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20260504_131500_BTC_1_v8.6_dryrun_paperfill.jsonl

BTC 15m btc-updown-15m-1777900500

Winner: UP

Strategy

v8.6

Question

Bitcoin Up or Down - May 4, 9:15AM-9:30AM ET

Run Note

v86-david

Mode

paper-fill

Inferred P&L

$-122.00

Guaranteed P&L

$-122.00

Winner

BTC Move

36.91

Total Cost

121.9971

Fills

101

Orders

484

Fees Paid

$0.00

0 takers

Position evolution

taker buy taker sell

PSum & Guaranteed P&L

taker buy taker sell

Trade Log (101) Fills by Price (34) Per Minute (10) Event Log (922)

t	Side	Outcome	Price	Size	USDC	Fee	DN shares	UP avg	DN avg	PSum	Net cost
0s	BUY	Down	$0.470	5.00	$2.35	--	5	--	$0.470	--	$2.35
2s	BUY	Down	$0.460	5.00	$2.30	--	10	--	$0.465	--	$4.65
7s	BUY	Down	$0.450	5.00	$2.25	--	15	--	$0.460	--	$6.90
8s	BUY	Down	$0.410	5.00	$2.05	--	20	--	$0.448	--	$8.95
18s	BUY	Down	$0.430	5.00	$2.15	--	25	--	$0.444	--	$11.10
28s	BUY	Down	$0.430	5.00	$2.15	--	30	--	$0.442	--	$13.25
43s	BUY	Down	$0.450	5.00	$2.25	--	35	--	$0.443	--	$15.50
50s	BUY	Down	$0.440	5.00	$2.20	--	40	--	$0.443	--	$17.70
58s	BUY	Down	$0.410	5.00	$2.05	--	45	--	$0.439	--	$19.75
162s	BUY	Down	$0.450	5.00	$2.25	--	50	--	$0.440	--	$22.00
162s	BUY	Down	$0.430	5.00	$2.15	--	55	--	$0.439	--	$24.15
163s	BUY	Down	$0.420	5.00	$2.10	--	60	--	$0.438	--	$26.25
163s	BUY	Down	$0.410	6.19	$2.54	--	66	--	$0.435	--	$28.79
163s	BUY	Down	$0.410	3.81	$1.56	--	70	--	$0.434	--	$30.35
165s	BUY	Down	$0.390	5.66	$2.21	--	76	--	$0.430	--	$32.56
165s	BUY	Down	$0.390	4.34	$1.69	--	80	--	$0.428	--	$34.25
184s	BUY	Down	$0.410	5.73	$2.35	--	86	--	$0.427	--	$36.60
184s	BUY	Down	$0.410	4.27	$1.75	--	90	--	$0.426	--	$38.35
195s	BUY	Down	$0.390	5.00	$1.95	--	95	--	$0.424	--	$40.30
259s	BUY	Down	$0.410	5.00	$2.05	--	100	--	$0.423	--	$42.35
266s	BUY	Down	$0.380	5.00	$1.90	--	105	--	$0.421	--	$44.25
267s	BUY	Down	$0.290	5.83	$1.69	--	111	--	$0.414	--	$45.94
267s	BUY	Down	$0.290	4.17	$1.21	--	115	--	$0.410	--	$47.15
268s	BUY	Down	$0.270	5.14	$1.39	--	120	--	$0.404	--	$48.54
268s	BUY	Down	$0.270	4.86	$1.31	--	125	--	$0.399	--	$49.85
270s	BUY	Down	$0.260	6.05	$1.57	--	131	--	$0.392	--	$51.42
270s	BUY	Down	$0.260	3.95	$1.03	--	135	--	$0.389	--	$52.45
271s	BUY	Down	$0.190	5.00	$0.95	--	140	--	$0.381	--	$53.40
273s	BUY	Down	$0.210	6.83	$1.43	--	147	--	$0.373	--	$54.83
273s	BUY	Down	$0.210	3.17	$0.67	--	150	--	$0.370	--	$55.50
273s	BUY	Down	$0.180	5.19	$0.93	--	155	--	$0.364	--	$56.43
273s	BUY	Down	$0.180	4.81	$0.87	--	160	--	$0.358	--	$57.30
274s	BUY	Down	$0.170	5.00	$0.85	--	165	--	$0.352	--	$58.15
280s	BUY	Down	$0.150	6.69	$1.00	--	172	--	$0.344	--	$59.15
280s	BUY	Down	$0.150	3.31	$0.50	--	175	--	$0.341	--	$59.65
280s	BUY	Down	$0.120	5.53	$0.66	--	181	--	$0.334	--	$60.31
280s	BUY	Down	$0.120	4.47	$0.54	--	185	--	$0.329	--	$60.85
280s	BUY	Down	$0.110	5.88	$0.65	--	191	--	$0.322	--	$61.50
287s	BUY	Down	$0.260	5.27	$1.37	--	196	--	$0.321	--	$62.87
287s	BUY	Down	$0.260	4.73	$1.23	--	201	--	$0.319	--	$64.10
287s	BUY	Down	$0.160	5.59	$0.89	--	206	--	$0.315	--	$64.99
287s	BUY	Down	$0.160	4.41	$0.71	--	211	--	$0.311	--	$65.70
291s	BUY	Down	$0.150	6.16	$0.92	--	217	--	$0.307	--	$66.62
291s	BUY	Down	$0.150	3.84	$0.58	--	221	--	$0.304	--	$67.20
298s	BUY	Down	$0.140	5.92	$0.83	--	227	--	$0.300	--	$68.03
298s	BUY	Down	$0.140	4.08	$0.57	--	231	--	$0.297	--	$68.60
306s	BUY	Down	$0.160	6.86	$1.10	--	238	--	$0.293	--	$69.69
307s	BUY	Down	$0.160	3.14	$0.50	--	241	--	$0.291	--	$70.20
307s	BUY	Down	$0.150	5.00	$0.75	--	246	--	$0.288	--	$70.95
333s	BUY	Down	$0.160	5.92	$0.95	--	252	--	$0.285	--	$71.89
333s	BUY	Down	$0.160	4.08	$0.65	--	256	--	$0.283	--	$72.55
341s	BUY	Down	$0.260	5.62	$1.46	--	262	--	$0.283	--	$74.01
341s	BUY	Down	$0.260	4.38	$1.14	--	266	--	$0.283	--	$75.15
342s	BUY	Down	$0.240	5.00	$1.20	--	271	--	$0.282	--	$76.35
355s	BUY	Down	$0.280	6.49	$1.82	--	277	--	$0.282	--	$78.17
358s	BUY	Down	$0.280	3.51	$0.98	--	281	--	$0.282	--	$79.15
370s	BUY	Down	$0.290	6.84	$1.98	--	288	--	$0.282	--	$81.13
370s	BUY	Down	$0.290	3.16	$0.92	--	291	--	$0.282	--	$82.05
434s	BUY	Down	$0.380	6.28	$2.39	--	297	--	$0.284	--	$84.43
434s	BUY	Down	$0.380	3.72	$1.41	--	301	--	$0.285	--	$85.85
434s	BUY	Down	$0.360	5.65	$2.03	--	307	--	$0.287	--	$87.88
435s	BUY	Down	$0.360	4.35	$1.57	--	311	--	$0.288	--	$89.45
447s	BUY	Down	$0.370	5.00	$1.85	--	316	--	$0.289	--	$91.30
597s	BUY	Down	$0.250	5.00	$1.25	--	321	--	$0.288	--	$92.55
598s	BUY	Down	$0.230	5.55	$1.28	--	326	--	$0.287	--	$93.82
598s	BUY	Down	$0.230	4.45	$1.02	--	331	--	$0.287	--	$94.85
598s	BUY	Down	$0.220	5.76	$1.27	--	337	--	$0.285	--	$96.12
598s	BUY	Down	$0.220	4.24	$0.93	--	341	--	$0.285	--	$97.05
601s	BUY	Down	$0.200	5.89	$1.18	--	347	--	$0.283	--	$98.23
602s	BUY	Down	$0.200	4.11	$0.82	--	351	--	$0.282	--	$99.05
610s	BUY	Down	$0.220	5.00	$1.10	--	356	--	$0.281	--	$100.15
611s	BUY	Down	$0.210	5.00	$1.05	--	361	--	$0.280	--	$101.20
611s	BUY	Down	$0.180	6.35	$1.14	--	367	--	$0.279	--	$102.34
611s	BUY	Down	$0.180	3.65	$0.66	--	371	--	$0.278	--	$103.00
620s	BUY	Down	$0.240	5.29	$1.27	--	376	--	$0.277	--	$104.27
620s	BUY	Down	$0.240	4.71	$1.13	--	381	--	$0.277	--	$105.40
623s	BUY	Down	$0.200	6.02	$1.20	--	387	--	$0.276	--	$106.60
624s	BUY	Down	$0.200	3.98	$0.80	--	391	--	$0.275	--	$107.40
637s	BUY	Down	$0.190	5.02	$0.95	--	396	--	$0.274	--	$108.35
638s	BUY	Down	$0.190	4.98	$0.95	--	401	--	$0.273	--	$109.30
641s	BUY	Down	$0.180	5.35	$0.96	--	406	--	$0.271	--	$110.26
641s	BUY	Down	$0.180	4.65	$0.84	--	411	--	$0.270	--	$111.10
643s	BUY	Down	$0.170	6.77	$1.15	--	418	--	$0.269	--	$112.25
643s	BUY	Down	$0.170	3.23	$0.55	--	421	--	$0.268	--	$112.80
657s	BUY	Down	$0.170	5.00	$0.85	--	426	--	$0.267	--	$113.65
664s	BUY	Down	$0.160	6.78	$1.08	--	433	--	$0.265	--	$114.73
664s	BUY	Down	$0.160	3.22	$0.52	--	436	--	$0.264	--	$115.25
670s	BUY	Down	$0.150	5.00	$0.75	--	441	--	$0.263	--	$116.00
676s	BUY	Down	$0.130	6.96	$0.90	--	448	--	$0.261	--	$116.90
676s	BUY	Down	$0.130	3.04	$0.40	--	451	--	$0.260	--	$117.30
677s	BUY	Down	$0.120	5.27	$0.63	--	456	--	$0.259	--	$117.93
678s	BUY	Down	$0.120	4.73	$0.57	--	461	--	$0.257	--	$118.50
688s	BUY	Down	$0.110	6.16	$0.68	--	467	--	$0.255	--	$119.17
688s	BUY	Down	$0.110	3.84	$0.42	--	471	--	$0.254	--	$119.60
690s	BUY	Down	$0.090	5.74	$0.52	--	477	--	$0.252	--	$120.11
690s	BUY	Down	$0.090	4.26	$0.38	--	481	--	$0.251	--	$120.50
694s	BUY	Down	$0.070	5.75	$0.40	--	487	--	$0.248	--	$120.90
694s	BUY	Down	$0.070	4.25	$0.30	--	491	--	$0.247	--	$121.20
694s	BUY	Down	$0.050	6.88	$0.34	--	498	--	$0.244	--	$121.54
695s	BUY	Down	$0.060	5.00	$0.30	--	503	--	$0.242	--	$121.84
699s	BUY	Down	$0.050	3.12	$0.16	--	506	--	$0.241	--	$122.00

Side	Outcome	Price	Trades	Shares	Notional
BUY	Down	$0.470	1	5.00	$2.35
BUY	Down	$0.460	1	5.00	$2.30
BUY	Down	$0.450	3	15.00	$6.75
BUY	Down	$0.440	1	5.00	$2.20
BUY	Down	$0.430	3	15.00	$6.45
BUY	Down	$0.420	1	5.00	$2.10
BUY	Down	$0.410	7	35.00	$14.35
BUY	Down	$0.390	3	15.00	$5.85
BUY	Down	$0.380	3	15.00	$5.70
BUY	Down	$0.370	1	5.00	$1.85
BUY	Down	$0.360	2	10.00	$3.60
BUY	Down	$0.290	4	20.00	$5.80
BUY	Down	$0.280	2	10.00	$2.80
BUY	Down	$0.270	2	10.00	$2.70
BUY	Down	$0.260	6	30.00	$7.80
BUY	Down	$0.250	1	5.00	$1.25
BUY	Down	$0.240	3	15.00	$3.60
BUY	Down	$0.230	2	10.00	$2.30
BUY	Down	$0.220	3	15.00	$3.30
BUY	Down	$0.210	3	15.00	$3.15
BUY	Down	$0.200	4	20.00	$4.00
BUY	Down	$0.190	3	15.00	$2.85
BUY	Down	$0.180	6	30.00	$5.40
BUY	Down	$0.170	4	20.00	$3.40
BUY	Down	$0.160	8	40.00	$6.40
BUY	Down	$0.150	6	30.00	$4.50
BUY	Down	$0.140	2	10.00	$1.40
BUY	Down	$0.130	2	10.00	$1.30
BUY	Down	$0.120	4	20.00	$2.40
BUY	Down	$0.110	3	15.88	$1.75
BUY	Down	$0.090	2	10.00	$0.90
BUY	Down	$0.070	2	10.00	$0.70
BUY	Down	$0.060	1	5.00	$0.30
BUY	Down	$0.050	2	10.00	$0.50

Minute	Trades	Notional	DN buys
0	9	$20	9
2	7	$14	7
3	3	$6	3
4	27	$28	27
5	10	$11	10
6	2	$3	2
7	5	$9	5
9	5	$6	5
10	17	$17	17
11	16	$8	16

Time	Event	Details
13:10:00.017	window_start
13:15:06.501	btc_price_update	$78906.7 (diff=-12.5)
13:15:06.501	buy_state_change	INIT → ACCUMULATE
13:15:06.501	tracker_snapshot
13:15:07.169	cross_window_filter
13:15:07.169	cross_window_filter
13:15:07.169	cross_window_filter
13:15:07.169	cross_window_filter
13:15:07.170	cross_window_filter
13:15:08.519	btc_price_update	$78903.08 (diff=-16.11)
13:15:10.535	btc_price_update	$78901.29 (diff=-17.9)
13:15:12.551	btc_price_update	$78900.98 (diff=-18.22)
13:15:12.551	tracker_snapshot
13:15:14.565	btc_price_update	$78900.98 (diff=-18.22)
13:15:16.583	btc_price_update	$78895.81 (diff=-23.38)
13:15:18.602	btc_price_update	$78897.21 (diff=-21.98)
13:15:18.602	tracker_snapshot
13:15:20.617	btc_price_update	$78899.0 (diff=-20.2)
13:15:22.628	btc_price_update	$78897.99 (diff=-21.2)
13:15:24.640	btc_price_update	$78898.19 (diff=-21.01)
13:15:24.640	tracker_snapshot
13:15:26.655	btc_price_update	$78898.52 (diff=-20.67)
13:15:28.670	btc_price_update	$78900.45 (diff=-18.74)
13:15:30.686	btc_price_update	$78911.61 (diff=-7.58)
13:15:30.687	tracker_snapshot
13:15:32.706	btc_price_update	$78912.41 (diff=-6.79)
13:15:34.720	btc_price_update	$78913.13 (diff=-6.07)
13:15:36.737	btc_price_update	$78911.42 (diff=-7.78)
13:15:36.737	tracker_snapshot
13:15:36.737	market_snapshot
13:15:36.738	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
13:15:36.738	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
13:15:38.752	btc_price_update	$78911.76 (diff=-7.43)
13:15:40.768	btc_price_update	$78913.54 (diff=-5.66)
13:15:42.786	btc_price_update	$78913.33 (diff=-5.86)
13:15:42.786	tracker_snapshot
13:15:44.801	btc_price_update	$78911.88 (diff=-7.32)
13:15:46.816	btc_price_update	$78913.07 (diff=-6.12)
13:15:48.832	btc_price_update	$78913.26 (diff=-5.94)
13:15:48.832	tracker_snapshot
13:15:50.846	btc_price_update	$78913.37 (diff=-5.83)
13:15:52.862	btc_price_update	$78913.46 (diff=-5.74)
13:15:54.877	btc_price_update	$78921.06 (diff=1.86)
13:15:54.877	tracker_snapshot
13:15:56.893	btc_price_update	$78916.07 (diff=-3.13)
13:15:58.909	btc_price_update	$78917.17 (diff=-2.03)
13:16:00.925	btc_price_update	$78916.75 (diff=-2.45)
13:16:00.925	tracker_snapshot
13:16:02.951	btc_price_update	$78908.49 (diff=-10.71)
13:16:04.966	btc_price_update	$78899.02 (diff=-20.17)
13:16:06.980	btc_price_update	$78893.4 (diff=-25.8)
13:16:06.980	tracker_snapshot
13:16:06.980	market_snapshot
13:16:06.980	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
13:16:06.980	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
13:16:08.996	btc_price_update	$78893.76 (diff=-25.44)
13:16:11.012	btc_price_update	$78893.68 (diff=-25.51)
13:16:13.028	btc_price_update	$78893.67 (diff=-25.52)
13:16:13.028	tracker_snapshot
13:16:15.041	btc_price_update	$78894.17 (diff=-25.03)
13:16:17.053	btc_price_update	$78894.23 (diff=-24.96)
13:16:19.065	btc_price_update	$78894.09 (diff=-25.11)
13:16:19.066	tracker_snapshot
13:16:21.080	btc_price_update	$78893.58 (diff=-25.62)
13:16:23.095	btc_price_update	$78894.89 (diff=-24.31)
13:16:25.110	btc_price_update	$78895.08 (diff=-24.12)
13:16:25.110	tracker_snapshot
13:16:27.123	btc_price_update	$78894.87 (diff=-24.33)
13:16:29.140	btc_price_update	$78894.86 (diff=-24.33)
13:16:31.154	btc_price_update	$78896.43 (diff=-22.76)
13:16:31.156	tracker_snapshot
13:16:33.172	btc_price_update	$78896.11 (diff=-23.09)
13:16:35.184	btc_price_update	$78896.23 (diff=-22.97)
13:16:37.198	btc_price_update	$78896.13 (diff=-23.07)
13:16:37.198	tracker_snapshot
13:16:37.198	market_snapshot
13:16:37.198	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
13:16:37.198	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
13:16:39.215	btc_price_update	$78895.43 (diff=-23.76)
13:16:41.232	btc_price_update	$78895.5 (diff=-23.69)
13:16:43.246	btc_price_update	$78895.21 (diff=-23.99)
13:16:43.247	tracker_snapshot
13:16:45.263	btc_price_update	$78896.27 (diff=-22.92)
13:16:47.278	btc_price_update	$78896.29 (diff=-22.91)
13:16:49.290	btc_price_update	$78896.92 (diff=-22.28)
13:16:49.291	tracker_snapshot
13:16:51.306	btc_price_update	$78898.05 (diff=-21.14)
13:16:53.326	btc_price_update	$78898.58 (diff=-20.61)
13:16:55.340	btc_price_update	$78898.58 (diff=-20.61)
13:16:55.340	tracker_snapshot
13:16:57.356	btc_price_update	$78898.58 (diff=-20.61)
13:16:59.371	btc_price_update	$78898.58 (diff=-20.61)
13:17:01.390	btc_price_update	$78898.58 (diff=-20.61)
13:17:01.391	tracker_snapshot
13:17:03.410	btc_price_update	$78898.92 (diff=-20.27)
13:17:05.425	btc_price_update	$78908.66 (diff=-10.54)
13:17:07.444	btc_price_update	$78909.29 (diff=-9.9)
13:17:07.444	tracker_snapshot
13:17:07.444	market_snapshot
13:17:07.444	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
13:17:07.444	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
13:17:09.458	btc_price_update	$78909.98 (diff=-9.21)
13:17:11.474	btc_price_update	$78910.26 (diff=-8.93)
13:17:13.491	btc_price_update	$78910.28 (diff=-8.92)
13:17:13.492	tracker_snapshot
13:17:15.505	btc_price_update	$78909.96 (diff=-9.23)
13:17:17.521	btc_price_update	$78910.5 (diff=-8.7)
13:17:19.537	btc_price_update	$78910.46 (diff=-8.74)
13:17:19.538	tracker_snapshot
13:17:21.553	btc_price_update	$78911.47 (diff=-7.73)
13:17:23.567	btc_price_update	$78925.15 (diff=5.95)
13:17:25.581	btc_price_update	$78926.64 (diff=7.44)
13:17:25.581	tracker_snapshot
13:17:27.598	btc_price_update	$78929.57 (diff=10.37)
13:17:29.611	btc_price_update	$78935.51 (diff=16.32)
13:17:31.631	btc_price_update	$78935.48 (diff=16.29)
13:17:31.631	tracker_snapshot
13:17:33.644	btc_price_update	$78935.06 (diff=15.86)
13:17:35.661	btc_price_update	$78931.97 (diff=12.77)
13:17:37.676	btc_price_update	$78931.2 (diff=12.01)
13:17:37.676	tracker_snapshot
13:17:37.676	market_snapshot
13:17:37.676	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
13:17:37.676	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
13:17:39.691	btc_price_update	$78931.2 (diff=12.01)
13:17:41.708	btc_price_update	$78931.2 (diff=12.01)
13:17:43.720	btc_price_update	$78931.2 (diff=12.01)
13:17:43.720	tracker_snapshot
13:17:45.738	btc_price_update	$78929.73 (diff=10.53)
13:17:47.756	btc_price_update	$78915.22 (diff=-3.98)
13:17:48.422	cross_gate_opened
13:17:49.770	btc_price_update	$78916.44 (diff=-2.76)
13:17:49.771	tracker_snapshot
13:17:49.776	fill	DOWN 5@0.47
13:17:49.776	paper_fill	DOWN 5@0.47
13:17:51.053	fill	DOWN 5@0.46
13:17:51.054	paper_fill	DOWN 5@0.46
13:17:51.785	btc_price_update	$78927.8 (diff=8.61)
13:17:53.797	btc_price_update	$78929.44 (diff=10.24)
13:17:55.812	btc_price_update	$78929.52 (diff=10.32)
13:17:55.812	tracker_snapshot
13:17:56.457	fill	DOWN 5@0.45
13:17:56.457	paper_fill	DOWN 5@0.45
13:17:57.051	fill	DOWN 5@0.41
13:17:57.051	paper_fill	DOWN 5@0.41
13:17:57.824	btc_price_update	$78931.81 (diff=12.62)
13:17:59.840	btc_price_update	$78948.66 (diff=29.47)
13:18:01.862	btc_price_update	$78948.83 (diff=29.63)
13:18:01.864	tracker_snapshot
13:18:03.909	btc_price_update	$78950.56 (diff=31.37)
13:18:05.357	buy_state_change	ACCUMULATE → DIRECTIONAL
13:18:05.924	btc_price_update	$78949.95 (diff=30.76)
13:18:07.658	fill	DOWN 5@0.43
13:18:07.658	paper_fill	DOWN 5@0.43
13:18:07.940	btc_price_update	$78948.99 (diff=29.8)
13:18:07.940	tracker_snapshot
13:18:07.941	market_snapshot
13:18:07.941	position_snapshot	up=0.0 dn=25.0 gpnl=-11.1
13:18:07.941	strategy_snapshot	state=DIRECTIONAL gpnl=-11.1 cost=11.1
13:18:09.955	btc_price_update	$78947.54 (diff=28.34)
13:18:11.970	btc_price_update	$78943.73 (diff=24.53)
13:18:13.988	btc_price_update	$78944.14 (diff=24.94)
13:18:13.988	tracker_snapshot
13:18:16.003	btc_price_update	$78945.91 (diff=26.71)
13:18:17.506	fill	DOWN 5@0.43
13:18:17.506	paper_fill	DOWN 5@0.43
13:18:18.016	btc_price_update	$78945.32 (diff=26.13)
13:18:20.032	btc_price_update	$78945.8 (diff=26.6)
13:18:20.033	tracker_snapshot
13:18:22.049	btc_price_update	$78943.67 (diff=24.48)
13:18:24.063	btc_price_update	$78944.0 (diff=24.81)
13:18:26.079	btc_price_update	$78944.6 (diff=25.4)
13:18:26.080	tracker_snapshot
13:18:28.095	btc_price_update	$78943.6 (diff=24.41)
13:18:30.108	btc_price_update	$78943.67 (diff=24.47)
13:18:32.127	btc_price_update	$78938.39 (diff=19.19)
13:18:32.128	tracker_snapshot
13:18:32.278	fill	DOWN 5@0.45
13:18:32.278	paper_fill	DOWN 5@0.45
13:18:34.139	btc_price_update	$78938.42 (diff=19.22)
13:18:36.157	btc_price_update	$78939.25 (diff=20.06)
13:18:38.175	btc_price_update	$78938.96 (diff=19.77)
13:18:38.175	tracker_snapshot
13:18:38.175	market_snapshot
13:18:38.175	position_snapshot	up=0.0 dn=35.0 gpnl=-15.5
13:18:38.176	strategy_snapshot	state=DIRECTIONAL gpnl=-15.5 cost=15.5
13:18:39.783	fill	DOWN 5@0.44
13:18:39.783	paper_fill	DOWN 5@0.44
13:18:40.189	btc_price_update	$78937.01 (diff=17.82)
13:18:42.206	btc_price_update	$78946.44 (diff=27.25)
13:18:44.219	btc_price_update	$78945.99 (diff=26.79)
13:18:44.219	tracker_snapshot
13:18:46.233	btc_price_update	$78946.05 (diff=26.85)
13:18:47.959	fill	DOWN 5@0.41
13:18:47.959	paper_fill	DOWN 5@0.41
13:18:48.246	btc_price_update	$78946.14 (diff=26.94)
13:18:50.259	btc_price_update	$78948.21 (diff=29.02)
13:18:50.259	tracker_snapshot
13:18:52.273	btc_price_update	$78948.16 (diff=28.96)
13:18:54.289	btc_price_update	$78948.33 (diff=29.13)
13:18:54.890	v8_6_liquidity_signal
13:18:56.302	btc_price_update	$78949.14 (diff=29.94)
13:18:56.302	tracker_snapshot
13:18:58.317	btc_price_update	$78955.02 (diff=35.83)
13:19:00.332	btc_price_update	$78958.43 (diff=39.24)
13:19:02.346	btc_price_update	$78953.53 (diff=34.33)
13:19:02.346	tracker_snapshot
13:19:04.360	btc_price_update	$78954.41 (diff=35.21)
13:19:06.375	btc_price_update	$78952.84 (diff=33.65)
13:19:08.391	btc_price_update	$78954.96 (diff=35.77)
13:19:08.392	tracker_snapshot
13:19:08.392	market_snapshot
13:19:08.392	position_snapshot	up=0.0 dn=45.0 gpnl=-19.75
13:19:08.392	strategy_snapshot	state=DIRECTIONAL gpnl=-19.75 cost=19.75
13:19:10.405	btc_price_update	$78956.12 (diff=36.92)
13:19:12.420	btc_price_update	$78955.72 (diff=36.52)
13:19:14.441	btc_price_update	$78953.22 (diff=34.03)
13:19:14.442	tracker_snapshot
13:19:16.454	btc_price_update	$78953.06 (diff=33.86)
13:19:18.470	btc_price_update	$78951.49 (diff=32.3)
13:19:20.483	btc_price_update	$78952.17 (diff=32.97)
13:19:20.483	tracker_snapshot
13:19:22.497	btc_price_update	$78951.62 (diff=32.42)
13:19:24.513	btc_price_update	$78945.61 (diff=26.41)
13:19:26.526	btc_price_update	$78944.46 (diff=25.27)
13:19:26.527	tracker_snapshot
13:19:28.543	btc_price_update	$78944.46 (diff=25.27)
13:19:30.559	btc_price_update	$78944.96 (diff=25.77)
13:19:32.575	btc_price_update	$78944.39 (diff=25.19)
13:19:32.576	tracker_snapshot
13:19:34.591	btc_price_update	$78943.96 (diff=24.77)
13:19:36.607	btc_price_update	$78944.85 (diff=25.66)
13:19:37.006	buy_state_change	DIRECTIONAL → ACCUMULATE
13:19:38.620	btc_price_update	$78939.97 (diff=20.78)
13:19:38.621	tracker_snapshot
13:19:38.621	market_snapshot
13:19:38.621	position_snapshot	up=0.0 dn=45.0 gpnl=-19.75
13:19:38.621	strategy_snapshot	state=ACCUMULATE gpnl=-19.75 cost=19.75
13:19:40.636	btc_price_update	$78917.96 (diff=-1.23)
13:19:42.649	btc_price_update	$78916.9 (diff=-2.29)
13:19:44.668	btc_price_update	$78916.88 (diff=-2.31)
13:19:44.669	tracker_snapshot
13:19:46.680	btc_price_update	$78921.62 (diff=2.43)
13:19:48.695	btc_price_update	$78926.64 (diff=7.45)
13:19:50.711	btc_price_update	$78926.59 (diff=7.39)
13:19:50.712	tracker_snapshot
13:19:52.728	btc_price_update	$78927.18 (diff=7.99)
13:19:54.744	btc_price_update	$78925.06 (diff=5.87)
13:19:56.762	btc_price_update	$78924.13 (diff=4.94)
13:19:56.763	tracker_snapshot
13:19:58.776	btc_price_update	$78924.14 (diff=4.94)
13:20:00.795	btc_price_update	$78923.37 (diff=4.18)
13:20:02.813	btc_price_update	$78923.53 (diff=4.33)
13:20:02.815	tracker_snapshot
13:20:04.831	btc_price_update	$78924.0 (diff=4.8)
13:20:06.451	v8_6_liquidity_signal
13:20:06.848	btc_price_update	$78925.95 (diff=6.75)
13:20:08.863	btc_price_update	$78926.73 (diff=7.53)
13:20:08.863	tracker_snapshot
13:20:08.863	market_snapshot
13:20:08.864	position_snapshot	up=0.0 dn=45.0 gpnl=-19.75
13:20:08.864	strategy_snapshot	state=ACCUMULATE gpnl=-19.75 cost=19.75
13:20:10.880	btc_price_update	$78927.3 (diff=8.11)
13:20:12.892	btc_price_update	$78927.3 (diff=8.11)
13:20:14.906	btc_price_update	$78923.33 (diff=4.14)
13:20:14.906	tracker_snapshot
13:20:16.918	btc_price_update	$78925.52 (diff=6.33)
13:20:18.934	btc_price_update	$78925.73 (diff=6.53)
13:20:20.949	btc_price_update	$78923.86 (diff=4.66)
13:20:20.950	tracker_snapshot
13:20:22.965	btc_price_update	$78924.72 (diff=5.52)
13:20:24.984	btc_price_update	$78924.77 (diff=5.58)
13:20:26.998	btc_price_update	$78924.36 (diff=5.17)
13:20:26.999	tracker_snapshot
13:20:29.014	btc_price_update	$78922.35 (diff=3.16)
13:20:31.030	btc_price_update	$78922.35 (diff=3.15)
13:20:31.148	fill	DOWN 5@0.45
13:20:31.148	paper_fill	DOWN 5@0.45
13:20:31.165	paper_fill	DOWN 5@0.45
13:20:31.807	fill	DOWN 5@0.43
13:20:31.807	paper_fill	DOWN 5@0.43
13:20:31.816	paper_fill	DOWN 5@0.43
13:20:32.417	fill	DOWN 5@0.42
13:20:32.417	paper_fill	DOWN 5@0.42
13:20:32.963	paper_fill	DOWN 5@0.42
13:20:32.963	fill	DOWN 6.189195360081453@0.41
13:20:32.963	paper_fill	DOWN 6.19@0.41
13:20:32.984	fill	DOWN 3.8108046399185467@0.41
13:20:32.984	paper_fill	DOWN 3.81@0.41
13:20:33.045	btc_price_update	$78923.08 (diff=3.88)
13:20:33.046	tracker_snapshot
13:20:34.143	fill	DOWN 5.656121893819681@0.39
13:20:34.143	paper_fill	DOWN 5.66@0.39
13:20:34.172	fill	DOWN 4.343878106180319@0.39
13:20:34.173	paper_fill	DOWN 4.34@0.39
13:20:35.063	btc_price_update	$78941.43 (diff=22.23)
13:20:37.080	btc_price_update	$78945.57 (diff=26.38)
13:20:37.627	buy_state_change	ACCUMULATE → DIRECTIONAL
13:20:39.095	btc_price_update	$78945.64 (diff=26.44)
13:20:39.095	tracker_snapshot
13:20:39.095	market_snapshot
13:20:39.095	position_snapshot	up=0.0 dn=80.0 gpnl=-34.25
13:20:39.095	strategy_snapshot	state=DIRECTIONAL gpnl=-34.25 cost=34.25
13:20:41.110	btc_price_update	$78949.82 (diff=30.63)
13:20:43.123	btc_price_update	$78949.57 (diff=30.37)
13:20:45.141	btc_price_update	$78949.68 (diff=30.49)
13:20:45.142	tracker_snapshot
13:20:47.158	btc_price_update	$78950.01 (diff=30.82)
13:20:49.169	btc_price_update	$78950.01 (diff=30.82)
13:20:51.184	btc_price_update	$78947.57 (diff=28.37)
13:20:51.185	tracker_snapshot
13:20:53.198	btc_price_update	$78945.38 (diff=26.18)
13:20:53.358	fill	DOWN 5.732056435770287@0.41
13:20:53.358	paper_fill	DOWN 5.73@0.41
13:20:53.704	fill	DOWN 4.267943564229713@0.41
13:20:53.704	paper_fill	DOWN 4.27@0.41
13:20:55.210	btc_price_update	$78944.72 (diff=25.52)
13:20:57.222	btc_price_update	$78945.72 (diff=26.52)
13:20:57.222	tracker_snapshot
13:20:59.239	btc_price_update	$78945.99 (diff=26.79)
13:21:01.259	btc_price_update	$78947.4 (diff=28.2)
13:21:03.273	btc_price_update	$78947.65 (diff=28.46)
13:21:03.273	tracker_snapshot
13:21:04.633	fill	DOWN 5@0.39
13:21:04.633	paper_fill	DOWN 5@0.39
13:21:04.703	paper_fill	DOWN 5@0.39
13:21:05.290	btc_price_update	$78947.38 (diff=28.18)
13:21:07.305	btc_price_update	$78947.65 (diff=28.46)
13:21:09.324	btc_price_update	$78956.44 (diff=37.25)
13:21:09.325	tracker_snapshot
13:21:09.325	market_snapshot
13:21:09.325	position_snapshot	up=0.0 dn=95.0 gpnl=-40.3
13:21:09.325	strategy_snapshot	state=DIRECTIONAL gpnl=-40.3 cost=40.3
13:21:11.339	btc_price_update	$78956.45 (diff=37.25)
13:21:13.353	btc_price_update	$78955.92 (diff=36.73)
13:21:15.372	btc_price_update	$78958.52 (diff=39.32)
13:21:15.373	tracker_snapshot
13:21:17.387	btc_price_update	$78958.65 (diff=39.45)
13:21:19.401	btc_price_update	$78960.16 (diff=40.96)
13:21:21.415	btc_price_update	$78959.51 (diff=40.31)
13:21:21.415	tracker_snapshot
13:21:23.430	btc_price_update	$78959.93 (diff=40.73)
13:21:25.448	btc_price_update	$78959.7 (diff=40.51)
13:21:27.464	btc_price_update	$78960.67 (diff=41.47)
13:21:27.464	tracker_snapshot
13:21:29.478	btc_price_update	$78960.72 (diff=41.52)
13:21:31.492	btc_price_update	$78959.81 (diff=40.61)
13:21:33.508	btc_price_update	$78960.66 (diff=41.46)
13:21:33.509	tracker_snapshot
13:21:35.520	btc_price_update	$78960.39 (diff=41.2)
13:21:37.533	btc_price_update	$78941.85 (diff=22.65)
13:21:39.546	btc_price_update	$78939.1 (diff=19.91)
13:21:39.547	tracker_snapshot
13:21:39.547	market_snapshot
13:21:39.547	position_snapshot	up=0.0 dn=95.0 gpnl=-40.3
13:21:39.547	strategy_snapshot	state=DIRECTIONAL gpnl=-40.3 cost=40.3
13:21:41.562	btc_price_update	$78939.14 (diff=19.94)
13:21:43.575	btc_price_update	$78939.02 (diff=19.82)
13:21:45.594	btc_price_update	$78958.29 (diff=39.1)
13:21:45.595	tracker_snapshot
13:21:47.253	v8_6_liquidity_signal
13:21:47.610	btc_price_update	$78956.67 (diff=37.48)
13:21:48.075	buy_state_change	DIRECTIONAL → ACCUMULATE
13:21:49.624	btc_price_update	$78951.54 (diff=32.34)
13:21:51.642	btc_price_update	$78917.46 (diff=-1.74)
13:21:51.643	tracker_snapshot
13:21:53.657	btc_price_update	$78914.15 (diff=-5.05)
13:21:55.671	btc_price_update	$78913.94 (diff=-5.25)
13:21:57.685	btc_price_update	$78913.94 (diff=-5.25)
13:21:57.685	tracker_snapshot
13:21:59.701	btc_price_update	$78914.08 (diff=-5.11)
13:22:01.724	btc_price_update	$78914.03 (diff=-5.16)
13:22:03.742	btc_price_update	$78911.92 (diff=-7.28)
13:22:03.743	tracker_snapshot
13:22:05.758	btc_price_update	$78911.82 (diff=-7.38)
13:22:07.775	btc_price_update	$78911.67 (diff=-7.53)
13:22:08.850	fill	DOWN 5@0.41
13:22:08.850	paper_fill	DOWN 5@0.41
13:22:08.949	paper_fill	DOWN 5@0.41
13:22:09.791	btc_price_update	$78911.73 (diff=-7.46)
13:22:09.792	tracker_snapshot
13:22:09.792	market_snapshot
13:22:09.792	position_snapshot	up=0.0 dn=100.0 gpnl=-42.35
13:22:09.792	strategy_snapshot	state=ACCUMULATE gpnl=-42.35 cost=42.35
13:22:11.806	btc_price_update	$78933.47 (diff=14.27)
13:22:13.825	btc_price_update	$78935.08 (diff=15.88)
13:22:15.838	btc_price_update	$78941.83 (diff=22.63)
13:22:15.839	tracker_snapshot
13:22:15.896	fill	DOWN 5@0.38
13:22:15.897	paper_fill	DOWN 5@0.38
13:22:15.903	paper_fill	DOWN 5@0.38
13:22:16.400	fill	DOWN 5.827393017000965@0.29
13:22:16.400	paper_fill	DOWN 5.83@0.29
13:22:16.401	fill	DOWN 4.172606982999035@0.29
13:22:16.401	paper_fill	DOWN 4.17@0.29
13:22:17.473	fill	DOWN 5.138366325272942@0.27
13:22:17.473	paper_fill	DOWN 5.14@0.27
13:22:17.549	fill	DOWN 4.861633674727058@0.27
13:22:17.549	paper_fill	DOWN 4.86@0.27
13:22:17.721	buy_state_change	ACCUMULATE → DIRECTIONAL
13:22:17.854	btc_price_update	$78940.98 (diff=21.79)
13:22:19.476	fill	DOWN 6.053842752969624@0.26
13:22:19.476	paper_fill	DOWN 6.05@0.26
13:22:19.479	fill	DOWN 3.946157247030376@0.26
13:22:19.479	paper_fill	DOWN 3.95@0.26
13:22:19.870	btc_price_update	$78976.61 (diff=57.42)
13:22:20.286	fill	DOWN 5@0.19
13:22:20.287	paper_fill	DOWN 5@0.19
13:22:20.295	paper_fill	DOWN 5@0.19
13:22:21.887	btc_price_update	$78992.57 (diff=73.37)
13:22:21.888	tracker_snapshot
13:22:22.391	fill	DOWN 6.828729143005163@0.21
13:22:22.392	paper_fill	DOWN 6.83@0.21
13:22:22.401	fill	DOWN 3.1712708569948367@0.21
13:22:22.401	paper_fill	DOWN 3.17@0.21
13:22:22.797	fill	DOWN 5.1868957031819924@0.18
13:22:22.797	paper_fill	DOWN 5.19@0.18
13:22:22.848	fill	DOWN 4.8131042968180076@0.18
13:22:22.848	paper_fill	DOWN 4.81@0.18
13:22:23.051	fill	DOWN 5@0.17
13:22:23.051	paper_fill	DOWN 5@0.17
13:22:23.137	paper_fill	DOWN 5@0.17
13:22:23.903	btc_price_update	$79001.02 (diff=81.83)
13:22:25.917	btc_price_update	$79019.26 (diff=100.07)
13:22:27.936	btc_price_update	$79015.96 (diff=96.76)
13:22:27.936	tracker_snapshot
13:22:29.195	fill	DOWN 6.69346865080743@0.15
13:22:29.195	paper_fill	DOWN 6.69@0.15
13:22:29.207	fill	DOWN 3.3065313491925696@0.15
13:22:29.207	paper_fill	DOWN 3.31@0.15
13:22:29.279	fill	DOWN 5.528578881029393@0.12
13:22:29.279	paper_fill	DOWN 5.53@0.12
13:22:29.288	fill	DOWN 4.471421118970607@0.12
13:22:29.288	paper_fill	DOWN 4.47@0.12
13:22:29.709	fill	DOWN 5.8823381251092695@0.11
13:22:29.710	paper_fill	DOWN 5.88@0.11
13:22:29.954	btc_price_update	$79019.62 (diff=100.42)
13:22:31.965	btc_price_update	$79030.64 (diff=111.44)
13:22:33.979	btc_price_update	$79028.39 (diff=109.19)
13:22:33.979	tracker_snapshot
13:22:35.993	btc_price_update	$79018.64 (diff=99.45)
13:22:36.328	fill	DOWN 5.266479900399053@0.26
13:22:36.328	paper_fill	DOWN 5.27@0.26
13:22:36.330	fill	DOWN 4.733520099600947@0.26
13:22:36.330	paper_fill	DOWN 4.73@0.26
13:22:36.662	fill	DOWN 5.587343035297411@0.16
13:22:36.662	paper_fill	DOWN 5.59@0.16
13:22:36.706	fill	DOWN 4.412656964702589@0.16
13:22:36.707	paper_fill	DOWN 4.41@0.16
13:22:38.007	btc_price_update	$79002.19 (diff=82.99)
13:22:40.023	btc_price_update	$79021.93 (diff=102.73)
13:22:40.024	tracker_snapshot
13:22:40.024	market_snapshot
13:22:40.024	position_snapshot	up=0.0 dn=210.8823 gpnl=-65.6971
13:22:40.024	strategy_snapshot	state=DIRECTIONAL gpnl=-65.7 cost=65.7
13:22:40.234	fill	DOWN 6.162165458080584@0.15
13:22:40.234	paper_fill	DOWN 6.16@0.15
13:22:40.282	fill	DOWN 3.837834541919416@0.15
13:22:40.282	paper_fill	DOWN 3.84@0.15
13:22:42.037	btc_price_update	$79024.56 (diff=105.37)
13:22:44.055	btc_price_update	$79029.05 (diff=109.86)
13:22:46.069	btc_price_update	$79026.2 (diff=107.0)
13:22:46.069	tracker_snapshot
13:22:47.117	fill	DOWN 5.922885395739423@0.14
13:22:47.117	paper_fill	DOWN 5.92@0.14
13:22:47.127	fill	DOWN 4.077114604260577@0.14
13:22:47.128	paper_fill	DOWN 4.08@0.14
13:22:48.086	btc_price_update	$79025.21 (diff=106.01)
13:22:50.102	btc_price_update	$79027.58 (diff=108.38)
13:22:52.120	btc_price_update	$79023.93 (diff=104.73)
13:22:52.120	tracker_snapshot
13:22:54.135	btc_price_update	$79021.84 (diff=102.65)
13:22:55.559	fill	DOWN 6.861447782563239@0.16
13:22:55.559	paper_fill	DOWN 6.86@0.16
13:22:56.152	btc_price_update	$79020.81 (diff=101.61)
13:22:56.251	fill	DOWN 3.138552217436761@0.16
13:22:56.251	paper_fill	DOWN 3.14@0.16
13:22:56.828	fill	DOWN 5@0.15
13:22:56.829	paper_fill	DOWN 5@0.15
13:22:56.836	paper_fill	DOWN 5@0.15
13:22:58.172	btc_price_update	$79021.42 (diff=102.23)
13:22:58.173	tracker_snapshot
13:23:00.188	btc_price_update	$79026.59 (diff=107.4)
13:23:02.213	btc_price_update	$79024.93 (diff=105.73)
13:23:04.230	btc_price_update	$79025.18 (diff=105.98)
13:23:04.231	tracker_snapshot
13:23:06.244	btc_price_update	$79020.03 (diff=100.84)
13:23:08.260	btc_price_update	$79019.93 (diff=100.73)
13:23:10.275	btc_price_update	$79018.23 (diff=99.04)
13:23:10.276	tracker_snapshot
13:23:10.276	market_snapshot
13:23:10.276	position_snapshot	up=0.0 dn=245.8823 gpnl=-70.9471
13:23:10.276	strategy_snapshot	state=DIRECTIONAL gpnl=-70.95 cost=70.95
13:23:12.298	btc_price_update	$79019.49 (diff=100.29)
13:23:14.315	btc_price_update	$79018.83 (diff=99.64)
13:23:16.329	btc_price_update	$79019.13 (diff=99.94)
13:23:16.330	tracker_snapshot
13:23:18.344	btc_price_update	$79019.05 (diff=99.86)
13:23:20.360	btc_price_update	$79012.73 (diff=93.54)
13:23:22.173	fill	DOWN 5.916848484598015@0.16
13:23:22.174	paper_fill	DOWN 5.92@0.16
13:23:22.372	btc_price_update	$79014.38 (diff=95.19)
13:23:22.372	tracker_snapshot
13:23:22.919	fill	DOWN 4.083151515401985@0.16
13:23:22.919	paper_fill	DOWN 4.08@0.16
13:23:24.387	btc_price_update	$79014.25 (diff=95.05)
13:23:26.399	btc_price_update	$79013.07 (diff=93.88)
13:23:26.399	v8_6_liquidity_signal
13:23:28.415	btc_price_update	$78983.76 (diff=64.57)
13:23:28.416	tracker_snapshot
13:23:30.432	btc_price_update	$78975.78 (diff=56.59)
13:23:30.881	fill	DOWN 5.618137090358877@0.26
13:23:30.881	paper_fill	DOWN 5.62@0.26
13:23:30.888	fill	DOWN 4.381862909641123@0.26
13:23:30.888	paper_fill	DOWN 4.38@0.26
13:23:31.235	fill	DOWN 5@0.24
13:23:31.235	paper_fill	DOWN 5@0.24
13:23:31.318	paper_fill	DOWN 5@0.24
13:23:32.447	btc_price_update	$78984.74 (diff=65.55)
13:23:34.465	btc_price_update	$78987.39 (diff=68.2)
13:23:34.466	tracker_snapshot
13:23:36.479	btc_price_update	$78985.61 (diff=66.41)
13:23:38.497	btc_price_update	$78979.73 (diff=60.54)
13:23:40.517	btc_price_update	$78976.27 (diff=57.07)
13:23:40.517	tracker_snapshot
13:23:40.518	market_snapshot
13:23:40.518	position_snapshot	up=0.0 dn=270.8823 gpnl=-76.3471
13:23:40.518	strategy_snapshot	state=DIRECTIONAL gpnl=-76.35 cost=76.35
13:23:42.529	btc_price_update	$78976.39 (diff=57.2)
13:23:44.389	fill	DOWN 6.494996588083538@0.28
13:23:44.389	paper_fill	DOWN 6.49@0.28
13:23:44.545	btc_price_update	$78976.29 (diff=57.09)
13:23:46.563	btc_price_update	$78976.18 (diff=56.98)
13:23:46.564	tracker_snapshot
13:23:47.084	fill	DOWN 3.505003411916462@0.28
13:23:47.084	paper_fill	DOWN 3.51@0.28
13:23:48.580	btc_price_update	$78975.87 (diff=56.68)
13:23:50.597	btc_price_update	$78975.58 (diff=56.38)
13:23:52.612	btc_price_update	$78971.1 (diff=51.91)
13:23:52.613	tracker_snapshot
13:23:54.631	btc_price_update	$78970.23 (diff=51.04)
13:23:56.648	btc_price_update	$78968.12 (diff=48.93)
13:23:58.665	btc_price_update	$78968.24 (diff=49.04)
13:23:58.666	tracker_snapshot
13:23:59.034	fill	DOWN 6.840848335893982@0.29
13:23:59.034	paper_fill	DOWN 6.84@0.29
13:23:59.169	fill	DOWN 3.1591516641060178@0.29
13:23:59.169	paper_fill	DOWN 3.16@0.29
13:24:00.682	btc_price_update	$78967.13 (diff=47.93)
13:24:02.796	btc_price_update	$78971.19 (diff=51.99)
13:24:04.810	btc_price_update	$78968.35 (diff=49.16)
13:24:04.811	tracker_snapshot
13:24:06.830	btc_price_update	$78966.86 (diff=47.67)
13:24:08.844	btc_price_update	$78967.03 (diff=47.83)
13:24:10.858	btc_price_update	$78967.01 (diff=47.82)
13:24:10.859	tracker_snapshot
13:24:10.859	market_snapshot
13:24:10.859	position_snapshot	up=0.0 dn=290.8823 gpnl=-82.0471
13:24:10.859	strategy_snapshot	state=DIRECTIONAL gpnl=-82.05 cost=82.05
13:24:12.875	btc_price_update	$78963.99 (diff=44.79)
13:24:14.889	btc_price_update	$78960.66 (diff=41.46)
13:24:14.889	v8_6_liquidity_signal
13:24:16.905	btc_price_update	$78958.46 (diff=39.27)
13:24:16.906	tracker_snapshot
13:24:18.919	btc_price_update	$78960.01 (diff=40.81)
13:24:20.936	btc_price_update	$78964.49 (diff=45.3)
13:24:22.952	btc_price_update	$78965.11 (diff=45.92)
13:24:22.952	tracker_snapshot
13:24:24.966	btc_price_update	$78965.57 (diff=46.37)
13:24:26.982	btc_price_update	$78965.94 (diff=46.74)
13:24:28.998	btc_price_update	$78966.26 (diff=47.06)
13:24:28.999	tracker_snapshot
13:24:31.016	btc_price_update	$78964.83 (diff=45.64)
13:24:33.035	btc_price_update	$78960.85 (diff=41.65)
13:24:35.053	btc_price_update	$78961.05 (diff=41.86)
13:24:35.054	tracker_snapshot
13:24:37.066	btc_price_update	$78961.49 (diff=42.3)
13:24:39.080	btc_price_update	$78961.51 (diff=42.31)
13:24:41.097	btc_price_update	$78961.22 (diff=42.03)
13:24:41.098	tracker_snapshot
13:24:41.098	market_snapshot
13:24:41.098	position_snapshot	up=0.0 dn=290.8823 gpnl=-82.0471
13:24:41.098	strategy_snapshot	state=DIRECTIONAL gpnl=-82.05 cost=82.05
13:24:43.113	btc_price_update	$78961.07 (diff=41.87)
13:24:45.126	btc_price_update	$78960.56 (diff=41.37)
13:24:47.141	btc_price_update	$78959.37 (diff=40.17)
13:24:47.142	tracker_snapshot
13:24:49.159	btc_price_update	$78957.69 (diff=38.5)
13:24:51.171	btc_price_update	$78954.84 (diff=35.65)
13:24:53.187	btc_price_update	$78954.34 (diff=35.15)
13:24:53.188	tracker_snapshot
13:24:55.206	btc_price_update	$78954.35 (diff=35.15)
13:24:57.223	btc_price_update	$78953.93 (diff=34.74)
13:24:59.237	btc_price_update	$78953.97 (diff=34.77)
13:24:59.239	tracker_snapshot
13:25:00.450	v8_6_liquidity_signal
13:25:01.287	btc_price_update	$78953.95 (diff=34.75)
13:25:03.319	btc_price_update	$78940.34 (diff=21.15)
13:25:03.483	fill	DOWN 6.281806495771694@0.38
13:25:03.483	paper_fill	DOWN 6.28@0.38
13:25:03.682	fill	DOWN 3.7181935042283056@0.38
13:25:03.683	paper_fill	DOWN 3.72@0.38
13:25:03.950	fill	DOWN 5.649410780484832@0.36
13:25:03.950	paper_fill	DOWN 5.65@0.36
13:25:04.301	fill	DOWN 4.350589219515168@0.36
13:25:04.302	paper_fill	DOWN 4.35@0.36
13:25:05.338	btc_price_update	$78936.01 (diff=16.82)
13:25:05.339	tracker_snapshot
13:25:07.355	btc_price_update	$78943.16 (diff=23.97)
13:25:09.367	btc_price_update	$78943.49 (diff=24.3)
13:25:11.380	btc_price_update	$78943.49 (diff=24.29)
13:25:11.381	tracker_snapshot
13:25:11.382	market_snapshot
13:25:11.382	position_snapshot	up=0.0 dn=310.8823 gpnl=-89.4471
13:25:11.382	strategy_snapshot	state=DIRECTIONAL gpnl=-89.45 cost=89.45
13:25:13.395	btc_price_update	$78942.22 (diff=23.02)
13:25:15.412	btc_price_update	$78941.38 (diff=22.19)
13:25:16.208	fill	DOWN 5@0.37
13:25:16.209	paper_fill	DOWN 5@0.37
13:25:16.215	paper_fill	DOWN 5@0.37
13:25:17.427	btc_price_update	$78941.34 (diff=22.15)
13:25:17.428	tracker_snapshot
13:25:19.445	btc_price_update	$78964.71 (diff=45.51)
13:25:21.461	btc_price_update	$78966.24 (diff=47.04)
13:25:23.478	btc_price_update	$78966.24 (diff=47.04)
13:25:23.479	tracker_snapshot
13:25:25.496	btc_price_update	$78971.3 (diff=52.11)
13:25:27.513	btc_price_update	$78972.64 (diff=53.45)
13:25:29.530	btc_price_update	$78972.64 (diff=53.45)
13:25:29.531	tracker_snapshot
13:25:31.544	btc_price_update	$78975.91 (diff=56.71)
13:25:33.560	btc_price_update	$78976.28 (diff=57.08)
13:25:35.575	btc_price_update	$78976.34 (diff=57.14)
13:25:35.575	tracker_snapshot
13:25:37.589	btc_price_update	$78975.92 (diff=56.72)
13:25:39.602	btc_price_update	$78975.93 (diff=56.73)
13:25:41.616	btc_price_update	$78976.12 (diff=56.93)
13:25:41.617	tracker_snapshot
13:25:41.617	market_snapshot
13:25:41.617	position_snapshot	up=0.0 dn=315.8823 gpnl=-91.2971
13:25:41.617	strategy_snapshot	state=DIRECTIONAL gpnl=-91.3 cost=91.3
13:25:43.632	btc_price_update	$78965.94 (diff=46.75)
13:25:45.647	btc_price_update	$78960.43 (diff=41.23)
13:25:47.662	btc_price_update	$78961.08 (diff=41.89)
13:25:47.663	tracker_snapshot
13:25:49.677	btc_price_update	$78960.94 (diff=41.75)
13:25:51.692	btc_price_update	$78962.24 (diff=43.05)
13:25:53.708	btc_price_update	$78964.31 (diff=45.12)
13:25:53.708	tracker_snapshot
13:25:55.726	btc_price_update	$78964.86 (diff=45.67)
13:25:57.746	btc_price_update	$78964.64 (diff=45.44)
13:25:59.762	btc_price_update	$78964.64 (diff=45.44)
13:25:59.762	tracker_snapshot
13:26:01.777	btc_price_update	$78964.55 (diff=45.36)
13:26:03.797	btc_price_update	$78961.65 (diff=42.46)
13:26:05.812	btc_price_update	$78959.73 (diff=40.53)
13:26:05.813	tracker_snapshot
13:26:07.827	btc_price_update	$78959.85 (diff=40.66)
13:26:09.849	btc_price_update	$78959.75 (diff=40.56)
13:26:11.864	btc_price_update	$78959.36 (diff=40.17)
13:26:11.865	tracker_snapshot
13:26:11.865	market_snapshot
13:26:11.865	position_snapshot	up=0.0 dn=315.8823 gpnl=-91.2971
13:26:11.865	strategy_snapshot	state=DIRECTIONAL gpnl=-91.3 cost=91.3
13:26:13.880	btc_price_update	$78957.51 (diff=38.32)
13:26:15.895	btc_price_update	$78953.98 (diff=34.78)
13:26:17.910	btc_price_update	$78951.45 (diff=32.26)
13:26:17.911	tracker_snapshot
13:26:19.924	btc_price_update	$78951.76 (diff=32.57)
13:26:21.936	btc_price_update	$78950.38 (diff=31.18)
13:26:23.949	btc_price_update	$78950.39 (diff=31.19)
13:26:23.950	tracker_snapshot
13:26:25.965	btc_price_update	$78950.42 (diff=31.22)
13:26:27.981	btc_price_update	$78950.45 (diff=31.26)
13:26:29.996	btc_price_update	$78950.44 (diff=31.25)
13:26:29.996	tracker_snapshot
13:26:32.014	btc_price_update	$78950.01 (diff=30.81)
13:26:34.029	btc_price_update	$78948.33 (diff=29.13)
13:26:36.043	btc_price_update	$78948.33 (diff=29.14)
13:26:36.044	tracker_snapshot
13:26:38.060	btc_price_update	$78948.66 (diff=29.46)
13:26:40.073	btc_price_update	$78948.25 (diff=29.06)
13:26:42.088	btc_price_update	$78948.76 (diff=29.57)
13:26:42.088	tracker_snapshot
13:26:42.088	market_snapshot
13:26:42.088	position_snapshot	up=0.0 dn=315.8823 gpnl=-91.2971
13:26:42.088	strategy_snapshot	state=DIRECTIONAL gpnl=-91.3 cost=91.3
13:26:44.107	btc_price_update	$78950.15 (diff=30.95)
13:26:46.125	btc_price_update	$78948.81 (diff=29.61)
13:26:48.140	btc_price_update	$78950.47 (diff=31.28)
13:26:48.141	tracker_snapshot
13:26:50.157	btc_price_update	$78950.3 (diff=31.1)
13:26:52.171	btc_price_update	$78950.03 (diff=30.84)
13:26:54.192	btc_price_update	$78950.03 (diff=30.84)
13:26:54.193	tracker_snapshot
13:26:56.209	btc_price_update	$78950.09 (diff=30.89)
13:26:58.228	btc_price_update	$78950.0 (diff=30.81)
13:27:00.243	btc_price_update	$78949.23 (diff=30.03)
13:27:00.244	tracker_snapshot
13:27:02.261	btc_price_update	$78946.79 (diff=27.6)
13:27:04.275	btc_price_update	$78945.51 (diff=26.31)
13:27:06.291	btc_price_update	$78944.86 (diff=25.66)
13:27:06.292	tracker_snapshot
13:27:08.306	btc_price_update	$78944.99 (diff=25.79)
13:27:10.321	btc_price_update	$78944.96 (diff=25.76)
13:27:12.337	btc_price_update	$78945.56 (diff=26.37)
13:27:12.337	tracker_snapshot
13:27:12.337	market_snapshot
13:27:12.337	position_snapshot	up=0.0 dn=315.8823 gpnl=-91.2971
13:27:12.337	strategy_snapshot	state=DIRECTIONAL gpnl=-91.3 cost=91.3
13:27:14.352	btc_price_update	$78946.86 (diff=27.66)
13:27:16.371	btc_price_update	$78946.78 (diff=27.59)
13:27:18.386	btc_price_update	$78946.03 (diff=26.83)
13:27:18.387	tracker_snapshot
13:27:20.404	btc_price_update	$78946.12 (diff=26.92)
13:27:22.419	btc_price_update	$78946.14 (diff=26.94)
13:27:24.433	btc_price_update	$78946.73 (diff=27.54)
13:27:24.434	tracker_snapshot
13:27:26.450	btc_price_update	$78947.53 (diff=28.34)
13:27:28.467	btc_price_update	$78947.88 (diff=28.69)
13:27:30.484	btc_price_update	$78947.61 (diff=28.41)
13:27:30.484	tracker_snapshot
13:27:32.510	btc_price_update	$78946.71 (diff=27.51)
13:27:34.533	btc_price_update	$78945.83 (diff=26.63)
13:27:36.551	btc_price_update	$78945.68 (diff=26.48)
13:27:36.551	tracker_snapshot
13:27:38.569	btc_price_update	$78945.69 (diff=26.49)
13:27:40.589	btc_price_update	$78945.73 (diff=26.54)
13:27:42.604	btc_price_update	$78945.73 (diff=26.54)
13:27:42.605	tracker_snapshot
13:27:42.605	market_snapshot
13:27:42.605	position_snapshot	up=0.0 dn=315.8823 gpnl=-91.2971
13:27:42.605	strategy_snapshot	state=DIRECTIONAL gpnl=-91.3 cost=91.3
13:27:44.620	btc_price_update	$78948.48 (diff=29.28)
13:27:46.113	fill	DOWN 5@0.25
13:27:46.114	paper_fill	DOWN 5@0.25
13:27:46.163	paper_fill	DOWN 5@0.25
13:27:46.635	btc_price_update	$78950.83 (diff=31.64)
13:27:46.635	v8_6_liquidity_signal
13:27:47.236	fill	DOWN 5.552727523106772@0.23
13:27:47.237	paper_fill	DOWN 5.55@0.23
13:27:47.321	fill	DOWN 4.447272476893228@0.23
13:27:47.322	paper_fill	DOWN 4.45@0.23
13:27:47.518	fill	DOWN 5.7649261553717@0.22
13:27:47.518	paper_fill	DOWN 5.76@0.22
13:27:47.635	fill	DOWN 4.2350738446283@0.22
13:27:47.635	paper_fill	DOWN 4.24@0.22
13:27:48.648	btc_price_update	$78953.02 (diff=33.82)
13:27:48.648	tracker_snapshot
13:27:50.667	btc_price_update	$78954.35 (diff=35.15)
13:27:50.996	fill	DOWN 5.893308871810296@0.2
13:27:50.996	paper_fill	DOWN 5.89@0.2
13:27:51.609	fill	DOWN 4.106691128189704@0.2
13:27:51.609	paper_fill	DOWN 4.11@0.2
13:27:52.681	btc_price_update	$78953.47 (diff=34.28)
13:27:54.692	btc_price_update	$78953.11 (diff=33.92)
13:27:54.693	tracker_snapshot
13:27:56.706	btc_price_update	$78953.06 (diff=33.87)
13:27:58.721	btc_price_update	$78950.72 (diff=31.53)
13:27:59.752	fill	DOWN 5@0.22
13:27:59.753	paper_fill	DOWN 5@0.22
13:28:00.098	paper_fill	DOWN 5@0.22
13:28:00.099	fill	DOWN 5@0.21
13:28:00.099	paper_fill	DOWN 5@0.21
13:28:00.140	paper_fill	DOWN 5@0.21
13:28:00.509	fill	DOWN 6.353858272872259@0.18
13:28:00.509	paper_fill	DOWN 6.35@0.18
13:28:00.533	fill	DOWN 3.646141727127741@0.18
13:28:00.533	paper_fill	DOWN 3.65@0.18
13:28:00.740	btc_price_update	$78950.73 (diff=31.54)
13:28:00.741	tracker_snapshot
13:28:02.756	btc_price_update	$78954.41 (diff=35.22)
13:28:04.770	btc_price_update	$78953.34 (diff=34.15)
13:28:06.781	btc_price_update	$78948.79 (diff=29.59)
13:28:06.782	tracker_snapshot
13:28:08.798	btc_price_update	$78948.48 (diff=29.29)
13:28:09.199	fill	DOWN 5.2931535472191324@0.24
13:28:09.199	paper_fill	DOWN 5.29@0.24
13:28:09.348	fill	DOWN 4.7068464527808676@0.24
13:28:09.349	paper_fill	DOWN 4.71@0.24
13:28:10.811	btc_price_update	$78948.61 (diff=29.42)
13:28:12.829	btc_price_update	$78948.98 (diff=29.79)
13:28:12.830	tracker_snapshot
13:28:12.830	market_snapshot
13:28:12.830	position_snapshot	up=0.0 dn=380.8823 gpnl=-105.3971
13:28:12.830	strategy_snapshot	state=DIRECTIONAL gpnl=-105.4 cost=105.4
13:28:12.905	fill	DOWN 6.020093641879905@0.2
13:28:12.905	paper_fill	DOWN 6.02@0.2
13:28:13.708	fill	DOWN 3.979906358120095@0.2
13:28:13.708	paper_fill	DOWN 3.98@0.2
13:28:14.849	btc_price_update	$78948.8 (diff=29.6)
13:28:16.861	btc_price_update	$78948.92 (diff=29.72)
13:28:18.877	btc_price_update	$78948.94 (diff=29.74)
13:28:18.878	tracker_snapshot
13:28:20.895	btc_price_update	$78948.5 (diff=29.31)
13:28:22.911	btc_price_update	$78948.85 (diff=29.65)
13:28:24.934	btc_price_update	$78948.84 (diff=29.64)
13:28:24.935	tracker_snapshot
13:28:26.951	btc_price_update	$78948.41 (diff=29.21)
13:28:26.981	fill	DOWN 5.01790781618489@0.19
13:28:26.981	paper_fill	DOWN 5.02@0.19
13:28:27.033	fill	DOWN 4.98209218381511@0.19
13:28:27.034	paper_fill	DOWN 4.98@0.19
13:28:28.968	btc_price_update	$78948.62 (diff=29.42)
13:28:30.385	fill	DOWN 5.345840643499395@0.18
13:28:30.385	paper_fill	DOWN 5.35@0.18
13:28:30.597	fill	DOWN 4.654159356500605@0.18
13:28:30.597	paper_fill	DOWN 4.65@0.18
13:28:30.984	btc_price_update	$78951.9 (diff=32.7)
13:28:30.985	tracker_snapshot
13:28:32.444	fill	DOWN 6.769796797828038@0.17
13:28:32.444	paper_fill	DOWN 6.77@0.17
13:28:32.538	fill	DOWN 3.230203202171962@0.17
13:28:32.538	paper_fill	DOWN 3.23@0.17
13:28:32.996	btc_price_update	$78950.57 (diff=31.37)
13:28:35.012	btc_price_update	$78948.57 (diff=29.37)
13:28:37.027	btc_price_update	$78947.65 (diff=28.46)
13:28:37.027	tracker_snapshot
13:28:39.045	btc_price_update	$78946.41 (diff=27.22)
13:28:41.061	btc_price_update	$78945.91 (diff=26.71)
13:28:43.078	btc_price_update	$78945.82 (diff=26.63)
13:28:43.078	tracker_snapshot
13:28:43.078	market_snapshot
13:28:43.078	position_snapshot	up=0.0 dn=420.8823 gpnl=-112.7971
13:28:43.078	strategy_snapshot	state=DIRECTIONAL gpnl=-112.8 cost=112.8
13:28:45.095	btc_price_update	$78946.5 (diff=27.31)
13:28:46.950	fill	DOWN 5@0.17
13:28:46.950	paper_fill	DOWN 5@0.17
13:28:47.112	btc_price_update	$78945.85 (diff=26.66)
13:28:48.139	paper_fill	DOWN 5@0.17
13:28:49.128	btc_price_update	$78944.89 (diff=25.69)
13:28:49.128	tracker_snapshot
13:28:51.148	btc_price_update	$78945.51 (diff=26.31)
13:28:53.165	btc_price_update	$78944.19 (diff=24.99)
13:28:53.419	fill	DOWN 6.779100949024382@0.16
13:28:53.420	paper_fill	DOWN 6.78@0.16
13:28:53.708	fill	DOWN 3.2208990509756177@0.16
13:28:53.708	paper_fill	DOWN 3.22@0.16
13:28:55.182	btc_price_update	$78944.2 (diff=25.0)
13:28:55.182	tracker_snapshot
13:28:57.201	btc_price_update	$78943.45 (diff=24.26)
13:28:59.218	btc_price_update	$78944.53 (diff=25.33)
13:28:59.914	fill	DOWN 5@0.15
13:28:59.914	paper_fill	DOWN 5@0.15
13:29:00.368	paper_fill	DOWN 5@0.15
13:29:01.236	btc_price_update	$78944.58 (diff=25.39)
13:29:01.237	tracker_snapshot
13:29:03.260	btc_price_update	$78945.04 (diff=25.84)
13:29:05.082	fill	DOWN 6.955926531339177@0.13
13:29:05.082	paper_fill	DOWN 6.96@0.13
13:29:05.256	fill	DOWN 3.044073468660823@0.13
13:29:05.256	paper_fill	DOWN 3.04@0.13
13:29:05.280	btc_price_update	$78945.05 (diff=25.85)
13:29:06.543	fill	DOWN 5.26902245797049@0.12
13:29:06.543	paper_fill	DOWN 5.27@0.12
13:29:07.192	fill	DOWN 4.73097754202951@0.12
13:29:07.192	paper_fill	DOWN 4.73@0.12
13:29:07.300	btc_price_update	$78947.52 (diff=28.32)
13:29:07.300	tracker_snapshot
13:29:09.321	btc_price_update	$78947.52 (diff=28.32)
13:29:11.334	btc_price_update	$78945.68 (diff=26.48)
13:29:13.351	btc_price_update	$78945.62 (diff=26.42)
13:29:13.351	tracker_snapshot
13:29:13.351	market_snapshot
13:29:13.351	position_snapshot	up=0.0 dn=460.8823 gpnl=-118.4971
13:29:13.351	strategy_snapshot	state=DIRECTIONAL gpnl=-118.5 cost=118.5
13:29:15.366	btc_price_update	$78945.52 (diff=26.32)
13:29:17.382	btc_price_update	$78945.42 (diff=26.22)
13:29:17.837	fill	DOWN 6.155224825888977@0.11
13:29:17.838	paper_fill	DOWN 6.16@0.11
13:29:17.842	fill	DOWN 3.8447751741110228@0.11
13:29:17.842	paper_fill	DOWN 3.84@0.11
13:29:19.325	fill	DOWN 5.737540872448768@0.09
13:29:19.325	paper_fill	DOWN 5.74@0.09
13:29:19.396	btc_price_update	$78945.57 (diff=26.38)
13:29:19.397	tracker_snapshot
13:29:19.505	fill	DOWN 4.262459127551232@0.09
13:29:19.505	paper_fill	DOWN 4.26@0.09
13:29:21.411	btc_price_update	$78946.55 (diff=27.35)
13:29:23.163	fill	DOWN 5.752532783376914@0.07
13:29:23.163	paper_fill	DOWN 5.75@0.07
13:29:23.424	btc_price_update	$78946.65 (diff=27.45)
13:29:23.450	fill	DOWN 4.247467216623086@0.07
13:29:23.450	paper_fill	DOWN 4.25@0.07
13:29:23.981	fill	DOWN 6.882336709823351@0.05
13:29:23.981	paper_fill	DOWN 6.88@0.05
13:29:24.244	fill	DOWN 5@0.06
13:29:24.244	paper_fill	DOWN 5@0.06
13:29:24.252	paper_fill	DOWN 5@0.06
13:29:25.438	btc_price_update	$78946.73 (diff=27.53)
13:29:25.438	tracker_snapshot
13:29:27.452	btc_price_update	$78947.87 (diff=28.67)
13:29:28.941	fill	DOWN 3.1176632901766492@0.05
13:29:28.941	paper_fill	DOWN 3.12@0.05
13:29:29.470	btc_price_update	$78947.77 (diff=28.57)
13:29:31.490	btc_price_update	$78949.26 (diff=30.06)
13:29:31.490	tracker_snapshot
13:29:33.502	btc_price_update	$78949.21 (diff=30.01)
13:29:35.517	btc_price_update	$78956.04 (diff=36.85)
13:29:37.532	btc_price_update	$78962.24 (diff=43.05)
13:29:37.532	tracker_snapshot
13:29:39.550	btc_price_update	$78958.93 (diff=39.74)
13:29:41.563	btc_price_update	$78958.93 (diff=39.74)
13:29:43.577	btc_price_update	$78958.96 (diff=39.77)
13:29:43.578	tracker_snapshot
13:29:43.578	market_snapshot
13:29:43.578	position_snapshot	up=0.0 dn=505.8823 gpnl=-121.9971
13:29:43.578	strategy_snapshot	state=DIRECTIONAL gpnl=-122.0 cost=122.0
13:29:45.597	btc_price_update	$78955.88 (diff=36.68)
13:29:47.613	btc_price_update	$78955.03 (diff=35.84)
13:29:49.630	btc_price_update	$78954.73 (diff=35.54)
13:29:49.630	tracker_snapshot
13:29:51.646	btc_price_update	$78954.73 (diff=35.54)
13:29:53.663	btc_price_update	$78954.57 (diff=35.38)
13:29:55.678	btc_price_update	$78954.42 (diff=35.22)
13:29:55.678	tracker_snapshot
13:29:57.695	btc_price_update	$78954.54 (diff=35.34)
13:29:59.719	btc_price_update	$78953.36 (diff=34.16)
13:30:04.860	market_snapshot
13:30:04.860	position_snapshot	up=0.0 dn=505.8823 gpnl=-121.9971
13:30:04.861	strategy_snapshot	state=DIRECTIONAL gpnl=-122.0 cost=122.0
13:30:04.861	window_end

Minute	Trades	Notional	DN buys
0	9	$20	9
2	7	$14	7
3	3	$6	3
4	27	$28	27
5	10	$11	10
6	2	$3	2
7	5	$9	5
9	5	$6	5
10	17	$17	17
11	16	$8	16

Minute	Trades	Notional	DN buys
0	9	$20	9
2	7	$14	7
3	3	$6	3
4	27	$28	27
5	10	$11	10
6	2	$3	2
7	5	$9	5
9	5	$6	5
10	17	$17	17
11	16	$8	16

Minute	Trades	Notional	DN buys
0	9	$20	9
2	7	$14	7
3	3	$6	3
4	27	$28	27
5	10	$11	10
6	2	$3	2
7	5	$9	5
9	5	$6	5
10	17	$17	17
11	16	$8	16