_price_update	$78909.78 (diff=-42.5)
12:39:55.687	btc_price_update	$78909.79 (diff=-42.48)
12:39:55.688	tracker_snapshot
12:39:57.703	btc_price_update	$78914.07 (diff=-38.2)
12:39:59.717	btc_price_update	$78914.5 (diff=-37.77)
12:40:01.789	btc_price_update	$78915.16 (diff=-37.12)
12:40:01.796	tracker_snapshot
12:40:03.817	btc_price_update	$78916.46 (diff=-35.81)
12:40:05.830	btc_price_update	$78916.39 (diff=-35.89)
12:40:07.842	btc_price_update	$78916.45 (diff=-35.82)
12:40:07.843	tracker_snapshot
12:40:07.843	market_snapshot
12:40:07.843	position_snapshot	up=45.0 dn=0.0 gpnl=-17.3
12:40:07.843	strategy_snapshot	state=DIRECTIONAL gpnl=-17.3 cost=17.3
12:40:09.859	btc_price_update	$78912.44 (diff=-39.83)
12:40:11.874	btc_price_update	$78909.06 (diff=-43.21)
12:40:13.887	btc_price_update	$78908.93 (diff=-43.34)
12:40:13.887	tracker_snapshot
12:40:15.904	btc_price_update	$78925.9 (diff=-26.37)
12:40:17.918	btc_price_update	$78927.42 (diff=-24.85)
12:40:19.932	btc_price_update	$78928.17 (diff=-24.1)
12:40:19.933	tracker_snapshot
12:40:20.910	buy_state_change	DIRECTIONAL → ACCUMULATE
12:40:21.946	btc_price_update	$78939.35 (diff=-12.92)
12:40:23.963	btc_price_update	$78940.92 (diff=-11.35)
12:40:25.980	btc_price_update	$78941.25 (diff=-11.03)
12:40:25.980	tracker_snapshot
12:40:27.996	btc_price_update	$78941.46 (diff=-10.81)
12:40:28.282	fill	DOWN 5@0.46
12:40:28.282	paper_fill	DOWN 5@0.46
12:40:28.298	paper_fill	DOWN 5@0.46
12:40:28.548	buy_state_change	ACCUMULATE → OVERWEIGHT
12:40:29.810	fill	DOWN 6.189195360081453@0.42
12:40:29.810	paper_fill	DOWN 6.19@0.42
12:40:29.826	fill	DOWN 3.8108046399185467@0.42
12:40:29.826	paper_fill	DOWN 3.81@0.42
12:40:30.011	btc_price_update	$78949.0 (diff=-3.27)
12:40:30.012	buy_state_change	OVERWEIGHT → ACCUMULATE
12:40:32.026	btc_price_update	$78957.29 (diff=5.02)
12:40:32.027	tracker_snapshot
12:40:33.985	fill	DOWN 5.656121893819681@0.41
12:40:33.986	paper_fill	DOWN 5.66@0.41
12:40:34.014	fill	UP 5@0.6
12:40:34.014	paper_fill	UP 5@0.6
12:40:34.015	fill	DOWN 4.343878106180319@0.41
12:40:34.015	paper_fill	DOWN 4.34@0.41
12:40:34.041	btc_price_update	$78957.28 (diff=5.0)
12:40:36.060	btc_price_update	$78966.68 (diff=14.4)
12:40:38.073	btc_price_update	$78966.87 (diff=14.6)
12:40:38.074	tracker_snapshot
12:40:38.074	market_snapshot
12:40:38.074	position_snapshot	up=40.0 dn=25.0 gpnl=0.1
12:40:38.074	strategy_snapshot	state=ACCUMULATE gpnl=0.1 cost=24.9
12:40:38.241	buy_state_change	ACCUMULATE → DIRECTIONAL
12:40:40.092	btc_price_update	$78967.17 (diff=14.9)
12:40:42.111	btc_price_update	$78966.41 (diff=14.13)
12:40:44.129	btc_price_update	$78966.78 (diff=14.5)
12:40:44.130	tracker_snapshot
12:40:44.891	fill	UP 5@0.61
12:40:44.891	paper_fill	UP 5@0.61
12:40:44.891	fill	DOWN 5@0.39
12:40:44.892	paper_fill	DOWN 5@0.39
12:40:44.910	paper_fill	DOWN 5@0.39
12:40:45.080	fill	DOWN 5@0.38
12:40:45.081	paper_fill	DOWN 5@0.38
12:40:45.082	paper_fill	DOWN 5@0.38
12:40:46.143	btc_price_update	$78966.57 (diff=14.3)
12:40:47.915	buy_state_change	DIRECTIONAL → ACCUMULATE
12:40:48.158	btc_price_update	$78967.67 (diff=15.4)
12:40:50.079	fill	UP 5@0.47
12:40:50.079	paper_fill	UP 5@0.47
12:40:50.174	btc_price_update	$78956.96 (diff=4.69)
12:40:50.174	tracker_snapshot
12:40:50.288	paper_fill	UP 5@0.47
12:40:52.191	btc_price_update	$78953.62 (diff=1.34)
12:40:54.204	btc_price_update	$78952.0 (diff=-0.28)
12:40:56.220	btc_price_update	$78946.71 (diff=-5.57)
12:40:56.220	tracker_snapshot
12:40:58.235	btc_price_update	$78946.08 (diff=-6.19)
12:40:59.895	fill	UP 5.827393017000965@0.42
12:40:59.896	paper_fill	UP 5.83@0.42
12:41:00.100	fill	UP 4.172606982999035@0.42
12:41:00.100	paper_fill	UP 4.17@0.42
12:41:00.251	btc_price_update	$78944.34 (diff=-7.94)
12:41:00.429	fill	UP 5@0.42
12:41:00.429	paper_fill	UP 5@0.42
12:41:02.268	btc_price_update	$78944.64 (diff=-7.63)
12:41:02.271	tracker_snapshot
12:41:04.187	fill	DOWN 5.919999279562278@0.44
12:41:04.187	paper_fill	DOWN 5.92@0.44
12:41:04.217	fill	DOWN 4.080000720437722@0.44
12:41:04.217	paper_fill	DOWN 4.08@0.44
12:41:04.284	btc_price_update	$78955.14 (diff=2.87)
12:41:05.310	fill	DOWN 6.327999734638734@0.44
12:41:05.310	paper_fill	DOWN 6.33@0.44
12:41:06.000	fill	DOWN 3.672000265361266@0.44
12:41:06.000	paper_fill	DOWN 3.67@0.44
12:41:06.000	fill	DOWN 5@0.43
12:41:06.000	paper_fill	DOWN 5@0.43
12:41:06.297	btc_price_update	$78957.64 (diff=5.37)
12:41:06.322	paper_fill	DOWN 5@0.43
12:41:06.925	fill	DOWN 5@0.42
12:41:06.925	paper_fill	DOWN 5@0.42
12:41:06.945	paper_fill	DOWN 5@0.42
12:41:08.312	btc_price_update	$78959.49 (diff=7.22)
12:41:08.312	tracker_snapshot
12:41:08.312	market_snapshot
12:41:08.312	position_snapshot	up=45.0 dn=65.0 gpnl=1.8
12:41:08.312	strategy_snapshot	state=ACCUMULATE gpnl=1.8 cost=43.2
12:41:10.329	btc_price_update	$78963.8 (diff=11.53)
12:41:12.348	btc_price_update	$78964.05 (diff=11.78)
12:41:13.550	fill	DOWN 5@0.47
12:41:13.550	paper_fill	DOWN 5@0.47
12:41:14.193	fill	DOWN 5@0.53
12:41:14.194	paper_fill	DOWN 5@0.53
12:41:14.364	btc_price_update	$78964.07 (diff=11.79)
12:41:14.365	tracker_snapshot
12:41:16.381	btc_price_update	$78951.06 (diff=-1.22)
12:41:18.394	btc_price_update	$78949.22 (diff=-3.05)
12:41:20.410	btc_price_update	$78946.7 (diff=-5.58)
12:41:20.411	tracker_snapshot
12:41:22.425	btc_price_update	$78944.12 (diff=-8.16)
12:41:24.439	btc_price_update	$78944.02 (diff=-8.25)
12:41:26.457	btc_price_update	$78943.9 (diff=-8.37)
12:41:26.458	tracker_snapshot
12:41:26.973	fill	UP 5@0.37
12:41:26.973	paper_fill	UP 5@0.37
12:41:26.999	paper_fill	UP 5@0.37
12:41:28.471	btc_price_update	$78943.9 (diff=-8.37)
12:41:30.489	btc_price_update	$78936.88 (diff=-15.4)
12:41:32.506	btc_price_update	$78937.86 (diff=-14.41)
12:41:32.506	tracker_snapshot
12:41:34.524	btc_price_update	$78936.35 (diff=-15.92)
12:41:36.543	btc_price_update	$78936.22 (diff=-16.05)
12:41:36.543	buy_state_change	ACCUMULATE → DIRECTIONAL
12:41:38.560	btc_price_update	$78936.81 (diff=-15.46)
12:41:38.560	buy_state_change	DIRECTIONAL → ACCUMULATE
12:41:38.560	v8_6_liquidity_signal
12:41:38.561	tracker_snapshot
12:41:38.561	market_snapshot
12:41:38.561	position_snapshot	up=50.0 dn=55.0 gpnl=9.95
12:41:38.561	strategy_snapshot	state=ACCUMULATE gpnl=9.95 cost=40.05
12:41:40.575	btc_price_update	$78938.66 (diff=-13.61)
12:41:41.423	fill	DOWN 5@0.4
12:41:41.423	paper_fill	DOWN 5@0.4
12:41:41.431	paper_fill	DOWN 5@0.4
12:41:42.593	btc_price_update	$78958.63 (diff=6.35)
12:41:43.737	fill	DOWN 5@0.44
12:41:43.737	paper_fill	DOWN 5@0.44
12:41:44.025	paper_fill	DOWN 5@0.44
12:41:44.611	btc_price_update	$78958.93 (diff=6.66)
12:41:44.611	tracker_snapshot
12:41:46.627	btc_price_update	$78960.41 (diff=8.13)
12:41:48.644	btc_price_update	$78960.71 (diff=8.44)
12:41:50.660	btc_price_update	$78961.14 (diff=8.86)
12:41:50.661	tracker_snapshot
12:41:52.675	btc_price_update	$78961.17 (diff=8.89)
12:41:54.694	btc_price_update	$78968.22 (diff=15.95)
12:41:56.710	btc_price_update	$78969.89 (diff=17.61)
12:41:56.710	tracker_snapshot
12:41:58.726	btc_price_update	$78969.89 (diff=17.62)
12:41:58.726	buy_state_change	ACCUMULATE → DIRECTIONAL
12:42:00.741	btc_price_update	$78963.51 (diff=11.23)
12:42:02.770	btc_price_update	$78963.28 (diff=11.01)
12:42:02.771	tracker_snapshot
12:42:03.004	fill	DOWN 5.266479900399053@0.41
12:42:03.009	paper_fill	DOWN 5.27@0.41
12:42:03.549	fill	DOWN 4.733520099600947@0.41
12:42:03.549	paper_fill	DOWN 4.73@0.41
12:42:04.787	btc_price_update	$78964.35 (diff=12.08)
12:42:06.801	btc_price_update	$78963.41 (diff=11.14)
12:42:08.640	fill	DOWN 5.587343035297411@0.35
12:42:08.640	paper_fill	DOWN 5.59@0.35
12:42:08.817	btc_price_update	$78966.73 (diff=14.45)
12:42:08.819	tracker_snapshot
12:42:08.819	market_snapshot
12:42:08.819	position_snapshot	up=50.0 dn=80.5873 gpnl=-0.3056
12:42:08.820	strategy_snapshot	state=DIRECTIONAL gpnl=-0.31 cost=50.31
12:42:09.410	fill	DOWN 4.412656964702589@0.35
12:42:09.410	paper_fill	DOWN 4.41@0.35
12:42:10.835	btc_price_update	$78969.86 (diff=17.59)
12:42:12.847	btc_price_update	$78970.36 (diff=18.08)
12:42:14.862	btc_price_update	$78970.5 (diff=18.22)
12:42:14.863	tracker_snapshot
12:42:16.284	fill	DOWN 6.162165458080584@0.37
12:42:16.284	paper_fill	DOWN 6.16@0.37
12:42:16.627	fill	DOWN 3.837834541919416@0.37
12:42:16.627	paper_fill	DOWN 3.84@0.37
12:42:16.878	btc_price_update	$78970.55 (diff=18.27)
12:42:17.819	fill	DOWN 5.922885395739423@0.36
12:42:17.819	paper_fill	DOWN 5.92@0.36
12:42:17.905	fill	DOWN 4.077114604260577@0.36
12:42:17.905	paper_fill	DOWN 4.08@0.36
12:42:18.891	btc_price_update	$78970.69 (diff=18.42)
12:42:18.925	fill	DOWN 6.861447782563239@0.35
12:42:18.925	paper_fill	DOWN 6.86@0.35
12:42:20.671	fill	DOWN 3.138552217436761@0.35
12:42:20.671	paper_fill	DOWN 3.14@0.35
12:42:20.672	fill	DOWN 5@0.34
12:42:20.672	paper_fill	DOWN 5@0.34
12:42:20.913	btc_price_update	$78970.72 (diff=18.45)
12:42:20.914	tracker_snapshot
12:42:21.118	paper_fill	DOWN 5@0.34
12:42:21.118	fill	DOWN 5.916848484598015@0.32
12:42:21.119	paper_fill	DOWN 5.92@0.32
12:42:21.203	fill	DOWN 4.083151515401985@0.32
12:42:21.204	paper_fill	DOWN 4.08@0.32
12:42:22.929	btc_price_update	$78971.17 (diff=18.9)
12:42:24.945	btc_price_update	$78975.28 (diff=23.0)
12:42:26.964	btc_price_update	$78979.48 (diff=27.2)
12:42:26.964	tracker_snapshot
12:42:28.979	btc_price_update	$78979.53 (diff=27.26)
12:42:30.993	btc_price_update	$78976.47 (diff=24.2)
12:42:33.007	btc_price_update	$78976.47 (diff=24.19)
12:42:33.007	tracker_snapshot
12:42:33.730	fill	DOWN 5.618137090358877@0.36
12:42:33.730	paper_fill	DOWN 5.62@0.36
12:42:33.775	fill	DOWN 4.381862909641123@0.36
12:42:33.775	paper_fill	DOWN 4.38@0.36
12:42:35.021	btc_price_update	$78973.71 (diff=21.43)
12:42:37.037	btc_price_update	$78970.95 (diff=18.67)
12:42:39.049	btc_price_update	$78968.34 (diff=16.07)
12:42:39.050	tracker_snapshot
12:42:39.050	market_snapshot
12:42:39.050	position_snapshot	up=50.0 dn=140.0 gpnl=-21.15
12:42:39.050	strategy_snapshot	state=DIRECTIONAL gpnl=-21.15 cost=71.15
12:42:40.192	fill	DOWN 5@0.41
12:42:40.192	paper_fill	DOWN 5@0.41
12:42:40.226	paper_fill	DOWN 5@0.41
12:42:41.066	btc_price_update	$78966.62 (diff=14.35)
12:42:43.087	btc_price_update	$78966.36 (diff=14.09)
12:42:43.820	fill	DOWN 5@0.4
12:42:43.820	paper_fill	DOWN 5@0.4
12:42:45.100	btc_price_update	$78966.33 (diff=14.06)
12:42:45.101	tracker_snapshot
12:42:47.113	btc_price_update	$78965.46 (diff=13.18)
12:42:48.575	fill	UP 5@0.4
12:42:48.575	paper_fill	UP 5@0.4
12:42:48.576	fill	DOWN 5@0.6
12:42:48.576	paper_fill	DOWN 5@0.6
12:42:48.581	paper_fill	UP 5@0.4
12:42:49.133	btc_price_update	$78943.32 (diff=-8.95)
12:42:51.149	btc_price_update	$78943.43 (diff=-8.84)
12:42:51.149	tracker_snapshot
12:42:53.004	fill	DOWN 5@0.62
12:42:53.004	paper_fill	DOWN 5@0.62
12:42:53.163	btc_price_update	$78943.15 (diff=-9.12)
12:42:55.181	btc_price_update	$78941.83 (diff=-10.44)
12:42:56.871	fill	DOWN 5@0.65
12:42:56.872	paper_fill	DOWN 5@0.65
12:42:57.198	btc_price_update	$78940.81 (diff=-11.47)
12:42:57.199	tracker_snapshot
12:42:59.214	btc_price_update	$78941.05 (diff=-11.23)
12:43:00.832	fill	UP 5.649410780484832@0.41
12:43:00.832	paper_fill	UP 5.65@0.41
12:43:00.833	fill	DOWN 5@0.59
12:43:00.833	paper_fill	DOWN 5@0.59
12:43:01.230	btc_price_update	$78941.07 (diff=-11.2)
12:43:01.338	fill	UP 4.350589219515168@0.41
12:43:01.338	paper_fill	UP 4.35@0.41
12:43:01.339	fill	DOWN 5@0.6
12:43:01.340	paper_fill	DOWN 5@0.6
12:43:01.759	fill	DOWN 5@0.61
12:43:01.760	paper_fill	DOWN 5@0.61
12:43:02.270	fill	UP 5.94963417291836@0.41
12:43:02.270	paper_fill	UP 5.95@0.41
12:43:03.243	btc_price_update	$78943.88 (diff=-8.39)
12:43:03.244	tracker_snapshot
12:43:05.261	btc_price_update	$78944.16 (diff=-8.11)
12:43:05.539	fill	UP 4.05036582708164@0.41
12:43:05.539	paper_fill	UP 4.05@0.41
12:43:05.540	fill	DOWN 5@0.59
12:43:05.540	paper_fill	DOWN 5@0.59
12:43:07.276	btc_price_update	$78944.81 (diff=-7.46)
12:43:09.292	btc_price_update	$78945.91 (diff=-6.36)
12:43:09.292	tracker_snapshot
12:43:09.292	market_snapshot
12:43:09.293	position_snapshot	up=75.0 dn=105.0 gpnl=14.9
12:43:09.293	strategy_snapshot	state=DIRECTIONAL gpnl=14.9 cost=60.1
12:43:11.311	btc_price_update	$78944.83 (diff=-7.44)
12:43:11.894	buy_state_change	DIRECTIONAL → ACCUMULATE
12:43:11.953	fill	DOWN 5@0.52
12:43:11.953	paper_fill	DOWN 5@0.52
12:43:12.812	fill	DOWN 5@0.53
12:43:12.812	paper_fill	DOWN 5@0.53
12:43:13.326	btc_price_update	$78949.99 (diff=-2.28)
12:43:15.342	btc_price_update	$78947.46 (diff=-4.82)
12:43:15.343	tracker_snapshot
12:43:17.358	btc_price_update	$78954.35 (diff=2.07)
12:43:18.871	fill	DOWN 5.893308871810296@0.37
12:43:18.871	paper_fill	DOWN 5.89@0.37
12:43:19.376	btc_price_update	$78957.47 (diff=5.2)
12:43:20.657	fill	DOWN 4.106691128189704@0.37
12:43:20.657	paper_fill	DOWN 4.11@0.37
12:43:21.394	btc_price_update	$78959.61 (diff=7.33)
12:43:21.395	buy_state_change	ACCUMULATE → DIRECTIONAL
12:43:21.396	tracker_snapshot
12:43:22.409	fill	DOWN 5@0.4
12:43:22.410	paper_fill	DOWN 5@0.4
12:43:23.414	btc_price_update	$78960.64 (diff=8.37)
12:43:24.716	fill	DOWN 6.006933334888842@0.27
12:43:24.716	paper_fill	DOWN 6.01@0.27
12:43:25.018	fill	DOWN 3.993066665111158@0.27
12:43:25.018	paper_fill	DOWN 3.99@0.27
12:43:25.427	btc_price_update	$78960.13 (diff=7.86)
12:43:26.042	fill	DOWN 5.713129279975853@0.26
12:43:26.042	paper_fill	DOWN 5.71@0.26
12:43:26.057	fill	DOWN 4.286870720024147@0.26
12:43:26.057	paper_fill	DOWN 4.29@0.26
12:43:26.475	fill	DOWN 5@0.25
12:43:26.475	paper_fill	DOWN 5@0.25
12:43:26.594	paper_fill	DOWN 5@0.25
12:43:26.981	fill	DOWN 5.401074004110025@0.2
12:43:26.981	paper_fill	DOWN 5.4@0.2
12:43:27.439	fill	DOWN 4.598925995889975@0.2
12:43:27.439	paper_fill	DOWN 4.6@0.2
12:43:27.444	btc_price_update	$78968.04 (diff=15.76)
12:43:27.444	tracker_snapshot
12:43:27.964	fill	DOWN 5@0.19
12:43:27.964	paper_fill	DOWN 5@0.19
12:43:27.980	paper_fill	DOWN 5@0.19
12:43:28.941	fill	DOWN 5@0.18
12:43:28.941	paper_fill	DOWN 5@0.18
12:43:29.183	paper_fill	DOWN 5@0.18
12:43:29.460	btc_price_update	$78977.0 (diff=24.73)
12:43:31.059	fill	DOWN 5@0.15
12:43:31.059	paper_fill	DOWN 5@0.15
12:43:31.465	paper_fill	DOWN 5@0.15
12:43:31.478	btc_price_update	$78979.4 (diff=27.13)
12:43:33.495	btc_price_update	$78982.26 (diff=29.99)
12:43:33.496	tracker_snapshot
12:43:35.512	btc_price_update	$78981.66 (diff=29.39)
12:43:37.529	btc_price_update	$78981.96 (diff=29.68)
12:43:38.720	fill	DOWN 6.584047314285492@0.2
12:43:38.720	paper_fill	DOWN 6.58@0.2
12:43:39.555	btc_price_update	$78981.59 (diff=29.31)
12:43:39.556	tracker_snapshot
12:43:39.556	market_snapshot
12:43:39.556	position_snapshot	up=75.0 dn=156.584 gpnl=5.9832
12:43:39.556	strategy_snapshot	state=DIRECTIONAL gpnl=5.98 cost=69.02
12:43:40.406	fill	DOWN 3.415952685714508@0.2
12:43:40.406	paper_fill	DOWN 3.42@0.2
12:43:41.574	btc_price_update	$78980.44 (diff=28.17)
12:43:43.588	btc_price_update	$78980.26 (diff=27.99)
12:43:45.606	btc_price_update	$78980.85 (diff=28.57)
12:43:45.607	tracker_snapshot
12:43:47.624	btc_price_update	$78981.21 (diff=28.93)
12:43:49.640	btc_price_update	$78981.21 (diff=28.93)
12:43:50.438	fill	DOWN 6.508082755239855@0.2
12:43:50.438	paper_fill	DOWN 6.51@0.2
12:43:50.453	fill	DOWN 3.4919172447601454@0.2
12:43:50.453	paper_fill	DOWN 3.49@0.2
12:43:51.654	btc_price_update	$78982.4 (diff=30.13)
12:43:51.654	tracker_snapshot
12:43:53.672	btc_price_update	$78982.34 (diff=30.07)
12:43:55.690	btc_price_update	$78981.33 (diff=29.06)
12:43:56.173	fill	DOWN 5@0.16
12:43:56.173	paper_fill	DOWN 5@0.16
12:43:56.807	paper_fill	DOWN 5@0.16
12:43:57.706	btc_price_update	$78981.45 (diff=29.17)
12:43:57.707	tracker_snapshot
12:43:59.528	fill	DOWN 5@0.28
12:43:59.529	paper_fill	DOWN 5@0.28
12:43:59.584	paper_fill	DOWN 5@0.28
12:43:59.722	btc_price_update	$78981.24 (diff=28.97)
12:44:00.467	fill	DOWN 6.352211805845708@0.24
12:44:00.467	paper_fill	DOWN 6.35@0.24
12:44:00.485	fill	DOWN 3.647788194154292@0.24
12:44:00.485	paper_fill	DOWN 3.65@0.24
12:44:00.729	fill	DOWN 6.986268068478141@0.22
12:44:00.729	paper_fill	DOWN 6.99@0.22
12:44:00.822	fill	DOWN 3.0137319315218587@0.22
12:44:00.823	paper_fill	DOWN 3.01@0.22
12:44:01.739	btc_price_update	$78976.53 (diff=24.25)
12:44:03.851	btc_price_update	$78978.29 (diff=26.02)
12:44:03.852	tracker_snapshot
12:44:05.280	fill	DOWN 5@0.14
12:44:05.281	paper_fill	DOWN 5@0.14
12:44:05.707	paper_fill	DOWN 5@0.14
12:44:05.867	btc_price_update	$78979.93 (diff=27.66)
12:44:07.884	btc_price_update	$78980.13 (diff=27.85)
12:44:09.906	btc_price_update	$78979.96 (diff=27.69)
12:44:09.907	tracker_snapshot
12:44:09.908	market_snapshot
12:44:09.908	position_snapshot	up=75.0 dn=205.0 gpnl=-4.2
12:44:09.908	strategy_snapshot	state=DIRECTIONAL gpnl=-4.2 cost=79.2
12:44:11.922	btc_price_update	$78980.02 (diff=27.74)
12:44:13.939	btc_price_update	$78978.87 (diff=26.59)
12:44:15.955	btc_price_update	$78977.18 (diff=24.91)
12:44:15.956	tracker_snapshot
12:44:17.974	btc_price_update	$78977.82 (diff=25.54)
12:44:19.989	btc_price_update	$78977.92 (diff=25.65)
12:44:22.009	btc_price_update	$78977.48 (diff=25.21)
12:44:22.010	tracker_snapshot
12:44:23.275	fill	DOWN 6.243926681137192@0.13
12:44:23.275	paper_fill	DOWN 6.24@0.13
12:44:24.024	btc_price_update	$78977.52 (diff=25.25)
12:44:24.998	fill	DOWN 3.756073318862808@0.13
12:44:24.998	paper_fill	DOWN 3.76@0.13
12:44:24.998	fill	DOWN 6.5581596761448555@0.12
12:44:24.999	paper_fill	DOWN 6.56@0.12
12:44:25.477	fill	DOWN 3.4418403238551445@0.12
12:44:25.477	paper_fill	DOWN 3.44@0.12
12:44:26.042	btc_price_update	$78976.11 (diff=23.83)
12:44:27.888	fill	DOWN 5@0.11
12:44:27.888	paper_fill	DOWN 5@0.11
12:44:28.060	btc_price_update	$78976.11 (diff=23.83)
12:44:28.061	tracker_snapshot
12:44:29.058	paper_fill	DOWN 5@0.11
12:44:29.058	fill	DOWN 5@0.1
12:44:29.058	paper_fill	DOWN 5@0.1
12:44:30.011	paper_fill	DOWN 5@0.1
12:44:30.075	btc_price_update	$78976.1 (diff=23.83)
12:44:31.595	fill	DOWN 5.8581445309963085@0.07
12:44:31.595	paper_fill	DOWN 5.86@0.07
12:44:32.095	btc_price_update	$78977.65 (diff=25.38)
12:44:32.315	fill	DOWN 4.1418554690036915@0.07
12:44:32.315	paper_fill	DOWN 4.14@0.07
12:44:32.895	fill	DOWN 6.804118773209281@0.06
12:44:32.896	paper_fill	DOWN 6.8@0.06
12:44:33.225	fill	DOWN 3.1958812267907186@0.06
12:44:33.225	paper_fill	DOWN 3.2@0.06
12:44:34.111	btc_price_update	$78977.86 (diff=25.59)
12:44:34.112	tracker_snapshot
12:44:36.130	btc_price_update	$78977.99 (diff=25.72)
12:44:36.282	fill	DOWN 5.187357540373764@0.05
12:44:36.282	paper_fill	DOWN 5.19@0.05
12:44:37.574	fill	DOWN 4.812642459626236@0.05
12:44:37.575	paper_fill	DOWN 4.81@0.05
12:44:38.146	btc_price_update	$78977.87 (diff=25.6)
12:44:40.168	btc_price_update	$78978.48 (diff=26.2)
12:44:40.169	tracker_snapshot
12:44:40.169	market_snapshot
12:44:40.169	position_snapshot	up=75.0 dn=265.0 gpnl=-9.55
12:44:40.169	strategy_snapshot	state=DIRECTIONAL gpnl=-9.55 cost=84.55
12:44:42.185	btc_price_update	$78979.14 (diff=26.87)
12:44:44.206	btc_price_update	$78978.79 (diff=26.52)
12:44:44.884	fill	DOWN 6.255593477243206@0.05
12:44:44.884	paper_fill	DOWN 6.26@0.05
12:44:44.996	fill	DOWN 3.744406522756794@0.05
12:44:44.997	paper_fill	DOWN 3.74@0.05
12:44:45.183	fill	DOWN 6.988289343565283@0.05
12:44:45.183	paper_fill	DOWN 6.99@0.05
12:44:45.216	fill	DOWN 3.011710656434717@0.05
12:44:45.216	paper_fill	DOWN 3.01@0.05
12:44:45.673	fill	DOWN 6.7997781339811265@0.05
12:44:45.673	paper_fill	DOWN 6.8@0.05
12:44:46.220	btc_price_update	$78979.94 (diff=27.66)
12:44:46.220	tracker_snapshot
12:44:46.876	fill	DOWN 5@0.31
12:44:46.876	paper_fill	DOWN 5@0.31
12:44:47.827	buy_state_change	DIRECTIONAL → ACCUMULATE
12:44:47.828	fill	DOWN 5@0.31
12:44:47.828	paper_fill	DOWN 5@0.31
12:44:48.237	btc_price_update	$78979.94 (diff=27.66)
12:44:50.201	fill	UP 5@0.11
12:44:50.201	paper_fill	UP 5@0.11
12:44:50.202	fill	DOWN 5@0.89
12:44:50.202	paper_fill	DOWN 5@0.89
12:44:50.256	btc_price_update	$78979.32 (diff=27.05)
12:44:51.058	fill	UP 5@0.05
12:44:51.058	paper_fill	UP 5@0.05
12:44:51.075	paper_fill	UP 5@0.05
12:44:51.450	fill	DOWN 5@0.98
12:44:51.450	paper_fill	DOWN 5@0.98
12:44:52.273	btc_price_update	$78979.27 (diff=27.0)
12:44:52.273	tracker_snapshot
12:44:54.285	btc_price_update	$78978.8 (diff=26.52)
12:44:54.828	fill	DOWN 5@0.6
12:44:54.828	paper_fill	DOWN 5@0.6
12:44:56.303	btc_price_update	$78979.1 (diff=26.82)
12:44:58.323	btc_price_update	$78980.7 (diff=28.42)
12:44:58.324	tracker_snapshot
12:45:03.403	market_snapshot
12:45:03.403	position_snapshot	up=85.0 dn=266.7998 gpnl=13.76
12:45:03.403	strategy_snapshot	state=ACCUMULATE gpnl=13.76 cost=71.24
12:45:03.404	window_end

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	8	$16	8	0	0	0
1	1	$2	1	0	0	0
2	21	$47	3	13	3	2
3	14	$26	1	13	0	0
4	22	$51	5	7	0	10
5	22	$25	0	21	0	1
6	24	$23	2	17	0	5

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	8	$16	8	0	0	0
1	1	$2	1	0	0	0
2	21	$47	3	13	3	2
3	14	$26	1	13	0	0
4	22	$51	5	7	0	10
5	22	$25	0	21	0	1
6	24	$23	2	17	0	5

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	8	$16	8	0	0	0
1	1	$2	1	0	0	0
2	21	$47	3	13	3	2
3	14	$26	1	13	0	0
4	22	$51	5	7	0	10
5	22	$25	0	21	0	1
6	24	$23	2	17	0	5