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20260504_140000_BTC_1_v8.6_dryrun_paperfill.jsonl

BTC 15m btc-updown-15m-1777903200

Winner: UP

Strategy

v8.6

Question

Bitcoin Up or Down - May 4, 10:00AM-10:15AM ET

Run Note

v86-david

Mode

paper-fill

Inferred P&L

$2.90

Guaranteed P&L

$2.90

Winner

BTC Move

172.4

Total Cost

118.1927

Fills

129

Orders

1269

Fees Paid

$0.00

0 takers

Position evolution

taker buy taker sell

PSum & Guaranteed P&L

taker buy taker sell

Trade Log (129) Fills by Price (67) Per Minute (7) Event Log (991)

t	Side	Outcome	Price	Size	USDC	Fee	UP shares	DN shares	UP avg	DN avg	PSum	Net cost
0s	BUY	Down	$0.460	5.00	$2.30	--	0	5	--	$0.460	--	$2.30
6s	BUY	Down	$0.470	5.00	$2.35	--	0	10	--	$0.465	--	$4.65
56s	BUY	Down	$0.470	5.00	$2.35	--	0	15	--	$0.467	--	$7.00
57s	BUY	Down	$0.460	5.00	$2.30	--	0	20	--	$0.465	--	$9.30
63s	BUY	Down	$0.470	5.52	$2.59	--	0	26	--	$0.466	--	$11.89
63s	BUY	Down	$0.470	4.48	$2.11	--	0	30	--	$0.467	--	$14.00
64s	BUY	Down	$0.450	5.63	$2.54	--	0	36	--	$0.464	--	$16.54
64s	BUY	Down	$0.450	4.37	$1.96	--	0	40	--	$0.463	--	$18.50
64s	BUY	Down	$0.430	5.00	$2.15	--	0	45	--	$0.459	--	$20.65
88s	BUY	Up	$0.460	5.00	$2.30	--	5	45	$0.460	$0.459	0.919	$22.95
88s	SELL	Down	$0.550	5.00	$2.75	--	5	40	$0.460	$0.448	0.907	$20.20
89s	BUY	Up	$0.430	5.81	$2.50	--	11	40	$0.444	$0.448	0.891	$22.70
89s	BUY	Up	$0.430	4.19	$1.80	--	15	40	$0.440	$0.448	0.887	$24.50
91s	BUY	Up	$0.430	6.92	$2.98	--	22	40	$0.437	$0.448	0.884	$27.48
91s	SELL	Down	$0.570	5.00	$2.85	--	22	35	$0.437	$0.430	0.867	$24.63
91s	BUY	Up	$0.430	3.08	$1.32	--	25	35	$0.436	$0.430	0.866	$25.95
92s	BUY	Up	$0.420	5.73	$2.41	--	31	35	$0.433	$0.430	0.863	$28.36
92s	SELL	Down	$0.580	5.00	$2.90	--	31	30	$0.433	$0.405	0.838	$25.46
92s	BUY	Up	$0.420	4.27	$1.79	--	35	30	$0.431	$0.405	0.836	$27.25
110s	BUY	Up	$0.470	5.00	$2.35	--	40	30	$0.436	$0.405	0.841	$29.60
129s	BUY	Up	$0.400	5.09	$2.04	--	45	30	$0.432	$0.405	0.837	$31.64
129s	BUY	Up	$0.400	4.91	$1.96	--	50	30	$0.429	$0.405	0.834	$33.60
130s	BUY	Up	$0.360	6.81	$2.45	--	57	30	$0.421	$0.405	0.826	$36.05
130s	BUY	Up	$0.360	3.19	$1.15	--	60	30	$0.417	$0.405	0.823	$37.20
134s	BUY	Up	$0.350	6.19	$2.17	--	66	30	$0.411	$0.405	0.816	$39.37
134s	BUY	Up	$0.350	3.81	$1.33	--	70	30	$0.408	$0.405	0.813	$40.70
151s	BUY	Up	$0.370	5.92	$2.19	--	76	30	$0.405	$0.405	0.810	$42.89
151s	BUY	Up	$0.370	4.08	$1.51	--	80	30	$0.403	$0.405	0.808	$44.40
152s	BUY	Up	$0.340	6.33	$2.15	--	86	30	$0.399	$0.405	0.803	$46.55
153s	BUY	Up	$0.340	3.67	$1.25	--	90	30	$0.396	$0.405	0.801	$47.80
160s	BUY	Up	$0.330	5.00	$1.65	--	95	30	$0.393	$0.405	0.798	$49.45
167s	BUY	Up	$0.340	5.00	$1.70	--	100	30	$0.390	$0.405	0.795	$51.15
172s	BUY	Up	$0.260	5.38	$1.40	--	105	30	$0.383	$0.405	0.788	$52.55
172s	BUY	Up	$0.260	4.62	$1.20	--	110	30	$0.378	$0.405	0.783	$53.75
172s	BUY	Up	$0.250	5.00	$1.25	--	115	30	$0.373	$0.405	0.778	$55.00
192s	BUY	Up	$0.230	5.00	$1.15	--	120	30	$0.367	$0.405	0.772	$56.15
199s	BUY	Up	$0.190	5.00	$0.95	--	125	30	$0.360	$0.405	0.765	$57.10
212s	BUY	Up	$0.210	5.27	$1.11	--	130	30	$0.354	$0.405	0.759	$58.21
212s	BUY	Up	$0.210	4.73	$0.99	--	135	30	$0.348	$0.405	0.753	$59.20
217s	BUY	Up	$0.170	5.59	$0.95	--	141	30	$0.341	$0.405	0.746	$60.15
218s	BUY	Up	$0.170	4.41	$0.75	--	145	30	$0.336	$0.405	0.741	$60.90
222s	BUY	Up	$0.210	6.16	$1.29	--	151	30	$0.331	$0.405	0.736	$62.19
222s	BUY	Up	$0.210	3.84	$0.81	--	155	30	$0.328	$0.405	0.733	$63.00
683s	SELL	Up	$0.340	5.00	$1.70	--	150	30	$0.328	$0.405	0.733	$61.30
683s	SELL	Up	$0.350	5.00	$1.75	--	145	30	$0.327	$0.405	0.732	$59.55
683s	SELL	Up	$0.380	5.00	$1.90	--	140	30	$0.325	$0.405	0.730	$57.65
684s	SELL	Up	$0.410	5.00	$2.05	--	135	30	$0.322	$0.405	0.727	$55.60
684s	SELL	Up	$0.460	5.00	$2.30	--	130	30	$0.317	$0.405	0.722	$53.30
686s	SELL	Up	$0.470	5.00	$2.35	--	125	30	$0.310	$0.405	0.715	$50.95
687s	BUY	Up	$0.450	5.92	$2.66	--	131	30	$0.317	$0.405	0.722	$53.61
688s	BUY	Up	$0.450	4.08	$1.84	--	135	30	$0.321	$0.405	0.726	$55.45
688s	SELL	Up	$0.440	5.00	$2.20	--	130	30	$0.316	$0.405	0.721	$53.25
692s	BUY	Up	$0.440	5.59	$2.46	--	136	30	$0.321	$0.405	0.726	$55.71
692s	BUY	Up	$0.440	4.41	$1.94	--	140	30	$0.325	$0.405	0.730	$57.65
692s	BUY	Up	$0.420	6.79	$2.85	--	147	30	$0.329	$0.405	0.734	$60.50
692s	BUY	Up	$0.420	3.21	$1.35	--	150	30	$0.331	$0.405	0.736	$61.85
693s	SELL	Up	$0.450	5.00	$2.25	--	145	30	$0.327	$0.405	0.732	$59.60
703s	BUY	Up	$0.450	6.84	$3.08	--	152	30	$0.333	$0.405	0.738	$62.68
707s	SELL	Up	$0.470	5.00	$2.35	--	147	30	$0.328	$0.405	0.733	$60.33
709s	SELL	Up	$0.500	5.00	$2.50	--	142	30	$0.322	$0.405	0.727	$57.83
713s	SELL	Up	$0.520	5.00	$2.60	--	137	30	$0.315	$0.405	0.720	$55.23
714s	SELL	Up	$0.540	5.00	$2.70	--	132	30	$0.306	$0.405	0.711	$52.53
714s	BUY	Down	$0.460	6.62	$3.04	--	132	37	$0.306	$0.415	0.721	$55.57
714s	BUY	Down	$0.460	3.38	$1.56	--	132	40	$0.306	$0.419	0.725	$57.13
714s	BUY	Down	$0.440	6.19	$2.72	--	132	46	$0.306	$0.422	0.728	$59.85
714s	SELL	Up	$0.590	5.00	$2.95	--	127	46	$0.295	$0.422	0.717	$56.90
714s	BUY	Down	$0.440	3.81	$1.68	--	127	50	$0.295	$0.423	0.718	$58.58
714s	SELL	Up	$0.600	5.00	$3.00	--	122	50	$0.283	$0.423	0.706	$55.58
714s	BUY	Down	$0.400	5.00	$2.00	--	122	55	$0.283	$0.421	0.704	$57.58
716s	BUY	Up	$0.450	3.16	$1.42	--	125	55	$0.287	$0.421	0.708	$59.00
716s	SELL	Up	$0.620	5.00	$3.10	--	120	55	$0.273	$0.421	0.694	$55.90
716s	BUY	Down	$0.380	6.72	$2.55	--	120	62	$0.273	$0.416	0.689	$58.45
716s	BUY	Down	$0.380	3.28	$1.25	--	120	65	$0.273	$0.415	0.688	$59.70
718s	BUY	Down	$0.370	6.01	$2.22	--	120	71	$0.273	$0.411	0.684	$61.92
718s	BUY	Down	$0.370	3.99	$1.48	--	120	75	$0.273	$0.409	0.682	$63.40
718s	SELL	Up	$0.640	5.00	$3.20	--	115	75	$0.257	$0.409	0.666	$60.20
720s	SELL	Up	$0.650	5.00	$3.25	--	110	75	$0.239	$0.409	0.648	$56.95
720s	BUY	Down	$0.350	5.00	$1.75	--	110	80	$0.239	$0.405	0.644	$58.70
721s	SELL	Up	$0.670	5.00	$3.35	--	105	80	$0.219	$0.405	0.624	$55.35
721s	BUY	Down	$0.330	6.02	$1.99	--	105	86	$0.219	$0.400	0.618	$57.34
721s	BUY	Down	$0.330	3.98	$1.31	--	105	90	$0.219	$0.397	0.615	$58.65
722s	BUY	Down	$0.310	5.02	$1.56	--	105	95	$0.219	$0.392	0.611	$60.21
722s	BUY	Down	$0.310	4.98	$1.54	--	105	100	$0.219	$0.388	0.607	$61.75
723s	BUY	Down	$0.300	5.35	$1.60	--	105	105	$0.219	$0.384	0.602	$63.35
723s	BUY	Down	$0.300	4.65	$1.40	--	105	110	$0.219	$0.380	0.599	$64.75
725s	BUY	Down	$0.330	6.77	$2.23	--	105	117	$0.219	$0.377	0.596	$66.98
725s	BUY	Down	$0.330	3.23	$1.07	--	105	120	$0.219	$0.376	0.594	$68.05
727s	BUY	Down	$0.270	5.00	$1.35	--	105	125	$0.219	$0.372	0.590	$69.40
730s	BUY	Down	$0.300	6.78	$2.03	--	105	132	$0.219	$0.368	0.587	$71.43
731s	BUY	Down	$0.300	3.22	$0.97	--	105	135	$0.219	$0.366	0.585	$72.40
731s	BUY	Down	$0.280	5.00	$1.40	--	105	140	$0.219	$0.363	0.582	$73.80
732s	BUY	Down	$0.260	6.96	$1.81	--	105	147	$0.219	$0.358	0.577	$75.61
732s	BUY	Down	$0.260	3.04	$0.79	--	105	150	$0.219	$0.356	0.575	$76.40
733s	BUY	Down	$0.250	5.27	$1.32	--	105	155	$0.219	$0.353	0.571	$77.72
733s	BUY	Down	$0.250	4.73	$1.18	--	105	160	$0.219	$0.350	0.568	$78.90
737s	BUY	Down	$0.230	6.16	$1.42	--	105	166	$0.219	$0.345	0.564	$80.32
737s	BUY	Down	$0.230	3.84	$0.88	--	105	170	$0.219	$0.343	0.561	$81.20
738s	BUY	Down	$0.200	5.74	$1.15	--	105	176	$0.219	$0.338	0.557	$82.35
738s	BUY	Down	$0.200	4.26	$0.85	--	105	180	$0.219	$0.335	0.553	$83.20
739s	BUY	Down	$0.190	5.75	$1.09	--	105	186	$0.219	$0.330	0.549	$84.29
739s	BUY	Down	$0.190	4.25	$0.81	--	105	190	$0.219	$0.327	0.546	$85.10
740s	BUY	Down	$0.160	6.88	$1.10	--	105	197	$0.219	$0.321	0.540	$86.20
740s	BUY	Down	$0.160	3.12	$0.50	--	105	200	$0.219	$0.319	0.537	$86.70
740s	BUY	Down	$0.150	6.03	$0.90	--	105	206	$0.219	$0.314	0.532	$87.60
740s	BUY	Down	$0.150	3.97	$0.60	--	105	210	$0.219	$0.311	0.529	$88.20
741s	BUY	Down	$0.140	5.00	$0.70	--	105	215	$0.219	$0.307	0.525	$88.90
742s	BUY	Down	$0.120	5.75	$0.69	--	105	221	$0.219	$0.302	0.520	$89.59
742s	BUY	Down	$0.120	4.25	$0.51	--	105	225	$0.219	$0.298	0.517	$90.10
742s	BUY	Down	$0.130	6.15	$0.80	--	105	231	$0.219	$0.294	0.512	$90.90
743s	BUY	Down	$0.130	3.85	$0.50	--	105	235	$0.219	$0.291	0.510	$91.40
743s	BUY	Down	$0.110	5.00	$0.55	--	105	240	$0.219	$0.287	0.506	$91.95
744s	BUY	Down	$0.100	5.37	$0.54	--	105	245	$0.219	$0.283	0.502	$92.49
744s	BUY	Down	$0.100	4.63	$0.46	--	105	250	$0.219	$0.280	0.499	$92.95
745s	BUY	Down	$0.100	5.00	$0.50	--	105	255	$0.219	$0.277	0.495	$93.45
746s	BUY	Down	$0.090	6.64	$0.60	--	105	262	$0.219	$0.272	0.490	$94.05
746s	BUY	Down	$0.090	3.36	$0.30	--	105	265	$0.219	$0.269	0.488	$94.35
746s	BUY	Down	$0.080	6.11	$0.49	--	105	271	$0.219	$0.265	0.484	$94.84
747s	BUY	Down	$0.080	3.89	$0.31	--	105	275	$0.219	$0.263	0.481	$95.15
755s	BUY	Down	$0.150	5.00	$0.75	--	105	280	$0.219	$0.261	0.479	$95.90
770s	BUY	Down	$0.190	6.82	$1.30	--	105	287	$0.219	$0.259	0.477	$97.20
770s	BUY	Down	$0.190	3.18	$0.60	--	105	290	$0.219	$0.258	0.477	$97.80
774s	BUY	Down	$0.130	5.66	$0.74	--	105	296	$0.219	$0.256	0.474	$98.54
774s	BUY	Down	$0.130	4.34	$0.56	--	105	300	$0.219	$0.254	0.472	$99.10
775s	BUY	Down	$0.120	5.00	$0.60	--	105	305	$0.219	$0.252	0.470	$99.70
784s	BUY	Down	$0.130	6.72	$0.87	--	105	312	$0.219	$0.249	0.468	$100.57
784s	BUY	Down	$0.130	3.28	$0.43	--	105	315	$0.219	$0.248	0.466	$101.00
785s	BUY	Down	$0.090	5.00	$0.45	--	105	320	$0.219	$0.245	0.464	$101.45
788s	BUY	Down	$0.080	5.00	$0.40	--	105	325	$0.219	$0.243	0.461	$101.85
789s	BUY	Down	$0.050	5.00	$0.25	--	105	330	$0.219	$0.240	0.458	$102.10

Side	Outcome	Price	Trades	Shares	Notional
BUY	Down	$0.470	4	20.00	$9.40
BUY	Down	$0.460	4	20.00	$9.20
BUY	Down	$0.450	2	10.00	$4.50
BUY	Down	$0.440	2	10.00	$4.40
BUY	Down	$0.430	1	5.00	$2.15
BUY	Down	$0.400	1	5.00	$2.00
BUY	Down	$0.380	2	10.00	$3.80
BUY	Down	$0.370	2	10.00	$3.70
BUY	Down	$0.350	1	5.00	$1.75
BUY	Down	$0.330	4	20.00	$6.60
BUY	Down	$0.310	2	10.00	$3.10
BUY	Down	$0.300	4	20.00	$6.00
BUY	Down	$0.280	1	5.00	$1.40
BUY	Down	$0.270	1	5.00	$1.35
BUY	Down	$0.260	2	10.00	$2.60
BUY	Down	$0.250	2	10.00	$2.50
BUY	Down	$0.230	2	10.00	$2.30
BUY	Down	$0.200	2	10.00	$2.00
BUY	Down	$0.190	4	20.00	$3.80
BUY	Down	$0.160	2	10.00	$1.60
BUY	Down	$0.150	3	15.00	$2.25
BUY	Down	$0.140	1	5.00	$0.70
BUY	Down	$0.130	6	30.00	$3.90
BUY	Down	$0.120	3	15.00	$1.80
BUY	Down	$0.110	1	5.00	$0.55
BUY	Down	$0.100	3	15.00	$1.50
BUY	Down	$0.090	3	15.00	$1.35
BUY	Down	$0.080	3	15.00	$1.20
BUY	Down	$0.050	1	5.00	$0.25
SELL	Down	$0.580	1	5.00	$2.90
SELL	Down	$0.570	1	5.00	$2.85
SELL	Down	$0.550	1	5.00	$2.75
BUY	Up	$0.470	1	5.00	$2.35
BUY	Up	$0.460	1	5.00	$2.30
BUY	Up	$0.450	4	20.00	$9.00
BUY	Up	$0.440	2	10.00	$4.40
BUY	Up	$0.430	4	20.00	$8.60
BUY	Up	$0.420	4	20.00	$8.40
BUY	Up	$0.400	2	10.00	$4.00
BUY	Up	$0.370	2	10.00	$3.70
BUY	Up	$0.360	2	10.00	$3.60
BUY	Up	$0.350	2	10.00	$3.50
BUY	Up	$0.340	3	15.00	$5.10
BUY	Up	$0.330	1	5.00	$1.65
BUY	Up	$0.260	2	10.00	$2.60
BUY	Up	$0.250	1	5.00	$1.25
BUY	Up	$0.230	1	5.00	$1.15
BUY	Up	$0.210	4	20.00	$4.20
BUY	Up	$0.190	1	5.00	$0.95
BUY	Up	$0.170	2	10.00	$1.70
SELL	Up	$0.670	1	5.00	$3.35
SELL	Up	$0.650	1	5.00	$3.25
SELL	Up	$0.640	1	5.00	$3.20
SELL	Up	$0.620	1	5.00	$3.10
SELL	Up	$0.600	1	5.00	$3.00
SELL	Up	$0.590	1	5.00	$2.95
SELL	Up	$0.540	1	5.00	$2.70
SELL	Up	$0.520	1	5.00	$2.60
SELL	Up	$0.500	1	5.00	$2.50
SELL	Up	$0.470	2	10.00	$4.70
SELL	Up	$0.460	1	5.00	$2.30
SELL	Up	$0.450	1	5.00	$2.25
SELL	Up	$0.440	1	5.00	$2.20
SELL	Up	$0.410	1	5.00	$2.05
SELL	Up	$0.380	1	5.00	$1.90
SELL	Up	$0.350	1	5.00	$1.75
SELL	Up	$0.340	1	5.00	$1.70

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	4	$9	0	4	0	0
1	16	$37	8	5	0	3
2	15	$25	15	0	0	0
3	8	$8	8	0	0	0
11	33	$75	8	9	16	0
12	48	$53	0	46	2	0
13	5	$2	0	5	0	0

Time	Event	Details
13:55:00.020	window_start
14:00:03.295	btc_price_update	$78777.05 (diff=3.09)
14:00:03.295	buy_state_change	INIT → ACCUMULATE
14:00:03.296	tracker_snapshot
14:00:03.300	cross_window_filter
14:00:03.300	cross_window_filter
14:00:03.300	cross_window_filter
14:00:03.300	cross_window_filter
14:00:03.300	cross_window_filter
14:00:03.300	cross_window_filter
14:00:03.300	cross_window_filter
14:00:05.318	btc_price_update	$78774.05 (diff=0.1)
14:00:07.337	btc_price_update	$78781.96 (diff=8.01)
14:00:09.351	btc_price_update	$78777.58 (diff=3.63)
14:00:09.352	tracker_snapshot
14:00:11.369	btc_price_update	$78778.84 (diff=4.89)
14:00:13.383	btc_price_update	$78789.97 (diff=16.02)
14:00:15.397	btc_price_update	$78786.96 (diff=13.01)
14:00:15.397	tracker_snapshot
14:00:17.415	btc_price_update	$78797.86 (diff=23.91)
14:00:19.434	btc_price_update	$78799.3 (diff=25.35)
14:00:21.448	btc_price_update	$78797.83 (diff=23.88)
14:00:21.449	tracker_snapshot
14:00:23.464	btc_price_update	$78796.03 (diff=22.08)
14:00:23.949	cross_gate_opened
14:00:25.478	btc_price_update	$78790.6 (diff=16.64)
14:00:27.496	btc_price_update	$78776.03 (diff=2.08)
14:00:27.497	tracker_snapshot
14:00:29.514	btc_price_update	$78777.19 (diff=3.24)
14:00:31.299	fill	DOWN 5@0.46
14:00:31.299	paper_fill	DOWN 5@0.46
14:00:31.529	btc_price_update	$78777.42 (diff=3.47)
14:00:33.544	btc_price_update	$78788.02 (diff=14.07)
14:00:33.544	tracker_snapshot
14:00:33.544	market_snapshot
14:00:33.544	position_snapshot	up=0.0 dn=5.0 gpnl=-2.3
14:00:33.544	strategy_snapshot	state=ACCUMULATE gpnl=-2.3 cost=2.3
14:00:35.562	btc_price_update	$78788.81 (diff=14.86)
14:00:37.430	fill	DOWN 5@0.47
14:00:37.431	paper_fill	DOWN 5@0.47
14:00:37.577	btc_price_update	$78780.47 (diff=6.52)
14:00:38.588	v8_6_liquidity_signal
14:00:39.595	btc_price_update	$78797.99 (diff=24.04)
14:00:39.595	tracker_snapshot
14:00:41.609	btc_price_update	$78810.38 (diff=36.43)
14:00:43.624	btc_price_update	$78807.27 (diff=33.32)
14:00:45.643	btc_price_update	$78802.02 (diff=28.06)
14:00:45.643	tracker_snapshot
14:00:47.656	btc_price_update	$78802.06 (diff=28.11)
14:00:49.675	btc_price_update	$78802.33 (diff=28.38)
14:00:51.687	btc_price_update	$78794.43 (diff=20.48)
14:00:51.688	tracker_snapshot
14:00:53.707	btc_price_update	$78782.01 (diff=8.06)
14:00:55.725	btc_price_update	$78781.43 (diff=7.48)
14:00:57.738	btc_price_update	$78772.93 (diff=-1.02)
14:00:57.739	tracker_snapshot
14:00:59.755	btc_price_update	$78770.53 (diff=-3.42)
14:01:01.790	btc_price_update	$78770.57 (diff=-3.38)
14:01:03.808	btc_price_update	$78770.57 (diff=-3.38)
14:01:03.809	tracker_snapshot
14:01:03.809	market_snapshot
14:01:03.809	position_snapshot	up=0.0 dn=10.0 gpnl=-4.65
14:01:03.809	strategy_snapshot	state=ACCUMULATE gpnl=-4.65 cost=4.65
14:01:05.822	btc_price_update	$78770.57 (diff=-3.38)
14:01:07.837	btc_price_update	$78770.57 (diff=-3.38)
14:01:09.853	btc_price_update	$78774.46 (diff=0.51)
14:01:09.854	tracker_snapshot
14:01:11.871	btc_price_update	$78774.65 (diff=0.7)
14:01:13.884	btc_price_update	$78776.75 (diff=2.79)
14:01:15.897	btc_price_update	$78776.03 (diff=2.08)
14:01:15.897	tracker_snapshot
14:01:17.915	btc_price_update	$78774.7 (diff=0.75)
14:01:19.931	btc_price_update	$78779.33 (diff=5.38)
14:01:21.944	btc_price_update	$78779.4 (diff=5.45)
14:01:21.945	tracker_snapshot
14:01:23.959	btc_price_update	$78778.76 (diff=4.81)
14:01:23.960	v8_6_liquidity_signal
14:01:25.974	btc_price_update	$78780.66 (diff=6.71)
14:01:27.959	fill	DOWN 5@0.47
14:01:27.959	paper_fill	DOWN 5@0.47
14:01:27.988	btc_price_update	$78778.26 (diff=4.31)
14:01:27.989	tracker_snapshot
14:01:28.044	fill	DOWN 5@0.46
14:01:28.045	paper_fill	DOWN 5@0.46
14:01:28.064	paper_fill	DOWN 5@0.46
14:01:30.006	btc_price_update	$78778.09 (diff=4.14)
14:01:32.022	btc_price_update	$78783.77 (diff=9.82)
14:01:34.038	btc_price_update	$78783.76 (diff=9.81)
14:01:34.038	tracker_snapshot
14:01:34.039	market_snapshot
14:01:34.039	position_snapshot	up=0.0 dn=20.0 gpnl=-9.3
14:01:34.039	strategy_snapshot	state=ACCUMULATE gpnl=-9.3 cost=9.3
14:01:34.225	fill	DOWN 5.516065864310087@0.47
14:01:34.225	paper_fill	DOWN 5.52@0.47
14:01:34.244	fill	DOWN 4.483934135689913@0.47
14:01:34.245	paper_fill	DOWN 4.48@0.47
14:01:35.738	fill	DOWN 5.634824441809649@0.45
14:01:35.739	paper_fill	DOWN 5.63@0.45
14:01:35.758	fill	DOWN 4.365175558190351@0.45
14:01:35.759	paper_fill	DOWN 4.37@0.45
14:01:35.995	fill	DOWN 5@0.43
14:01:35.996	paper_fill	DOWN 5@0.43
14:01:36.053	btc_price_update	$78782.78 (diff=8.82)
14:01:36.515	paper_fill	DOWN 5@0.43
14:01:38.068	btc_price_update	$78789.96 (diff=16.01)
14:01:40.083	btc_price_update	$78782.94 (diff=8.99)
14:01:40.084	tracker_snapshot
14:01:42.098	btc_price_update	$78777.98 (diff=4.03)
14:01:44.111	btc_price_update	$78777.33 (diff=3.38)
14:01:46.128	btc_price_update	$78777.61 (diff=3.66)
14:01:46.128	tracker_snapshot
14:01:48.141	btc_price_update	$78776.41 (diff=2.46)
14:01:50.156	btc_price_update	$78771.26 (diff=-2.7)
14:01:52.171	btc_price_update	$78769.13 (diff=-4.83)
14:01:52.172	tracker_snapshot
14:01:54.189	btc_price_update	$78768.65 (diff=-5.3)
14:01:56.206	btc_price_update	$78768.01 (diff=-5.94)
14:01:58.222	btc_price_update	$78770.41 (diff=-3.54)
14:01:58.222	tracker_snapshot
14:01:59.610	fill	UP 5@0.46
14:01:59.610	paper_fill	UP 5@0.46
14:01:59.619	paper_fill	UP 5@0.46
14:01:59.861	buy_state_change	ACCUMULATE → OVERWEIGHT
14:01:59.863	fill	DOWN 5@0.55
14:01:59.863	paper_fill	DOWN 5@0.55
14:02:00.033	fill	UP 5.811178094100673@0.43
14:02:00.033	paper_fill	UP 5.81@0.43
14:02:00.061	buy_state_change	OVERWEIGHT → ACCUMULATE
14:02:00.062	fill	UP 4.188821905899327@0.43
14:02:00.062	paper_fill	UP 4.19@0.43
14:02:00.240	btc_price_update	$78761.51 (diff=-12.45)
14:02:02.255	btc_price_update	$78741.79 (diff=-32.16)
14:02:02.810	fill	UP 6.919347291938111@0.43
14:02:02.810	paper_fill	UP 6.92@0.43
14:02:02.811	fill	DOWN 5@0.57
14:02:02.811	paper_fill	DOWN 5@0.57
14:02:02.869	fill	UP 3.080652708061889@0.43
14:02:02.869	paper_fill	UP 3.08@0.43
14:02:03.099	fill	UP 5.732056435770287@0.42
14:02:03.099	paper_fill	UP 5.73@0.42
14:02:03.100	fill	DOWN 5@0.58
14:02:03.100	paper_fill	DOWN 5@0.58
14:02:03.144	fill	UP 4.267943564229713@0.42
14:02:03.145	paper_fill	UP 4.27@0.42
14:02:04.273	btc_price_update	$78736.27 (diff=-37.68)
14:02:04.274	tracker_snapshot
14:02:04.274	market_snapshot
14:02:04.274	position_snapshot	up=35.0 dn=30.0 gpnl=2.75
14:02:04.274	strategy_snapshot	state=ACCUMULATE gpnl=2.75 cost=27.25
14:02:06.288	btc_price_update	$78735.71 (diff=-38.25)
14:02:08.304	btc_price_update	$78734.58 (diff=-39.37)
14:02:10.322	btc_price_update	$78734.93 (diff=-39.02)
14:02:10.322	tracker_snapshot
14:02:12.337	btc_price_update	$78736.61 (diff=-37.34)
14:02:14.349	btc_price_update	$78736.07 (diff=-37.88)
14:02:16.365	btc_price_update	$78746.36 (diff=-27.59)
14:02:16.366	tracker_snapshot
14:02:18.382	btc_price_update	$78753.31 (diff=-20.64)
14:02:20.397	btc_price_update	$78753.77 (diff=-20.18)
14:02:21.869	fill	UP 5@0.47
14:02:21.869	paper_fill	UP 5@0.47
14:02:22.368	paper_fill	UP 5@0.47
14:02:22.413	btc_price_update	$78753.79 (diff=-20.16)
14:02:22.413	tracker_snapshot
14:02:24.429	btc_price_update	$78752.87 (diff=-21.08)
14:02:26.444	btc_price_update	$78738.24 (diff=-35.71)
14:02:28.457	btc_price_update	$78733.0 (diff=-40.95)
14:02:28.458	tracker_snapshot
14:02:30.472	btc_price_update	$78730.96 (diff=-42.99)
14:02:32.490	btc_price_update	$78731.0 (diff=-42.95)
14:02:34.503	btc_price_update	$78733.44 (diff=-40.52)
14:02:34.503	tracker_snapshot
14:02:34.503	market_snapshot
14:02:34.503	position_snapshot	up=40.0 dn=30.0 gpnl=0.4
14:02:34.504	strategy_snapshot	state=ACCUMULATE gpnl=0.4 cost=29.6
14:02:36.517	btc_price_update	$78731.41 (diff=-42.54)
14:02:38.535	btc_price_update	$78732.22 (diff=-41.73)
14:02:40.550	btc_price_update	$78732.2 (diff=-41.75)
14:02:40.551	tracker_snapshot
14:02:40.685	fill	UP 5.094496536910253@0.4
14:02:40.685	paper_fill	UP 5.09@0.4
14:02:40.713	fill	UP 4.905503463089747@0.4
14:02:40.713	paper_fill	UP 4.91@0.4
14:02:41.391	fill	UP 6.809963763137481@0.36
14:02:41.391	paper_fill	UP 6.81@0.36
14:02:41.561	fill	UP 3.190036236862519@0.36
14:02:41.561	paper_fill	UP 3.19@0.36
14:02:42.567	btc_price_update	$78720.44 (diff=-53.52)
14:02:42.567	buy_state_change	ACCUMULATE → DIRECTIONAL
14:02:44.581	btc_price_update	$78716.21 (diff=-57.74)
14:02:45.097	fill	UP 6.187380393851047@0.35
14:02:45.097	paper_fill	UP 6.19@0.35
14:02:45.396	fill	UP 3.812619606148953@0.35
14:02:45.397	paper_fill	UP 3.81@0.35
14:02:46.596	btc_price_update	$78698.45 (diff=-75.51)
14:02:46.597	tracker_snapshot
14:02:48.613	btc_price_update	$78694.7 (diff=-79.25)
14:02:50.628	btc_price_update	$78699.51 (diff=-74.44)
14:02:52.642	btc_price_update	$78697.75 (diff=-76.2)
14:02:52.643	tracker_snapshot
14:02:54.658	btc_price_update	$78699.78 (diff=-74.17)
14:02:56.673	btc_price_update	$78703.29 (diff=-70.66)
14:02:58.693	btc_price_update	$78702.28 (diff=-71.67)
14:02:58.694	tracker_snapshot
14:03:00.713	btc_price_update	$78705.24 (diff=-68.71)
14:03:02.371	fill	UP 5.919999279562278@0.37
14:03:02.371	paper_fill	UP 5.92@0.37
14:03:02.448	fill	UP 4.080000720437722@0.37
14:03:02.448	paper_fill	UP 4.08@0.37
14:03:02.727	btc_price_update	$78719.39 (diff=-54.56)
14:03:03.783	fill	UP 6.327999734638734@0.34
14:03:03.784	paper_fill	UP 6.33@0.34
14:03:04.099	fill	UP 3.672000265361266@0.34
14:03:04.099	paper_fill	UP 3.67@0.34
14:03:04.742	btc_price_update	$78712.38 (diff=-61.57)
14:03:04.742	tracker_snapshot
14:03:04.742	market_snapshot
14:03:04.743	position_snapshot	up=90.0 dn=30.0 gpnl=-17.8
14:03:04.743	strategy_snapshot	state=DIRECTIONAL gpnl=-17.8 cost=47.8
14:03:06.758	btc_price_update	$78690.88 (diff=-83.07)
14:03:08.775	btc_price_update	$78691.84 (diff=-82.11)
14:03:10.790	btc_price_update	$78704.11 (diff=-69.84)
14:03:10.791	tracker_snapshot
14:03:11.969	fill	UP 5@0.33
14:03:11.970	paper_fill	UP 5@0.33
14:03:12.707	paper_fill	UP 5@0.33
14:03:12.808	btc_price_update	$78703.12 (diff=-70.83)
14:03:14.824	btc_price_update	$78698.88 (diff=-75.07)
14:03:16.836	btc_price_update	$78705.7 (diff=-68.25)
14:03:16.837	tracker_snapshot
14:03:18.446	fill	UP 5@0.34
14:03:18.447	paper_fill	UP 5@0.34
14:03:18.720	paper_fill	UP 5@0.34
14:03:18.855	btc_price_update	$78704.35 (diff=-69.6)
14:03:20.868	btc_price_update	$78683.54 (diff=-90.41)
14:03:22.884	btc_price_update	$78679.88 (diff=-94.07)
14:03:22.885	tracker_snapshot
14:03:23.179	fill	UP 5.376555557762196@0.26
14:03:23.179	paper_fill	UP 5.38@0.26
14:03:23.193	fill	UP 4.623444442237804@0.26
14:03:23.194	paper_fill	UP 4.62@0.26
14:03:23.963	fill	UP 5@0.25
14:03:23.963	paper_fill	UP 5@0.25
14:03:24.294	paper_fill	UP 5@0.25
14:03:24.901	btc_price_update	$78656.44 (diff=-117.51)
14:03:26.913	btc_price_update	$78647.05 (diff=-126.9)
14:03:28.932	btc_price_update	$78646.79 (diff=-127.17)
14:03:28.933	tracker_snapshot
14:03:30.946	btc_price_update	$78644.54 (diff=-129.41)
14:03:32.961	btc_price_update	$78643.34 (diff=-130.61)
14:03:34.976	btc_price_update	$78645.31 (diff=-128.64)
14:03:34.976	tracker_snapshot
14:03:34.976	market_snapshot
14:03:34.977	position_snapshot	up=115.0 dn=30.0 gpnl=-25.0
14:03:34.977	strategy_snapshot	state=DIRECTIONAL gpnl=-25.0 cost=55.0
14:03:36.991	btc_price_update	$78649.51 (diff=-124.45)
14:03:39.006	btc_price_update	$78655.38 (diff=-118.58)
14:03:41.020	btc_price_update	$78652.94 (diff=-121.01)
14:03:41.021	tracker_snapshot
14:03:43.039	btc_price_update	$78653.36 (diff=-120.6)
14:03:43.583	fill	UP 5@0.23
14:03:43.583	paper_fill	UP 5@0.23
14:03:43.604	paper_fill	UP 5@0.23
14:03:45.054	btc_price_update	$78654.33 (diff=-119.62)
14:03:47.070	btc_price_update	$78629.37 (diff=-144.59)
14:03:47.071	tracker_snapshot
14:03:49.084	btc_price_update	$78629.08 (diff=-144.87)
14:03:50.134	fill	UP 5@0.19
14:03:50.135	paper_fill	UP 5@0.19
14:03:50.634	paper_fill	UP 5@0.19
14:03:51.100	btc_price_update	$78629.68 (diff=-144.27)
14:03:53.116	btc_price_update	$78627.46 (diff=-146.49)
14:03:53.116	tracker_snapshot
14:03:55.134	btc_price_update	$78615.51 (diff=-158.44)
14:03:57.152	btc_price_update	$78613.8 (diff=-160.15)
14:03:59.167	btc_price_update	$78607.55 (diff=-166.41)
14:03:59.168	tracker_snapshot
14:04:01.178	btc_price_update	$78606.38 (diff=-167.57)
14:04:03.097	fill	UP 5.266479900399053@0.21
14:04:03.097	paper_fill	UP 5.27@0.21
14:04:03.232	btc_price_update	$78622.06 (diff=-151.89)
14:04:03.492	fill	UP 4.733520099600947@0.21
14:04:03.492	paper_fill	UP 4.73@0.21
14:04:05.248	btc_price_update	$78630.21 (diff=-143.74)
14:04:05.249	tracker_snapshot
14:04:05.249	market_snapshot
14:04:05.249	position_snapshot	up=135.0 dn=30.0 gpnl=-29.2
14:04:05.249	strategy_snapshot	state=DIRECTIONAL gpnl=-29.2 cost=59.2
14:04:07.266	btc_price_update	$78621.73 (diff=-152.22)
14:04:08.948	fill	UP 5.587343035297411@0.17
14:04:08.948	paper_fill	UP 5.59@0.17
14:04:09.280	btc_price_update	$78619.42 (diff=-154.53)
14:04:09.827	fill	UP 4.412656964702589@0.17
14:04:09.827	paper_fill	UP 4.41@0.17
14:04:11.297	btc_price_update	$78618.52 (diff=-155.43)
14:04:11.298	tracker_snapshot
14:04:13.313	btc_price_update	$78608.07 (diff=-165.88)
14:04:13.596	fill	UP 6.162165458080584@0.21
14:04:13.597	paper_fill	UP 6.16@0.21
14:04:13.617	fill	UP 3.837834541919416@0.21
14:04:13.618	paper_fill	UP 3.84@0.21
14:04:13.898	buy_state_change	DIRECTIONAL → OVERWEIGHT
14:04:15.326	btc_price_update	$78612.53 (diff=-161.42)
14:04:17.342	btc_price_update	$78624.67 (diff=-149.28)
14:04:17.343	tracker_snapshot
14:04:19.358	btc_price_update	$78624.19 (diff=-149.76)
14:04:21.372	btc_price_update	$78631.96 (diff=-141.99)
14:04:23.387	btc_price_update	$78634.22 (diff=-139.73)
14:04:23.388	tracker_snapshot
14:04:25.405	btc_price_update	$78636.93 (diff=-137.02)
14:04:27.420	btc_price_update	$78628.7 (diff=-145.25)
14:04:29.435	btc_price_update	$78621.69 (diff=-152.26)
14:04:29.436	tracker_snapshot
14:04:31.452	btc_price_update	$78616.07 (diff=-157.88)
14:04:33.467	btc_price_update	$78615.17 (diff=-158.78)
14:04:35.480	btc_price_update	$78611.89 (diff=-162.06)
14:04:35.480	tracker_snapshot
14:04:35.481	market_snapshot
14:04:35.481	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:04:35.481	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:04:37.498	btc_price_update	$78618.25 (diff=-155.71)
14:04:39.514	btc_price_update	$78617.42 (diff=-156.53)
14:04:41.526	btc_price_update	$78616.25 (diff=-157.7)
14:04:41.526	tracker_snapshot
14:04:43.541	btc_price_update	$78637.24 (diff=-136.71)
14:04:45.557	btc_price_update	$78638.3 (diff=-135.65)
14:04:47.571	btc_price_update	$78626.16 (diff=-147.79)
14:04:47.572	tracker_snapshot
14:04:49.584	btc_price_update	$78613.97 (diff=-159.98)
14:04:51.600	btc_price_update	$78610.41 (diff=-163.54)
14:04:53.614	btc_price_update	$78609.19 (diff=-164.76)
14:04:53.615	tracker_snapshot
14:04:55.631	btc_price_update	$78601.36 (diff=-172.59)
14:04:57.649	btc_price_update	$78590.53 (diff=-183.42)
14:04:59.667	btc_price_update	$78594.04 (diff=-179.91)
14:04:59.668	tracker_snapshot
14:05:01.687	btc_price_update	$78593.8 (diff=-180.15)
14:05:03.721	btc_price_update	$78591.55 (diff=-182.41)
14:05:05.739	btc_price_update	$78597.53 (diff=-176.42)
14:05:05.739	tracker_snapshot
14:05:05.739	market_snapshot
14:05:05.740	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:05:05.740	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:05:07.763	btc_price_update	$78607.95 (diff=-166.0)
14:05:09.782	btc_price_update	$78609.79 (diff=-164.17)
14:05:11.798	btc_price_update	$78612.56 (diff=-161.39)
14:05:11.798	tracker_snapshot
14:05:13.815	btc_price_update	$78614.97 (diff=-158.98)
14:05:15.831	btc_price_update	$78614.12 (diff=-159.83)
14:05:17.843	btc_price_update	$78610.99 (diff=-162.96)
14:05:17.844	tracker_snapshot
14:05:19.861	btc_price_update	$78608.08 (diff=-165.87)
14:05:21.874	btc_price_update	$78609.18 (diff=-164.77)
14:05:23.891	btc_price_update	$78598.24 (diff=-175.71)
14:05:23.892	tracker_snapshot
14:05:25.906	btc_price_update	$78595.18 (diff=-178.77)
14:05:27.924	btc_price_update	$78595.57 (diff=-178.39)
14:05:29.942	btc_price_update	$78594.38 (diff=-179.58)
14:05:29.943	tracker_snapshot
14:05:31.956	btc_price_update	$78593.1 (diff=-180.85)
14:05:33.972	btc_price_update	$78592.13 (diff=-181.82)
14:05:35.990	btc_price_update	$78595.88 (diff=-178.07)
14:05:35.991	tracker_snapshot
14:05:35.991	market_snapshot
14:05:35.991	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:05:35.991	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:05:38.004	btc_price_update	$78603.37 (diff=-170.58)
14:05:40.018	btc_price_update	$78606.62 (diff=-167.33)
14:05:41.807	v8_6_liquidity_signal
14:05:42.033	btc_price_update	$78618.01 (diff=-155.94)
14:05:42.034	tracker_snapshot
14:05:44.045	btc_price_update	$78633.78 (diff=-140.17)
14:05:46.060	btc_price_update	$78623.03 (diff=-150.92)
14:05:48.078	btc_price_update	$78622.92 (diff=-151.03)
14:05:48.078	tracker_snapshot
14:05:50.096	btc_price_update	$78619.94 (diff=-154.01)
14:05:52.110	btc_price_update	$78618.91 (diff=-155.05)
14:05:54.126	btc_price_update	$78607.49 (diff=-166.46)
14:05:54.127	tracker_snapshot
14:05:56.141	btc_price_update	$78609.48 (diff=-164.48)
14:05:58.159	btc_price_update	$78612.08 (diff=-161.88)
14:06:00.177	btc_price_update	$78615.01 (diff=-158.94)
14:06:00.178	tracker_snapshot
14:06:02.195	btc_price_update	$78616.48 (diff=-157.48)
14:06:04.246	btc_price_update	$78613.27 (diff=-160.68)
14:06:06.264	btc_price_update	$78606.01 (diff=-167.95)
14:06:06.264	tracker_snapshot
14:06:06.265	market_snapshot
14:06:06.265	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:06:06.265	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:06:08.284	btc_price_update	$78605.6 (diff=-168.35)
14:06:10.297	btc_price_update	$78605.62 (diff=-168.33)
14:06:12.312	btc_price_update	$78603.89 (diff=-170.06)
14:06:12.312	tracker_snapshot
14:06:14.327	btc_price_update	$78603.58 (diff=-170.38)
14:06:16.344	btc_price_update	$78613.4 (diff=-160.56)
14:06:18.360	btc_price_update	$78607.73 (diff=-166.22)
14:06:18.361	tracker_snapshot
14:06:20.376	btc_price_update	$78586.28 (diff=-187.68)
14:06:22.391	btc_price_update	$78584.44 (diff=-189.51)
14:06:24.408	btc_price_update	$78583.88 (diff=-190.08)
14:06:24.409	tracker_snapshot
14:06:26.425	btc_price_update	$78579.49 (diff=-194.46)
14:06:28.442	btc_price_update	$78579.5 (diff=-194.45)
14:06:30.456	btc_price_update	$78579.22 (diff=-194.73)
14:06:30.457	tracker_snapshot
14:06:32.475	btc_price_update	$78578.51 (diff=-195.44)
14:06:34.488	btc_price_update	$78572.16 (diff=-201.79)
14:06:36.506	btc_price_update	$78571.52 (diff=-202.43)
14:06:36.506	tracker_snapshot
14:06:36.507	market_snapshot
14:06:36.507	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:06:36.507	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:06:38.524	btc_price_update	$78571.78 (diff=-202.17)
14:06:40.541	btc_price_update	$78576.62 (diff=-197.33)
14:06:42.555	btc_price_update	$78571.4 (diff=-202.56)
14:06:42.556	tracker_snapshot
14:06:44.572	btc_price_update	$78571.41 (diff=-202.55)
14:06:46.590	btc_price_update	$78571.3 (diff=-202.66)
14:06:48.605	btc_price_update	$78573.39 (diff=-200.56)
14:06:48.606	tracker_snapshot
14:06:50.623	btc_price_update	$78570.61 (diff=-203.34)
14:06:52.639	btc_price_update	$78570.68 (diff=-203.27)
14:06:54.653	btc_price_update	$78571.17 (diff=-202.78)
14:06:54.654	tracker_snapshot
14:06:56.668	btc_price_update	$78573.52 (diff=-200.43)
14:06:58.685	btc_price_update	$78585.5 (diff=-188.46)
14:07:00.699	btc_price_update	$78581.92 (diff=-192.03)
14:07:00.700	tracker_snapshot
14:07:02.724	btc_price_update	$78582.01 (diff=-191.94)
14:07:04.742	btc_price_update	$78584.74 (diff=-189.22)
14:07:06.754	btc_price_update	$78585.4 (diff=-188.55)
14:07:06.755	tracker_snapshot
14:07:06.755	market_snapshot
14:07:06.755	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:07:06.755	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:07:08.771	btc_price_update	$78585.82 (diff=-188.13)
14:07:10.785	btc_price_update	$78595.65 (diff=-178.31)
14:07:12.801	btc_price_update	$78599.65 (diff=-174.3)
14:07:12.802	tracker_snapshot
14:07:14.814	btc_price_update	$78602.05 (diff=-171.9)
14:07:16.827	btc_price_update	$78602.73 (diff=-171.22)
14:07:18.843	btc_price_update	$78603.13 (diff=-170.82)
14:07:18.844	tracker_snapshot
14:07:20.859	btc_price_update	$78613.97 (diff=-159.99)
14:07:22.875	btc_price_update	$78620.07 (diff=-153.88)
14:07:24.888	btc_price_update	$78620.31 (diff=-153.64)
14:07:24.889	tracker_snapshot
14:07:25.999	v8_6_liquidity_signal
14:07:26.903	btc_price_update	$78617.42 (diff=-156.53)
14:07:28.918	btc_price_update	$78613.6 (diff=-160.35)
14:07:30.935	btc_price_update	$78612.18 (diff=-161.77)
14:07:30.935	tracker_snapshot
14:07:32.953	btc_price_update	$78611.74 (diff=-162.21)
14:07:34.968	btc_price_update	$78610.51 (diff=-163.44)
14:07:36.985	btc_price_update	$78621.05 (diff=-152.91)
14:07:36.986	tracker_snapshot
14:07:36.986	market_snapshot
14:07:36.986	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:07:36.986	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:07:38.998	btc_price_update	$78596.98 (diff=-176.97)
14:07:41.013	btc_price_update	$78602.35 (diff=-171.6)
14:07:43.029	btc_price_update	$78622.09 (diff=-151.87)
14:07:43.030	tracker_snapshot
14:07:45.042	btc_price_update	$78626.09 (diff=-147.86)
14:07:47.055	btc_price_update	$78631.28 (diff=-142.67)
14:07:49.069	btc_price_update	$78635.8 (diff=-138.15)
14:07:49.070	tracker_snapshot
14:07:51.089	btc_price_update	$78639.83 (diff=-134.12)
14:07:53.106	btc_price_update	$78642.21 (diff=-131.74)
14:07:55.120	btc_price_update	$78642.22 (diff=-131.73)
14:07:55.120	tracker_snapshot
14:07:57.137	btc_price_update	$78643.09 (diff=-130.86)
14:07:59.153	btc_price_update	$78643.76 (diff=-130.19)
14:08:01.170	btc_price_update	$78659.83 (diff=-114.12)
14:08:01.171	tracker_snapshot
14:08:03.188	btc_price_update	$78653.2 (diff=-120.75)
14:08:05.206	btc_price_update	$78648.4 (diff=-125.55)
14:08:07.225	btc_price_update	$78648.8 (diff=-125.15)
14:08:07.225	tracker_snapshot
14:08:07.226	market_snapshot
14:08:07.226	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:08:07.226	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:08:09.241	btc_price_update	$78657.23 (diff=-116.72)
14:08:11.258	btc_price_update	$78658.06 (diff=-115.89)
14:08:13.271	btc_price_update	$78646.51 (diff=-127.45)
14:08:13.272	tracker_snapshot
14:08:15.288	btc_price_update	$78648.1 (diff=-125.86)
14:08:17.303	btc_price_update	$78649.88 (diff=-124.07)
14:08:19.317	btc_price_update	$78648.97 (diff=-124.98)
14:08:19.317	tracker_snapshot
14:08:21.332	btc_price_update	$78652.72 (diff=-121.23)
14:08:23.347	btc_price_update	$78573.69 (diff=-200.26)
14:08:25.362	btc_price_update	$78573.55 (diff=-200.4)
14:08:25.363	tracker_snapshot
14:08:27.378	btc_price_update	$78590.82 (diff=-183.13)
14:08:29.393	btc_price_update	$78591.18 (diff=-182.78)
14:08:31.408	btc_price_update	$78592.62 (diff=-181.33)
14:08:31.409	tracker_snapshot
14:08:33.425	btc_price_update	$78604.76 (diff=-169.19)
14:08:35.441	btc_price_update	$78600.72 (diff=-173.24)
14:08:37.455	btc_price_update	$78605.35 (diff=-168.6)
14:08:37.456	tracker_snapshot
14:08:37.456	market_snapshot
14:08:37.456	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:08:37.456	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:08:39.471	btc_price_update	$78604.35 (diff=-169.6)
14:08:41.485	btc_price_update	$78597.24 (diff=-176.71)
14:08:43.500	btc_price_update	$78604.91 (diff=-169.05)
14:08:43.501	tracker_snapshot
14:08:45.519	btc_price_update	$78605.0 (diff=-168.95)
14:08:47.534	btc_price_update	$78599.59 (diff=-174.36)
14:08:49.550	btc_price_update	$78586.47 (diff=-187.48)
14:08:49.551	tracker_snapshot
14:08:51.568	btc_price_update	$78590.53 (diff=-183.42)
14:08:53.584	btc_price_update	$78587.72 (diff=-186.23)
14:08:55.596	btc_price_update	$78599.25 (diff=-174.71)
14:08:55.597	tracker_snapshot
14:08:57.615	btc_price_update	$78604.69 (diff=-169.26)
14:08:59.631	btc_price_update	$78609.44 (diff=-164.51)
14:09:01.647	btc_price_update	$78610.26 (diff=-163.69)
14:09:01.648	tracker_snapshot
14:09:03.670	btc_price_update	$78610.18 (diff=-163.77)
14:09:05.688	btc_price_update	$78611.93 (diff=-162.02)
14:09:07.704	btc_price_update	$78613.23 (diff=-160.72)
14:09:07.704	tracker_snapshot
14:09:07.705	market_snapshot
14:09:07.705	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:09:07.705	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:09:09.721	btc_price_update	$78608.84 (diff=-165.11)
14:09:10.816	v8_6_liquidity_signal
14:09:11.738	btc_price_update	$78611.49 (diff=-162.46)
14:09:13.756	btc_price_update	$78607.57 (diff=-166.38)
14:09:13.756	tracker_snapshot
14:09:15.770	btc_price_update	$78604.32 (diff=-169.63)
14:09:17.789	btc_price_update	$78602.82 (diff=-171.13)
14:09:19.799	btc_price_update	$78601.26 (diff=-172.69)
14:09:19.800	tracker_snapshot
14:09:21.815	btc_price_update	$78601.33 (diff=-172.63)
14:09:23.832	btc_price_update	$78581.65 (diff=-192.3)
14:09:25.848	btc_price_update	$78570.35 (diff=-203.6)
14:09:25.849	tracker_snapshot
14:09:27.864	btc_price_update	$78567.17 (diff=-206.78)
14:09:29.881	btc_price_update	$78554.91 (diff=-219.04)
14:09:31.897	btc_price_update	$78515.56 (diff=-258.39)
14:09:31.898	tracker_snapshot
14:09:33.914	btc_price_update	$78521.96 (diff=-251.99)
14:09:35.932	btc_price_update	$78521.47 (diff=-252.48)
14:09:37.948	btc_price_update	$78515.73 (diff=-258.23)
14:09:37.948	tracker_snapshot
14:09:37.948	market_snapshot
14:09:37.948	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:09:37.949	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:09:39.966	btc_price_update	$78512.58 (diff=-261.37)
14:09:41.978	btc_price_update	$78520.6 (diff=-253.35)
14:09:43.994	btc_price_update	$78527.15 (diff=-246.8)
14:09:43.995	tracker_snapshot
14:09:46.010	btc_price_update	$78534.6 (diff=-239.35)
14:09:48.026	btc_price_update	$78540.35 (diff=-233.61)
14:09:50.039	btc_price_update	$78519.11 (diff=-254.85)
14:09:50.040	tracker_snapshot
14:09:52.057	btc_price_update	$78515.82 (diff=-258.13)
14:09:53.459	v8_6_liquidity_signal
14:09:54.075	btc_price_update	$78526.71 (diff=-247.24)
14:09:56.095	btc_price_update	$78523.87 (diff=-250.09)
14:09:56.096	tracker_snapshot
14:09:58.115	btc_price_update	$78527.07 (diff=-246.88)
14:10:00.203	btc_price_update	$78530.79 (diff=-243.16)
14:10:02.259	btc_price_update	$78531.45 (diff=-242.51)
14:10:02.261	tracker_snapshot
14:10:04.285	btc_price_update	$78527.55 (diff=-246.4)
14:10:06.300	btc_price_update	$78528.89 (diff=-245.06)
14:10:08.317	btc_price_update	$78547.73 (diff=-226.23)
14:10:08.317	tracker_snapshot
14:10:08.317	market_snapshot
14:10:08.317	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:10:08.317	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:10:10.328	btc_price_update	$78547.98 (diff=-225.98)
14:10:12.347	btc_price_update	$78554.96 (diff=-219.0)
14:10:14.366	btc_price_update	$78548.44 (diff=-225.51)
14:10:14.367	tracker_snapshot
14:10:16.383	btc_price_update	$78552.29 (diff=-221.66)
14:10:18.396	btc_price_update	$78556.11 (diff=-217.84)
14:10:20.411	btc_price_update	$78569.44 (diff=-204.52)
14:10:20.412	tracker_snapshot
14:10:22.424	btc_price_update	$78575.65 (diff=-198.3)
14:10:24.441	btc_price_update	$78581.73 (diff=-192.22)
14:10:26.457	btc_price_update	$78590.14 (diff=-183.81)
14:10:26.458	tracker_snapshot
14:10:28.475	btc_price_update	$78594.92 (diff=-179.03)
14:10:30.491	btc_price_update	$78594.42 (diff=-179.53)
14:10:32.505	btc_price_update	$78598.82 (diff=-175.13)
14:10:32.505	tracker_snapshot
14:10:34.521	btc_price_update	$78597.96 (diff=-175.99)
14:10:36.537	btc_price_update	$78588.5 (diff=-185.46)
14:10:38.550	btc_price_update	$78596.44 (diff=-177.51)
14:10:38.551	tracker_snapshot
14:10:38.551	market_snapshot
14:10:38.551	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:10:38.551	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:10:39.959	v8_6_liquidity_signal
14:10:40.567	btc_price_update	$78619.85 (diff=-154.1)
14:10:42.580	btc_price_update	$78641.98 (diff=-131.97)
14:10:44.592	btc_price_update	$78654.75 (diff=-119.2)
14:10:44.592	tracker_snapshot
14:10:46.609	btc_price_update	$78656.98 (diff=-116.98)
14:10:48.623	btc_price_update	$78659.28 (diff=-114.67)
14:10:50.639	btc_price_update	$78654.96 (diff=-118.99)
14:10:50.639	tracker_snapshot
14:10:52.659	btc_price_update	$78666.29 (diff=-107.67)
14:10:54.674	btc_price_update	$78666.57 (diff=-107.38)
14:10:56.687	btc_price_update	$78666.48 (diff=-107.48)
14:10:56.687	tracker_snapshot
14:10:58.701	btc_price_update	$78667.2 (diff=-106.75)
14:11:00.724	btc_price_update	$78679.3 (diff=-94.65)
14:11:02.741	btc_price_update	$78678.98 (diff=-94.97)
14:11:02.741	tracker_snapshot
14:11:04.761	btc_price_update	$78676.45 (diff=-97.51)
14:11:06.777	btc_price_update	$78677.92 (diff=-96.03)
14:11:08.789	btc_price_update	$78688.35 (diff=-85.6)
14:11:08.790	tracker_snapshot
14:11:08.790	market_snapshot
14:11:08.790	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:11:08.790	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:11:10.808	btc_price_update	$78680.08 (diff=-93.87)
14:11:12.822	btc_price_update	$78693.64 (diff=-80.31)
14:11:14.839	btc_price_update	$78692.24 (diff=-81.71)
14:11:14.839	tracker_snapshot
14:11:16.860	btc_price_update	$78689.15 (diff=-84.81)
14:11:18.876	btc_price_update	$78686.72 (diff=-87.23)
14:11:20.894	btc_price_update	$78684.8 (diff=-89.15)
14:11:20.894	tracker_snapshot
14:11:22.908	btc_price_update	$78681.07 (diff=-92.88)
14:11:24.922	btc_price_update	$78684.98 (diff=-88.97)
14:11:26.934	btc_price_update	$78683.0 (diff=-90.96)
14:11:26.934	tracker_snapshot
14:11:28.956	btc_price_update	$78662.43 (diff=-111.52)
14:11:30.970	btc_price_update	$78662.73 (diff=-111.22)
14:11:32.982	btc_price_update	$78679.93 (diff=-94.02)
14:11:32.983	tracker_snapshot
14:11:34.999	btc_price_update	$78689.2 (diff=-84.75)
14:11:37.015	btc_price_update	$78696.26 (diff=-77.7)
14:11:39.029	btc_price_update	$78705.76 (diff=-68.19)
14:11:39.030	tracker_snapshot
14:11:39.030	market_snapshot
14:11:39.030	position_snapshot	up=155.0 dn=30.0 gpnl=-33.0
14:11:39.030	strategy_snapshot	state=OVERWEIGHT gpnl=-33.0 cost=63.0
14:11:41.044	btc_price_update	$78714.38 (diff=-59.57)
14:11:43.059	btc_price_update	$78715.34 (diff=-58.61)
14:11:45.075	btc_price_update	$78717.79 (diff=-56.16)
14:11:45.075	tracker_snapshot
14:11:47.090	btc_price_update	$78726.82 (diff=-47.13)
14:11:49.105	btc_price_update	$78733.5 (diff=-40.45)
14:11:51.121	btc_price_update	$78733.59 (diff=-40.37)
14:11:51.121	tracker_snapshot
14:11:53.137	btc_price_update	$78733.43 (diff=-40.52)
14:11:54.340	fill	UP 5@0.34
14:11:54.340	paper_fill	UP 5@0.34
14:11:54.541	buy_state_change	OVERWEIGHT → ACCUMULATE
14:11:54.567	fill	UP 5@0.35
14:11:54.567	paper_fill	UP 5@0.35
14:11:54.749	buy_state_change	ACCUMULATE → DIRECTIONAL
14:11:54.779	fill	UP 5@0.38
14:11:54.779	paper_fill	UP 5@0.38
14:11:55.150	btc_price_update	$78736.65 (diff=-37.3)
14:11:55.162	fill	UP 5@0.41
14:11:55.162	paper_fill	UP 5@0.41
14:11:55.829	fill	UP 5@0.46
14:11:55.829	paper_fill	UP 5@0.46
14:11:55.974	buy_state_change	DIRECTIONAL → ACCUMULATE
14:11:57.103	fill	UP 5@0.47
14:11:57.103	paper_fill	UP 5@0.47
14:11:57.166	btc_price_update	$78764.82 (diff=-9.13)
14:11:57.167	tracker_snapshot
14:11:58.985	fill	UP 5.916848484598015@0.45
14:11:58.985	paper_fill	UP 5.92@0.45
14:11:59.003	fill	UP 4.083151515401985@0.45
14:11:59.003	paper_fill	UP 4.08@0.45
14:11:59.179	btc_price_update	$78773.72 (diff=-0.23)
14:11:59.970	fill	UP 5@0.44
14:11:59.970	paper_fill	UP 5@0.44
14:12:01.194	btc_price_update	$78770.77 (diff=-3.19)
14:12:03.221	btc_price_update	$78767.37 (diff=-6.58)
14:12:03.222	tracker_snapshot
14:12:03.350	fill	UP 5.591061016585533@0.44
14:12:03.350	paper_fill	UP 5.59@0.44
14:12:03.593	fill	UP 4.408938983414467@0.44
14:12:03.593	paper_fill	UP 4.41@0.44
14:12:03.656	fill	UP 6.787295848793851@0.42
14:12:03.656	paper_fill	UP 6.79@0.42
14:12:03.804	fill	UP 3.2127041512061494@0.42
14:12:03.804	paper_fill	UP 3.21@0.42
14:12:04.523	fill	UP 5@0.45
14:12:04.524	paper_fill	UP 5@0.45
14:12:05.236	btc_price_update	$78763.8 (diff=-10.15)
14:12:07.256	btc_price_update	$78772.98 (diff=-0.98)
14:12:09.273	btc_price_update	$78775.93 (diff=1.98)
14:12:09.273	tracker_snapshot
14:12:09.273	market_snapshot
14:12:09.273	position_snapshot	up=145.0 dn=30.0 gpnl=-29.6
14:12:09.274	strategy_snapshot	state=ACCUMULATE gpnl=-29.6 cost=59.6
14:12:11.288	btc_price_update	$78779.26 (diff=5.31)
14:12:13.305	btc_price_update	$78783.02 (diff=9.07)
14:12:14.274	fill	UP 6.840848335893982@0.45
14:12:14.275	paper_fill	UP 6.84@0.45
14:12:14.916	buy_state_change	ACCUMULATE → OVERWEIGHT
14:12:15.319	btc_price_update	$78770.19 (diff=-3.76)
14:12:15.319	tracker_snapshot
14:12:17.336	btc_price_update	$78766.15 (diff=-7.8)
14:12:18.557	fill	UP 5@0.47
14:12:18.557	paper_fill	UP 5@0.47
14:12:18.975	buy_state_change	OVERWEIGHT → ACCUMULATE
14:12:19.351	btc_price_update	$78767.24 (diff=-6.71)
14:12:20.706	fill	UP 5@0.5
14:12:20.706	paper_fill	UP 5@0.5
14:12:21.367	btc_price_update	$78775.04 (diff=1.09)
14:12:21.367	tracker_snapshot
14:12:23.381	btc_price_update	$78781.23 (diff=7.28)
14:12:24.867	fill	UP 5@0.52
14:12:24.867	paper_fill	UP 5@0.52
14:12:25.397	btc_price_update	$78778.11 (diff=4.15)
14:12:25.653	fill	UP 5@0.54
14:12:25.654	paper_fill	UP 5@0.54
14:12:25.655	fill	DOWN 6.617299123255772@0.46
14:12:25.655	paper_fill	DOWN 6.62@0.46
14:12:25.680	fill	DOWN 3.382700876744228@0.46
14:12:25.681	paper_fill	DOWN 3.38@0.46
14:12:25.681	fill	DOWN 6.189793207269928@0.44
14:12:25.681	paper_fill	DOWN 6.19@0.44
14:12:25.789	fill	UP 5@0.59
14:12:25.789	paper_fill	UP 5@0.59
14:12:25.790	fill	DOWN 3.810206792730072@0.44
14:12:25.790	paper_fill	DOWN 3.81@0.44
14:12:25.907	fill	UP 5@0.6
14:12:25.907	paper_fill	UP 5@0.6
14:12:25.908	fill	DOWN 5@0.4
14:12:25.908	paper_fill	DOWN 5@0.4
14:12:25.913	paper_fill	DOWN 5@0.4
14:12:27.061	fill	UP 3.1591516641060178@0.45
14:12:27.062	paper_fill	UP 3.16@0.45
14:12:27.410	btc_price_update	$78784.25 (diff=10.3)
14:12:27.411	tracker_snapshot
14:12:27.645	fill	UP 5@0.62
14:12:27.645	paper_fill	UP 5@0.62
14:12:27.646	fill	DOWN 6.716260039018383@0.38
14:12:27.646	paper_fill	DOWN 6.72@0.38
14:12:27.719	fill	DOWN 3.2837399609816167@0.38
14:12:27.719	paper_fill	DOWN 3.28@0.38
14:12:29.187	fill	DOWN 6.006933334888842@0.37
14:12:29.187	paper_fill	DOWN 6.01@0.37
14:12:29.272	fill	DOWN 3.993066665111158@0.37
14:12:29.272	paper_fill	DOWN 3.99@0.37
14:12:29.344	fill	UP 5@0.64
14:12:29.344	paper_fill	UP 5@0.64
14:12:29.426	btc_price_update	$78803.43 (diff=29.48)
14:12:29.426	buy_state_change	ACCUMULATE → DIRECTIONAL
14:12:31.443	btc_price_update	$78808.73 (diff=34.77)
14:12:31.934	fill	UP 5@0.65
14:12:31.934	paper_fill	UP 5@0.65
14:12:31.935	fill	DOWN 5@0.35
14:12:31.935	paper_fill	DOWN 5@0.35
14:12:31.949	paper_fill	DOWN 5@0.35
14:12:32.625	fill	UP 5@0.67
14:12:32.626	paper_fill	UP 5@0.67
14:12:32.626	fill	DOWN 6.020093641879905@0.33
14:12:32.626	paper_fill	DOWN 6.02@0.33
14:12:32.649	fill	DOWN 3.979906358120095@0.33
14:12:32.649	paper_fill	DOWN 3.98@0.33
14:12:33.076	fill	DOWN 5.01790781618489@0.31
14:12:33.077	paper_fill	DOWN 5.02@0.31
14:12:33.132	fill	DOWN 4.98209218381511@0.31
14:12:33.132	paper_fill	DOWN 4.98@0.31
14:12:33.455	btc_price_update	$78816.41 (diff=42.46)
14:12:33.455	tracker_snapshot
14:12:34.113	fill	DOWN 5.345840643499395@0.3
14:12:34.113	paper_fill	DOWN 5.35@0.3
14:12:34.435	fill	DOWN 4.654159356500605@0.3
14:12:34.435	paper_fill	DOWN 4.65@0.3
14:12:35.471	btc_price_update	$78833.3 (diff=59.35)
14:12:36.289	fill	DOWN 6.769796797828038@0.33
14:12:36.289	paper_fill	DOWN 6.77@0.33
14:12:36.371	fill	DOWN 3.230203202171962@0.33
14:12:36.371	paper_fill	DOWN 3.23@0.33
14:12:37.486	btc_price_update	$78823.0 (diff=49.05)
14:12:38.789	fill	DOWN 5@0.27
14:12:38.789	paper_fill	DOWN 5@0.27
14:12:38.979	paper_fill	DOWN 5@0.27
14:12:39.499	btc_price_update	$78833.02 (diff=59.06)
14:12:39.500	tracker_snapshot
14:12:39.500	market_snapshot
14:12:39.500	position_snapshot	up=105.0 dn=125.0 gpnl=35.6
14:12:39.500	strategy_snapshot	state=DIRECTIONAL gpnl=35.6 cost=69.4
14:12:41.514	btc_price_update	$78833.66 (diff=59.71)
14:12:41.993	fill	DOWN 6.779100949024382@0.3
14:12:41.994	paper_fill	DOWN 6.78@0.3
14:12:42.445	fill	DOWN 3.2208990509756177@0.3
14:12:42.445	paper_fill	DOWN 3.22@0.3
14:12:42.572	fill	DOWN 5@0.28
14:12:42.573	paper_fill	DOWN 5@0.28
14:12:42.911	paper_fill	DOWN 5@0.28
14:12:43.529	btc_price_update	$78833.3 (diff=59.34)
14:12:43.782	fill	DOWN 6.955926531339177@0.26
14:12:43.782	paper_fill	DOWN 6.96@0.26
14:12:43.784	fill	DOWN 3.044073468660823@0.26
14:12:43.784	paper_fill	DOWN 3.04@0.26
14:12:44.648	fill	DOWN 5.26902245797049@0.25
14:12:44.648	paper_fill	DOWN 5.27@0.25
14:12:44.653	fill	DOWN 4.73097754202951@0.25
14:12:44.654	paper_fill	DOWN 4.73@0.25
14:12:45.544	btc_price_update	$78837.19 (diff=63.24)
14:12:45.544	tracker_snapshot
14:12:47.556	btc_price_update	$78849.59 (diff=75.64)
14:12:48.550	fill	DOWN 6.155224825888977@0.23
14:12:48.550	paper_fill	DOWN 6.16@0.23
14:12:48.564	fill	DOWN 3.8447751741110228@0.23
14:12:48.564	paper_fill	DOWN 3.84@0.23
14:12:49.573	btc_price_update	$78848.06 (diff=74.1)
14:12:49.763	fill	DOWN 5.737540872448768@0.2
14:12:49.764	paper_fill	DOWN 5.74@0.2
14:12:49.906	fill	DOWN 4.262459127551232@0.2
14:12:49.906	paper_fill	DOWN 4.26@0.2
14:12:50.960	fill	DOWN 5.752532783376914@0.19
14:12:50.960	paper_fill	DOWN 5.75@0.19
14:12:50.961	fill	DOWN 4.247467216623086@0.19
14:12:50.961	paper_fill	DOWN 4.25@0.19
14:12:51.270	fill	DOWN 6.882336709823351@0.16
14:12:51.270	paper_fill	DOWN 6.88@0.16
14:12:51.563	fill	DOWN 3.1176632901766492@0.16
14:12:51.563	paper_fill	DOWN 3.12@0.16
14:12:51.587	btc_price_update	$78863.52 (diff=89.56)
14:12:51.588	tracker_snapshot
14:12:51.926	fill	DOWN 6.02563766081227@0.15
14:12:51.926	paper_fill	DOWN 6.03@0.15
14:12:51.973	fill	DOWN 3.9743623391877296@0.15
14:12:51.973	paper_fill	DOWN 3.97@0.15
14:12:52.616	fill	DOWN 5@0.14
14:12:52.616	paper_fill	DOWN 5@0.14
14:12:53.001	paper_fill	DOWN 5@0.14
14:12:53.148	fill	DOWN 5.751016867873674@0.12
14:12:53.148	paper_fill	DOWN 5.75@0.12
14:12:53.182	fill	DOWN 4.248983132126326@0.12
14:12:53.182	paper_fill	DOWN 4.25@0.12
14:12:53.604	btc_price_update	$78881.93 (diff=107.98)
14:12:53.764	fill	DOWN 6.148575402368244@0.13
14:12:53.764	paper_fill	DOWN 6.15@0.13
14:12:54.104	fill	DOWN 3.8514245976317563@0.13
14:12:54.104	paper_fill	DOWN 3.85@0.13
14:12:54.532	fill	DOWN 5@0.11
14:12:54.533	paper_fill	DOWN 5@0.11
14:12:54.921	paper_fill	DOWN 5@0.11
14:12:55.493	fill	DOWN 5.374856567855758@0.1
14:12:55.493	paper_fill	DOWN 5.37@0.1
14:12:55.618	btc_price_update	$78888.6 (diff=114.65)
14:12:55.676	fill	DOWN 4.625143432144242@0.1
14:12:55.676	paper_fill	DOWN 4.63@0.1
14:12:56.668	fill	DOWN 5@0.1
14:12:56.668	paper_fill	DOWN 5@0.1
14:12:56.698	paper_fill	DOWN 5@0.1
14:12:57.183	fill	DOWN 6.637810727453628@0.09
14:12:57.183	paper_fill	DOWN 6.64@0.09
14:12:57.203	fill	DOWN 3.362189272546372@0.09
14:12:57.203	paper_fill	DOWN 3.36@0.09
14:12:57.633	btc_price_update	$78891.47 (diff=117.52)
14:12:57.634	tracker_snapshot
14:12:57.775	fill	DOWN 6.110619775262113@0.08
14:12:57.775	paper_fill	DOWN 6.11@0.08
14:12:58.112	fill	DOWN 3.889380224737887@0.08
14:12:58.112	paper_fill	DOWN 3.89@0.08
14:12:59.647	btc_price_update	$78899.93 (diff=125.98)
14:13:01.672	btc_price_update	$78899.63 (diff=125.68)
14:13:03.726	btc_price_update	$78885.85 (diff=111.9)
14:13:03.727	tracker_snapshot
14:13:05.744	btc_price_update	$78876.02 (diff=102.07)
14:13:06.766	fill	DOWN 5@0.15
14:13:06.766	paper_fill	DOWN 5@0.15
14:13:06.784	paper_fill	DOWN 5@0.15
14:13:07.762	btc_price_update	$78873.28 (diff=99.33)
14:13:09.780	btc_price_update	$78872.52 (diff=98.57)
14:13:09.781	tracker_snapshot
14:13:09.781	market_snapshot
14:13:09.781	position_snapshot	up=105.0 dn=280.0 gpnl=9.1
14:13:09.781	strategy_snapshot	state=DIRECTIONAL gpnl=9.1 cost=95.9
14:13:11.801	btc_price_update	$78869.45 (diff=95.5)
14:13:13.817	btc_price_update	$78879.21 (diff=105.26)
14:13:15.833	btc_price_update	$78876.65 (diff=102.7)
14:13:15.834	tracker_snapshot
14:13:17.849	btc_price_update	$78863.9 (diff=89.94)
14:13:19.863	btc_price_update	$78856.58 (diff=82.62)
14:13:21.021	fill	DOWN 6.816790011781311@0.19
14:13:21.021	paper_fill	DOWN 6.82@0.19
14:13:21.055	fill	DOWN 3.183209988218689@0.19
14:13:21.056	paper_fill	DOWN 3.18@0.19
14:13:21.878	btc_price_update	$78853.02 (diff=79.06)
14:13:21.879	tracker_snapshot
14:13:23.897	btc_price_update	$78855.46 (diff=81.51)
14:13:25.035	fill	DOWN 5.659670922654447@0.13
14:13:25.035	paper_fill	DOWN 5.66@0.13
14:13:25.162	fill	DOWN 4.340329077345553@0.13
14:13:25.162	paper_fill	DOWN 4.34@0.13
14:13:25.915	btc_price_update	$78859.1 (diff=85.15)
14:13:26.051	fill	DOWN 5@0.12
14:13:26.051	paper_fill	DOWN 5@0.12
14:13:26.052	paper_fill	DOWN 5@0.12
14:13:27.930	btc_price_update	$78863.77 (diff=89.82)
14:13:27.931	tracker_snapshot
14:13:29.949	btc_price_update	$78867.0 (diff=93.05)
14:13:31.965	btc_price_update	$78870.08 (diff=96.13)
14:13:33.978	btc_price_update	$78872.35 (diff=98.4)
14:13:33.979	tracker_snapshot
14:13:35.542	fill	DOWN 6.716009473237969@0.13
14:13:35.542	paper_fill	DOWN 6.72@0.13
14:13:35.681	fill	DOWN 3.2839905267620306@0.13
14:13:35.681	paper_fill	DOWN 3.28@0.13
14:13:35.991	btc_price_update	$78866.31 (diff=92.36)
14:13:36.452	fill	DOWN 5@0.09
14:13:36.452	paper_fill	DOWN 5@0.09
14:13:36.491	paper_fill	DOWN 5@0.09
14:13:38.007	btc_price_update	$78876.27 (diff=102.32)
14:13:39.437	fill	DOWN 5@0.08
14:13:39.437	paper_fill	DOWN 5@0.08
14:13:39.582	paper_fill	DOWN 5@0.08
14:13:40.024	btc_price_update	$78880.04 (diff=106.09)
14:13:40.025	tracker_snapshot
14:13:40.025	market_snapshot
14:13:40.025	position_snapshot	up=105.0 dn=325.0 gpnl=3.15
14:13:40.025	strategy_snapshot	state=DIRECTIONAL gpnl=3.15 cost=101.85
14:13:40.275	fill	DOWN 5@0.05
14:13:40.276	paper_fill	DOWN 5@0.05
14:13:40.396	paper_fill	DOWN 5@0.05
14:13:42.036	btc_price_update	$78891.83 (diff=117.88)
14:13:44.050	btc_price_update	$78905.03 (diff=131.08)
14:13:46.069	btc_price_update	$78905.83 (diff=131.88)
14:13:46.070	tracker_snapshot
14:13:48.090	btc_price_update	$78904.27 (diff=130.32)
14:13:50.111	btc_price_update	$78904.2 (diff=130.25)
14:13:52.122	btc_price_update	$78904.49 (diff=130.53)
14:13:52.123	tracker_snapshot
14:13:54.137	btc_price_update	$78901.42 (diff=127.47)
14:13:56.152	btc_price_update	$78901.38 (diff=127.43)
14:13:58.168	btc_price_update	$78901.51 (diff=127.56)
14:13:58.169	tracker_snapshot
14:14:00.183	btc_price_update	$78901.51 (diff=127.56)
14:14:02.201	btc_price_update	$78904.41 (diff=130.46)
14:14:04.219	btc_price_update	$78903.56 (diff=129.61)
14:14:04.220	tracker_snapshot
14:14:06.237	btc_price_update	$78892.83 (diff=118.87)
14:14:08.252	btc_price_update	$78900.7 (diff=126.75)
14:14:10.270	btc_price_update	$78905.3 (diff=131.35)
14:14:10.270	tracker_snapshot
14:14:10.271	market_snapshot
14:14:10.271	position_snapshot	up=105.0 dn=330.0 gpnl=2.9
14:14:10.271	strategy_snapshot	state=DIRECTIONAL gpnl=2.9 cost=102.1
14:14:12.286	btc_price_update	$78915.89 (diff=141.93)
14:14:14.304	btc_price_update	$78928.37 (diff=154.42)
14:14:16.318	btc_price_update	$78930.23 (diff=156.28)
14:14:16.319	tracker_snapshot
14:14:18.333	btc_price_update	$78941.8 (diff=167.85)
14:14:20.359	btc_price_update	$78949.15 (diff=175.2)
14:14:22.375	btc_price_update	$78963.83 (diff=189.88)
14:14:22.375	tracker_snapshot
14:14:24.393	btc_price_update	$78966.44 (diff=192.49)
14:14:26.407	btc_price_update	$78967.24 (diff=193.29)
14:14:28.429	btc_price_update	$78963.78 (diff=189.83)
14:14:28.429	tracker_snapshot
14:14:30.446	btc_price_update	$78962.79 (diff=188.83)
14:14:32.460	btc_price_update	$78969.77 (diff=195.81)
14:14:34.475	btc_price_update	$78969.44 (diff=195.48)
14:14:34.475	tracker_snapshot
14:14:36.490	btc_price_update	$78968.37 (diff=194.42)
14:14:38.503	btc_price_update	$78972.68 (diff=198.73)
14:14:40.528	btc_price_update	$78966.75 (diff=192.79)
14:14:40.528	tracker_snapshot
14:14:40.528	market_snapshot
14:14:40.528	position_snapshot	up=105.0 dn=330.0 gpnl=2.9
14:14:40.529	strategy_snapshot	state=DIRECTIONAL gpnl=2.9 cost=102.1
14:14:42.543	btc_price_update	$78954.75 (diff=180.79)
14:14:44.555	btc_price_update	$78944.26 (diff=170.31)
14:14:46.571	btc_price_update	$78944.74 (diff=170.79)
14:14:46.571	tracker_snapshot
14:14:48.586	btc_price_update	$78952.22 (diff=178.26)
14:14:50.603	btc_price_update	$78962.0 (diff=188.04)
14:14:52.619	btc_price_update	$78967.1 (diff=193.14)
14:14:52.619	tracker_snapshot
14:14:54.636	btc_price_update	$78969.29 (diff=195.34)
14:14:56.652	btc_price_update	$78968.99 (diff=195.04)
14:14:58.666	btc_price_update	$78966.14 (diff=192.19)
14:14:58.667	tracker_snapshot
14:15:03.835	market_snapshot
14:15:03.835	position_snapshot	up=105.0 dn=330.0 gpnl=2.9
14:15:03.835	strategy_snapshot	state=DIRECTIONAL gpnl=2.9 cost=102.1
14:15:03.835	window_end

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	4	$9	0	4	0	0
1	16	$37	8	5	0	3
2	15	$25	15	0	0	0
3	8	$8	8	0	0	0
11	33	$75	8	9	16	0
12	48	$53	0	46	2	0
13	5	$2	0	5	0	0

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	4	$9	0	4	0	0
1	16	$37	8	5	0	3
2	15	$25	15	0	0	0
3	8	$8	8	0	0	0
11	33	$75	8	9	16	0
12	48	$53	0	46	2	0
13	5	$2	0	5	0	0

Minute	Trades	Notional	UP buys	DN buys	UP sells	DN sells
0	4	$9	0	4	0	0
1	16	$37	8	5	0	3
2	15	$25	15	0	0	0
3	8	$8	8	0	0	0
11	33	$75	8	9	16	0
12	48	$53	0	46	2	0
13	5	$2	0	5	0	0