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20260504_134500_BTC_1_v8.6_dryrun_paperfill.jsonl

BTC 15m btc-updown-15m-1777902300

Winner: DN

Strategy

v8.6

Question

Bitcoin Up or Down - May 4, 9:45AM-10:00AM ET

Run Note

v86-david

Mode

paper-fill

Inferred P&L

$-20.70

Guaranteed P&L

$-20.70

Winner

DOWN

BTC Move

-80.88

Total Cost

115.7558

Fills

132

Orders

1082

Fees Paid

$0.00

0 takers

Position evolution

taker buy taker sell

PSum & Guaranteed P&L

taker buy taker sell

Trade Log (132) Fills by Price (57) Per Minute (14) Event Log (989)

t	Side	Outcome	Price	Size	USDC	Fee	UP shares	DN shares	UP avg	DN avg	PSum	Net cost
0s	BUY	Down	$0.470	5.00	$2.35	--	0	5	--	$0.470	--	$2.35
0s	BUY	Down	$0.460	5.00	$2.30	--	0	10	--	$0.465	--	$4.65
1s	BUY	Down	$0.450	5.00	$2.25	--	0	15	--	$0.460	--	$6.90
19s	BUY	Down	$0.470	5.00	$2.35	--	0	20	--	$0.463	--	$9.25
20s	BUY	Down	$0.460	5.00	$2.30	--	0	25	--	$0.462	--	$11.55
22s	BUY	Down	$0.440	5.00	$2.20	--	0	30	--	$0.458	--	$13.75
23s	BUY	Down	$0.430	5.00	$2.15	--	0	35	--	$0.454	--	$15.90
24s	BUY	Down	$0.420	5.00	$2.10	--	0	40	--	$0.450	--	$18.00
41s	BUY	Down	$0.440	5.00	$2.20	--	0	45	--	$0.449	--	$20.20
50s	BUY	Down	$0.470	5.00	$2.35	--	0	50	--	$0.451	--	$22.55
58s	BUY	Down	$0.470	6.09	$2.86	--	0	56	--	$0.453	--	$25.41
60s	BUY	Down	$0.470	3.91	$1.84	--	0	60	--	$0.454	--	$27.25
65s	BUY	Down	$0.450	5.01	$2.25	--	0	65	--	$0.454	--	$29.50
66s	BUY	Down	$0.450	4.99	$2.25	--	0	70	--	$0.454	--	$31.75
66s	BUY	Down	$0.440	5.81	$2.56	--	0	76	--	$0.453	--	$34.31
66s	BUY	Down	$0.440	4.19	$1.84	--	0	80	--	$0.452	--	$36.15
68s	BUY	Down	$0.400	6.92	$2.77	--	0	87	--	$0.448	--	$38.92
68s	BUY	Down	$0.400	3.08	$1.23	--	0	90	--	$0.446	--	$40.15
69s	BUY	Down	$0.380	5.86	$2.23	--	0	96	--	$0.442	--	$42.38
69s	BUY	Down	$0.380	4.14	$1.57	--	0	100	--	$0.440	--	$43.95
94s	BUY	Down	$0.400	5.00	$2.00	--	0	105	--	$0.438	--	$45.95
96s	BUY	Down	$0.440	5.00	$2.20	--	0	110	--	$0.438	--	$48.15
105s	BUY	Down	$0.420	5.00	$2.10	--	0	115	--	$0.437	--	$50.25
127s	BUY	Down	$0.400	5.00	$2.00	--	0	120	--	$0.435	--	$52.25
128s	BUY	Down	$0.380	5.83	$2.21	--	0	126	--	$0.433	--	$54.46
128s	BUY	Down	$0.380	4.17	$1.59	--	0	130	--	$0.431	--	$56.05
129s	BUY	Down	$0.370	5.14	$1.90	--	0	135	--	$0.429	--	$57.95
129s	BUY	Down	$0.370	4.86	$1.80	--	0	140	--	$0.427	--	$59.75
137s	BUY	Down	$0.350	6.05	$2.12	--	0	146	--	$0.424	--	$61.87
137s	BUY	Down	$0.350	3.95	$1.38	--	0	150	--	$0.422	--	$63.25
169s	BUY	Down	$0.460	5.00	$2.30	--	0	155	--	$0.423	--	$65.55
174s	BUY	Down	$0.450	5.00	$2.25	--	0	160	--	$0.424	--	$67.80
184s	BUY	Down	$0.430	6.83	$2.94	--	0	167	--	$0.424	--	$70.74
184s	BUY	Down	$0.430	3.17	$1.36	--	0	170	--	$0.424	--	$72.10
184s	BUY	Down	$0.410	5.19	$2.13	--	0	175	--	$0.424	--	$74.23
184s	BUY	Down	$0.410	4.81	$1.97	--	0	180	--	$0.423	--	$76.20
185s	BUY	Down	$0.390	5.00	$1.95	--	0	185	--	$0.422	--	$78.15
195s	BUY	Down	$0.380	6.69	$2.54	--	0	192	--	$0.421	--	$80.69
196s	BUY	Down	$0.380	3.31	$1.26	--	0	195	--	$0.420	--	$81.95
200s	BUY	Down	$0.370	5.53	$2.05	--	0	201	--	$0.419	--	$84.00
202s	BUY	Down	$0.370	4.47	$1.65	--	0	205	--	$0.418	--	$85.65
220s	BUY	Up	$0.440	5.88	$2.59	--	6	205	$0.440	$0.418	0.858	$88.24
220s	BUY	Up	$0.440	4.12	$1.81	--	10	205	$0.440	$0.418	0.858	$90.05
221s	SELL	Down	$0.570	5.00	$2.85	--	10	200	$0.440	$0.414	0.854	$87.20
223s	SELL	Down	$0.580	5.00	$2.90	--	10	195	$0.440	$0.410	0.850	$84.30
223s	SELL	Down	$0.590	5.00	$2.95	--	10	190	$0.440	$0.405	0.845	$81.35
225s	BUY	Up	$0.400	6.16	$2.46	--	16	190	$0.425	$0.405	0.830	$83.81
225s	SELL	Down	$0.600	5.00	$3.00	--	16	185	$0.425	$0.400	0.825	$80.81
225s	BUY	Up	$0.400	3.84	$1.54	--	20	185	$0.420	$0.400	0.820	$82.35
226s	SELL	Down	$0.610	5.00	$3.05	--	20	180	$0.420	$0.394	0.814	$79.30
246s	BUY	Up	$0.400	6.86	$2.74	--	27	180	$0.415	$0.394	0.809	$82.04
246s	SELL	Down	$0.600	5.00	$3.00	--	27	175	$0.415	$0.388	0.803	$79.04
246s	BUY	Up	$0.400	3.14	$1.26	--	30	175	$0.413	$0.388	0.801	$80.30
247s	SELL	Down	$0.630	5.00	$3.15	--	30	170	$0.413	$0.381	0.794	$77.15
249s	SELL	Down	$0.640	5.00	$3.20	--	30	165	$0.413	$0.373	0.786	$73.95
252s	SELL	Down	$0.630	5.00	$3.15	--	30	160	$0.413	$0.365	0.778	$70.80
259s	SELL	Down	$0.590	5.00	$2.95	--	30	155	$0.413	$0.358	0.771	$67.85
267s	SELL	Down	$0.530	5.00	$2.65	--	30	150	$0.413	$0.352	0.765	$65.20
270s	SELL	Down	$0.540	5.00	$2.70	--	30	145	$0.413	$0.345	0.759	$62.50
270s	SELL	Down	$0.550	5.00	$2.75	--	30	140	$0.413	$0.338	0.751	$59.75
276s	SELL	Down	$0.560	5.00	$2.80	--	30	135	$0.413	$0.330	0.743	$56.95
279s	BUY	Up	$0.420	5.00	$2.10	--	35	135	$0.414	$0.330	0.744	$59.05
279s	SELL	Down	$0.580	5.00	$2.90	--	35	130	$0.414	$0.320	0.735	$56.15
303s	SELL	Down	$0.480	5.00	$2.40	--	35	125	$0.414	$0.314	0.728	$53.75
304s	SELL	Down	$0.490	5.00	$2.45	--	35	120	$0.414	$0.307	0.721	$51.30
305s	SELL	Down	$0.520	5.00	$2.60	--	35	115	$0.414	$0.297	0.712	$48.70
305s	BUY	Up	$0.470	6.62	$3.11	--	42	115	$0.423	$0.297	0.721	$51.81
307s	BUY	Up	$0.470	3.38	$1.59	--	45	115	$0.427	$0.297	0.724	$53.40
311s	SELL	Down	$0.510	5.00	$2.55	--	45	110	$0.427	$0.288	0.714	$50.85
313s	BUY	Up	$0.470	5.00	$2.35	--	50	110	$0.431	$0.288	0.719	$53.20
313s	SELL	Down	$0.530	5.00	$2.65	--	50	105	$0.431	$0.276	0.707	$50.55
317s	SELL	Down	$0.550	5.00	$2.75	--	50	100	$0.431	$0.263	0.694	$47.80
335s	SELL	Down	$0.550	5.00	$2.75	--	50	95	$0.431	$0.247	0.678	$45.05
335s	BUY	Up	$0.440	5.00	$2.20	--	55	95	$0.432	$0.247	0.679	$47.25
341s	SELL	Down	$0.570	5.00	$2.85	--	55	90	$0.432	$0.229	0.661	$44.40
344s	BUY	Up	$0.410	5.00	$2.05	--	60	90	$0.430	$0.229	0.659	$46.45
344s	SELL	Down	$0.590	5.00	$2.95	--	60	85	$0.430	$0.208	0.638	$43.50
356s	SELL	Down	$0.580	5.00	$2.90	--	60	80	$0.430	$0.185	0.615	$40.60
357s	SELL	Down	$0.610	5.00	$3.05	--	60	75	$0.430	$0.157	0.587	$37.55
357s	BUY	Up	$0.380	5.00	$1.90	--	65	75	$0.426	$0.157	0.583	$39.45
374s	BUY	Up	$0.370	6.35	$2.35	--	71	75	$0.421	$0.157	0.578	$41.80
374s	BUY	Up	$0.370	3.65	$1.35	--	75	75	$0.419	$0.157	0.575	$43.15
397s	BUY	Up	$0.400	5.29	$2.12	--	80	75	$0.417	$0.157	0.574	$45.27
397s	BUY	Up	$0.400	4.71	$1.88	--	85	75	$0.416	$0.157	0.573	$47.15
397s	BUY	Up	$0.360	6.02	$2.17	--	91	75	$0.413	$0.157	0.569	$49.32
397s	BUY	Up	$0.360	3.98	$1.43	--	95	75	$0.410	$0.157	0.567	$50.75
403s	BUY	Up	$0.350	5.02	$1.76	--	100	75	$0.407	$0.157	0.564	$52.51
403s	BUY	Up	$0.350	4.98	$1.74	--	105	75	$0.405	$0.157	0.561	$54.25
411s	BUY	Up	$0.250	5.35	$1.34	--	110	75	$0.397	$0.157	0.554	$55.59
412s	BUY	Up	$0.250	4.65	$1.16	--	115	75	$0.391	$0.157	0.548	$56.75
427s	BUY	Up	$0.220	6.77	$1.49	--	122	75	$0.382	$0.157	0.538	$58.24
427s	BUY	Up	$0.220	3.23	$0.71	--	125	75	$0.378	$0.157	0.534	$58.95
449s	BUY	Up	$0.180	5.00	$0.90	--	130	75	$0.370	$0.157	0.527	$59.85
466s	BUY	Up	$0.230	6.78	$1.56	--	137	75	$0.363	$0.157	0.520	$61.41
466s	BUY	Up	$0.230	3.22	$0.74	--	140	75	$0.360	$0.157	0.517	$62.15
485s	BUY	Up	$0.240	5.00	$1.20	--	145	75	$0.356	$0.157	0.512	$63.35
492s	BUY	Up	$0.220	5.00	$1.10	--	150	75	$0.351	$0.157	0.508	$64.45
494s	BUY	Up	$0.190	5.00	$0.95	--	155	75	$0.346	$0.157	0.503	$65.40
504s	BUY	Up	$0.200	5.00	$1.00	--	160	75	$0.342	$0.157	0.498	$66.40
529s	BUY	Up	$0.110	5.27	$0.58	--	165	75	$0.334	$0.157	0.491	$66.98
529s	BUY	Up	$0.110	4.73	$0.52	--	170	75	$0.328	$0.157	0.485	$67.50
543s	BUY	Up	$0.100	6.16	$0.62	--	176	75	$0.320	$0.157	0.477	$68.12
549s	BUY	Up	$0.100	3.84	$0.38	--	180	75	$0.315	$0.157	0.472	$68.50
603s	BUY	Up	$0.250	5.00	$1.25	--	185	75	$0.314	$0.157	0.470	$69.75
605s	BUY	Up	$0.240	6.24	$1.50	--	191	75	$0.311	$0.157	0.468	$71.25
605s	BUY	Up	$0.240	3.76	$0.90	--	195	75	$0.310	$0.157	0.466	$72.15
614s	BUY	Up	$0.250	6.56	$1.64	--	202	75	$0.308	$0.157	0.465	$73.79
614s	BUY	Up	$0.250	3.44	$0.86	--	205	75	$0.307	$0.157	0.464	$74.65
614s	BUY	Up	$0.240	5.00	$1.20	--	210	75	$0.305	$0.157	0.462	$75.85
666s	BUY	Up	$0.330	5.00	$1.65	--	215	75	$0.306	$0.157	0.463	$77.50
666s	BUY	Up	$0.310	5.00	$1.55	--	220	75	$0.306	$0.157	0.463	$79.05
671s	SELL	Up	$0.400	5.00	$2.00	--	215	75	$0.304	$0.157	0.460	$77.05
673s	BUY	Up	$0.360	6.80	$2.45	--	222	75	$0.305	$0.157	0.462	$79.50
673s	BUY	Up	$0.360	3.20	$1.15	--	225	75	$0.306	$0.157	0.463	$80.65
688s	BUY	Up	$0.290	5.19	$1.50	--	230	75	$0.306	$0.157	0.463	$82.15
688s	BUY	Up	$0.290	4.81	$1.40	--	235	75	$0.305	$0.157	0.462	$83.55
689s	BUY	Up	$0.250	6.26	$1.56	--	241	75	$0.304	$0.157	0.461	$85.11
689s	BUY	Up	$0.250	3.74	$0.94	--	245	75	$0.303	$0.157	0.460	$86.05
690s	BUY	Up	$0.210	6.99	$1.47	--	252	75	$0.301	$0.157	0.457	$87.52
690s	BUY	Up	$0.210	3.01	$0.63	--	255	75	$0.300	$0.157	0.456	$88.15
690s	BUY	Up	$0.150	6.80	$1.02	--	262	75	$0.296	$0.157	0.452	$89.17
690s	BUY	Up	$0.150	3.20	$0.48	--	265	75	$0.294	$0.157	0.451	$89.65
690s	BUY	Up	$0.110	5.00	$0.55	--	270	75	$0.291	$0.157	0.447	$90.20
695s	BUY	Up	$0.160	6.96	$1.11	--	277	75	$0.287	$0.157	0.444	$91.31
696s	BUY	Up	$0.160	3.04	$0.49	--	280	75	$0.286	$0.157	0.443	$91.80
730s	BUY	Up	$0.200	5.00	$1.00	--	285	75	$0.284	$0.157	0.441	$92.80
741s	BUY	Up	$0.130	5.00	$0.65	--	290	75	$0.282	$0.157	0.438	$93.45
743s	BUY	Up	$0.120	5.81	$0.70	--	296	75	$0.279	$0.157	0.435	$94.15
743s	BUY	Up	$0.120	4.19	$0.50	--	300	75	$0.276	$0.157	0.433	$94.65
757s	BUY	Up	$0.090	5.00	$0.45	--	305	75	$0.273	$0.157	0.430	$95.10
759s	BUY	Up	$0.050	5.00	$0.25	--	310	75	$0.270	$0.157	0.426	$95.35
782s	BUY	Up	$0.070	5.00	$0.35	--	315	75	$0.267	$0.157	0.423	$95.70

Side	Outcome	Price	Trades	Shares	Notional
BUY	Down	$0.470	5	25.00	$11.75
BUY	Down	$0.460	3	15.00	$6.90
BUY	Down	$0.450	4	20.00	$9.00
BUY	Down	$0.440	5	25.00	$11.00
BUY	Down	$0.430	3	15.00	$6.45
BUY	Down	$0.420	2	10.00	$4.20
BUY	Down	$0.410	2	10.00	$4.10
BUY	Down	$0.400	4	20.00	$8.00
BUY	Down	$0.390	1	5.00	$1.95
BUY	Down	$0.380	6	30.00	$11.40
BUY	Down	$0.370	4	20.00	$7.40
BUY	Down	$0.350	2	10.00	$3.50
SELL	Down	$0.640	1	5.00	$3.20
SELL	Down	$0.630	2	10.00	$6.30
SELL	Down	$0.610	2	10.00	$6.10
SELL	Down	$0.600	2	10.00	$6.00
SELL	Down	$0.590	3	15.00	$8.85
SELL	Down	$0.580	3	15.00	$8.70
SELL	Down	$0.570	2	10.00	$5.70
SELL	Down	$0.560	1	5.00	$2.80
SELL	Down	$0.550	3	15.00	$8.25
SELL	Down	$0.540	1	5.00	$2.70
SELL	Down	$0.530	2	10.00	$5.30
SELL	Down	$0.520	1	5.00	$2.60
SELL	Down	$0.510	1	5.00	$2.55
SELL	Down	$0.490	1	5.00	$2.45
SELL	Down	$0.480	1	5.00	$2.40
BUY	Up	$0.470	3	15.00	$7.05
BUY	Up	$0.440	3	15.00	$6.60
BUY	Up	$0.420	1	5.00	$2.10
BUY	Up	$0.410	1	5.00	$2.05
BUY	Up	$0.400	6	30.00	$12.00
BUY	Up	$0.380	1	5.00	$1.90
BUY	Up	$0.370	2	10.00	$3.70
BUY	Up	$0.360	4	20.00	$7.20
BUY	Up	$0.350	2	10.00	$3.50
BUY	Up	$0.330	1	5.00	$1.65
BUY	Up	$0.310	1	5.00	$1.55
BUY	Up	$0.290	2	10.00	$2.90
BUY	Up	$0.250	7	35.00	$8.75
BUY	Up	$0.240	4	20.00	$4.80
BUY	Up	$0.230	2	10.00	$2.30
BUY	Up	$0.220	3	15.00	$3.30
BUY	Up	$0.210	2	10.00	$2.10
BUY	Up	$0.200	2	10.00	$2.00
BUY	Up	$0.190	1	5.00	$0.95
BUY	Up	$0.180	1	5.00	$0.90
BUY	Up	$0.160	2	10.00	$1.60
BUY	Up	$0.150	2	10.00	$1.50
BUY	Up	$0.130	1	5.00	$0.65
BUY	Up	$0.120	2	10.00	$1.20
BUY	Up	$0.110	3	15.00	$1.65
BUY	Up	$0.100	2	10.00	$1.00
BUY	Up	$0.090	1	5.00	$0.45
BUY	Up	$0.070	1	5.00	$0.35
BUY	Up	$0.050	1	5.00	$0.25
SELL	Up	$0.400	1	5.00	$2.00

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	11	$25	0	11	0	0
1	12	$25	0	12	0	0
2	9	$18	0	9	0	0
3	18	$41	4	9	0	5
4	13	$35	3	0	0	10
5	17	$43	6	0	0	11
6	10	$17	10	0	0	0
7	5	$5	5	0	0	0
8	6	$5	6	0	0	0
9	2	$1	2	0	0	0
10	6	$7	6	0	0	0
11	16	$20	15	0	1	0
12	6	$4	6	0	0	0
13	1	$0	1	0	0	0

Time	Event	Details
13:40:00.001	window_start
13:45:05.008	btc_price_update	$78821.94 (diff=-35.99)
13:45:05.008	buy_state_change	INIT → ACCUMULATE
13:45:05.009	tracker_snapshot
13:45:07.023	btc_price_update	$78795.68 (diff=-62.24)
13:45:09.041	btc_price_update	$78787.85 (diff=-70.07)
13:45:09.821	buy_state_change	ACCUMULATE → DIRECTIONAL
13:45:11.056	btc_price_update	$78784.97 (diff=-72.95)
13:45:11.056	tracker_snapshot
13:45:13.072	btc_price_update	$78779.62 (diff=-78.3)
13:45:15.089	btc_price_update	$78769.79 (diff=-88.14)
13:45:17.103	btc_price_update	$78768.43 (diff=-89.49)
13:45:17.103	tracker_snapshot
13:45:19.118	btc_price_update	$78784.3 (diff=-73.62)
13:45:21.133	btc_price_update	$78794.23 (diff=-63.7)
13:45:23.150	btc_price_update	$78797.19 (diff=-60.74)
13:45:23.151	tracker_snapshot
13:45:25.165	btc_price_update	$78798.35 (diff=-59.57)
13:45:27.180	btc_price_update	$78798.42 (diff=-59.51)
13:45:29.197	btc_price_update	$78786.66 (diff=-71.26)
13:45:29.198	tracker_snapshot
13:45:31.213	btc_price_update	$78778.41 (diff=-79.51)
13:45:33.230	btc_price_update	$78779.3 (diff=-78.63)
13:45:35.248	btc_price_update	$78786.51 (diff=-71.42)
13:45:35.248	tracker_snapshot
13:45:35.248	market_snapshot
13:45:35.248	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
13:45:35.248	strategy_snapshot	state=DIRECTIONAL gpnl=0.0 cost=0.0
13:45:37.266	btc_price_update	$78788.32 (diff=-69.6)
13:45:39.281	btc_price_update	$78788.29 (diff=-69.64)
13:45:41.295	btc_price_update	$78795.1 (diff=-62.83)
13:45:41.295	tracker_snapshot
13:45:43.310	btc_price_update	$78816.17 (diff=-41.76)
13:45:45.322	btc_price_update	$78804.74 (diff=-53.18)
13:45:47.338	btc_price_update	$78804.12 (diff=-53.8)
13:45:47.339	tracker_snapshot
13:45:49.353	btc_price_update	$78805.69 (diff=-52.23)
13:45:51.366	btc_price_update	$78821.86 (diff=-36.07)
13:45:53.380	btc_price_update	$78823.58 (diff=-34.35)
13:45:53.380	tracker_snapshot
13:45:55.397	btc_price_update	$78827.19 (diff=-30.74)
13:45:55.398	buy_state_change	DIRECTIONAL → ACCUMULATE
13:45:57.413	btc_price_update	$78828.45 (diff=-29.47)
13:45:59.429	btc_price_update	$78833.42 (diff=-24.51)
13:45:59.429	tracker_snapshot
13:46:01.448	btc_price_update	$78838.01 (diff=-19.92)
13:46:03.462	btc_price_update	$78836.89 (diff=-21.03)
13:46:05.476	btc_price_update	$78835.07 (diff=-22.85)
13:46:05.476	tracker_snapshot
13:46:05.476	market_snapshot
13:46:05.476	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
13:46:05.476	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
13:46:07.495	btc_price_update	$78833.78 (diff=-24.15)
13:46:09.514	btc_price_update	$78833.78 (diff=-24.15)
13:46:11.528	btc_price_update	$78833.82 (diff=-24.1)
13:46:11.528	tracker_snapshot
13:46:12.005	cross_gate_opened
13:46:13.546	btc_price_update	$78834.93 (diff=-23.0)
13:46:15.560	btc_price_update	$78848.1 (diff=-9.83)
13:46:17.574	btc_price_update	$78865.67 (diff=7.75)
13:46:17.574	tracker_snapshot
13:46:18.251	fill	DOWN 5@0.47
13:46:18.251	paper_fill	DOWN 5@0.47
13:46:18.854	fill	DOWN 5@0.46
13:46:18.854	paper_fill	DOWN 5@0.46
13:46:19.555	fill	DOWN 5@0.45
13:46:19.556	paper_fill	DOWN 5@0.45
13:46:19.588	btc_price_update	$78860.87 (diff=2.94)
13:46:21.607	btc_price_update	$78870.97 (diff=13.05)
13:46:23.620	btc_price_update	$78873.29 (diff=15.37)
13:46:23.621	tracker_snapshot
13:46:25.638	btc_price_update	$78873.73 (diff=15.8)
13:46:27.655	btc_price_update	$78873.45 (diff=15.53)
13:46:29.669	btc_price_update	$78874.78 (diff=16.85)
13:46:29.670	tracker_snapshot
13:46:31.685	btc_price_update	$78876.08 (diff=18.15)
13:46:33.703	btc_price_update	$78874.32 (diff=16.4)
13:46:35.717	btc_price_update	$78854.56 (diff=-3.37)
13:46:35.718	tracker_snapshot
13:46:35.718	market_snapshot
13:46:35.718	position_snapshot	up=0.0 dn=15.0 gpnl=-6.9
13:46:35.718	strategy_snapshot	state=ACCUMULATE gpnl=-6.9 cost=6.9
13:46:37.415	fill	DOWN 5@0.47
13:46:37.415	paper_fill	DOWN 5@0.47
13:46:37.733	btc_price_update	$78867.5 (diff=9.57)
13:46:38.278	fill	DOWN 5@0.46
13:46:38.278	paper_fill	DOWN 5@0.46
13:46:39.745	btc_price_update	$78866.32 (diff=8.39)
13:46:40.826	fill	DOWN 5@0.44
13:46:40.826	paper_fill	DOWN 5@0.44
13:46:41.759	btc_price_update	$78880.3 (diff=22.37)
13:46:41.759	tracker_snapshot
13:46:41.823	fill	DOWN 5@0.43
13:46:41.823	paper_fill	DOWN 5@0.43
13:46:42.794	fill	DOWN 5@0.42
13:46:42.794	paper_fill	DOWN 5@0.42
13:46:43.773	btc_price_update	$78881.63 (diff=23.71)
13:46:45.787	btc_price_update	$78891.12 (diff=33.19)
13:46:47.802	btc_price_update	$78890.79 (diff=32.86)
13:46:47.803	tracker_snapshot
13:46:49.672	buy_state_change	ACCUMULATE → DIRECTIONAL
13:46:49.816	btc_price_update	$78894.84 (diff=36.91)
13:46:51.829	btc_price_update	$78902.85 (diff=44.93)
13:46:53.843	btc_price_update	$78902.84 (diff=44.91)
13:46:53.843	tracker_snapshot
13:46:55.860	btc_price_update	$78899.93 (diff=42.0)
13:46:57.876	btc_price_update	$78890.2 (diff=32.27)
13:46:59.892	btc_price_update	$78889.71 (diff=31.79)
13:46:59.892	tracker_snapshot
13:46:59.956	fill	DOWN 5@0.44
13:46:59.957	paper_fill	DOWN 5@0.44
13:47:01.908	btc_price_update	$78892.09 (diff=34.16)
13:47:03.925	btc_price_update	$78890.43 (diff=32.5)
13:47:05.190	buy_state_change	DIRECTIONAL → ACCUMULATE
13:47:05.937	btc_price_update	$78879.38 (diff=21.45)
13:47:05.937	tracker_snapshot
13:47:05.938	market_snapshot
13:47:05.938	position_snapshot	up=0.0 dn=45.0 gpnl=-20.2
13:47:05.938	strategy_snapshot	state=ACCUMULATE gpnl=-20.2 cost=20.2
13:47:07.950	btc_price_update	$78871.42 (diff=13.5)
13:47:08.868	fill	DOWN 5@0.47
13:47:08.868	paper_fill	DOWN 5@0.47
13:47:09.503	v8_6_liquidity_signal
13:47:09.967	btc_price_update	$78866.1 (diff=8.18)
13:47:11.981	btc_price_update	$78876.67 (diff=18.74)
13:47:11.981	tracker_snapshot
13:47:13.995	btc_price_update	$78875.88 (diff=17.95)
13:47:16.012	btc_price_update	$78875.57 (diff=17.65)
13:47:16.517	fill	DOWN 6.094418184964681@0.47
13:47:16.518	paper_fill	DOWN 6.09@0.47
13:47:18.029	btc_price_update	$78875.2 (diff=17.27)
13:47:18.029	tracker_snapshot
13:47:18.919	fill	DOWN 3.905581815035319@0.47
13:47:18.919	paper_fill	DOWN 3.91@0.47
13:47:20.043	btc_price_update	$78874.15 (diff=16.23)
13:47:22.056	btc_price_update	$78877.9 (diff=19.97)
13:47:23.099	fill	DOWN 5.00978363533788@0.45
13:47:23.099	paper_fill	DOWN 5.01@0.45
13:47:24.073	btc_price_update	$78879.37 (diff=21.45)
13:47:24.073	tracker_snapshot
13:47:24.085	fill	DOWN 4.99021636466212@0.45
13:47:24.085	paper_fill	DOWN 4.99@0.45
13:47:24.670	fill	DOWN 5.811178094100673@0.44
13:47:24.670	paper_fill	DOWN 5.81@0.44
13:47:24.691	fill	DOWN 4.188821905899327@0.44
13:47:24.691	paper_fill	DOWN 4.19@0.44
13:47:26.088	btc_price_update	$78878.63 (diff=20.71)
13:47:26.316	fill	DOWN 6.919347291938111@0.4
13:47:26.316	paper_fill	DOWN 6.92@0.4
13:47:26.330	fill	DOWN 3.080652708061889@0.4
13:47:26.331	paper_fill	DOWN 3.08@0.4
13:47:27.701	fill	DOWN 5.855559257092739@0.38
13:47:27.701	paper_fill	DOWN 5.86@0.38
13:47:27.858	fill	DOWN 4.144440742907261@0.38
13:47:27.858	paper_fill	DOWN 4.14@0.38
13:47:28.108	btc_price_update	$78893.69 (diff=35.77)
13:47:30.079	buy_state_change	ACCUMULATE → DIRECTIONAL
13:47:30.126	btc_price_update	$78906.89 (diff=48.96)
13:47:30.127	tracker_snapshot
13:47:32.141	btc_price_update	$78908.5 (diff=50.57)
13:47:34.161	btc_price_update	$78908.96 (diff=51.03)
13:47:36.174	btc_price_update	$78913.57 (diff=55.65)
13:47:36.175	tracker_snapshot
13:47:36.175	market_snapshot
13:47:36.175	position_snapshot	up=0.0 dn=100.0 gpnl=-43.95
13:47:36.175	strategy_snapshot	state=DIRECTIONAL gpnl=-43.95 cost=43.95
13:47:38.191	btc_price_update	$78913.77 (diff=55.84)
13:47:40.208	btc_price_update	$78913.77 (diff=55.85)
13:47:42.223	btc_price_update	$78913.23 (diff=55.3)
13:47:42.223	tracker_snapshot
13:47:44.237	btc_price_update	$78913.06 (diff=55.14)
13:47:46.253	btc_price_update	$78903.5 (diff=45.57)
13:47:48.270	btc_price_update	$78904.36 (diff=46.43)
13:47:48.271	tracker_snapshot
13:47:50.285	btc_price_update	$78904.62 (diff=46.69)
13:47:50.647	v8_6_liquidity_signal
13:47:52.297	btc_price_update	$78906.07 (diff=48.15)
13:47:52.571	fill	DOWN 5@0.4
13:47:52.571	paper_fill	DOWN 5@0.4
13:47:54.317	btc_price_update	$78909.04 (diff=51.11)
13:47:54.317	tracker_snapshot
13:47:54.956	fill	DOWN 5@0.44
13:47:54.956	paper_fill	DOWN 5@0.44
13:47:54.989	paper_fill	DOWN 5@0.44
13:47:56.335	btc_price_update	$78899.55 (diff=41.62)
13:47:58.353	btc_price_update	$78888.75 (diff=30.82)
13:48:00.368	btc_price_update	$78888.72 (diff=30.79)
13:48:00.369	tracker_snapshot
13:48:02.385	btc_price_update	$78888.13 (diff=30.2)
13:48:03.266	fill	DOWN 5@0.42
13:48:03.267	paper_fill	DOWN 5@0.42
13:48:03.280	paper_fill	DOWN 5@0.42
13:48:04.403	btc_price_update	$78901.54 (diff=43.61)
13:48:06.420	btc_price_update	$78900.26 (diff=42.34)
13:48:06.421	tracker_snapshot
13:48:06.421	market_snapshot
13:48:06.421	position_snapshot	up=0.0 dn=115.0 gpnl=-50.25
13:48:06.421	strategy_snapshot	state=DIRECTIONAL gpnl=-50.25 cost=50.25
13:48:08.436	btc_price_update	$78894.6 (diff=36.68)
13:48:10.174	buy_state_change	DIRECTIONAL → ACCUMULATE
13:48:10.448	btc_price_update	$78884.68 (diff=26.76)
13:48:12.463	btc_price_update	$78878.76 (diff=20.84)
13:48:12.464	tracker_snapshot
13:48:14.482	btc_price_update	$78876.94 (diff=19.01)
13:48:16.497	btc_price_update	$78874.5 (diff=16.58)
13:48:18.511	btc_price_update	$78859.12 (diff=1.19)
13:48:18.512	tracker_snapshot
13:48:20.525	btc_price_update	$78852.26 (diff=-5.66)
13:48:22.541	btc_price_update	$78851.15 (diff=-6.77)
13:48:24.560	btc_price_update	$78858.91 (diff=0.99)
13:48:24.561	tracker_snapshot
13:48:25.807	fill	DOWN 5@0.4
13:48:25.807	paper_fill	DOWN 5@0.4
13:48:25.912	paper_fill	DOWN 5@0.4
13:48:26.309	fill	DOWN 5.827393017000965@0.38
13:48:26.310	paper_fill	DOWN 5.83@0.38
13:48:26.383	fill	DOWN 4.172606982999035@0.38
13:48:26.383	paper_fill	DOWN 4.17@0.38
13:48:26.573	btc_price_update	$78877.93 (diff=20.01)
13:48:27.457	fill	DOWN 5.138366325272942@0.37
13:48:27.457	paper_fill	DOWN 5.14@0.37
13:48:27.473	fill	DOWN 4.861633674727058@0.37
13:48:27.473	paper_fill	DOWN 4.86@0.37
13:48:28.591	btc_price_update	$78907.7 (diff=49.78)
13:48:28.738	buy_state_change	ACCUMULATE → DIRECTIONAL
13:48:30.607	btc_price_update	$78927.37 (diff=69.44)
13:48:30.607	tracker_snapshot
13:48:32.622	btc_price_update	$78932.84 (diff=74.92)
13:48:34.636	btc_price_update	$78930.38 (diff=72.46)
13:48:35.705	fill	DOWN 6.053842752969624@0.35
13:48:35.705	paper_fill	DOWN 6.05@0.35
13:48:35.716	fill	DOWN 3.946157247030376@0.35
13:48:35.716	paper_fill	DOWN 3.95@0.35
13:48:36.652	btc_price_update	$78931.14 (diff=73.21)
13:48:36.653	tracker_snapshot
13:48:36.653	market_snapshot
13:48:36.653	position_snapshot	up=0.0 dn=150.0 gpnl=-63.25
13:48:36.653	strategy_snapshot	state=DIRECTIONAL gpnl=-63.25 cost=63.25
13:48:38.667	btc_price_update	$78932.35 (diff=74.43)
13:48:40.686	btc_price_update	$78932.34 (diff=74.41)
13:48:42.702	btc_price_update	$78933.74 (diff=75.81)
13:48:42.702	tracker_snapshot
13:48:44.718	btc_price_update	$78933.74 (diff=75.81)
13:48:46.735	btc_price_update	$78932.87 (diff=74.95)
13:48:48.748	btc_price_update	$78928.49 (diff=70.57)
13:48:48.749	tracker_snapshot
13:48:50.763	btc_price_update	$78921.11 (diff=63.19)
13:48:52.779	btc_price_update	$78918.94 (diff=61.01)
13:48:54.796	btc_price_update	$78915.53 (diff=57.6)
13:48:54.796	tracker_snapshot
13:48:56.814	btc_price_update	$78914.95 (diff=57.02)
13:48:58.828	btc_price_update	$78913.99 (diff=56.06)
13:49:00.842	btc_price_update	$78907.94 (diff=50.01)
13:49:00.843	tracker_snapshot
13:49:02.863	btc_price_update	$78893.22 (diff=35.29)
13:49:04.876	btc_price_update	$78893.21 (diff=35.28)
13:49:04.921	buy_state_change	DIRECTIONAL → ACCUMULATE
13:49:06.893	btc_price_update	$78883.73 (diff=25.81)
13:49:06.894	tracker_snapshot
13:49:06.894	market_snapshot
13:49:06.894	position_snapshot	up=0.0 dn=150.0 gpnl=-63.25
13:49:06.894	strategy_snapshot	state=ACCUMULATE gpnl=-63.25 cost=63.25
13:49:07.275	fill	DOWN 5@0.46
13:49:07.276	paper_fill	DOWN 5@0.46
13:49:08.906	btc_price_update	$78877.93 (diff=20.01)
13:49:10.921	btc_price_update	$78879.56 (diff=21.63)
13:49:12.939	btc_price_update	$78879.39 (diff=21.46)
13:49:12.940	tracker_snapshot
13:49:12.995	fill	DOWN 5@0.45
13:49:12.995	paper_fill	DOWN 5@0.45
13:49:14.955	btc_price_update	$78881.14 (diff=23.22)
13:49:16.969	btc_price_update	$78883.11 (diff=25.19)
13:49:17.907	v8_6_liquidity_signal
13:49:18.985	btc_price_update	$78880.0 (diff=22.08)
13:49:18.986	tracker_snapshot
13:49:21.003	btc_price_update	$78871.51 (diff=13.59)
13:49:22.280	fill	DOWN 6.828729143005163@0.43
13:49:22.280	paper_fill	DOWN 6.83@0.43
13:49:22.298	fill	DOWN 3.1712708569948367@0.43
13:49:22.298	paper_fill	DOWN 3.17@0.43
13:49:22.769	fill	DOWN 5.1868957031819924@0.41
13:49:22.769	paper_fill	DOWN 5.19@0.41
13:49:22.782	fill	DOWN 4.8131042968180076@0.41
13:49:22.782	paper_fill	DOWN 4.81@0.41
13:49:23.016	btc_price_update	$78885.48 (diff=27.56)
13:49:23.836	fill	DOWN 5@0.39
13:49:23.836	paper_fill	DOWN 5@0.39
13:49:23.901	paper_fill	DOWN 5@0.39
13:49:25.030	btc_price_update	$78896.92 (diff=39.0)
13:49:25.031	tracker_snapshot
13:49:27.047	btc_price_update	$78905.19 (diff=47.26)
13:49:29.063	btc_price_update	$78905.53 (diff=47.61)
13:49:31.079	btc_price_update	$78905.92 (diff=47.99)
13:49:31.079	tracker_snapshot
13:49:32.447	buy_state_change	ACCUMULATE → DIRECTIONAL
13:49:33.094	btc_price_update	$78907.27 (diff=49.34)
13:49:33.144	fill	DOWN 6.69346865080743@0.38
13:49:33.145	paper_fill	DOWN 6.69@0.38
13:49:34.876	fill	DOWN 3.3065313491925696@0.38
13:49:34.876	paper_fill	DOWN 3.31@0.38
13:49:35.109	btc_price_update	$78903.53 (diff=45.61)
13:49:37.124	btc_price_update	$78911.63 (diff=53.7)
13:49:37.124	tracker_snapshot
13:49:37.124	market_snapshot
13:49:37.124	position_snapshot	up=0.0 dn=195.0 gpnl=-81.95
13:49:37.125	strategy_snapshot	state=DIRECTIONAL gpnl=-81.95 cost=81.95
13:49:38.290	fill	DOWN 5.528578881029393@0.37
13:49:38.291	paper_fill	DOWN 5.53@0.37
13:49:39.139	btc_price_update	$78911.34 (diff=53.41)
13:49:40.425	fill	DOWN 4.471421118970607@0.37
13:49:40.425	paper_fill	DOWN 4.47@0.37
13:49:41.152	btc_price_update	$78912.93 (diff=55.0)
13:49:43.168	btc_price_update	$78911.36 (diff=53.44)
13:49:43.169	tracker_snapshot
13:49:45.184	btc_price_update	$78906.24 (diff=48.31)
13:49:47.198	btc_price_update	$78901.72 (diff=43.79)
13:49:49.212	btc_price_update	$78898.99 (diff=41.06)
13:49:49.213	tracker_snapshot
13:49:51.226	btc_price_update	$78892.35 (diff=34.43)
13:49:51.991	buy_state_change	DIRECTIONAL → ACCUMULATE
13:49:53.242	btc_price_update	$78884.72 (diff=26.8)
13:49:55.257	btc_price_update	$78871.7 (diff=13.77)
13:49:55.258	tracker_snapshot
13:49:57.274	btc_price_update	$78864.01 (diff=6.08)
13:49:58.856	v8_6_liquidity_signal
13:49:58.977	fill	UP 5.8823381251092695@0.44
13:49:58.977	paper_fill	UP 5.88@0.44
13:49:58.987	fill	UP 4.1176618748907305@0.44
13:49:58.987	paper_fill	UP 4.12@0.44
13:49:59.056	buy_state_change	ACCUMULATE → OVERWEIGHT
13:49:59.057	fill	DOWN 5@0.57
13:49:59.057	paper_fill	DOWN 5@0.57
13:49:59.290	btc_price_update	$78861.37 (diff=3.44)
13:50:01.254	fill	DOWN 5@0.58
13:50:01.254	paper_fill	DOWN 5@0.58
13:50:01.305	btc_price_update	$78829.22 (diff=-28.71)
13:50:01.308	tracker_snapshot
13:50:01.456	fill	DOWN 5@0.59
13:50:01.459	paper_fill	DOWN 5@0.59
13:50:03.332	btc_price_update	$78823.69 (diff=-34.23)
13:50:03.809	fill	UP 6.162165458080584@0.4
13:50:03.809	paper_fill	UP 6.16@0.4
13:50:03.810	fill	DOWN 5@0.6
13:50:03.810	paper_fill	DOWN 5@0.6
13:50:03.815	fill	UP 3.837834541919416@0.4
13:50:03.816	paper_fill	UP 3.84@0.4
13:50:04.316	fill	DOWN 5@0.61
13:50:04.317	paper_fill	DOWN 5@0.61
13:50:05.349	btc_price_update	$78820.57 (diff=-37.36)
13:50:07.367	btc_price_update	$78804.46 (diff=-53.47)
13:50:07.368	tracker_snapshot
13:50:07.368	market_snapshot
13:50:07.368	position_snapshot	up=20.0 dn=180.0 gpnl=-59.3
13:50:07.368	strategy_snapshot	state=OVERWEIGHT gpnl=-59.3 cost=79.3
13:50:09.380	btc_price_update	$78805.27 (diff=-52.66)
13:50:11.394	btc_price_update	$78804.12 (diff=-53.8)
13:50:13.410	btc_price_update	$78803.61 (diff=-54.32)
13:50:13.411	tracker_snapshot
13:50:15.423	btc_price_update	$78804.75 (diff=-53.17)
13:50:17.436	btc_price_update	$78804.78 (diff=-53.15)
13:50:19.451	btc_price_update	$78809.01 (diff=-48.92)
13:50:19.452	tracker_snapshot
13:50:21.466	btc_price_update	$78807.58 (diff=-50.35)
13:50:23.480	btc_price_update	$78813.25 (diff=-44.67)
13:50:24.770	fill	UP 6.861447782563239@0.4
13:50:24.771	paper_fill	UP 6.86@0.4
13:50:24.772	fill	DOWN 5@0.6
13:50:24.772	paper_fill	DOWN 5@0.6
13:50:24.788	fill	UP 3.138552217436761@0.4
13:50:24.788	paper_fill	UP 3.14@0.4
13:50:25.258	fill	DOWN 5@0.63
13:50:25.258	paper_fill	DOWN 5@0.63
13:50:25.494	btc_price_update	$78817.93 (diff=-39.99)
13:50:25.495	tracker_snapshot
13:50:27.464	fill	DOWN 5@0.64
13:50:27.464	paper_fill	DOWN 5@0.64
13:50:27.509	btc_price_update	$78807.83 (diff=-50.09)
13:50:29.525	btc_price_update	$78806.86 (diff=-51.07)
13:50:30.643	fill	DOWN 5@0.63
13:50:30.643	paper_fill	DOWN 5@0.63
13:50:31.540	btc_price_update	$78806.42 (diff=-51.51)
13:50:31.541	tracker_snapshot
13:50:33.554	btc_price_update	$78806.6 (diff=-51.33)
13:50:35.569	btc_price_update	$78808.41 (diff=-49.51)
13:50:37.337	fill	DOWN 5@0.59
13:50:37.337	paper_fill	DOWN 5@0.59
13:50:37.588	btc_price_update	$78812.81 (diff=-45.11)
13:50:37.589	tracker_snapshot
13:50:37.589	market_snapshot
13:50:37.589	position_snapshot	up=30.0 dn=155.0 gpnl=-37.85
13:50:37.589	strategy_snapshot	state=OVERWEIGHT gpnl=-37.85 cost=67.85
13:50:39.603	btc_price_update	$78812.88 (diff=-45.05)
13:50:41.622	btc_price_update	$78827.49 (diff=-30.43)
13:50:43.634	btc_price_update	$78827.64 (diff=-30.28)
13:50:43.635	tracker_snapshot
13:50:45.648	btc_price_update	$78838.39 (diff=-19.54)
13:50:45.991	fill	DOWN 5@0.53
13:50:45.992	paper_fill	DOWN 5@0.53
13:50:47.151	buy_state_change	OVERWEIGHT → ACCUMULATE
13:50:47.665	btc_price_update	$78839.81 (diff=-18.12)
13:50:48.191	fill	DOWN 5@0.54
13:50:48.191	paper_fill	DOWN 5@0.54
13:50:48.584	fill	DOWN 5@0.55
13:50:48.584	paper_fill	DOWN 5@0.55
13:50:49.683	btc_price_update	$78835.55 (diff=-22.37)
13:50:49.684	tracker_snapshot
13:50:51.700	btc_price_update	$78833.87 (diff=-24.05)
13:50:53.713	btc_price_update	$78832.66 (diff=-25.27)
13:50:54.392	fill	DOWN 5@0.56
13:50:54.392	paper_fill	DOWN 5@0.56
13:50:55.732	btc_price_update	$78834.62 (diff=-23.31)
13:50:55.733	tracker_snapshot
13:50:57.124	fill	UP 5@0.42
13:50:57.124	paper_fill	UP 5@0.42
13:50:57.125	fill	DOWN 5@0.58
13:50:57.125	paper_fill	DOWN 5@0.58
13:50:57.750	btc_price_update	$78832.44 (diff=-25.49)
13:50:57.853	paper_fill	UP 5@0.42
13:50:59.766	btc_price_update	$78823.03 (diff=-34.89)
13:51:01.781	btc_price_update	$78817.91 (diff=-40.01)
13:51:01.782	tracker_snapshot
13:51:03.799	btc_price_update	$78826.54 (diff=-31.39)
13:51:05.814	btc_price_update	$78833.84 (diff=-24.09)
13:51:07.829	btc_price_update	$78835.37 (diff=-22.56)
13:51:07.830	tracker_snapshot
13:51:07.830	market_snapshot
13:51:07.830	position_snapshot	up=35.0 dn=130.0 gpnl=-21.15
13:51:07.830	strategy_snapshot	state=ACCUMULATE gpnl=-21.15 cost=56.15
13:51:09.843	btc_price_update	$78831.49 (diff=-26.44)
13:51:11.857	btc_price_update	$78836.08 (diff=-21.84)
13:51:13.873	btc_price_update	$78843.14 (diff=-14.78)
13:51:13.874	tracker_snapshot
13:51:15.890	btc_price_update	$78853.54 (diff=-4.38)
13:51:17.907	btc_price_update	$78853.68 (diff=-4.24)
13:51:19.568	v8_6_liquidity_signal
13:51:19.923	btc_price_update	$78858.61 (diff=0.68)
13:51:19.924	tracker_snapshot
13:51:21.887	fill	DOWN 5@0.48
13:51:21.887	paper_fill	DOWN 5@0.48
13:51:21.939	btc_price_update	$78863.98 (diff=6.05)
13:51:22.757	fill	DOWN 5@0.49
13:51:22.758	paper_fill	DOWN 5@0.49
13:51:23.438	fill	DOWN 5@0.52
13:51:23.438	paper_fill	DOWN 5@0.52
13:51:23.510	fill	UP 6.617299123255772@0.47
13:51:23.510	paper_fill	UP 6.62@0.47
13:51:23.957	btc_price_update	$78861.96 (diff=4.04)
13:51:25.355	fill	UP 3.382700876744228@0.47
13:51:25.355	paper_fill	UP 3.38@0.47
13:51:25.972	btc_price_update	$78851.7 (diff=-6.23)
13:51:25.972	tracker_snapshot
13:51:27.991	btc_price_update	$78849.7 (diff=-8.22)
13:51:29.184	fill	DOWN 5@0.51
13:51:29.184	paper_fill	DOWN 5@0.51
13:51:30.005	btc_price_update	$78851.22 (diff=-6.71)
13:51:31.274	fill	UP 5@0.47
13:51:31.274	paper_fill	UP 5@0.47
13:51:31.275	fill	DOWN 5@0.53
13:51:31.276	paper_fill	DOWN 5@0.53
13:51:31.276	paper_fill	UP 5@0.47
13:51:32.022	btc_price_update	$78851.37 (diff=-6.56)
13:51:32.023	tracker_snapshot
13:51:34.038	btc_price_update	$78847.57 (diff=-10.36)
13:51:35.076	fill	DOWN 5@0.55
13:51:35.076	paper_fill	DOWN 5@0.55
13:51:36.049	btc_price_update	$78843.58 (diff=-14.34)
13:51:38.065	btc_price_update	$78841.9 (diff=-16.02)
13:51:38.066	tracker_snapshot
13:51:38.066	market_snapshot
13:51:38.066	position_snapshot	up=50.0 dn=100.0 gpnl=2.2
13:51:38.067	strategy_snapshot	state=ACCUMULATE gpnl=2.2 cost=47.8
13:51:40.079	btc_price_update	$78841.34 (diff=-16.59)
13:51:42.095	btc_price_update	$78841.63 (diff=-16.3)
13:51:44.107	btc_price_update	$78842.38 (diff=-15.54)
13:51:44.108	tracker_snapshot
13:51:46.126	btc_price_update	$78842.97 (diff=-14.96)
13:51:48.141	btc_price_update	$78842.59 (diff=-15.34)
13:51:50.161	btc_price_update	$78842.92 (diff=-15.01)
13:51:50.162	tracker_snapshot
13:51:52.175	btc_price_update	$78842.63 (diff=-15.3)
13:51:53.178	fill	DOWN 5@0.55
13:51:53.178	paper_fill	DOWN 5@0.55
13:51:53.236	fill	UP 5@0.44
13:51:53.236	paper_fill	UP 5@0.44
13:51:54.189	btc_price_update	$78842.79 (diff=-15.14)
13:51:56.203	btc_price_update	$78840.67 (diff=-17.25)
13:51:56.204	tracker_snapshot
13:51:58.222	btc_price_update	$78835.87 (diff=-22.05)
13:51:59.459	fill	DOWN 5@0.57
13:51:59.459	paper_fill	DOWN 5@0.57
13:52:00.238	btc_price_update	$78834.44 (diff=-23.49)
13:52:02.257	btc_price_update	$78830.72 (diff=-27.21)
13:52:02.259	tracker_snapshot
13:52:02.392	fill	UP 5@0.41
13:52:02.394	paper_fill	UP 5@0.41
13:52:02.396	fill	DOWN 5@0.59
13:52:02.397	paper_fill	DOWN 5@0.59
13:52:04.274	btc_price_update	$78825.81 (diff=-32.12)
13:52:06.290	btc_price_update	$78824.09 (diff=-33.84)
13:52:08.306	btc_price_update	$78825.76 (diff=-32.17)
13:52:08.307	tracker_snapshot
13:52:08.307	market_snapshot
13:52:08.307	position_snapshot	up=60.0 dn=85.0 gpnl=16.5
13:52:08.307	strategy_snapshot	state=ACCUMULATE gpnl=16.5 cost=43.5
13:52:10.318	btc_price_update	$78825.51 (diff=-32.42)
13:52:12.333	btc_price_update	$78828.39 (diff=-29.54)
13:52:14.346	btc_price_update	$78828.42 (diff=-29.5)
13:52:14.347	tracker_snapshot
13:52:14.426	fill	DOWN 5@0.58
13:52:14.426	paper_fill	DOWN 5@0.58
13:52:15.367	fill	DOWN 5@0.61
13:52:15.367	paper_fill	DOWN 5@0.61
13:52:15.401	fill	UP 5@0.38
13:52:15.401	paper_fill	UP 5@0.38
13:52:16.359	btc_price_update	$78826.08 (diff=-31.84)
13:52:18.374	btc_price_update	$78820.51 (diff=-37.42)
13:52:19.740	v8_6_liquidity_signal
13:52:20.393	btc_price_update	$78820.56 (diff=-37.37)
13:52:20.394	tracker_snapshot
13:52:22.408	btc_price_update	$78821.12 (diff=-36.81)
13:52:24.424	btc_price_update	$78822.86 (diff=-35.07)
13:52:25.431	buy_state_change	ACCUMULATE → DIRECTIONAL
13:52:26.438	btc_price_update	$78823.45 (diff=-34.48)
13:52:26.438	tracker_snapshot
13:52:28.450	btc_price_update	$78818.82 (diff=-39.11)
13:52:30.466	btc_price_update	$78818.38 (diff=-39.55)
13:52:32.099	fill	UP 6.353858272872259@0.37
13:52:32.100	paper_fill	UP 6.35@0.37
13:52:32.100	fill	UP 3.646141727127741@0.37
13:52:32.101	paper_fill	UP 3.65@0.37
13:52:32.480	btc_price_update	$78815.71 (diff=-42.21)
13:52:32.481	tracker_snapshot
13:52:34.495	btc_price_update	$78814.87 (diff=-43.06)
13:52:36.513	btc_price_update	$78809.26 (diff=-48.66)
13:52:38.525	btc_price_update	$78814.53 (diff=-43.39)
13:52:38.526	tracker_snapshot
13:52:38.526	market_snapshot
13:52:38.526	position_snapshot	up=75.0 dn=75.0 gpnl=31.85
13:52:38.526	strategy_snapshot	state=DIRECTIONAL gpnl=31.85 cost=43.15
13:52:40.541	btc_price_update	$78814.74 (diff=-43.18)
13:52:42.555	btc_price_update	$78823.01 (diff=-34.92)
13:52:44.572	btc_price_update	$78823.06 (diff=-34.87)
13:52:44.573	tracker_snapshot
13:52:46.584	btc_price_update	$78824.53 (diff=-33.39)
13:52:48.600	btc_price_update	$78823.48 (diff=-34.45)
13:52:50.615	btc_price_update	$78826.59 (diff=-31.33)
13:52:50.616	tracker_snapshot
13:52:52.632	btc_price_update	$78825.99 (diff=-31.93)
13:52:54.653	btc_price_update	$78822.91 (diff=-35.01)
13:52:55.379	v8_6_liquidity_signal
13:52:55.451	fill	UP 5.2931535472191324@0.4
13:52:55.451	paper_fill	UP 5.29@0.4
13:52:55.653	fill	UP 4.7068464527808676@0.4
13:52:55.653	paper_fill	UP 4.71@0.4
13:52:55.793	fill	UP 6.020093641879905@0.36
13:52:55.793	paper_fill	UP 6.02@0.36
13:52:55.899	fill	UP 3.979906358120095@0.36
13:52:55.899	paper_fill	UP 3.98@0.36
13:52:56.667	btc_price_update	$78820.11 (diff=-37.81)
13:52:56.668	tracker_snapshot
13:52:58.684	btc_price_update	$78807.03 (diff=-50.89)
13:53:00.700	btc_price_update	$78797.81 (diff=-60.12)
13:53:01.079	fill	UP 5.01790781618489@0.35
13:53:01.080	paper_fill	UP 5.02@0.35
13:53:01.083	fill	UP 4.98209218381511@0.35
13:53:01.084	paper_fill	UP 4.98@0.35
13:53:02.724	btc_price_update	$78795.94 (diff=-61.99)
13:53:02.724	tracker_snapshot
13:53:04.740	btc_price_update	$78782.92 (diff=-75.0)
13:53:06.752	btc_price_update	$78776.66 (diff=-81.27)
13:53:08.766	btc_price_update	$78775.13 (diff=-82.8)
13:53:08.767	tracker_snapshot
13:53:08.767	market_snapshot
13:53:08.767	position_snapshot	up=105.0 dn=75.0 gpnl=20.75
13:53:08.767	strategy_snapshot	state=DIRECTIONAL gpnl=20.75 cost=54.25
13:53:09.641	fill	UP 5.345840643499395@0.25
13:53:09.641	paper_fill	UP 5.35@0.25
13:53:10.264	fill	UP 4.654159356500605@0.25
13:53:10.264	paper_fill	UP 4.65@0.25
13:53:10.779	btc_price_update	$78771.81 (diff=-86.11)
13:53:12.794	btc_price_update	$78757.79 (diff=-100.13)
13:53:14.810	btc_price_update	$78758.44 (diff=-99.48)
13:53:14.811	tracker_snapshot
13:53:16.825	btc_price_update	$78754.59 (diff=-103.34)
13:53:18.840	btc_price_update	$78753.3 (diff=-104.62)
13:53:20.855	btc_price_update	$78756.54 (diff=-101.39)
13:53:20.856	tracker_snapshot
13:53:22.871	btc_price_update	$78758.04 (diff=-99.88)
13:53:24.887	btc_price_update	$78756.9 (diff=-101.03)
13:53:25.161	fill	UP 6.769796797828038@0.22
13:53:25.161	paper_fill	UP 6.77@0.22
13:53:25.181	fill	UP 3.230203202171962@0.22
13:53:25.181	paper_fill	UP 3.23@0.22
13:53:26.904	btc_price_update	$78756.88 (diff=-101.04)
13:53:26.904	tracker_snapshot
13:53:28.922	btc_price_update	$78750.67 (diff=-107.26)
13:53:30.937	btc_price_update	$78747.49 (diff=-110.43)
13:53:32.951	btc_price_update	$78747.61 (diff=-110.32)
13:53:32.952	tracker_snapshot
13:53:34.970	btc_price_update	$78746.5 (diff=-111.42)
13:53:36.989	btc_price_update	$78739.94 (diff=-117.98)
13:53:39.006	btc_price_update	$78737.26 (diff=-120.66)
13:53:39.006	tracker_snapshot
13:53:39.007	market_snapshot
13:53:39.007	position_snapshot	up=125.0 dn=75.0 gpnl=16.05
13:53:39.007	strategy_snapshot	state=DIRECTIONAL gpnl=16.05 cost=58.95
13:53:41.022	btc_price_update	$78736.95 (diff=-120.97)
13:53:43.040	btc_price_update	$78734.47 (diff=-123.46)
13:53:45.053	btc_price_update	$78734.4 (diff=-123.53)
13:53:45.054	tracker_snapshot
13:53:46.093	v8_6_liquidity_signal
13:53:47.069	btc_price_update	$78734.46 (diff=-123.47)
13:53:47.723	fill	UP 5@0.18
13:53:47.723	paper_fill	UP 5@0.18
13:53:47.778	paper_fill	UP 5@0.18
13:53:49.086	btc_price_update	$78747.37 (diff=-110.56)
13:53:51.102	btc_price_update	$78749.98 (diff=-107.95)
13:53:51.103	tracker_snapshot
13:53:53.120	btc_price_update	$78750.75 (diff=-107.18)
13:53:55.134	btc_price_update	$78747.28 (diff=-110.65)
13:53:57.149	btc_price_update	$78751.41 (diff=-106.52)
13:53:57.150	tracker_snapshot
13:53:59.166	btc_price_update	$78759.99 (diff=-97.94)
13:54:01.186	btc_price_update	$78760.83 (diff=-97.09)
13:54:03.276	btc_price_update	$78769.78 (diff=-88.14)
13:54:03.278	tracker_snapshot
13:54:04.388	fill	UP 6.779100949024382@0.23
13:54:04.388	paper_fill	UP 6.78@0.23
13:54:04.929	fill	UP 3.2208990509756177@0.23
13:54:04.929	paper_fill	UP 3.22@0.23
13:54:05.293	btc_price_update	$78777.13 (diff=-80.8)
13:54:07.306	btc_price_update	$78771.71 (diff=-86.21)
13:54:09.318	btc_price_update	$78769.77 (diff=-88.15)
13:54:09.319	tracker_snapshot
13:54:09.319	market_snapshot
13:54:09.319	position_snapshot	up=140.0 dn=75.0 gpnl=12.85
13:54:09.319	strategy_snapshot	state=DIRECTIONAL gpnl=12.85 cost=62.15
13:54:11.335	btc_price_update	$78772.09 (diff=-85.84)
13:54:13.347	btc_price_update	$78771.54 (diff=-86.39)
13:54:15.364	btc_price_update	$78773.15 (diff=-84.78)
13:54:15.365	tracker_snapshot
13:54:17.381	btc_price_update	$78772.65 (diff=-85.28)
13:54:19.394	btc_price_update	$78772.63 (diff=-85.29)
13:54:21.409	btc_price_update	$78773.15 (diff=-84.78)
13:54:21.410	tracker_snapshot
13:54:23.424	btc_price_update	$78774.41 (diff=-83.51)
13:54:23.587	fill	UP 5@0.24
13:54:23.587	paper_fill	UP 5@0.24
13:54:25.440	btc_price_update	$78779.32 (diff=-78.6)
13:54:27.455	btc_price_update	$78776.26 (diff=-81.66)
13:54:27.456	tracker_snapshot
13:54:29.469	btc_price_update	$78776.13 (diff=-81.79)
13:54:30.183	fill	UP 5@0.22
13:54:30.183	paper_fill	UP 5@0.22
13:54:31.484	btc_price_update	$78773.04 (diff=-84.88)
13:54:32.071	fill	UP 5@0.19
13:54:32.071	paper_fill	UP 5@0.19
13:54:33.500	btc_price_update	$78769.42 (diff=-88.51)
13:54:33.500	tracker_snapshot
13:54:35.516	btc_price_update	$78757.32 (diff=-100.6)
13:54:37.531	btc_price_update	$78752.45 (diff=-105.47)
13:54:39.545	btc_price_update	$78755.02 (diff=-102.9)
13:54:39.546	tracker_snapshot
13:54:39.546	market_snapshot
13:54:39.546	position_snapshot	up=155.0 dn=75.0 gpnl=9.6
13:54:39.546	strategy_snapshot	state=DIRECTIONAL gpnl=9.6 cost=65.4
13:54:41.559	btc_price_update	$78757.83 (diff=-100.09)
13:54:42.356	fill	UP 5@0.2
13:54:42.357	paper_fill	UP 5@0.2
13:54:43.578	btc_price_update	$78767.31 (diff=-90.62)
13:54:45.596	btc_price_update	$78765.05 (diff=-92.87)
13:54:45.597	tracker_snapshot
13:54:47.613	btc_price_update	$78764.96 (diff=-92.96)
13:54:47.613	v8_6_liquidity_signal
13:54:49.627	btc_price_update	$78765.96 (diff=-91.97)
13:54:51.643	btc_price_update	$78763.01 (diff=-94.91)
13:54:51.644	tracker_snapshot
13:54:53.664	btc_price_update	$78766.48 (diff=-91.45)
13:54:55.679	btc_price_update	$78766.07 (diff=-91.85)
13:54:57.695	btc_price_update	$78762.98 (diff=-94.94)
13:54:57.695	tracker_snapshot
13:54:59.711	btc_price_update	$78760.79 (diff=-97.13)
13:55:01.739	btc_price_update	$78759.67 (diff=-98.25)
13:55:03.756	btc_price_update	$78757.29 (diff=-100.64)
13:55:03.757	tracker_snapshot
13:55:05.770	btc_price_update	$78743.06 (diff=-114.86)
13:55:07.479	fill	UP 5.26902245797049@0.11
13:55:07.479	paper_fill	UP 5.27@0.11
13:55:07.484	fill	UP 4.73097754202951@0.11
13:55:07.484	paper_fill	UP 4.73@0.11
13:55:07.786	btc_price_update	$78736.84 (diff=-121.09)
13:55:09.803	btc_price_update	$78736.04 (diff=-121.88)
13:55:09.804	tracker_snapshot
13:55:09.804	market_snapshot
13:55:09.804	position_snapshot	up=170.0 dn=75.0 gpnl=7.5
13:55:09.804	strategy_snapshot	state=DIRECTIONAL gpnl=7.5 cost=67.5
13:55:11.820	btc_price_update	$78736.02 (diff=-121.9)
13:55:13.835	btc_price_update	$78726.77 (diff=-131.15)
13:55:15.854	btc_price_update	$78728.62 (diff=-129.31)
13:55:15.854	tracker_snapshot
13:55:17.868	btc_price_update	$78727.8 (diff=-130.12)
13:55:19.883	btc_price_update	$78730.45 (diff=-127.47)
13:55:21.409	fill	UP 6.155224825888977@0.1
13:55:21.409	paper_fill	UP 6.16@0.1
13:55:21.901	btc_price_update	$78729.51 (diff=-128.41)
13:55:21.902	tracker_snapshot
13:55:23.920	btc_price_update	$78728.75 (diff=-129.17)
13:55:25.931	btc_price_update	$78726.6 (diff=-131.32)
13:55:27.527	fill	UP 3.8447751741110228@0.1
13:55:27.527	paper_fill	UP 3.84@0.1
13:55:27.946	btc_price_update	$78726.6 (diff=-131.32)
13:55:27.947	tracker_snapshot
13:55:29.962	btc_price_update	$78721.47 (diff=-136.45)
13:55:31.974	btc_price_update	$78724.24 (diff=-133.69)
13:55:33.991	btc_price_update	$78727.92 (diff=-130.01)
13:55:33.991	tracker_snapshot
13:55:36.004	btc_price_update	$78726.71 (diff=-131.22)
13:55:38.022	btc_price_update	$78727.81 (diff=-130.12)
13:55:40.037	btc_price_update	$78726.37 (diff=-131.56)
13:55:40.037	tracker_snapshot
13:55:40.037	market_snapshot
13:55:40.037	position_snapshot	up=180.0 dn=75.0 gpnl=6.5
13:55:40.038	strategy_snapshot	state=DIRECTIONAL gpnl=6.5 cost=68.5
13:55:42.053	btc_price_update	$78722.73 (diff=-135.2)
13:55:44.072	btc_price_update	$78723.69 (diff=-134.24)
13:55:46.086	btc_price_update	$78723.82 (diff=-134.11)
13:55:46.087	tracker_snapshot
13:55:48.101	btc_price_update	$78723.93 (diff=-134.0)
13:55:50.117	btc_price_update	$78723.05 (diff=-134.88)
13:55:52.131	btc_price_update	$78733.1 (diff=-124.83)
13:55:52.131	tracker_snapshot
13:55:54.146	btc_price_update	$78747.82 (diff=-110.11)
13:55:56.166	btc_price_update	$78750.04 (diff=-107.89)
13:55:58.182	btc_price_update	$78749.47 (diff=-108.46)
13:55:58.182	tracker_snapshot
13:56:00.200	btc_price_update	$78752.1 (diff=-105.83)
13:56:02.260	btc_price_update	$78760.75 (diff=-97.18)
13:56:04.276	btc_price_update	$78762.59 (diff=-95.34)
13:56:04.276	tracker_snapshot
13:56:06.289	btc_price_update	$78768.34 (diff=-89.58)
13:56:08.305	btc_price_update	$78782.56 (diff=-75.36)
13:56:10.318	btc_price_update	$78785.98 (diff=-71.95)
13:56:10.319	tracker_snapshot
13:56:10.319	market_snapshot
13:56:10.319	position_snapshot	up=180.0 dn=75.0 gpnl=6.5
13:56:10.319	strategy_snapshot	state=DIRECTIONAL gpnl=6.5 cost=68.5
13:56:12.332	btc_price_update	$78785.05 (diff=-72.87)
13:56:14.348	btc_price_update	$78785.84 (diff=-72.09)
13:56:16.367	btc_price_update	$78785.91 (diff=-72.02)
13:56:16.367	tracker_snapshot
13:56:18.380	btc_price_update	$78786.12 (diff=-71.8)
13:56:20.395	btc_price_update	$78786.36 (diff=-71.57)
13:56:21.137	v8_6_liquidity_signal
13:56:21.243	fill	UP 5@0.25
13:56:21.243	paper_fill	UP 5@0.25
13:56:22.411	btc_price_update	$78798.85 (diff=-59.07)
13:56:22.412	tracker_snapshot
13:56:23.736	fill	UP 6.243926681137192@0.24
13:56:23.737	paper_fill	UP 6.24@0.24
13:56:23.744	fill	UP 3.756073318862808@0.24
13:56:23.745	paper_fill	UP 3.76@0.24
13:56:24.427	btc_price_update	$78798.86 (diff=-59.06)
13:56:26.447	btc_price_update	$78797.8 (diff=-60.12)
13:56:28.462	btc_price_update	$78797.09 (diff=-60.84)
13:56:28.463	tracker_snapshot
13:56:30.477	btc_price_update	$78802.06 (diff=-55.87)
13:56:32.481	fill	UP 6.5581596761448555@0.25
13:56:32.481	paper_fill	UP 6.56@0.25
13:56:32.492	btc_price_update	$78805.38 (diff=-52.55)
13:56:32.625	fill	UP 3.4418403238551445@0.25
13:56:32.625	paper_fill	UP 3.44@0.25
13:56:32.625	fill	UP 5@0.24
13:56:32.625	paper_fill	UP 5@0.24
13:56:34.508	btc_price_update	$78802.8 (diff=-55.12)
13:56:34.508	tracker_snapshot
13:56:35.006	paper_fill	UP 5@0.24
13:56:36.526	btc_price_update	$78800.44 (diff=-57.48)
13:56:38.540	btc_price_update	$78799.39 (diff=-58.54)
13:56:40.557	btc_price_update	$78800.47 (diff=-57.46)
13:56:40.558	tracker_snapshot
13:56:40.558	market_snapshot
13:56:40.558	position_snapshot	up=210.0 dn=75.0 gpnl=-0.85
13:56:40.558	strategy_snapshot	state=DIRECTIONAL gpnl=-0.85 cost=75.85
13:56:42.572	btc_price_update	$78799.29 (diff=-58.64)
13:56:44.587	btc_price_update	$78799.11 (diff=-58.81)
13:56:46.603	btc_price_update	$78799.35 (diff=-58.58)
13:56:46.603	tracker_snapshot
13:56:48.616	btc_price_update	$78800.43 (diff=-57.49)
13:56:50.630	btc_price_update	$78799.61 (diff=-58.31)
13:56:52.646	btc_price_update	$78799.44 (diff=-58.48)
13:56:52.647	tracker_snapshot
13:56:54.666	btc_price_update	$78800.27 (diff=-57.66)
13:56:56.681	btc_price_update	$78800.27 (diff=-57.66)
13:56:58.703	btc_price_update	$78799.9 (diff=-58.03)
13:56:58.703	tracker_snapshot
13:57:00.716	btc_price_update	$78799.98 (diff=-57.95)
13:57:02.735	btc_price_update	$78799.73 (diff=-58.19)
13:57:04.754	btc_price_update	$78799.99 (diff=-57.93)
13:57:04.755	tracker_snapshot
13:57:06.773	btc_price_update	$78803.25 (diff=-54.68)
13:57:08.788	btc_price_update	$78810.87 (diff=-47.06)
13:57:10.804	btc_price_update	$78812.24 (diff=-45.68)
13:57:10.805	tracker_snapshot
13:57:10.805	market_snapshot
13:57:10.805	position_snapshot	up=210.0 dn=75.0 gpnl=-0.85
13:57:10.805	strategy_snapshot	state=DIRECTIONAL gpnl=-0.85 cost=75.85
13:57:12.821	btc_price_update	$78814.18 (diff=-43.75)
13:57:14.835	btc_price_update	$78815.59 (diff=-42.34)
13:57:16.848	btc_price_update	$78815.71 (diff=-42.21)
13:57:16.849	tracker_snapshot
13:57:18.865	btc_price_update	$78815.28 (diff=-42.64)
13:57:20.879	btc_price_update	$78815.56 (diff=-42.37)
13:57:22.896	btc_price_update	$78816.22 (diff=-41.71)
13:57:22.897	tracker_snapshot
13:57:24.447	v8_6_liquidity_signal
13:57:24.580	fill	UP 5@0.33
13:57:24.580	paper_fill	UP 5@0.33
13:57:24.736	fill	UP 5@0.31
13:57:24.736	paper_fill	UP 5@0.31
13:57:24.910	btc_price_update	$78816.67 (diff=-41.25)
13:57:25.912	paper_fill	UP 5@0.31
13:57:26.927	btc_price_update	$78823.51 (diff=-34.42)
13:57:28.944	btc_price_update	$78824.22 (diff=-33.71)
13:57:28.945	tracker_snapshot
13:57:29.348	fill	UP 5@0.4
13:57:29.349	paper_fill	UP 5@0.4
13:57:30.957	btc_price_update	$78828.88 (diff=-29.04)
13:57:31.211	fill	UP 6.804118773209281@0.36
13:57:31.211	paper_fill	UP 6.8@0.36
13:57:31.703	fill	UP 3.1958812267907186@0.36
13:57:31.703	paper_fill	UP 3.2@0.36
13:57:32.972	btc_price_update	$78832.86 (diff=-25.06)
13:57:34.991	btc_price_update	$78830.69 (diff=-27.23)
13:57:34.991	tracker_snapshot
13:57:37.009	btc_price_update	$78831.05 (diff=-26.87)
13:57:39.025	btc_price_update	$78831.01 (diff=-26.92)
13:57:41.041	btc_price_update	$78831.58 (diff=-26.34)
13:57:41.042	tracker_snapshot
13:57:41.042	market_snapshot
13:57:41.042	position_snapshot	up=225.0 dn=75.0 gpnl=-5.65
13:57:41.042	strategy_snapshot	state=DIRECTIONAL gpnl=-5.65 cost=80.65
13:57:43.063	btc_price_update	$78829.67 (diff=-28.26)
13:57:45.078	btc_price_update	$78827.94 (diff=-29.98)
13:57:46.588	fill	UP 5.187357540373764@0.29
13:57:46.588	paper_fill	UP 5.19@0.29
13:57:46.722	fill	UP 4.812642459626236@0.29
13:57:46.723	paper_fill	UP 4.81@0.29
13:57:47.093	btc_price_update	$78822.92 (diff=-35.01)
13:57:47.094	tracker_snapshot
13:57:47.942	fill	UP 6.255593477243206@0.25
13:57:47.942	paper_fill	UP 6.26@0.25
13:57:47.947	fill	UP 3.744406522756794@0.25
13:57:47.947	paper_fill	UP 3.74@0.25
13:57:48.162	fill	UP 6.988289343565283@0.21
13:57:48.163	paper_fill	UP 6.99@0.21
13:57:48.213	fill	UP 3.011710656434717@0.21
13:57:48.213	paper_fill	UP 3.01@0.21
13:57:48.792	fill	UP 6.7997781339811265@0.15
13:57:48.792	paper_fill	UP 6.8@0.15
13:57:48.866	fill	UP 3.2002218660188735@0.15
13:57:48.866	paper_fill	UP 3.2@0.15
13:57:48.910	fill	UP 5@0.11
13:57:48.910	paper_fill	UP 5@0.11
13:57:49.023	paper_fill	UP 5@0.11
13:57:49.109	btc_price_update	$78822.69 (diff=-35.24)
13:57:51.123	btc_price_update	$78799.25 (diff=-58.67)
13:57:53.140	btc_price_update	$78788.35 (diff=-69.57)
13:57:53.141	tracker_snapshot
13:57:53.337	fill	UP 6.961699190894512@0.16
13:57:53.337	paper_fill	UP 6.96@0.16
13:57:54.093	fill	UP 3.038300809105488@0.16
13:57:54.093	paper_fill	UP 3.04@0.16
13:57:55.154	btc_price_update	$78795.43 (diff=-62.5)
13:57:57.169	btc_price_update	$78795.88 (diff=-62.05)
13:57:59.185	btc_price_update	$78795.49 (diff=-62.43)
13:57:59.185	tracker_snapshot
13:58:01.198	btc_price_update	$78796.67 (diff=-61.25)
13:58:03.217	btc_price_update	$78799.49 (diff=-58.43)
13:58:05.232	btc_price_update	$78805.96 (diff=-51.96)
13:58:05.233	tracker_snapshot
13:58:07.250	btc_price_update	$78810.27 (diff=-47.65)
13:58:09.270	btc_price_update	$78809.9 (diff=-48.03)
13:58:11.286	btc_price_update	$78811.46 (diff=-46.47)
13:58:11.286	tracker_snapshot
13:58:11.287	market_snapshot
13:58:11.287	position_snapshot	up=280.0 dn=75.0 gpnl=-16.8
13:58:11.287	strategy_snapshot	state=DIRECTIONAL gpnl=-16.8 cost=91.8
13:58:13.303	btc_price_update	$78810.54 (diff=-47.39)
13:58:15.318	btc_price_update	$78810.54 (diff=-47.39)
13:58:17.336	btc_price_update	$78811.38 (diff=-46.55)
13:58:17.336	tracker_snapshot
13:58:19.350	btc_price_update	$78810.77 (diff=-47.15)
13:58:21.366	btc_price_update	$78810.13 (diff=-47.8)
13:58:23.380	btc_price_update	$78811.7 (diff=-46.22)
13:58:23.381	tracker_snapshot
13:58:25.398	btc_price_update	$78811.63 (diff=-46.3)
13:58:27.414	btc_price_update	$78810.91 (diff=-47.02)
13:58:28.686	fill	UP 5@0.2
13:58:28.686	paper_fill	UP 5@0.2
13:58:28.721	paper_fill	UP 5@0.2
13:58:29.427	btc_price_update	$78815.33 (diff=-42.6)
13:58:29.428	tracker_snapshot
13:58:31.443	btc_price_update	$78810.2 (diff=-47.73)
13:58:33.460	btc_price_update	$78810.1 (diff=-47.83)
13:58:35.475	btc_price_update	$78811.64 (diff=-46.29)
13:58:35.476	tracker_snapshot
13:58:37.488	btc_price_update	$78813.23 (diff=-44.7)
13:58:39.508	btc_price_update	$78812.17 (diff=-45.75)
13:58:39.861	fill	UP 5@0.13
13:58:39.862	paper_fill	UP 5@0.13
13:58:39.877	paper_fill	UP 5@0.13
13:58:41.296	fill	UP 5.814489481090672@0.12
13:58:41.297	paper_fill	UP 5.81@0.12
13:58:41.523	btc_price_update	$78811.65 (diff=-46.28)
13:58:41.524	tracker_snapshot
13:58:41.525	market_snapshot
13:58:41.525	position_snapshot	up=295.8145 dn=75.0 gpnl=-19.1477
13:58:41.525	strategy_snapshot	state=DIRECTIONAL gpnl=-19.15 cost=94.15
13:58:41.912	fill	UP 4.185510518909328@0.12
13:58:41.912	paper_fill	UP 4.19@0.12
13:58:43.536	btc_price_update	$78809.18 (diff=-48.75)
13:58:45.554	btc_price_update	$78808.61 (diff=-49.31)
13:58:47.571	btc_price_update	$78809.12 (diff=-48.8)
13:58:47.572	tracker_snapshot
13:58:49.586	btc_price_update	$78810.49 (diff=-47.44)
13:58:51.600	btc_price_update	$78810.49 (diff=-47.44)
13:58:53.617	btc_price_update	$78810.33 (diff=-47.59)
13:58:53.618	tracker_snapshot
13:58:55.632	btc_price_update	$78810.33 (diff=-47.6)
13:58:55.864	fill	UP 5@0.09
13:58:55.864	paper_fill	UP 5@0.09
13:58:55.880	paper_fill	UP 5@0.09
13:58:57.571	fill	UP 5@0.05
13:58:57.571	paper_fill	UP 5@0.05
13:58:57.646	btc_price_update	$78809.27 (diff=-48.66)
13:58:57.841	paper_fill	UP 5@0.05
13:58:59.662	btc_price_update	$78799.19 (diff=-58.73)
13:58:59.663	tracker_snapshot
13:59:01.682	btc_price_update	$78797.62 (diff=-60.31)
13:59:03.701	btc_price_update	$78797.46 (diff=-60.46)
13:59:05.716	btc_price_update	$78796.94 (diff=-60.99)
13:59:05.716	tracker_snapshot
13:59:07.736	btc_price_update	$78796.81 (diff=-61.12)
13:59:09.750	btc_price_update	$78796.81 (diff=-61.12)
13:59:11.767	btc_price_update	$78796.78 (diff=-61.15)
13:59:11.768	tracker_snapshot
13:59:11.768	market_snapshot
13:59:11.768	position_snapshot	up=310.0 dn=75.0 gpnl=-20.35
13:59:11.768	strategy_snapshot	state=DIRECTIONAL gpnl=-20.35 cost=95.35
13:59:13.785	btc_price_update	$78793.31 (diff=-64.61)
13:59:15.801	btc_price_update	$78792.1 (diff=-65.82)
13:59:17.817	btc_price_update	$78801.62 (diff=-56.3)
13:59:17.818	tracker_snapshot
13:59:19.833	btc_price_update	$78802.43 (diff=-55.5)
13:59:20.110	fill	UP 5@0.07
13:59:20.110	paper_fill	UP 5@0.07
13:59:21.849	btc_price_update	$78803.72 (diff=-54.21)
13:59:23.867	btc_price_update	$78806.66 (diff=-51.26)
13:59:23.867	tracker_snapshot
13:59:25.887	btc_price_update	$78805.38 (diff=-52.54)
13:59:27.903	btc_price_update	$78805.59 (diff=-52.34)
13:59:29.924	btc_price_update	$78805.93 (diff=-52.0)
13:59:29.924	tracker_snapshot
13:59:31.940	btc_price_update	$78805.64 (diff=-52.29)
13:59:32.944	v8_6_liquidity_signal
13:59:33.956	btc_price_update	$78804.92 (diff=-53.01)
13:59:35.971	btc_price_update	$78802.77 (diff=-55.15)
13:59:35.971	tracker_snapshot
13:59:37.986	btc_price_update	$78801.5 (diff=-56.43)
13:59:40.001	btc_price_update	$78799.28 (diff=-58.65)
13:59:42.015	btc_price_update	$78799.66 (diff=-58.26)
13:59:42.016	tracker_snapshot
13:59:42.016	market_snapshot
13:59:42.016	position_snapshot	up=315.0 dn=75.0 gpnl=-20.7
13:59:42.016	strategy_snapshot	state=DIRECTIONAL gpnl=-20.7 cost=95.7
13:59:44.035	btc_price_update	$78798.69 (diff=-59.23)
13:59:46.050	btc_price_update	$78798.95 (diff=-58.97)
13:59:48.066	btc_price_update	$78798.27 (diff=-59.65)
13:59:48.066	tracker_snapshot
13:59:50.079	btc_price_update	$78798.92 (diff=-59.0)
13:59:52.096	btc_price_update	$78781.16 (diff=-76.77)
13:59:54.124	btc_price_update	$78774.15 (diff=-83.78)
13:59:54.125	tracker_snapshot
13:59:56.139	btc_price_update	$78774.12 (diff=-83.81)
13:59:58.155	btc_price_update	$78773.95 (diff=-83.97)
14:00:03.321	market_snapshot
14:00:03.321	position_snapshot	up=315.0 dn=75.0 gpnl=-20.7
14:00:03.321	strategy_snapshot	state=DIRECTIONAL gpnl=-20.7 cost=95.7
14:00:03.321	window_end

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	11	$25	0	11	0	0
1	12	$25	0	12	0	0
2	9	$18	0	9	0	0
3	18	$41	4	9	0	5
4	13	$35	3	0	0	10
5	17	$43	6	0	0	11
6	10	$17	10	0	0	0
7	5	$5	5	0	0	0
8	6	$5	6	0	0	0
9	2	$1	2	0	0	0
10	6	$7	6	0	0	0
11	16	$20	15	0	1	0
12	6	$4	6	0	0	0
13	1	$0	1	0	0	0

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	11	$25	0	11	0	0
1	12	$25	0	12	0	0
2	9	$18	0	9	0	0
3	18	$41	4	9	0	5
4	13	$35	3	0	0	10
5	17	$43	6	0	0	11
6	10	$17	10	0	0	0
7	5	$5	5	0	0	0
8	6	$5	6	0	0	0
9	2	$1	2	0	0	0
10	6	$7	6	0	0	0
11	16	$20	15	0	1	0
12	6	$4	6	0	0	0
13	1	$0	1	0	0	0

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	11	$25	0	11	0	0
1	12	$25	0	12	0	0
2	9	$18	0	9	0	0
3	18	$41	4	9	0	5
4	13	$35	3	0	0	10
5	17	$43	6	0	0	11
6	10	$17	10	0	0	0
7	5	$5	5	0	0	0
8	6	$5	6	0	0	0
9	2	$1	2	0	0	0
10	6	$7	6	0	0	0
11	16	$20	15	0	1	0
12	6	$4	6	0	0	0
13	1	$0	1	0	0	0