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20260504_141500_BTC_1_v8.6_dryrun_paperfill.jsonl

BTC 15m btc-updown-15m-1777904100

Winner: UP

Strategy

v8.6

Question

Bitcoin Up or Down - May 4, 10:15AM-10:30AM ET

Run Note

v86-david

Mode

paper-fill

Inferred P&L

$-108.85

Guaranteed P&L

$-108.85

Winner

BTC Move

278.43

Total Cost

108.85

Fills

Orders

1360

Fees Paid

$0.00

0 takers

Position evolution

taker buy taker sell

PSum & Guaranteed P&L

taker buy taker sell

Trade Log (75) Fills by Price (26) Per Minute (8) Event Log (872)

t	Side	Outcome	Price	Size	USDC	Fee	DN shares	UP avg	DN avg	PSum	Net cost
0s	BUY	Down	$0.470	5.00	$2.35	--	5	--	$0.470	--	$2.35
1s	BUY	Down	$0.460	6.03	$2.77	--	11	--	$0.465	--	$5.12
1s	BUY	Down	$0.460	3.97	$1.83	--	15	--	$0.463	--	$6.95
3s	BUY	Down	$0.450	5.00	$2.25	--	20	--	$0.460	--	$9.20
64s	BUY	Down	$0.460	5.00	$2.30	--	25	--	$0.460	--	$11.50
104s	BUY	Down	$0.440	5.77	$2.54	--	31	--	$0.456	--	$14.04
105s	BUY	Down	$0.440	4.23	$1.86	--	35	--	$0.454	--	$15.90
120s	BUY	Down	$0.440	6.09	$2.68	--	41	--	$0.452	--	$18.58
120s	BUY	Down	$0.440	3.91	$1.72	--	45	--	$0.451	--	$20.30
122s	BUY	Down	$0.380	5.01	$1.90	--	50	--	$0.444	--	$22.20
122s	BUY	Down	$0.380	4.99	$1.90	--	55	--	$0.438	--	$24.10
125s	BUY	Down	$0.330	5.81	$1.92	--	61	--	$0.428	--	$26.02
125s	BUY	Down	$0.330	4.19	$1.38	--	65	--	$0.421	--	$27.40
126s	BUY	Down	$0.290	6.92	$2.01	--	72	--	$0.409	--	$29.41
135s	BUY	Down	$0.380	5.66	$2.15	--	78	--	$0.407	--	$31.56
135s	BUY	Down	$0.380	4.34	$1.65	--	82	--	$0.405	--	$33.21
140s	BUY	Down	$0.290	3.08	$0.89	--	85	--	$0.401	--	$34.10
143s	BUY	Down	$0.300	5.00	$1.50	--	90	--	$0.396	--	$35.60
168s	BUY	Down	$0.390	5.00	$1.95	--	95	--	$0.395	--	$37.55
187s	BUY	Down	$0.380	5.09	$1.94	--	100	--	$0.395	--	$39.49
187s	BUY	Down	$0.380	4.91	$1.86	--	105	--	$0.394	--	$41.35
188s	BUY	Down	$0.360	6.81	$2.45	--	112	--	$0.392	--	$43.80
188s	BUY	Down	$0.360	3.19	$1.15	--	115	--	$0.391	--	$44.95
189s	BUY	Down	$0.330	6.19	$2.04	--	121	--	$0.388	--	$46.99
189s	BUY	Down	$0.330	3.81	$1.26	--	125	--	$0.386	--	$48.25
195s	BUY	Down	$0.340	5.92	$2.01	--	131	--	$0.384	--	$50.26
195s	BUY	Down	$0.340	4.08	$1.39	--	135	--	$0.383	--	$51.65
196s	BUY	Down	$0.330	6.33	$2.09	--	141	--	$0.380	--	$53.74
196s	BUY	Down	$0.330	3.67	$1.21	--	145	--	$0.379	--	$54.95
196s	BUY	Down	$0.320	5.00	$1.60	--	150	--	$0.377	--	$56.55
204s	BUY	Down	$0.380	5.00	$1.90	--	155	--	$0.377	--	$58.45
205s	BUY	Down	$0.330	5.38	$1.77	--	160	--	$0.376	--	$60.22
205s	BUY	Down	$0.330	4.62	$1.53	--	165	--	$0.374	--	$61.75
218s	BUY	Down	$0.330	5.00	$1.65	--	170	--	$0.373	--	$63.40
241s	BUY	Down	$0.370	5.00	$1.85	--	175	--	$0.373	--	$65.25
241s	BUY	Down	$0.360	5.00	$1.80	--	180	--	$0.372	--	$67.05
242s	BUY	Down	$0.310	5.00	$1.55	--	185	--	$0.371	--	$68.60
249s	BUY	Down	$0.290	5.27	$1.53	--	190	--	$0.369	--	$70.13
249s	BUY	Down	$0.290	4.73	$1.37	--	195	--	$0.367	--	$71.50
255s	BUY	Down	$0.290	5.59	$1.62	--	201	--	$0.364	--	$73.12
255s	BUY	Down	$0.290	4.41	$1.28	--	205	--	$0.363	--	$74.40
256s	BUY	Down	$0.260	6.16	$1.60	--	211	--	$0.360	--	$76.00
256s	BUY	Down	$0.260	3.84	$1.00	--	215	--	$0.358	--	$77.00
258s	BUY	Down	$0.250	5.92	$1.48	--	221	--	$0.355	--	$78.48
258s	BUY	Down	$0.250	4.08	$1.02	--	225	--	$0.353	--	$79.50
263s	BUY	Down	$0.240	6.86	$1.65	--	232	--	$0.350	--	$81.15
264s	BUY	Down	$0.240	3.14	$0.75	--	235	--	$0.348	--	$81.90
266s	BUY	Down	$0.220	5.00	$1.10	--	240	--	$0.346	--	$83.00
268s	BUY	Down	$0.210	5.92	$1.24	--	246	--	$0.343	--	$84.24
268s	BUY	Down	$0.210	4.08	$0.86	--	250	--	$0.340	--	$85.10
268s	BUY	Down	$0.200	5.62	$1.12	--	256	--	$0.337	--	$86.22
269s	BUY	Down	$0.200	4.38	$0.88	--	260	--	$0.335	--	$87.10
270s	BUY	Down	$0.190	5.00	$0.95	--	265	--	$0.332	--	$88.05
271s	BUY	Down	$0.180	6.49	$1.17	--	271	--	$0.329	--	$89.22
271s	BUY	Down	$0.180	3.51	$0.63	--	275	--	$0.327	--	$89.85
280s	BUY	Down	$0.240	6.84	$1.64	--	282	--	$0.325	--	$91.49
280s	BUY	Down	$0.240	3.16	$0.76	--	285	--	$0.324	--	$92.25
283s	BUY	Down	$0.230	6.28	$1.44	--	291	--	$0.322	--	$93.69
283s	BUY	Down	$0.230	3.72	$0.86	--	295	--	$0.321	--	$94.55
286s	BUY	Down	$0.230	5.65	$1.30	--	301	--	$0.319	--	$95.85
287s	BUY	Down	$0.230	4.35	$1.00	--	305	--	$0.318	--	$96.85
289s	BUY	Down	$0.210	5.00	$1.05	--	310	--	$0.316	--	$97.90
290s	BUY	Down	$0.200	5.00	$1.00	--	315	--	$0.314	--	$98.90
309s	BUY	Down	$0.230	5.55	$1.28	--	321	--	$0.312	--	$100.18
309s	BUY	Down	$0.230	4.45	$1.02	--	325	--	$0.311	--	$101.20
361s	BUY	Down	$0.260	5.00	$1.30	--	330	--	$0.311	--	$102.50
362s	BUY	Down	$0.240	5.00	$1.20	--	335	--	$0.310	--	$103.70
363s	BUY	Down	$0.230	5.89	$1.36	--	341	--	$0.308	--	$105.06
363s	BUY	Down	$0.230	4.11	$0.94	--	345	--	$0.307	--	$106.00
371s	BUY	Down	$0.160	5.00	$0.80	--	350	--	$0.305	--	$106.80
374s	BUY	Down	$0.130	5.00	$0.65	--	355	--	$0.303	--	$107.45
379s	BUY	Down	$0.070	6.35	$0.44	--	361	--	$0.299	--	$107.89
379s	BUY	Down	$0.070	3.65	$0.26	--	365	--	$0.296	--	$108.15
414s	BUY	Down	$0.070	5.00	$0.35	--	370	--	$0.293	--	$108.50
459s	BUY	Down	$0.070	5.00	$0.35	--	375	--	$0.290	--	$108.85

Side	Outcome	Price	Trades	Shares	Notional
BUY	Down	$0.470	1	5.00	$2.35
BUY	Down	$0.460	3	15.00	$6.90
BUY	Down	$0.450	1	5.00	$2.25
BUY	Down	$0.440	4	20.00	$8.80
BUY	Down	$0.390	1	5.00	$1.95
BUY	Down	$0.380	7	35.00	$13.30
BUY	Down	$0.370	1	5.00	$1.85
BUY	Down	$0.360	3	15.00	$5.40
BUY	Down	$0.340	2	10.00	$3.40
BUY	Down	$0.330	9	45.00	$14.85
BUY	Down	$0.320	1	5.00	$1.60
BUY	Down	$0.310	1	5.00	$1.55
BUY	Down	$0.300	1	5.00	$1.50
BUY	Down	$0.290	6	30.00	$8.70
BUY	Down	$0.260	3	15.00	$3.90
BUY	Down	$0.250	2	10.00	$2.50
BUY	Down	$0.240	5	25.00	$6.00
BUY	Down	$0.230	8	40.00	$9.20
BUY	Down	$0.220	1	5.00	$1.10
BUY	Down	$0.210	3	15.00	$3.15
BUY	Down	$0.200	3	15.00	$3.00
BUY	Down	$0.190	1	5.00	$0.95
BUY	Down	$0.180	2	10.00	$1.80
BUY	Down	$0.160	1	5.00	$0.80
BUY	Down	$0.130	1	5.00	$0.65
BUY	Down	$0.070	4	20.00	$1.40

Minute	Trades	Notional	DN buys
0	4	$9	4
1	3	$7	3
2	12	$22	12
3	15	$26	15
4	29	$36	29
5	2	$2	2
6	9	$7	9
7	1	$0	1

Time	Event	Details
14:10:00.012	window_start
14:15:06.589	btc_price_update	$78948.67 (diff=-11.2)
14:15:06.589	buy_state_change	INIT → ACCUMULATE
14:15:06.589	tracker_snapshot
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:06.679	cross_window_filter
14:15:08.605	btc_price_update	$78946.09 (diff=-13.78)
14:15:10.622	btc_price_update	$78946.3 (diff=-13.56)
14:15:12.636	btc_price_update	$78947.51 (diff=-12.36)
14:15:12.636	tracker_snapshot
14:15:14.654	btc_price_update	$78966.33 (diff=6.47)
14:15:16.669	btc_price_update	$78971.39 (diff=11.52)
14:15:18.684	btc_price_update	$78979.74 (diff=19.88)
14:15:18.685	tracker_snapshot
14:15:20.700	btc_price_update	$78980.3 (diff=20.43)
14:15:22.719	btc_price_update	$78978.3 (diff=18.44)
14:15:24.736	btc_price_update	$78972.58 (diff=12.72)
14:15:24.737	tracker_snapshot
14:15:26.751	btc_price_update	$78959.65 (diff=-0.21)
14:15:28.768	btc_price_update	$78980.77 (diff=20.9)
14:15:30.784	btc_price_update	$78986.04 (diff=26.17)
14:15:30.785	tracker_snapshot
14:15:32.803	btc_price_update	$78991.03 (diff=31.17)
14:15:34.819	btc_price_update	$78984.14 (diff=24.27)
14:15:36.836	btc_price_update	$78980.53 (diff=20.67)
14:15:36.836	tracker_snapshot
14:15:36.837	market_snapshot
14:15:36.837	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
14:15:36.837	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
14:15:38.849	btc_price_update	$78991.0 (diff=31.13)
14:15:40.864	btc_price_update	$78981.2 (diff=21.33)
14:15:42.877	btc_price_update	$78983.12 (diff=23.25)
14:15:42.877	cross_gate_opened
14:15:42.878	tracker_snapshot
14:15:44.894	btc_price_update	$78978.34 (diff=18.47)
14:15:46.907	btc_price_update	$78969.18 (diff=9.31)
14:15:48.924	btc_price_update	$78968.03 (diff=8.17)
14:15:48.924	tracker_snapshot
14:15:50.515	v8_6_liquidity_signal
14:15:50.940	btc_price_update	$78961.63 (diff=1.77)
14:15:52.958	btc_price_update	$78963.49 (diff=3.62)
14:15:54.181	fill	DOWN 5@0.47
14:15:54.182	paper_fill	DOWN 5@0.47
14:15:54.367	paper_fill	DOWN 5@0.47
14:15:54.971	btc_price_update	$78975.03 (diff=15.17)
14:15:54.972	tracker_snapshot
14:15:55.776	fill	DOWN 6.030098462268734@0.46
14:15:55.776	paper_fill	DOWN 6.03@0.46
14:15:55.796	fill	DOWN 3.969901537731266@0.46
14:15:55.796	paper_fill	DOWN 3.97@0.46
14:15:56.987	btc_price_update	$78987.85 (diff=27.98)
14:15:57.108	fill	DOWN 5@0.45
14:15:57.108	paper_fill	DOWN 5@0.45
14:15:58.122	paper_fill	DOWN 5@0.45
14:15:59.004	btc_price_update	$78989.45 (diff=29.59)
14:16:01.022	btc_price_update	$78990.1 (diff=30.23)
14:16:01.022	tracker_snapshot
14:16:03.045	btc_price_update	$78989.34 (diff=29.48)
14:16:05.062	btc_price_update	$78988.91 (diff=29.04)
14:16:07.081	btc_price_update	$78981.34 (diff=21.47)
14:16:07.082	tracker_snapshot
14:16:07.082	market_snapshot
14:16:07.082	position_snapshot	up=0.0 dn=20.0 gpnl=-9.2
14:16:07.082	strategy_snapshot	state=ACCUMULATE gpnl=-9.2 cost=9.2
14:16:09.099	btc_price_update	$78979.15 (diff=19.28)
14:16:11.117	btc_price_update	$78979.71 (diff=19.85)
14:16:13.132	btc_price_update	$78980.26 (diff=20.39)
14:16:13.132	tracker_snapshot
14:16:15.147	btc_price_update	$78979.06 (diff=19.2)
14:16:17.163	btc_price_update	$78978.95 (diff=19.09)
14:16:19.175	btc_price_update	$78978.07 (diff=18.2)
14:16:19.175	tracker_snapshot
14:16:21.190	btc_price_update	$78973.9 (diff=14.03)
14:16:23.207	btc_price_update	$78976.16 (diff=16.29)
14:16:25.223	btc_price_update	$78975.9 (diff=16.03)
14:16:25.223	tracker_snapshot
14:16:27.238	btc_price_update	$78977.52 (diff=17.65)
14:16:29.252	btc_price_update	$78968.98 (diff=9.12)
14:16:31.268	btc_price_update	$78973.16 (diff=13.3)
14:16:31.269	tracker_snapshot
14:16:33.283	btc_price_update	$78973.81 (diff=13.94)
14:16:35.300	btc_price_update	$78973.82 (diff=13.95)
14:16:37.316	btc_price_update	$78975.95 (diff=16.08)
14:16:37.317	tracker_snapshot
14:16:37.317	market_snapshot
14:16:37.317	position_snapshot	up=0.0 dn=20.0 gpnl=-9.2
14:16:37.317	strategy_snapshot	state=ACCUMULATE gpnl=-9.2 cost=9.2
14:16:39.333	btc_price_update	$78976.6 (diff=16.74)
14:16:41.352	btc_price_update	$78957.85 (diff=-2.02)
14:16:43.365	btc_price_update	$78955.54 (diff=-4.32)
14:16:43.365	tracker_snapshot
14:16:45.382	btc_price_update	$78955.16 (diff=-4.71)
14:16:47.396	btc_price_update	$78963.79 (diff=3.92)
14:16:49.409	btc_price_update	$78963.45 (diff=3.58)
14:16:49.409	tracker_snapshot
14:16:51.428	btc_price_update	$78960.69 (diff=0.82)
14:16:53.443	btc_price_update	$78960.54 (diff=0.67)
14:16:55.461	btc_price_update	$78967.48 (diff=7.62)
14:16:55.462	tracker_snapshot
14:16:57.478	btc_price_update	$78969.59 (diff=9.73)
14:16:58.620	fill	DOWN 5@0.46
14:16:58.620	paper_fill	DOWN 5@0.46
14:16:58.639	paper_fill	DOWN 5@0.46
14:16:59.491	btc_price_update	$78974.61 (diff=14.75)
14:17:01.507	btc_price_update	$78986.31 (diff=26.44)
14:17:01.508	tracker_snapshot
14:17:03.526	btc_price_update	$78985.66 (diff=25.8)
14:17:05.541	btc_price_update	$78985.83 (diff=25.97)
14:17:07.556	btc_price_update	$78975.2 (diff=15.34)
14:17:07.556	tracker_snapshot
14:17:07.556	market_snapshot
14:17:07.557	position_snapshot	up=0.0 dn=25.0 gpnl=-11.5
14:17:07.557	strategy_snapshot	state=ACCUMULATE gpnl=-11.5 cost=11.5
14:17:09.574	btc_price_update	$78974.07 (diff=14.2)
14:17:11.588	btc_price_update	$78969.13 (diff=9.26)
14:17:13.607	btc_price_update	$78964.37 (diff=4.51)
14:17:13.608	tracker_snapshot
14:17:15.622	btc_price_update	$78963.07 (diff=3.2)
14:17:17.639	btc_price_update	$78962.18 (diff=2.31)
14:17:19.655	btc_price_update	$78962.2 (diff=2.33)
14:17:19.656	tracker_snapshot
14:17:21.671	btc_price_update	$78961.6 (diff=1.73)
14:17:22.952	v8_6_liquidity_signal
14:17:23.691	btc_price_update	$78973.97 (diff=14.11)
14:17:25.707	btc_price_update	$78980.69 (diff=20.83)
14:17:25.708	tracker_snapshot
14:17:27.723	btc_price_update	$78982.81 (diff=22.94)
14:17:29.742	btc_price_update	$78986.64 (diff=26.77)
14:17:31.758	btc_price_update	$78995.05 (diff=35.19)
14:17:31.758	tracker_snapshot
14:17:33.776	btc_price_update	$78991.66 (diff=31.8)
14:17:35.790	btc_price_update	$78993.1 (diff=33.24)
14:17:37.804	btc_price_update	$78993.24 (diff=33.37)
14:17:37.805	tracker_snapshot
14:17:37.805	market_snapshot
14:17:37.805	position_snapshot	up=0.0 dn=25.0 gpnl=-11.5
14:17:37.805	strategy_snapshot	state=ACCUMULATE gpnl=-11.5 cost=11.5
14:17:38.662	fill	DOWN 5.767797051627726@0.44
14:17:38.662	paper_fill	DOWN 5.77@0.44
14:17:39.132	fill	DOWN 4.232202948372274@0.44
14:17:39.132	paper_fill	DOWN 4.23@0.44
14:17:39.819	btc_price_update	$78989.88 (diff=30.01)
14:17:41.831	btc_price_update	$78986.43 (diff=26.56)
14:17:43.846	btc_price_update	$78986.69 (diff=26.82)
14:17:43.847	tracker_snapshot
14:17:45.862	btc_price_update	$78985.75 (diff=25.89)
14:17:47.877	btc_price_update	$78985.88 (diff=26.02)
14:17:49.891	btc_price_update	$78989.11 (diff=29.24)
14:17:49.891	tracker_snapshot
14:17:51.904	btc_price_update	$78989.73 (diff=29.86)
14:17:53.920	btc_price_update	$78989.98 (diff=30.11)
14:17:54.005	fill	DOWN 6.094418184964681@0.44
14:17:54.005	paper_fill	DOWN 6.09@0.44
14:17:54.010	fill	DOWN 3.905581815035319@0.44
14:17:54.010	paper_fill	DOWN 3.91@0.44
14:17:54.253	v8_6_liquidity_signal
14:17:55.935	btc_price_update	$78989.65 (diff=29.79)
14:17:55.936	tracker_snapshot
14:17:56.681	fill	DOWN 5.00978363533788@0.38
14:17:56.681	paper_fill	DOWN 5.01@0.38
14:17:56.689	fill	DOWN 4.99021636466212@0.38
14:17:56.689	paper_fill	DOWN 4.99@0.38
14:17:57.948	btc_price_update	$79022.5 (diff=62.63)
14:17:57.949	buy_state_change	ACCUMULATE → DIRECTIONAL
14:17:59.806	fill	DOWN 5.811178094100673@0.33
14:17:59.806	paper_fill	DOWN 5.81@0.33
14:17:59.821	fill	DOWN 4.188821905899327@0.33
14:17:59.821	paper_fill	DOWN 4.19@0.33
14:17:59.963	btc_price_update	$79037.57 (diff=77.7)
14:18:00.046	fill	DOWN 6.919347291938111@0.29
14:18:00.046	paper_fill	DOWN 6.92@0.29
14:18:01.979	btc_price_update	$79040.31 (diff=80.44)
14:18:01.982	tracker_snapshot
14:18:04.002	btc_price_update	$79052.95 (diff=93.09)
14:18:06.015	btc_price_update	$79050.42 (diff=90.56)
14:18:08.032	btc_price_update	$79039.76 (diff=79.89)
14:18:08.032	tracker_snapshot
14:18:08.032	market_snapshot
14:18:08.032	position_snapshot	up=0.0 dn=71.9193 gpnl=-29.4066
14:18:08.032	strategy_snapshot	state=DIRECTIONAL gpnl=-29.41 cost=29.41
14:18:09.870	fill	DOWN 5.656121893819681@0.38
14:18:09.870	paper_fill	DOWN 5.66@0.38
14:18:09.989	fill	DOWN 4.343878106180319@0.38
14:18:09.990	paper_fill	DOWN 4.34@0.38
14:18:10.053	btc_price_update	$79026.96 (diff=67.09)
14:18:12.067	btc_price_update	$79020.8 (diff=60.93)
14:18:14.083	btc_price_update	$79022.47 (diff=62.6)
14:18:14.083	tracker_snapshot
14:18:14.919	fill	DOWN 3.080652708061889@0.29
14:18:14.920	paper_fill	DOWN 3.08@0.29
14:18:16.099	btc_price_update	$79035.26 (diff=75.39)
14:18:17.254	fill	DOWN 5@0.3
14:18:17.254	paper_fill	DOWN 5@0.3
14:18:17.260	paper_fill	DOWN 5@0.3
14:18:18.111	btc_price_update	$79061.13 (diff=101.27)
14:18:20.130	btc_price_update	$79072.41 (diff=112.54)
14:18:20.130	tracker_snapshot
14:18:22.142	btc_price_update	$79070.54 (diff=110.67)
14:18:24.162	btc_price_update	$79072.51 (diff=112.64)
14:18:26.176	btc_price_update	$79071.74 (diff=111.87)
14:18:26.176	tracker_snapshot
14:18:28.191	btc_price_update	$79070.6 (diff=110.73)
14:18:30.209	btc_price_update	$79046.84 (diff=86.98)
14:18:32.225	btc_price_update	$79031.1 (diff=71.23)
14:18:32.226	tracker_snapshot
14:18:34.240	btc_price_update	$79026.6 (diff=66.73)
14:18:36.258	btc_price_update	$79025.69 (diff=65.83)
14:18:38.272	btc_price_update	$79013.43 (diff=53.56)
14:18:38.273	tracker_snapshot
14:18:38.273	market_snapshot
14:18:38.273	position_snapshot	up=0.0 dn=90.0 gpnl=-35.6
14:18:38.273	strategy_snapshot	state=DIRECTIONAL gpnl=-35.6 cost=35.6
14:18:40.288	btc_price_update	$79009.56 (diff=49.7)
14:18:42.306	btc_price_update	$79002.36 (diff=42.5)
14:18:42.528	fill	DOWN 5@0.39
14:18:42.528	paper_fill	DOWN 5@0.39
14:18:42.542	paper_fill	DOWN 5@0.39
14:18:44.326	btc_price_update	$79008.08 (diff=48.22)
14:18:44.327	tracker_snapshot
14:18:46.341	btc_price_update	$79014.92 (diff=55.05)
14:18:48.357	btc_price_update	$79014.0 (diff=54.13)
14:18:50.376	btc_price_update	$79012.87 (diff=53.0)
14:18:50.377	tracker_snapshot
14:18:52.391	btc_price_update	$79012.03 (diff=52.17)
14:18:54.404	btc_price_update	$79013.78 (diff=53.91)
14:18:56.420	btc_price_update	$79013.69 (diff=53.82)
14:18:56.421	tracker_snapshot
14:18:58.437	btc_price_update	$79013.3 (diff=53.43)
14:19:00.452	btc_price_update	$79014.73 (diff=54.87)
14:19:01.833	fill	DOWN 5.094496536910253@0.38
14:19:01.833	paper_fill	DOWN 5.09@0.38
14:19:01.861	fill	DOWN 4.905503463089747@0.38
14:19:01.861	paper_fill	DOWN 4.91@0.38
14:19:02.065	v8_6_liquidity_signal
14:19:02.473	btc_price_update	$79019.04 (diff=59.18)
14:19:02.474	tracker_snapshot
14:19:02.929	fill	DOWN 6.809963763137481@0.36
14:19:02.929	paper_fill	DOWN 6.81@0.36
14:19:02.980	fill	DOWN 3.190036236862519@0.36
14:19:02.980	paper_fill	DOWN 3.19@0.36
14:19:03.922	fill	DOWN 6.187380393851047@0.33
14:19:03.922	paper_fill	DOWN 6.19@0.33
14:19:03.940	fill	DOWN 3.812619606148953@0.33
14:19:03.940	paper_fill	DOWN 3.81@0.33
14:19:04.491	btc_price_update	$79033.0 (diff=73.14)
14:19:06.504	btc_price_update	$79042.67 (diff=82.81)
14:19:08.521	btc_price_update	$79034.96 (diff=75.1)
14:19:08.522	tracker_snapshot
14:19:08.522	market_snapshot
14:19:08.522	position_snapshot	up=0.0 dn=125.0 gpnl=-48.25
14:19:08.522	strategy_snapshot	state=DIRECTIONAL gpnl=-48.25 cost=48.25
14:19:09.752	fill	DOWN 5.919999279562278@0.34
14:19:09.752	paper_fill	DOWN 5.92@0.34
14:19:09.776	fill	DOWN 4.080000720437722@0.34
14:19:09.776	paper_fill	DOWN 4.08@0.34
14:19:10.536	btc_price_update	$79042.45 (diff=82.59)
14:19:10.603	fill	DOWN 6.327999734638734@0.33
14:19:10.604	paper_fill	DOWN 6.33@0.33
14:19:10.981	fill	DOWN 3.672000265361266@0.33
14:19:10.981	paper_fill	DOWN 3.67@0.33
14:19:10.981	fill	DOWN 5@0.32
14:19:10.982	paper_fill	DOWN 5@0.32
14:19:11.408	paper_fill	DOWN 5@0.32
14:19:12.555	btc_price_update	$79043.21 (diff=83.34)
14:19:14.566	btc_price_update	$79038.91 (diff=79.04)
14:19:14.567	tracker_snapshot
14:19:16.581	btc_price_update	$79038.02 (diff=78.15)
14:19:18.595	btc_price_update	$79035.75 (diff=75.88)
14:19:18.915	fill	DOWN 5@0.38
14:19:18.915	paper_fill	DOWN 5@0.38
14:19:19.128	paper_fill	DOWN 5@0.38
14:19:19.418	fill	DOWN 5.376555557762196@0.33
14:19:19.419	paper_fill	DOWN 5.38@0.33
14:19:19.442	fill	DOWN 4.623444442237804@0.33
14:19:19.442	paper_fill	DOWN 4.62@0.33
14:19:20.612	btc_price_update	$79018.87 (diff=59.0)
14:19:20.613	tracker_snapshot
14:19:22.629	btc_price_update	$79045.12 (diff=85.25)
14:19:24.641	btc_price_update	$79040.47 (diff=80.6)
14:19:26.660	btc_price_update	$79039.42 (diff=79.55)
14:19:26.660	tracker_snapshot
14:19:28.676	btc_price_update	$79032.46 (diff=72.59)
14:19:30.693	btc_price_update	$79033.93 (diff=74.07)
14:19:32.705	btc_price_update	$79033.63 (diff=73.77)
14:19:32.706	tracker_snapshot
14:19:32.734	fill	DOWN 5@0.33
14:19:32.734	paper_fill	DOWN 5@0.33
14:19:32.750	paper_fill	DOWN 5@0.33
14:19:34.720	btc_price_update	$79038.78 (diff=78.91)
14:19:36.734	btc_price_update	$79042.86 (diff=83.0)
14:19:38.749	btc_price_update	$79044.94 (diff=85.08)
14:19:38.750	tracker_snapshot
14:19:38.750	market_snapshot
14:19:38.751	position_snapshot	up=0.0 dn=170.0 gpnl=-63.4
14:19:38.751	strategy_snapshot	state=DIRECTIONAL gpnl=-63.4 cost=63.4
14:19:40.765	btc_price_update	$79043.69 (diff=83.82)
14:19:42.784	btc_price_update	$79041.39 (diff=81.52)
14:19:44.798	btc_price_update	$79039.13 (diff=79.26)
14:19:44.799	tracker_snapshot
14:19:46.815	btc_price_update	$79034.13 (diff=74.27)
14:19:48.829	btc_price_update	$79031.21 (diff=71.34)
14:19:50.846	btc_price_update	$79029.96 (diff=70.09)
14:19:50.847	tracker_snapshot
14:19:52.862	btc_price_update	$79029.02 (diff=69.16)
14:19:54.880	btc_price_update	$79023.19 (diff=63.33)
14:19:55.058	fill	DOWN 5@0.37
14:19:55.058	paper_fill	DOWN 5@0.37
14:19:55.591	fill	DOWN 5@0.36
14:19:55.591	paper_fill	DOWN 5@0.36
14:19:56.186	v8_6_liquidity_signal
14:19:56.893	btc_price_update	$79019.99 (diff=60.12)
14:19:56.894	tracker_snapshot
14:19:56.964	fill	DOWN 5@0.31
14:19:56.964	paper_fill	DOWN 5@0.31
14:19:56.978	paper_fill	DOWN 5@0.31
14:19:58.909	btc_price_update	$79039.84 (diff=79.98)
14:20:00.925	btc_price_update	$79037.36 (diff=77.5)
14:20:02.941	btc_price_update	$79041.42 (diff=81.55)
14:20:02.943	tracker_snapshot
14:20:03.637	fill	DOWN 5.266479900399053@0.29
14:20:03.637	paper_fill	DOWN 5.27@0.29
14:20:03.991	fill	DOWN 4.733520099600947@0.29
14:20:03.991	paper_fill	DOWN 4.73@0.29
14:20:04.958	btc_price_update	$79046.95 (diff=87.09)
14:20:06.974	btc_price_update	$79053.93 (diff=94.06)
14:20:08.989	btc_price_update	$79054.41 (diff=94.54)
14:20:08.990	tracker_snapshot
14:20:08.990	market_snapshot
14:20:08.991	position_snapshot	up=0.0 dn=195.0 gpnl=-71.5
14:20:08.991	strategy_snapshot	state=DIRECTIONAL gpnl=-71.5 cost=71.5
14:20:09.391	fill	DOWN 5.587343035297411@0.29
14:20:09.392	paper_fill	DOWN 5.59@0.29
14:20:09.461	fill	DOWN 4.412656964702589@0.29
14:20:09.461	paper_fill	DOWN 4.41@0.29
14:20:10.364	fill	DOWN 6.162165458080584@0.26
14:20:10.364	paper_fill	DOWN 6.16@0.26
14:20:10.491	fill	DOWN 3.837834541919416@0.26
14:20:10.492	paper_fill	DOWN 3.84@0.26
14:20:11.007	btc_price_update	$79048.62 (diff=88.75)
14:20:12.588	fill	DOWN 5.922885395739423@0.25
14:20:12.588	paper_fill	DOWN 5.92@0.25
14:20:12.821	fill	DOWN 4.077114604260577@0.25
14:20:12.822	paper_fill	DOWN 4.08@0.25
14:20:13.024	btc_price_update	$79063.76 (diff=103.89)
14:20:15.038	btc_price_update	$79069.47 (diff=109.6)
14:20:15.039	tracker_snapshot
14:20:17.053	btc_price_update	$79077.19 (diff=117.32)
14:20:17.596	fill	DOWN 6.861447782563239@0.24
14:20:17.596	paper_fill	DOWN 6.86@0.24
14:20:18.228	fill	DOWN 3.138552217436761@0.24
14:20:18.228	paper_fill	DOWN 3.14@0.24
14:20:19.069	btc_price_update	$79078.83 (diff=118.97)
14:20:20.433	fill	DOWN 5@0.22
14:20:20.433	paper_fill	DOWN 5@0.22
14:20:20.449	paper_fill	DOWN 5@0.22
14:20:21.086	btc_price_update	$79085.71 (diff=125.85)
14:20:21.087	tracker_snapshot
14:20:22.544	fill	DOWN 5.916848484598015@0.21
14:20:22.544	paper_fill	DOWN 5.92@0.21
14:20:22.580	fill	DOWN 4.083151515401985@0.21
14:20:22.580	paper_fill	DOWN 4.08@0.21
14:20:22.848	fill	DOWN 5.618137090358877@0.2
14:20:22.848	paper_fill	DOWN 5.62@0.2
14:20:23.103	btc_price_update	$79091.09 (diff=131.22)
14:20:23.221	fill	DOWN 4.381862909641123@0.2
14:20:23.221	paper_fill	DOWN 4.38@0.2
14:20:24.112	fill	DOWN 5@0.19
14:20:24.112	paper_fill	DOWN 5@0.19
14:20:25.119	btc_price_update	$79093.14 (diff=133.27)
14:20:25.448	paper_fill	DOWN 5@0.19
14:20:25.483	fill	DOWN 6.494996588083538@0.18
14:20:25.483	paper_fill	DOWN 6.49@0.18
14:20:25.779	fill	DOWN 3.505003411916462@0.18
14:20:25.779	paper_fill	DOWN 3.51@0.18
14:20:27.136	btc_price_update	$79110.04 (diff=150.17)
14:20:27.137	tracker_snapshot
14:20:29.151	btc_price_update	$79114.15 (diff=154.28)
14:20:31.165	btc_price_update	$79107.89 (diff=148.03)
14:20:33.183	btc_price_update	$79089.36 (diff=129.5)
14:20:33.183	tracker_snapshot
14:20:34.600	fill	DOWN 6.840848335893982@0.24
14:20:34.600	paper_fill	DOWN 6.84@0.24
14:20:34.670	fill	DOWN 3.1591516641060178@0.24
14:20:34.670	paper_fill	DOWN 3.16@0.24
14:20:35.200	btc_price_update	$79077.02 (diff=117.15)
14:20:37.052	fill	DOWN 6.281806495771694@0.23
14:20:37.052	paper_fill	DOWN 6.28@0.23
14:20:37.078	fill	DOWN 3.7181935042283056@0.23
14:20:37.078	paper_fill	DOWN 3.72@0.23
14:20:37.215	btc_price_update	$79078.93 (diff=119.06)
14:20:39.234	btc_price_update	$79084.19 (diff=124.32)
14:20:39.235	tracker_snapshot
14:20:39.235	market_snapshot
14:20:39.235	position_snapshot	up=0.0 dn=295.0 gpnl=-94.55
14:20:39.235	strategy_snapshot	state=DIRECTIONAL gpnl=-94.55 cost=94.55
14:20:40.783	fill	DOWN 5.649410780484832@0.23
14:20:40.783	paper_fill	DOWN 5.65@0.23
14:20:41.248	btc_price_update	$79079.19 (diff=119.33)
14:20:41.299	fill	DOWN 4.350589219515168@0.23
14:20:41.299	paper_fill	DOWN 4.35@0.23
14:20:43.262	btc_price_update	$79082.58 (diff=122.72)
14:20:43.757	fill	DOWN 5@0.21
14:20:43.757	paper_fill	DOWN 5@0.21
14:20:43.935	paper_fill	DOWN 5@0.21
14:20:44.623	fill	DOWN 5@0.2
14:20:44.624	paper_fill	DOWN 5@0.2
14:20:44.634	paper_fill	DOWN 5@0.2
14:20:45.277	btc_price_update	$79087.22 (diff=127.36)
14:20:45.278	tracker_snapshot
14:20:47.292	btc_price_update	$79096.18 (diff=136.31)
14:20:49.313	btc_price_update	$79097.77 (diff=137.9)
14:20:51.327	btc_price_update	$79094.73 (diff=134.86)
14:20:51.327	tracker_snapshot
14:20:53.341	btc_price_update	$79090.63 (diff=130.77)
14:20:55.356	btc_price_update	$79093.01 (diff=133.15)
14:20:57.372	btc_price_update	$79089.59 (diff=129.72)
14:20:57.373	tracker_snapshot
14:20:59.389	btc_price_update	$79082.7 (diff=122.83)
14:21:01.408	btc_price_update	$79079.74 (diff=119.87)
14:21:03.422	btc_price_update	$79076.11 (diff=116.24)
14:21:03.423	tracker_snapshot
14:21:03.929	fill	DOWN 5.552727523106772@0.23
14:21:03.929	paper_fill	DOWN 5.55@0.23
14:21:03.968	fill	DOWN 4.447272476893228@0.23
14:21:03.968	paper_fill	DOWN 4.45@0.23
14:21:05.440	btc_price_update	$79080.59 (diff=120.72)
14:21:07.455	btc_price_update	$79079.18 (diff=119.32)
14:21:09.468	btc_price_update	$79078.43 (diff=118.56)
14:21:09.469	tracker_snapshot
14:21:09.469	market_snapshot
14:21:09.469	position_snapshot	up=0.0 dn=325.0 gpnl=-101.2
14:21:09.469	strategy_snapshot	state=DIRECTIONAL gpnl=-101.2 cost=101.2
14:21:11.483	btc_price_update	$79068.15 (diff=108.29)
14:21:13.497	btc_price_update	$79059.54 (diff=99.67)
14:21:15.512	btc_price_update	$79058.93 (diff=99.06)
14:21:15.512	tracker_snapshot
14:21:17.529	btc_price_update	$79060.85 (diff=100.98)
14:21:19.543	btc_price_update	$79059.02 (diff=99.15)
14:21:21.558	btc_price_update	$79056.63 (diff=96.77)
14:21:21.559	tracker_snapshot
14:21:23.574	btc_price_update	$79055.33 (diff=95.46)
14:21:25.590	btc_price_update	$79053.3 (diff=93.43)
14:21:27.608	btc_price_update	$79058.71 (diff=98.84)
14:21:27.609	tracker_snapshot
14:21:29.624	btc_price_update	$79060.61 (diff=100.75)
14:21:31.639	btc_price_update	$79050.72 (diff=90.85)
14:21:33.652	btc_price_update	$79046.06 (diff=86.2)
14:21:33.653	tracker_snapshot
14:21:35.668	btc_price_update	$79048.37 (diff=88.51)
14:21:37.684	btc_price_update	$79047.37 (diff=87.51)
14:21:39.700	btc_price_update	$79046.57 (diff=86.7)
14:21:39.701	tracker_snapshot
14:21:39.701	market_snapshot
14:21:39.701	position_snapshot	up=0.0 dn=325.0 gpnl=-101.2
14:21:39.701	strategy_snapshot	state=DIRECTIONAL gpnl=-101.2 cost=101.2
14:21:41.712	btc_price_update	$79045.62 (diff=85.75)
14:21:43.727	btc_price_update	$79047.51 (diff=87.65)
14:21:45.744	btc_price_update	$79047.14 (diff=87.28)
14:21:45.745	tracker_snapshot
14:21:47.759	btc_price_update	$79047.16 (diff=87.29)
14:21:49.774	btc_price_update	$79045.06 (diff=85.19)
14:21:51.791	btc_price_update	$79041.28 (diff=81.41)
14:21:51.791	tracker_snapshot
14:21:53.810	btc_price_update	$79046.16 (diff=86.29)
14:21:55.607	fill	DOWN 5@0.26
14:21:55.607	paper_fill	DOWN 5@0.26
14:21:55.825	btc_price_update	$79045.77 (diff=85.9)
14:21:56.751	fill	DOWN 5@0.24
14:21:56.751	paper_fill	DOWN 5@0.24
14:21:56.769	v8_6_liquidity_signal
14:21:57.066	fill	DOWN 5.893308871810296@0.23
14:21:57.066	paper_fill	DOWN 5.89@0.23
14:21:57.281	fill	DOWN 4.106691128189704@0.23
14:21:57.282	paper_fill	DOWN 4.11@0.23
14:21:57.838	btc_price_update	$79050.62 (diff=90.75)
14:21:57.839	tracker_snapshot
14:21:59.857	btc_price_update	$79068.09 (diff=108.23)
14:22:01.882	btc_price_update	$79067.09 (diff=107.22)
14:22:03.902	btc_price_update	$79076.97 (diff=117.11)
14:22:03.903	tracker_snapshot
14:22:05.576	fill	DOWN 5@0.16
14:22:05.576	paper_fill	DOWN 5@0.16
14:22:05.649	paper_fill	DOWN 5@0.16
14:22:05.920	btc_price_update	$79084.25 (diff=124.39)
14:22:07.936	btc_price_update	$79106.59 (diff=146.73)
14:22:08.945	fill	DOWN 5@0.13
14:22:08.945	paper_fill	DOWN 5@0.13
14:22:09.549	paper_fill	DOWN 5@0.13
14:22:09.952	btc_price_update	$79119.97 (diff=160.11)
14:22:09.953	tracker_snapshot
14:22:09.953	market_snapshot
14:22:09.953	position_snapshot	up=0.0 dn=355.0 gpnl=-107.45
14:22:09.953	strategy_snapshot	state=DIRECTIONAL gpnl=-107.45 cost=107.45
14:22:11.967	btc_price_update	$79121.96 (diff=162.1)
14:22:13.112	fill	DOWN 6.353858272872259@0.07
14:22:13.112	paper_fill	DOWN 6.35@0.07
14:22:13.117	fill	DOWN 3.646141727127741@0.07
14:22:13.117	paper_fill	DOWN 3.65@0.07
14:22:13.985	btc_price_update	$79152.93 (diff=193.06)
14:22:16.001	btc_price_update	$79166.91 (diff=207.04)
14:22:16.002	tracker_snapshot
14:22:18.015	btc_price_update	$79167.81 (diff=207.94)
14:22:20.029	btc_price_update	$79168.71 (diff=208.85)
14:22:22.044	btc_price_update	$79146.7 (diff=186.84)
14:22:22.044	tracker_snapshot
14:22:24.062	btc_price_update	$79151.23 (diff=191.37)
14:22:26.081	btc_price_update	$79154.62 (diff=194.75)
14:22:28.094	btc_price_update	$79177.98 (diff=218.12)
14:22:28.095	tracker_snapshot
14:22:30.113	btc_price_update	$79179.34 (diff=219.48)
14:22:32.125	btc_price_update	$79174.28 (diff=214.42)
14:22:34.143	btc_price_update	$79154.41 (diff=194.55)
14:22:34.144	tracker_snapshot
14:22:36.158	btc_price_update	$79146.44 (diff=186.58)
14:22:38.178	btc_price_update	$79155.54 (diff=195.67)
14:22:40.194	btc_price_update	$79171.02 (diff=211.15)
14:22:40.195	tracker_snapshot
14:22:40.195	market_snapshot
14:22:40.195	position_snapshot	up=0.0 dn=365.0 gpnl=-108.15
14:22:40.195	strategy_snapshot	state=DIRECTIONAL gpnl=-108.15 cost=108.15
14:22:42.214	btc_price_update	$79172.48 (diff=212.62)
14:22:44.227	btc_price_update	$79183.64 (diff=223.78)
14:22:46.243	btc_price_update	$79179.26 (diff=219.4)
14:22:46.244	tracker_snapshot
14:22:48.259	btc_price_update	$79187.63 (diff=227.76)
14:22:48.853	fill	DOWN 5@0.07
14:22:48.853	paper_fill	DOWN 5@0.07
14:22:50.274	btc_price_update	$79189.82 (diff=229.96)
14:22:52.289	btc_price_update	$79192.07 (diff=232.2)
14:22:52.290	tracker_snapshot
14:22:54.306	btc_price_update	$79187.75 (diff=227.89)
14:22:56.324	btc_price_update	$79191.42 (diff=231.56)
14:22:58.342	btc_price_update	$79194.58 (diff=234.71)
14:22:58.342	tracker_snapshot
14:23:00.356	btc_price_update	$79181.31 (diff=221.44)
14:23:02.379	btc_price_update	$79172.49 (diff=212.62)
14:23:04.400	btc_price_update	$79167.4 (diff=207.54)
14:23:04.401	tracker_snapshot
14:23:06.420	btc_price_update	$79172.39 (diff=212.53)
14:23:08.437	btc_price_update	$79164.9 (diff=205.03)
14:23:10.453	btc_price_update	$79154.36 (diff=194.49)
14:23:10.454	tracker_snapshot
14:23:10.454	market_snapshot
14:23:10.454	position_snapshot	up=0.0 dn=370.0 gpnl=-108.5
14:23:10.454	strategy_snapshot	state=DIRECTIONAL gpnl=-108.5 cost=108.5
14:23:12.473	btc_price_update	$79154.12 (diff=194.26)
14:23:14.486	btc_price_update	$79154.02 (diff=194.16)
14:23:16.498	btc_price_update	$79164.99 (diff=205.12)
14:23:16.499	tracker_snapshot
14:23:18.514	btc_price_update	$79165.04 (diff=205.17)
14:23:20.528	btc_price_update	$79162.33 (diff=202.47)
14:23:22.540	btc_price_update	$79158.82 (diff=198.95)
14:23:22.541	tracker_snapshot
14:23:24.556	btc_price_update	$79162.92 (diff=203.06)
14:23:26.575	btc_price_update	$79166.14 (diff=206.27)
14:23:28.592	btc_price_update	$79167.85 (diff=207.99)
14:23:28.593	tracker_snapshot
14:23:30.612	btc_price_update	$79173.24 (diff=213.37)
14:23:32.627	btc_price_update	$79179.27 (diff=219.4)
14:23:33.780	fill	DOWN 5@0.07
14:23:33.780	paper_fill	DOWN 5@0.07
14:23:34.644	btc_price_update	$79192.11 (diff=232.25)
14:23:34.645	tracker_snapshot
14:23:36.662	btc_price_update	$79193.1 (diff=233.23)
14:23:38.679	btc_price_update	$79194.36 (diff=234.49)
14:23:40.695	btc_price_update	$79194.93 (diff=235.06)
14:23:40.696	tracker_snapshot
14:23:40.696	market_snapshot
14:23:40.696	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:23:40.696	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:23:42.707	btc_price_update	$79204.02 (diff=244.15)
14:23:44.723	btc_price_update	$79213.79 (diff=253.92)
14:23:46.736	btc_price_update	$79213.47 (diff=253.61)
14:23:46.737	tracker_snapshot
14:23:48.751	btc_price_update	$79215.92 (diff=256.05)
14:23:50.765	btc_price_update	$79214.2 (diff=254.33)
14:23:52.780	btc_price_update	$79207.5 (diff=247.63)
14:23:52.781	tracker_snapshot
14:23:54.798	btc_price_update	$79208.37 (diff=248.5)
14:23:56.812	btc_price_update	$79200.23 (diff=240.36)
14:23:58.828	btc_price_update	$79195.0 (diff=235.14)
14:23:58.829	tracker_snapshot
14:24:00.849	btc_price_update	$79195.41 (diff=235.55)
14:24:02.880	btc_price_update	$79195.15 (diff=235.28)
14:24:04.897	btc_price_update	$79202.51 (diff=242.64)
14:24:04.898	tracker_snapshot
14:24:06.912	btc_price_update	$79205.93 (diff=246.06)
14:24:08.926	btc_price_update	$79237.3 (diff=277.44)
14:24:10.944	btc_price_update	$79239.34 (diff=279.48)
14:24:10.945	tracker_snapshot
14:24:10.945	market_snapshot
14:24:10.945	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:24:10.945	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:24:12.959	btc_price_update	$79239.45 (diff=279.59)
14:24:14.972	btc_price_update	$79240.41 (diff=280.54)
14:24:16.990	btc_price_update	$79240.23 (diff=280.37)
14:24:16.991	tracker_snapshot
14:24:19.002	btc_price_update	$79248.54 (diff=288.67)
14:24:21.018	btc_price_update	$79253.29 (diff=293.43)
14:24:23.037	btc_price_update	$79267.07 (diff=307.21)
14:24:23.037	tracker_snapshot
14:24:25.054	btc_price_update	$79272.5 (diff=312.64)
14:24:25.407	v8_6_liquidity_signal
14:24:27.068	btc_price_update	$79262.85 (diff=302.98)
14:24:29.084	btc_price_update	$79259.0 (diff=299.14)
14:24:29.085	tracker_snapshot
14:24:31.098	btc_price_update	$79250.66 (diff=290.79)
14:24:33.115	btc_price_update	$79243.65 (diff=283.79)
14:24:35.130	btc_price_update	$79237.02 (diff=277.16)
14:24:35.131	tracker_snapshot
14:24:37.145	btc_price_update	$79218.93 (diff=259.06)
14:24:39.160	btc_price_update	$79226.03 (diff=266.16)
14:24:41.179	btc_price_update	$79239.02 (diff=279.16)
14:24:41.179	tracker_snapshot
14:24:41.180	market_snapshot
14:24:41.180	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:24:41.180	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:24:43.193	btc_price_update	$79248.97 (diff=289.11)
14:24:45.207	btc_price_update	$79258.38 (diff=298.51)
14:24:47.221	btc_price_update	$79257.17 (diff=297.31)
14:24:47.221	tracker_snapshot
14:24:49.236	btc_price_update	$79256.29 (diff=296.42)
14:24:51.254	btc_price_update	$79258.93 (diff=299.07)
14:24:53.270	btc_price_update	$79259.7 (diff=299.84)
14:24:53.271	tracker_snapshot
14:24:55.287	btc_price_update	$79268.65 (diff=308.78)
14:24:57.301	btc_price_update	$79271.99 (diff=312.13)
14:24:59.316	btc_price_update	$79271.9 (diff=312.03)
14:24:59.317	tracker_snapshot
14:25:01.338	btc_price_update	$79266.46 (diff=306.6)
14:25:03.358	btc_price_update	$79264.81 (diff=304.95)
14:25:05.375	btc_price_update	$79269.86 (diff=310.0)
14:25:05.375	tracker_snapshot
14:25:07.390	btc_price_update	$79257.48 (diff=297.61)
14:25:09.411	btc_price_update	$79247.1 (diff=287.24)
14:25:11.428	btc_price_update	$79239.46 (diff=279.59)
14:25:11.428	tracker_snapshot
14:25:11.429	market_snapshot
14:25:11.429	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:25:11.429	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:25:13.447	btc_price_update	$79235.18 (diff=275.31)
14:25:15.464	btc_price_update	$79252.09 (diff=292.23)
14:25:17.482	btc_price_update	$79250.7 (diff=290.83)
14:25:17.482	tracker_snapshot
14:25:19.501	btc_price_update	$79232.46 (diff=272.59)
14:25:21.518	btc_price_update	$79234.91 (diff=275.05)
14:25:23.534	btc_price_update	$79235.24 (diff=275.37)
14:25:23.535	tracker_snapshot
14:25:25.549	btc_price_update	$79234.18 (diff=274.32)
14:25:27.565	btc_price_update	$79232.83 (diff=272.96)
14:25:29.579	btc_price_update	$79232.66 (diff=272.79)
14:25:29.579	tracker_snapshot
14:25:31.596	btc_price_update	$79232.5 (diff=272.64)
14:25:33.610	btc_price_update	$79233.97 (diff=274.11)
14:25:35.626	btc_price_update	$79235.42 (diff=275.55)
14:25:35.627	tracker_snapshot
14:25:37.640	btc_price_update	$79260.95 (diff=301.09)
14:25:39.660	btc_price_update	$79267.3 (diff=307.43)
14:25:41.675	btc_price_update	$79270.04 (diff=310.17)
14:25:41.676	tracker_snapshot
14:25:41.676	market_snapshot
14:25:41.676	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:25:41.676	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:25:43.695	btc_price_update	$79268.18 (diff=308.31)
14:25:45.711	btc_price_update	$79269.17 (diff=309.3)
14:25:47.729	btc_price_update	$79274.03 (diff=314.16)
14:25:47.729	tracker_snapshot
14:25:49.742	btc_price_update	$79273.98 (diff=314.12)
14:25:51.756	btc_price_update	$79274.36 (diff=314.5)
14:25:53.772	btc_price_update	$79271.58 (diff=311.71)
14:25:53.772	tracker_snapshot
14:25:55.791	btc_price_update	$79271.12 (diff=311.25)
14:25:57.807	btc_price_update	$79287.28 (diff=327.42)
14:25:59.826	btc_price_update	$79286.75 (diff=326.89)
14:25:59.826	tracker_snapshot
14:26:01.843	btc_price_update	$79285.19 (diff=325.32)
14:26:03.861	btc_price_update	$79285.13 (diff=325.27)
14:26:05.877	btc_price_update	$79285.19 (diff=325.33)
14:26:05.877	tracker_snapshot
14:26:07.889	btc_price_update	$79285.39 (diff=325.53)
14:26:09.903	btc_price_update	$79287.07 (diff=327.21)
14:26:11.921	btc_price_update	$79307.38 (diff=347.52)
14:26:11.921	tracker_snapshot
14:26:11.921	market_snapshot
14:26:11.921	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:26:11.921	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:26:13.935	btc_price_update	$79301.02 (diff=341.15)
14:26:15.950	btc_price_update	$79308.65 (diff=348.78)
14:26:17.964	btc_price_update	$79305.69 (diff=345.83)
14:26:17.965	tracker_snapshot
14:26:19.987	btc_price_update	$79303.72 (diff=343.86)
14:26:22.008	btc_price_update	$79303.4 (diff=343.53)
14:26:24.022	btc_price_update	$79303.2 (diff=343.34)
14:26:24.023	tracker_snapshot
14:26:26.041	btc_price_update	$79294.02 (diff=334.15)
14:26:28.057	btc_price_update	$79293.08 (diff=333.22)
14:26:30.077	btc_price_update	$79301.8 (diff=341.94)
14:26:30.077	tracker_snapshot
14:26:31.925	v8_6_liquidity_signal
14:26:32.096	btc_price_update	$79308.45 (diff=348.59)
14:26:34.109	btc_price_update	$79312.67 (diff=352.8)
14:26:36.125	btc_price_update	$79315.61 (diff=355.74)
14:26:36.125	tracker_snapshot
14:26:38.145	btc_price_update	$79322.45 (diff=362.59)
14:26:40.162	btc_price_update	$79351.46 (diff=391.6)
14:26:42.176	btc_price_update	$79373.79 (diff=413.93)
14:26:42.176	tracker_snapshot
14:26:42.176	market_snapshot
14:26:42.177	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:26:42.177	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:26:44.190	btc_price_update	$79384.35 (diff=424.49)
14:26:46.202	btc_price_update	$79383.71 (diff=423.85)
14:26:48.221	btc_price_update	$79381.33 (diff=421.47)
14:26:48.222	tracker_snapshot
14:26:50.237	btc_price_update	$79368.99 (diff=409.13)
14:26:52.253	btc_price_update	$79369.28 (diff=409.41)
14:26:54.272	btc_price_update	$79356.06 (diff=396.19)
14:26:54.272	tracker_snapshot
14:26:56.292	btc_price_update	$79346.91 (diff=387.04)
14:26:58.306	btc_price_update	$79346.23 (diff=386.36)
14:27:00.328	btc_price_update	$79348.99 (diff=389.13)
14:27:00.328	tracker_snapshot
14:27:02.345	btc_price_update	$79363.84 (diff=403.98)
14:27:04.359	btc_price_update	$79363.53 (diff=403.67)
14:27:06.372	btc_price_update	$79346.59 (diff=386.73)
14:27:06.373	tracker_snapshot
14:27:08.388	btc_price_update	$79345.99 (diff=386.12)
14:27:10.405	btc_price_update	$79347.94 (diff=388.08)
14:27:12.419	btc_price_update	$79342.96 (diff=383.09)
14:27:12.420	tracker_snapshot
14:27:12.420	market_snapshot
14:27:12.420	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:27:12.420	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:27:14.437	btc_price_update	$79336.8 (diff=376.93)
14:27:16.456	btc_price_update	$79340.42 (diff=380.56)
14:27:18.474	btc_price_update	$79342.19 (diff=382.32)
14:27:18.475	tracker_snapshot
14:27:20.489	btc_price_update	$79348.38 (diff=388.51)
14:27:22.504	btc_price_update	$79360.26 (diff=400.39)
14:27:24.519	btc_price_update	$79355.32 (diff=395.45)
14:27:24.520	tracker_snapshot
14:27:26.536	btc_price_update	$79352.1 (diff=392.24)
14:27:28.553	btc_price_update	$79351.89 (diff=392.03)
14:27:30.566	btc_price_update	$79356.95 (diff=397.08)
14:27:30.567	tracker_snapshot
14:27:32.582	btc_price_update	$79352.59 (diff=392.73)
14:27:34.600	btc_price_update	$79362.71 (diff=402.85)
14:27:36.616	btc_price_update	$79368.53 (diff=408.66)
14:27:36.616	tracker_snapshot
14:27:38.632	btc_price_update	$79378.28 (diff=418.41)
14:27:40.649	btc_price_update	$79372.61 (diff=412.74)
14:27:42.662	btc_price_update	$79371.26 (diff=411.39)
14:27:42.662	tracker_snapshot
14:27:42.662	market_snapshot
14:27:42.662	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:27:42.662	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:27:44.677	btc_price_update	$79367.13 (diff=407.27)
14:27:46.694	btc_price_update	$79367.2 (diff=407.33)
14:27:48.712	btc_price_update	$79368.53 (diff=408.66)
14:27:48.712	tracker_snapshot
14:27:50.729	btc_price_update	$79368.7 (diff=408.83)
14:27:52.742	btc_price_update	$79367.42 (diff=407.55)
14:27:54.752	btc_price_update	$79374.04 (diff=414.18)
14:27:54.752	tracker_snapshot
14:27:56.768	btc_price_update	$79381.55 (diff=421.69)
14:27:58.785	btc_price_update	$79383.11 (diff=423.24)
14:28:00.799	btc_price_update	$79375.47 (diff=415.6)
14:28:00.800	tracker_snapshot
14:28:02.825	btc_price_update	$79362.44 (diff=402.57)
14:28:04.841	btc_price_update	$79332.94 (diff=373.07)
14:28:06.856	btc_price_update	$79332.64 (diff=372.78)
14:28:06.856	tracker_snapshot
14:28:08.872	btc_price_update	$79331.17 (diff=371.3)
14:28:10.887	btc_price_update	$79330.63 (diff=370.76)
14:28:12.901	btc_price_update	$79331.99 (diff=372.12)
14:28:12.901	tracker_snapshot
14:28:12.901	market_snapshot
14:28:12.901	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:28:12.901	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:28:14.916	btc_price_update	$79329.54 (diff=369.67)
14:28:16.936	btc_price_update	$79335.19 (diff=375.32)
14:28:18.948	btc_price_update	$79334.17 (diff=374.31)
14:28:18.949	tracker_snapshot
14:28:20.963	btc_price_update	$79333.21 (diff=373.34)
14:28:22.984	btc_price_update	$79337.75 (diff=377.88)
14:28:25.002	btc_price_update	$79337.35 (diff=377.48)
14:28:25.002	tracker_snapshot
14:28:27.019	btc_price_update	$79331.12 (diff=371.25)
14:28:29.032	btc_price_update	$79336.84 (diff=376.97)
14:28:31.050	btc_price_update	$79336.82 (diff=376.95)
14:28:31.050	tracker_snapshot
14:28:33.065	btc_price_update	$79343.29 (diff=383.43)
14:28:35.080	btc_price_update	$79347.15 (diff=387.28)
14:28:37.095	btc_price_update	$79338.59 (diff=378.72)
14:28:37.095	tracker_snapshot
14:28:39.115	btc_price_update	$79330.62 (diff=370.75)
14:28:41.132	btc_price_update	$79321.11 (diff=361.24)
14:28:43.149	btc_price_update	$79306.8 (diff=346.93)
14:28:43.149	tracker_snapshot
14:28:43.149	market_snapshot
14:28:43.149	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:28:43.149	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:28:45.171	btc_price_update	$79307.4 (diff=347.53)
14:28:47.188	btc_price_update	$79303.81 (diff=343.94)
14:28:49.200	btc_price_update	$79277.95 (diff=318.08)
14:28:49.200	tracker_snapshot
14:28:51.222	btc_price_update	$79270.97 (diff=311.1)
14:28:53.239	btc_price_update	$79281.31 (diff=321.44)
14:28:55.257	btc_price_update	$79278.82 (diff=318.95)
14:28:55.258	tracker_snapshot
14:28:57.277	btc_price_update	$79279.44 (diff=319.58)
14:28:59.292	btc_price_update	$79278.2 (diff=318.33)
14:29:01.326	btc_price_update	$79293.31 (diff=333.45)
14:29:01.326	tracker_snapshot
14:29:03.342	btc_price_update	$79299.18 (diff=339.31)
14:29:05.358	btc_price_update	$79302.44 (diff=342.57)
14:29:07.373	btc_price_update	$79303.57 (diff=343.71)
14:29:07.373	tracker_snapshot
14:29:09.384	btc_price_update	$79298.22 (diff=338.35)
14:29:11.401	btc_price_update	$79299.3 (diff=339.43)
14:29:13.416	btc_price_update	$79299.41 (diff=339.54)
14:29:13.416	tracker_snapshot
14:29:13.416	market_snapshot
14:29:13.416	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:29:13.416	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:29:15.432	btc_price_update	$79303.95 (diff=344.08)
14:29:17.452	btc_price_update	$79303.41 (diff=343.54)
14:29:19.466	btc_price_update	$79300.86 (diff=340.99)
14:29:19.466	tracker_snapshot
14:29:21.482	btc_price_update	$79299.92 (diff=340.05)
14:29:23.500	btc_price_update	$79299.92 (diff=340.06)
14:29:25.517	btc_price_update	$79299.22 (diff=339.35)
14:29:25.517	tracker_snapshot
14:29:27.534	btc_price_update	$79300.28 (diff=340.42)
14:29:29.550	btc_price_update	$79293.3 (diff=333.44)
14:29:31.564	btc_price_update	$79281.8 (diff=321.94)
14:29:31.565	tracker_snapshot
14:29:33.582	btc_price_update	$79283.31 (diff=323.44)
14:29:35.598	btc_price_update	$79273.62 (diff=313.75)
14:29:37.614	btc_price_update	$79273.09 (diff=313.23)
14:29:37.615	tracker_snapshot
14:29:39.632	btc_price_update	$79262.64 (diff=302.78)
14:29:41.648	btc_price_update	$79257.91 (diff=298.04)
14:29:43.669	btc_price_update	$79262.91 (diff=303.05)
14:29:43.669	tracker_snapshot
14:29:43.669	market_snapshot
14:29:43.669	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:29:43.669	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:29:45.685	btc_price_update	$79259.34 (diff=299.47)
14:29:47.698	btc_price_update	$79242.99 (diff=283.12)
14:29:49.714	btc_price_update	$79251.4 (diff=291.53)
14:29:49.715	tracker_snapshot
14:29:51.733	btc_price_update	$79262.3 (diff=302.43)
14:29:53.750	btc_price_update	$79262.29 (diff=302.42)
14:29:55.767	btc_price_update	$79253.22 (diff=293.35)
14:29:55.768	tracker_snapshot
14:29:57.784	btc_price_update	$79252.23 (diff=292.37)
14:29:59.799	btc_price_update	$79250.45 (diff=290.58)
14:30:05.286	market_snapshot
14:30:05.286	position_snapshot	up=0.0 dn=375.0 gpnl=-108.85
14:30:05.286	strategy_snapshot	state=DIRECTIONAL gpnl=-108.85 cost=108.85
14:30:05.286	window_end

Minute	Trades	Notional	DN buys
0	4	$9	4
1	3	$7	3
2	12	$22	12
3	15	$26	15
4	29	$36	29
5	2	$2	2
6	9	$7	9
7	1	$0	1

Minute	Trades	Notional	DN buys
0	4	$9	4
1	3	$7	3
2	12	$22	12
3	15	$26	15
4	29	$36	29
5	2	$2	2
6	9	$7	9
7	1	$0	1

Minute	Trades	Notional	DN buys
0	4	$9	4
1	3	$7	3
2	12	$22	12
3	15	$26	15
4	29	$36	29
5	2	$2	2
6	9	$7	9
7	1	$0	1