|
|
@@ -5237,3 +5237,635 @@
|
|
|
{"level":50,"time":1760011207120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
{"level":50,"time":1760011211210,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","orderId":"398072566","error":{"message":"Invalid message","name":"PacificaValidationError","status":400},"msg":"Failed to cancel order"}
|
|
|
{"level":30,"time":1760011211210,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"oldPx":122711,"newPx":122697.33739999999,"pxDiff":13.66260000001057,"tolerancePx":1,"reason":"price_changed","msg":"Cancelling order - price/size changed"}
|
|
|
+{"level":30,"time":1760011216280,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122695","amount":"0.00012","clientOrderId":"34e30fcf-a981-448c-b8e3-4703fd50e0a4","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011216333,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398163365","clientOrderId":"34e30fcf-a981-448c-b8e3-4703fd50e0a4","elapsedMs":52,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011216333,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":0,"elapsedMs":100115,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011216333,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":0,"reused":0,"elapsedMs":100115,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011216450,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011216450,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398163365","tradeId":"30784673","symbol":"BTC","side":"buy","px":122684,"sz":0.00012,"fee":0.005888832,"liquidity":"taker","ts":1760011216336},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011216450,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398163365","tradeId":"30784673","symbol":"BTC","side":"buy","px":122684,"sz":0.00012,"fee":0.005888832,"liquidity":"taker","ts":1760011216336},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":30,"time":1760011216450,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"side":"buy","px":122684,"sz":0.00012,"fee":0.005888832,"liquidity":"taker","msg":"Grid order filled"}
|
|
|
+{"level":30,"time":1760011216450,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fillSide":"buy","fillSz":0.00012,"deltaChange":0.00012,"currentDelta":0.003339999999999999,"msg":"Delta updated"}
|
|
|
+{"level":40,"time":1760011216451,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122721,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122690.00","bestBid":122683,"bestAsk":122697,"spreadBps":"1.14","pxDeviationFromMid":"2.53bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":30,"time":1760011216510,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":2,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011216510,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398163365,"I":"34e30fcf-a981-448c-b8e3-4703fd50e0a4","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122695","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011216336,"ut":1760011216336},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011216510,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398163365,"I":"34e30fcf-a981-448c-b8e3-4703fd50e0a4","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122684","ip":"122695","a":"0.00012","f":"0.00012","oe":"fulfill_market","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011216336,"ut":1760011216336},"msg":"Processing order update event"}
|
|
|
+{"level":40,"time":1760011216650,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122721,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122690.00","bestBid":122683,"bestAsk":122697,"spreadBps":"1.14","pxDeviationFromMid":"2.53bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011217050,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122721,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122690.00","bestBid":122683,"bestAsk":122697,"spreadBps":"1.14","pxDeviationFromMid":"2.53bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011217051,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{},"gridIndex":-1,"msg":"Failed to place opposite order"}
|
|
|
+{"level":50,"time":1760011217051,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011220874,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":6,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011220874,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398124073,"I":"b42d3fd4-961b-4e3b-a8b2-cd9b2023b200","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122672","ip":"122672","a":"0.00029","f":"0.00029","oe":"fulfill_limit","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760010751336,"ut":1760011220786},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011220874,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398126656,"I":"c32ef80e-34ad-4bd7-89a7-bea2baff1967","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122671","ip":"122671","a":"0.00029","f":"0.00029","oe":"fulfill_limit","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760010772386,"ut":1760011220786},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011220874,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398126921,"I":"034b505f-98dc-4948-91e1-972092b7ccb2","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122666","ip":"122666","a":"0.00029","f":"0.00029","oe":"fulfill_limit","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760010776336,"ut":1760011220786},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011220874,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398128867,"I":"37fa3e3c-3bee-4d32-b14c-963f3da485a3","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122662","ip":"122662","a":"0.00029","f":"0.00029","oe":"fulfill_limit","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760010791286,"ut":1760011220786},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011220874,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398129351,"I":"d2b624af-757b-4b5b-83cd-cbd1375728bb","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122662","ip":"122662","a":"0.00029","f":"0.00029","oe":"fulfill_limit","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760010796286,"ut":1760011220786},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011220874,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398130172,"I":"c32bd5fd-d0a1-4d1f-9f42-f1c78e331f9b","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122661","ip":"122661","a":"0.00029","f":"0.00029","oe":"fulfill_limit","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760010801336,"ut":1760011220786},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011220934,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":6,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011220934,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398130172","tradeId":"30784752","symbol":"BTC","side":"buy","px":122661,"sz":0.00029,"fee":0.0053357535,"liquidity":"maker","ts":1760011220786},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398130172","tradeId":"30784752","symbol":"BTC","side":"buy","px":122661,"sz":0.00029,"fee":0.0053357535,"liquidity":"maker","ts":1760011220786},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398130172","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398129351","tradeId":"30784748","symbol":"BTC","side":"buy","px":122662,"sz":0.00029,"fee":0.005335797,"liquidity":"maker","ts":1760011220786},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398129351","tradeId":"30784748","symbol":"BTC","side":"buy","px":122662,"sz":0.00029,"fee":0.005335797,"liquidity":"maker","ts":1760011220786},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398129351","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398128867","tradeId":"30784746","symbol":"BTC","side":"buy","px":122662,"sz":0.00029,"fee":0.005335797,"liquidity":"maker","ts":1760011220786},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398128867","tradeId":"30784746","symbol":"BTC","side":"buy","px":122662,"sz":0.00029,"fee":0.005335797,"liquidity":"maker","ts":1760011220786},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398128867","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398126921","tradeId":"30784742","symbol":"BTC","side":"buy","px":122666,"sz":0.00029,"fee":0.005335971,"liquidity":"maker","ts":1760011220786},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398126921","tradeId":"30784742","symbol":"BTC","side":"buy","px":122666,"sz":0.00029,"fee":0.005335971,"liquidity":"maker","ts":1760011220786},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398126921","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398126656","tradeId":"30784740","symbol":"BTC","side":"buy","px":122671,"sz":0.00029,"fee":0.0053361885,"liquidity":"maker","ts":1760011220786},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398126656","tradeId":"30784740","symbol":"BTC","side":"buy","px":122671,"sz":0.00029,"fee":0.0053361885,"liquidity":"maker","ts":1760011220786},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398126656","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398124073","tradeId":"30784738","symbol":"BTC","side":"buy","px":122672,"sz":0.00029,"fee":0.005336232,"liquidity":"maker","ts":1760011220786},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398124073","tradeId":"30784738","symbol":"BTC","side":"buy","px":122672,"sz":0.00029,"fee":0.005336232,"liquidity":"maker","ts":1760011220786},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398124073","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":50,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":50,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":50,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":50,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":50,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":50,"time":1760011220935,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011221217,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"1.22","makerRatio":"16.7%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 16.7% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011221217,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122676,"currentGridStepBps":3,"bestBid":122667,"bestAsk":122685,"spread":"18.00","spreadBps":"1.47","bidDepth":[{"px":122667,"sz":0.1019},{"px":122660,"sz":0.01566},{"px":122656,"sz":0.00012}],"askDepth":[{"px":122685,"sz":0.10189},{"px":122682,"sz":2.64165},{"px":122681,"sz":0.05354}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011221217,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122639.19720000001,"distanceFromBestBid":"27.80","distanceBps":"2.27"},"topSellOrder":{"px":122712.80279999999,"distanceFromBestAsk":"27.80","distanceBps":"2.27"},"totalLayers":5,"buyOrderRange":{"highest":122639.19720000001,"lowest":122491.986},"sellOrderRange":{"lowest":122712.80279999999,"highest":122860.01400000001},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","remainingTargets":10,"reused":0,"cancelled":0,"msg":"Reconcile phase 1 complete - now placing new orders"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","latestMid":122676,"recalculatedBaseSz":0.00012,"targetCount":10,"msg":"Updated placement targets with latest mid before re-hanging orders"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"side":"buy","px":122639.19720000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"side":"sell","px":122712.80279999999,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"side":"buy","px":122602.39439999999,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"side":"sell","px":122749.6056,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"side":"buy","px":122565.5916,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"side":"sell","px":122786.40839999999,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"side":"buy","px":122528.78880000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"side":"sell","px":122823.2112,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"side":"buy","px":122491.986,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011221218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"side":"sell","px":122860.01400000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":40,"time":1760011221318,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122713,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"3.02bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221318,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122602,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-6.03bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221318,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122750,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"6.03bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122565,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-9.05bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122787,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"9.05bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122528,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-12.06bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122824,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"12.06bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122491,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-15.08bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122861,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"15.08bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221402,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011221402,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011221518,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122713,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"3.02bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221618,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122602,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-6.03bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221618,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122750,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"6.03bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122565,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-9.05bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122787,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"9.05bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122528,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-12.06bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122824,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"12.06bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122491,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-15.08bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011221619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122861,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"15.08bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011221919,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122713,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"3.02bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011221919,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011222019,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122602,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-6.03bps"},"attempts":3,"consecutivePlaceFailures":2,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011222019,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011222020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122750,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"6.03bps"},"attempts":3,"consecutivePlaceFailures":3,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011222020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011222020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122565,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-9.05bps"},"attempts":3,"consecutivePlaceFailures":4,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011222020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122787,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"9.05bps"},"attempts":3,"consecutivePlaceFailures":5,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122528,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-12.06bps"},"attempts":3,"consecutivePlaceFailures":6,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122824,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"12.06bps"},"attempts":3,"consecutivePlaceFailures":7,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122491,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"-15.08bps"},"attempts":3,"consecutivePlaceFailures":8,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122861,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.00","bestBid":122667,"bestAsk":122685,"spreadBps":"1.47","pxDeviationFromMid":"15.08bps"},"attempts":3,"consecutivePlaceFailures":9,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011222120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":30,"time":1760011226279,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122695","amount":"0.00024","clientOrderId":"c07575bc-070a-47d7-8a56-1d05e0418630","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011226337,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398164957","clientOrderId":"c07575bc-070a-47d7-8a56-1d05e0418630","elapsedMs":58,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011226338,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":1,"elapsedMs":215121,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011226338,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":1,"reused":0,"elapsedMs":215121,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011226362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":2,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011226362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398164957,"I":"c07575bc-070a-47d7-8a56-1d05e0418630","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122695","a":"0.00024","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011226336,"ut":1760011226336},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011226362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398164957,"I":"c07575bc-070a-47d7-8a56-1d05e0418630","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122669","ip":"122695","a":"0.00024","f":"0.00024","oe":"fulfill_market","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011226336,"ut":1760011226336},"msg":"Processing order update event"}
|
|
|
+{"level":40,"time":1760011226402,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011226402,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011226434,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011226434,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398164957","tradeId":"30784838","symbol":"BTC","side":"buy","px":122669,"sz":0.00024,"fee":0.011776224,"liquidity":"taker","ts":1760011226336},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011226434,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398164957","tradeId":"30784838","symbol":"BTC","side":"buy","px":122669,"sz":0.00024,"fee":0.011776224,"liquidity":"taker","ts":1760011226336},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":30,"time":1760011226434,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"side":"buy","px":122669,"sz":0.00024,"fee":0.011776224,"liquidity":"taker","msg":"Grid order filled"}
|
|
|
+{"level":30,"time":1760011226434,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fillSide":"buy","fillSz":0.00024,"deltaChange":0.00024,"currentDelta":0.003579999999999999,"msg":"Delta updated"}
|
|
|
+{"level":40,"time":1760011226435,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122706,"sz":0.00024,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122676.50","bestBid":122668,"bestAsk":122685,"spreadBps":"1.39","pxDeviationFromMid":"2.40bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011226635,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122706,"sz":0.00024,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122676.50","bestBid":122668,"bestAsk":122685,"spreadBps":"1.39","pxDeviationFromMid":"2.40bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011227035,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122706,"sz":0.00024,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122676.50","bestBid":122668,"bestAsk":122685,"spreadBps":"1.39","pxDeviationFromMid":"2.40bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011227035,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{},"gridIndex":-1,"msg":"Failed to place opposite order"}
|
|
|
+{"level":50,"time":1760011227035,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011231199,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122695","amount":"0.00012","clientOrderId":"21bcdcea-8f5e-45d4-926b-ca4424c9590a","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011231240,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398165342","clientOrderId":"21bcdcea-8f5e-45d4-926b-ca4424c9590a","elapsedMs":41,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011231240,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":0,"elapsedMs":100022,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011231240,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":0,"reused":0,"elapsedMs":100022,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011231287,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":2,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011231287,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398165342,"I":"21bcdcea-8f5e-45d4-926b-ca4424c9590a","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122695","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011231236,"ut":1760011231236},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011231288,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398165342,"I":"21bcdcea-8f5e-45d4-926b-ca4424c9590a","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122669","ip":"122695","a":"0.00012","f":"0.00012","oe":"fulfill_market","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011231236,"ut":1760011231236},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011231288,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011231288,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398165342","tradeId":"30784898","symbol":"BTC","side":"buy","px":122669,"sz":0.00012,"fee":0.005888112,"liquidity":"taker","ts":1760011231236},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011231288,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398165342","tradeId":"30784898","symbol":"BTC","side":"buy","px":122669,"sz":0.00012,"fee":0.005888112,"liquidity":"taker","ts":1760011231236},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":30,"time":1760011231288,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"side":"buy","px":122669,"sz":0.00012,"fee":0.005888112,"liquidity":"taker","msg":"Grid order filled"}
|
|
|
+{"level":30,"time":1760011231288,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fillSide":"buy","fillSz":0.00012,"deltaChange":0.00012,"currentDelta":0.003699999999999999,"msg":"Delta updated"}
|
|
|
+{"level":40,"time":1760011231401,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011231401,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"8.42","makerRatio":"0.0%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 0.0% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122683,"currentGridStepBps":3,"bestBid":122670,"bestAsk":122696,"spread":"26.00","spreadBps":"2.12","bidDepth":[{"px":122670,"sz":0.09978},{"px":122669,"sz":0.05435},{"px":122668,"sz":3.68588}],"askDepth":[{"px":122696,"sz":0.5},{"px":122695,"sz":0.0001},{"px":122694,"sz":2.35374}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122646.1951,"distanceFromBestBid":"23.80","distanceBps":"1.94"},"topSellOrder":{"px":122719.8049,"distanceFromBestAsk":"23.80","distanceBps":"1.94"},"totalLayers":5,"buyOrderRange":{"highest":122646.1951,"lowest":122498.9755},"sellOrderRange":{"lowest":122719.8049,"highest":122867.02450000001},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","remainingTargets":10,"reused":0,"cancelled":0,"msg":"Reconcile phase 1 complete - now placing new orders"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","latestMid":122683,"recalculatedBaseSz":0.00012,"targetCount":10,"msg":"Updated placement targets with latest mid before re-hanging orders"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"side":"buy","px":122646.1951,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"side":"sell","px":122719.8049,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"side":"buy","px":122609.3902,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"side":"sell","px":122756.60979999999,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"side":"buy","px":122572.58529999999,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"side":"sell","px":122793.4147,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"side":"buy","px":122535.7804,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"side":"sell","px":122830.21960000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"side":"buy","px":122498.9755,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236218,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"side":"sell","px":122867.02450000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011236229,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","status":{"isInitialized":true,"gridCenter":122683,"currentDelta":0.003699999999999999,"totalGrids":2,"filledGrids":2,"activeOrders":0,"pendingHedges":0,"expectedOrders":10,"effectiveOrderRatio":0.2,"baseClipUsd":15},"msg":"Grid status"}
|
|
|
+{"level":40,"time":1760011236319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122720,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"3.02bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122609,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-6.03bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122757,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"6.03bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122572,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-9.05bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122794,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"9.05bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122535,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-12.06bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122831,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"12.06bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122498,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-15.08bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122868,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"15.08bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236401,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011236401,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011236518,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122720,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"3.02bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236617,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122794,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"9.05bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236618,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122535,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-12.06bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236618,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122831,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"12.06bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236618,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122498,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-15.08bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236618,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122868,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"15.08bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122609,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-6.03bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122757,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"6.03bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011236620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122572,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-9.05bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011236918,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122720,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"3.02bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011236918,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011237018,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122794,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"9.05bps"},"attempts":3,"consecutivePlaceFailures":2,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011237019,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011237019,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122535,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-12.06bps"},"attempts":3,"consecutivePlaceFailures":3,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011237019,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011237119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122831,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"12.06bps"},"attempts":3,"consecutivePlaceFailures":4,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011237119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011237119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122498,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-15.08bps"},"attempts":3,"consecutivePlaceFailures":5,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011237119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011237119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122868,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"15.08bps"},"attempts":3,"consecutivePlaceFailures":6,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011237119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011237120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122572,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-9.05bps"},"attempts":3,"consecutivePlaceFailures":7,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011237120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011237120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122609,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"-6.03bps"},"attempts":3,"consecutivePlaceFailures":8,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011237120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011237120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122757,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122683.00","bestBid":122670,"bestAsk":122696,"spreadBps":"2.12","pxDeviationFromMid":"6.03bps"},"attempts":3,"consecutivePlaceFailures":9,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011237120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":30,"time":1760011241252,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122695","amount":"0.00012","clientOrderId":"eb7f723f-c56e-46f5-a377-21616b87227b","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011241301,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398166246","clientOrderId":"eb7f723f-c56e-46f5-a377-21616b87227b","elapsedMs":49,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011241301,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":1,"elapsedMs":215084,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011241301,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":1,"reused":0,"elapsedMs":215084,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011241362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":2,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011241362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398166246,"I":"eb7f723f-c56e-46f5-a377-21616b87227b","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122695","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011241336,"ut":1760011241336},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011241362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398166246,"I":"eb7f723f-c56e-46f5-a377-21616b87227b","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122682","ip":"122695","a":"0.00012","f":"0.00012","oe":"fulfill_market","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011241336,"ut":1760011241336},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011241451,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011241451,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398166246","tradeId":"30785035","symbol":"BTC","side":"buy","px":122682,"sz":0.00012,"fee":0.005888736,"liquidity":"taker","ts":1760011241336},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011241451,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398166246","tradeId":"30785035","symbol":"BTC","side":"buy","px":122682,"sz":0.00012,"fee":0.005888736,"liquidity":"taker","ts":1760011241336},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":30,"time":1760011241451,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"side":"buy","px":122682,"sz":0.00012,"fee":0.005888736,"liquidity":"taker","msg":"Grid order filled"}
|
|
|
+{"level":30,"time":1760011241451,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fillSide":"buy","fillSz":0.00012,"deltaChange":0.00012,"currentDelta":0.0038199999999999987,"msg":"Delta updated"}
|
|
|
+{"level":40,"time":1760011241452,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122719,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122688.50","bestBid":122681,"bestAsk":122696,"spreadBps":"1.22","pxDeviationFromMid":"2.49bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011241651,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122719,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122688.50","bestBid":122681,"bestAsk":122696,"spreadBps":"1.22","pxDeviationFromMid":"2.49bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011242051,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122719,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122688.50","bestBid":122681,"bestAsk":122696,"spreadBps":"1.22","pxDeviationFromMid":"2.49bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011242051,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{},"gridIndex":-1,"msg":"Failed to place opposite order"}
|
|
|
+{"level":50,"time":1760011242052,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011246251,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122688","amount":"0.00012","clientOrderId":"30d6c686-62ff-4320-94b2-5d3e8525aa15","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011246306,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398166736","clientOrderId":"30d6c686-62ff-4320-94b2-5d3e8525aa15","elapsedMs":55,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011246306,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":0,"elapsedMs":100087,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011246306,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":0,"reused":0,"elapsedMs":100087,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011246362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":2,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011246362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398166736,"I":"30d6c686-62ff-4320-94b2-5d3e8525aa15","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122688","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011246286,"ut":1760011246286},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011246362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398166736,"I":"30d6c686-62ff-4320-94b2-5d3e8525aa15","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122682","ip":"122688","a":"0.00012","f":"0.00012","oe":"fulfill_market","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011246286,"ut":1760011246286},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011246371,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011246371,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398166736","tradeId":"30785100","symbol":"BTC","side":"buy","px":122682,"sz":0.00012,"fee":0.005888736,"liquidity":"taker","ts":1760011246286},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011246371,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398166736","tradeId":"30785100","symbol":"BTC","side":"buy","px":122682,"sz":0.00012,"fee":0.005888736,"liquidity":"taker","ts":1760011246286},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":30,"time":1760011246371,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"side":"buy","px":122682,"sz":0.00012,"fee":0.005888736,"liquidity":"taker","msg":"Grid order filled"}
|
|
|
+{"level":30,"time":1760011246371,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fillSide":"buy","fillSz":0.00012,"deltaChange":0.00012,"currentDelta":0.003939999999999999,"msg":"Delta updated"}
|
|
|
+{"level":40,"time":1760011246403,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011246403,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"8.31","makerRatio":"0.0%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 0.0% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122698,"currentGridStepBps":3,"bestBid":122686,"bestAsk":122710,"spread":"24.00","spreadBps":"1.96","bidDepth":[{"px":122686,"sz":0.00081},{"px":122684,"sz":0.00253},{"px":122680,"sz":3.27683}],"askDepth":[{"px":122710,"sz":3.26679},{"px":122707,"sz":0.4},{"px":122706,"sz":2.2967}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122661.1906,"distanceFromBestBid":"24.81","distanceBps":"2.02"},"topSellOrder":{"px":122734.8094,"distanceFromBestAsk":"24.81","distanceBps":"2.02"},"totalLayers":5,"buyOrderRange":{"highest":122661.1906,"lowest":122513.95300000001},"sellOrderRange":{"lowest":122734.8094,"highest":122882.047},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","remainingTargets":10,"reused":0,"cancelled":0,"msg":"Reconcile phase 1 complete - now placing new orders"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","latestMid":122698,"recalculatedBaseSz":0.00012,"targetCount":10,"msg":"Updated placement targets with latest mid before re-hanging orders"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"side":"buy","px":122661.1906,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"side":"sell","px":122734.8094,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"side":"buy","px":122624.38119999999,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"side":"sell","px":122771.6188,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"side":"buy","px":122587.5718,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"side":"sell","px":122808.4282,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"side":"buy","px":122550.7624,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"side":"sell","px":122845.23760000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"side":"buy","px":122513.95300000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011251219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"side":"sell","px":122882.047,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":40,"time":1760011251319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122735,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"3.18bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122624,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-5.87bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122772,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"6.19bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122587,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-8.88bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122809,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"9.21bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251321,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122550,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-11.90bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251321,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122846,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"12.23bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251321,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122513,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-14.91bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251321,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122883,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"15.24bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251404,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011251404,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011251520,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122735,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"3.18bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122624,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-5.87bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122772,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"6.19bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122587,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-8.88bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122809,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"9.21bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122550,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-11.90bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122846,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"12.23bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251622,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122513,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-14.91bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011251622,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122883,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"15.24bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011251919,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122735,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"3.18bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011251919,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011252019,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122624,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-5.87bps"},"attempts":3,"consecutivePlaceFailures":2,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011252020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122772,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"6.19bps"},"attempts":3,"consecutivePlaceFailures":3,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122587,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-8.88bps"},"attempts":3,"consecutivePlaceFailures":4,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122809,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"9.21bps"},"attempts":3,"consecutivePlaceFailures":5,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122550,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-11.90bps"},"attempts":3,"consecutivePlaceFailures":6,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122846,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"12.23bps"},"attempts":3,"consecutivePlaceFailures":7,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122513,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"-14.91bps"},"attempts":3,"consecutivePlaceFailures":8,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122883,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122696.00","bestBid":122686,"bestAsk":122706,"spreadBps":"1.63","pxDeviationFromMid":"15.24bps"},"attempts":3,"consecutivePlaceFailures":9,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011252119,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":30,"time":1760011256248,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122688","amount":"0.00012","clientOrderId":"b3752963-c8c6-438a-8f7b-54f9716590c2","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011256329,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398168072","clientOrderId":"b3752963-c8c6-438a-8f7b-54f9716590c2","elapsedMs":81,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011256329,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":1,"elapsedMs":215112,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011256329,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":1,"reused":0,"elapsedMs":215112,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011256366,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":2,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011256366,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398168072,"I":"b3752963-c8c6-438a-8f7b-54f9716590c2","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122688","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011256337,"ut":1760011256337},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011256367,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398168072,"I":"b3752963-c8c6-438a-8f7b-54f9716590c2","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122687","ip":"122688","a":"0.00012","f":"0.00012","oe":"fulfill_market","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011256337,"ut":1760011256337},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011256459,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011256459,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398168072","tradeId":"30785235","symbol":"BTC","side":"buy","px":122687,"sz":0.00012,"fee":0.005888976,"liquidity":"taker","ts":1760011256337},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011256459,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398168072","tradeId":"30785235","symbol":"BTC","side":"buy","px":122687,"sz":0.00012,"fee":0.005888976,"liquidity":"taker","ts":1760011256337},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":30,"time":1760011256459,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"side":"buy","px":122687,"sz":0.00012,"fee":0.005888976,"liquidity":"taker","msg":"Grid order filled"}
|
|
|
+{"level":30,"time":1760011256459,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fillSide":"buy","fillSz":0.00012,"deltaChange":0.00012,"currentDelta":0.004059999999999999,"msg":"Delta updated"}
|
|
|
+{"level":40,"time":1760011256459,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122724,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.50","bestBid":122686,"bestAsk":122701,"spreadBps":"1.22","pxDeviationFromMid":"2.49bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011256660,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122724,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.50","bestBid":122686,"bestAsk":122701,"spreadBps":"1.22","pxDeviationFromMid":"2.49bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011257061,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122724,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.50","bestBid":122686,"bestAsk":122701,"spreadBps":"1.22","pxDeviationFromMid":"2.49bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011257061,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{},"gridIndex":-1,"msg":"Failed to place opposite order"}
|
|
|
+{"level":50,"time":1760011257061,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011261204,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122689","amount":"0.00012","clientOrderId":"87327e52-d32a-4f18-9713-385f1d4008dc","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011261245,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398168578","clientOrderId":"87327e52-d32a-4f18-9713-385f1d4008dc","elapsedMs":41,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011261245,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":0,"elapsedMs":100027,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011261245,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":0,"reused":0,"elapsedMs":100027,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011261271,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":2,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011261271,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398168578,"I":"87327e52-d32a-4f18-9713-385f1d4008dc","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122689","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011261236,"ut":1760011261236},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011261271,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398168578,"I":"87327e52-d32a-4f18-9713-385f1d4008dc","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"122687","ip":"122689","a":"0.00012","f":"0.00012","oe":"fulfill_market","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011261236,"ut":1760011261236},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011261286,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011261287,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398168578","tradeId":"30785295","symbol":"BTC","side":"buy","px":122687,"sz":0.00012,"fee":0.005888976,"liquidity":"taker","ts":1760011261236},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011261287,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398168578","tradeId":"30785295","symbol":"BTC","side":"buy","px":122687,"sz":0.00012,"fee":0.005888976,"liquidity":"taker","ts":1760011261236},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":30,"time":1760011261287,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"side":"buy","px":122687,"sz":0.00012,"fee":0.005888976,"liquidity":"taker","msg":"Grid order filled"}
|
|
|
+{"level":30,"time":1760011261287,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fillSide":"buy","fillSz":0.00012,"deltaChange":0.00012,"currentDelta":0.00418,"msg":"Delta updated"}
|
|
|
+{"level":40,"time":1760011261403,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011261403,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"8.26","makerRatio":"0.0%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 0.0% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122695,"currentGridStepBps":3,"bestBid":122686,"bestAsk":122704,"spread":"18.00","spreadBps":"1.47","bidDepth":[{"px":122686,"sz":0.0009},{"px":122684,"sz":0.00081},{"px":122683,"sz":0.001}],"askDepth":[{"px":122704,"sz":3.54081},{"px":122700,"sz":2.49798},{"px":122699,"sz":0.42}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122658.1915,"distanceFromBestBid":"27.81","distanceBps":"2.27"},"topSellOrder":{"px":122731.8085,"distanceFromBestAsk":"27.81","distanceBps":"2.27"},"totalLayers":5,"buyOrderRange":{"highest":122658.1915,"lowest":122510.9575},"sellOrderRange":{"lowest":122731.8085,"highest":122879.04250000001},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","remainingTargets":10,"reused":0,"cancelled":0,"msg":"Reconcile phase 1 complete - now placing new orders"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","latestMid":122695,"recalculatedBaseSz":0.00012,"targetCount":10,"msg":"Updated placement targets with latest mid before re-hanging orders"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"side":"buy","px":122658.1915,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"side":"sell","px":122731.8085,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"side":"buy","px":122621.383,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"side":"sell","px":122768.617,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"side":"buy","px":122584.5745,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"side":"sell","px":122805.42549999998,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"side":"buy","px":122547.766,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"side":"sell","px":122842.23400000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"side":"buy","px":122510.9575,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"side":"sell","px":122879.04250000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011266228,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","status":{"isInitialized":true,"gridCenter":122695,"currentDelta":0.00418,"totalGrids":2,"filledGrids":2,"activeOrders":0,"pendingHedges":0,"expectedOrders":10,"effectiveOrderRatio":0.2,"baseClipUsd":15},"msg":"Grid status"}
|
|
|
+{"level":40,"time":1760011266319,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122732,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"3.02bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122621,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-6.03bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122769,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"6.03bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122584,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-9.05bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122806,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"9.05bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122547,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-12.06bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122843,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"12.06bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122510,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-15.08bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122880,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"15.08bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266403,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011266403,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011266519,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122732,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"3.02bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266618,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122547,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-12.06bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122843,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"12.06bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122510,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-15.08bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122880,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"15.08bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122621,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-6.03bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122769,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"6.03bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122584,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-9.05bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011266619,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122806,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"9.05bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011266920,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122732,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"3.02bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011266920,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011267020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122547,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-12.06bps"},"attempts":3,"consecutivePlaceFailures":2,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011267020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011267020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122843,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"12.06bps"},"attempts":3,"consecutivePlaceFailures":3,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011267020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011267020,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122510,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-15.08bps"},"attempts":3,"consecutivePlaceFailures":4,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011267021,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122880,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"15.08bps"},"attempts":3,"consecutivePlaceFailures":5,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122621,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-6.03bps"},"attempts":3,"consecutivePlaceFailures":6,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122769,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"6.03bps"},"attempts":3,"consecutivePlaceFailures":7,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122584,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"-9.05bps"},"attempts":3,"consecutivePlaceFailures":8,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122806,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122695.00","bestBid":122686,"bestAsk":122704,"spreadBps":"1.47","pxDeviationFromMid":"9.05bps"},"attempts":3,"consecutivePlaceFailures":9,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011267120,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011271159,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","orderId":"398075183","error":{"message":"Invalid message","name":"PacificaValidationError","status":400},"msg":"Failed to cancel order"}
|
|
|
+{"level":30,"time":1760011271160,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"oldPx":122679,"newPx":122667.00025,"pxDiff":11.999750000002678,"tolerancePx":1,"reason":"price_changed","msg":"Cancelling order - price/size changed"}
|
|
|
+{"level":30,"time":1760011281219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"8.26","makerRatio":"0.0%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 0.0% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011281219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122693,"currentGridStepBps":3,"bestBid":122686,"bestAsk":122700,"spread":"14.00","spreadBps":"1.14","bidDepth":[{"px":122686,"sz":0.10266},{"px":122684,"sz":0.0008},{"px":122683,"sz":0.001}],"askDepth":[{"px":122700,"sz":2.49798},{"px":122699,"sz":0.15889},{"px":122698,"sz":3.7013}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011281219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011281219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122656.1921,"distanceFromBestBid":"29.81","distanceBps":"2.43"},"topSellOrder":{"px":122729.8079,"distanceFromBestAsk":"29.81","distanceBps":"2.43"},"totalLayers":5,"buyOrderRange":{"highest":122656.1921,"lowest":122508.9605},"sellOrderRange":{"lowest":122729.8079,"highest":122877.03950000001},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","remainingTargets":10,"reused":0,"cancelled":0,"msg":"Reconcile phase 1 complete - now placing new orders"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","latestMid":122693,"recalculatedBaseSz":0.00012,"targetCount":10,"msg":"Updated placement targets with latest mid before re-hanging orders"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"side":"buy","px":122656.1921,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"side":"sell","px":122729.8079,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"side":"buy","px":122619.3842,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"side":"sell","px":122766.61579999999,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"side":"buy","px":122582.5763,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"side":"sell","px":122803.42369999998,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"side":"buy","px":122545.7684,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"side":"sell","px":122840.23160000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"side":"buy","px":122508.9605,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011281220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"side":"sell","px":122877.03950000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":40,"time":1760011281320,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122730,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"3.02bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281321,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122619,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-6.03bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281321,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122767,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"6.03bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281321,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122582,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-9.05bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281321,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122804,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"9.05bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281321,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122545,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-12.06bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281322,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122841,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"12.06bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281322,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122508,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-15.08bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281322,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122878,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"15.08bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281404,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011281404,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011281521,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122730,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"3.02bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281620,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122767,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"6.03bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281621,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122582,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-9.05bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281621,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122804,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"9.05bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281621,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122545,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-12.06bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281621,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122841,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"12.06bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281621,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122508,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-15.08bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281621,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122878,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"15.08bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011281623,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122619,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-6.03bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011281922,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122730,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"3.02bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011281922,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122767,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"6.03bps"},"attempts":3,"consecutivePlaceFailures":2,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122582,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-9.05bps"},"attempts":3,"consecutivePlaceFailures":3,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122804,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"9.05bps"},"attempts":3,"consecutivePlaceFailures":4,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122545,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-12.06bps"},"attempts":3,"consecutivePlaceFailures":5,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122841,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"12.06bps"},"attempts":3,"consecutivePlaceFailures":6,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122508,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-15.08bps"},"attempts":3,"consecutivePlaceFailures":7,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122878,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"15.08bps"},"attempts":3,"consecutivePlaceFailures":8,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011282023,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011282123,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122619,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122693.00","bestBid":122686,"bestAsk":122700,"spreadBps":"1.14","pxDeviationFromMid":"-6.03bps"},"attempts":3,"consecutivePlaceFailures":9,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011282123,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":40,"time":1760011286404,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011286404,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011291281,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122657","amount":"0.00012","clientOrderId":"c19a19fe-b851-4097-b252-a37fded9636a","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011291329,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398171954","clientOrderId":"c19a19fe-b851-4097-b252-a37fded9636a","elapsedMs":48,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011291329,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":0,"elapsedMs":100111,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011291329,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":0,"reused":0,"elapsedMs":100111,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011291363,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011291363,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398171954,"I":"c19a19fe-b851-4097-b252-a37fded9636a","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122657","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011291336,"ut":1760011291336},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011296220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"8.26","makerRatio":"0.0%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 0.0% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011296220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122699,"currentGridStepBps":3,"bestBid":122686,"bestAsk":122712,"spread":"26.00","spreadBps":"2.12","bidDepth":[{"px":122686,"sz":5.79485},{"px":122684,"sz":0.05433},{"px":122683,"sz":0.011}],"askDepth":[{"px":122712,"sz":2.62041},{"px":122710,"sz":3.45196},{"px":122708,"sz":0.00815}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011296220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011296220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122662.1903,"distanceFromBestBid":"23.81","distanceBps":"1.94"},"topSellOrder":{"px":122735.8097,"distanceFromBestAsk":"23.81","distanceBps":"1.94"},"totalLayers":5,"buyOrderRange":{"highest":122662.1903,"lowest":122514.95150000001},"sellOrderRange":{"lowest":122735.8097,"highest":122883.0485},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011296220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011296220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"oldPx":122657,"newPx":122662.1903,"pxDiff":5.190300000002026,"tolerancePx":1,"reason":"price_changed","msg":"Cancelling order - price/size changed"}
|
|
|
+{"level":30,"time":1760011296229,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","status":{"isInitialized":true,"gridCenter":122699,"currentDelta":0.00418,"totalGrids":0,"filledGrids":0,"activeOrders":0,"pendingHedges":0,"expectedOrders":10,"effectiveOrderRatio":0,"baseClipUsd":15},"msg":"Grid status"}
|
|
|
+{"level":30,"time":1760011301255,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"ask","price":"122725","amount":"0.00012","clientOrderId":"59c25c3c-0b98-473d-bf1c-2ecd0e18439f","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011301393,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011301393,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398173184,"I":"59c25c3c-0b98-473d-bf1c-2ecd0e18439f","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"0","ip":"122725","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011301336,"ut":1760011301336},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011301393,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398173184","clientOrderId":"59c25c3c-0b98-473d-bf1c-2ecd0e18439f","elapsedMs":137,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011301393,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"oppositeSide":"sell","oppositePx":122724.8064,"orderId":"398173184","msg":"Placed opposite grid order"}
|
|
|
+{"level":40,"time":1760011301406,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011301406,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011306258,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122658","amount":"0.00012","clientOrderId":"aa4d0ee9-2011-4243-ab28-40065eb91995","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011306313,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398173766","clientOrderId":"aa4d0ee9-2011-4243-ab28-40065eb91995","elapsedMs":54,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011306313,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":0,"elapsedMs":100095,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011306313,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":0,"reused":0,"elapsedMs":100095,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011306496,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011306496,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398173766,"I":"aa4d0ee9-2011-4243-ab28-40065eb91995","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122658","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011306337,"ut":1760011306337},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011311220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"8.26","makerRatio":"0.0%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 0.0% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011311220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122698.5,"currentGridStepBps":3,"bestBid":122686,"bestAsk":122711,"spread":"25.00","spreadBps":"2.04","bidDepth":[{"px":122686,"sz":5.79484},{"px":122684,"sz":0.05433},{"px":122683,"sz":0.001}],"askDepth":[{"px":122711,"sz":0.0002},{"px":122710,"sz":3.45186},{"px":122703,"sz":0.00814}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011311220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011311220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122661.69045000001,"distanceFromBestBid":"24.31","distanceBps":"1.98"},"topSellOrder":{"px":122735.30954999999,"distanceFromBestAsk":"24.31","distanceBps":"1.98"},"totalLayers":5,"buyOrderRange":{"highest":122661.69045000001,"lowest":122514.45225},"sellOrderRange":{"lowest":122735.30954999999,"highest":122882.54775000001},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011311220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011311220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"oldPx":122658,"newPx":122661.69045000001,"pxDiff":3.6904500000091502,"tolerancePx":1,"reason":"price_changed","msg":"Cancelling order - price/size changed"}
|
|
|
+{"level":40,"time":1760011311406,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011311407,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011320192,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011320192,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398173184","tradeId":"30786135","symbol":"BTC","side":"buy","px":122725,"sz":0.00012,"fee":0.00220905,"liquidity":"maker","ts":1760011320136},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011320192,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398173184","tradeId":"30786135","symbol":"BTC","side":"buy","px":122725,"sz":0.00012,"fee":0.00220905,"liquidity":"maker","ts":1760011320136},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011320192,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398173184","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":30,"time":1760011320285,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011320285,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398173184,"I":"59c25c3c-0b98-473d-bf1c-2ecd0e18439f","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"122725","ip":"122725","a":"0.00012","f":"0.00012","oe":"fulfill_limit","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011301336,"ut":1760011320136},"msg":"Processing order update event"}
|
|
|
+{"level":40,"time":1760011320407,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011320407,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011321259,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122639","amount":"0.00012","clientOrderId":"e866126d-1371-43a8-9e00-7060e77043cb","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011321311,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398175825","clientOrderId":"e866126d-1371-43a8-9e00-7060e77043cb","elapsedMs":52,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011321311,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":0,"elapsedMs":100093,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011321311,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":0,"reused":0,"elapsedMs":100093,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011321376,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011321376,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398175825,"I":"e866126d-1371-43a8-9e00-7060e77043cb","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122639","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011321336,"ut":1760011321336},"msg":"Processing order update event"}
|
|
|
+{"level":50,"time":1760011326205,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","orderId":"398072664","error":{"message":"Json deserialize error: data did not match any variant of untagged enum OrderIdentifier at line 1 column 246","name":"PacificaValidationError","status":400},"msg":"Failed to cancel order"}
|
|
|
+{"level":30,"time":1760011326205,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"oldPx":122841,"newPx":122844.6626,"pxDiff":3.6625999999960186,"tolerancePx":1,"reason":"price_changed","msg":"Cancelling order - price/size changed"}
|
|
|
+{"level":30,"time":1760011326220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"8.26","makerRatio":"0.0%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 0.0% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011326220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122749,"currentGridStepBps":3,"bestBid":122739,"bestAsk":122759,"spread":"20.00","spreadBps":"1.63","bidDepth":[{"px":122739,"sz":0.10273},{"px":122735,"sz":6.01435},{"px":122730,"sz":0.05513}],"askDepth":[{"px":122759,"sz":0.00107},{"px":122757,"sz":2.25189},{"px":122755,"sz":0.95939}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011326220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011326220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122712.1753,"distanceFromBestBid":"26.82","distanceBps":"2.19"},"topSellOrder":{"px":122785.8247,"distanceFromBestAsk":"26.82","distanceBps":"2.19"},"totalLayers":5,"buyOrderRange":{"highest":122712.1753,"lowest":122564.87650000001},"sellOrderRange":{"lowest":122785.8247,"highest":122933.1235},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011326220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011326220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"oldPx":122639,"newPx":122712.1753,"pxDiff":73.17530000000261,"tolerancePx":1,"reason":"price_changed","msg":"Cancelling order - price/size changed"}
|
|
|
+{"level":30,"time":1760011326234,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","status":{"isInitialized":true,"gridCenter":122749,"currentDelta":0.00418,"totalGrids":0,"filledGrids":0,"activeOrders":0,"pendingHedges":0,"expectedOrders":10,"effectiveOrderRatio":0,"baseClipUsd":15},"msg":"Grid status"}
|
|
|
+{"level":40,"time":1760011326407,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011326407,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011331204,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"ask","price":"122706","amount":"0.00012","clientOrderId":"08c227ee-597b-4998-a971-0835a3f8dad5","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011331275,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398177439","clientOrderId":"08c227ee-597b-4998-a971-0835a3f8dad5","elapsedMs":71,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011331275,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"oppositeSide":"sell","oppositePx":122705.80069999999,"orderId":"398177439","msg":"Placed opposite grid order"}
|
|
|
+{"level":30,"time":1760011331364,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":2,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011331365,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398177439,"I":"08c227ee-597b-4998-a971-0835a3f8dad5","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"0","ip":"122706","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011331286,"ut":1760011331286},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011331365,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398177439,"I":"08c227ee-597b-4998-a971-0835a3f8dad5","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"122746","ip":"122706","a":"0.00012","f":"0.00012","oe":"fulfill_market","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011331286,"ut":1760011331286},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011331396,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011331396,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398177439","tradeId":"30786284","symbol":"BTC","side":"buy","px":122746,"sz":0.00012,"fee":0.005891808,"liquidity":"taker","ts":1760011331286},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011331396,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398177439","tradeId":"30786284","symbol":"BTC","side":"buy","px":122746,"sz":0.00012,"fee":0.005891808,"liquidity":"taker","ts":1760011331286},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":30,"time":1760011331396,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"side":"buy","px":122746,"sz":0.00012,"fee":0.005891808,"liquidity":"taker","msg":"Grid order filled"}
|
|
|
+{"level":30,"time":1760011331396,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fillSide":"buy","fillSz":0.00012,"deltaChange":0.00012,"currentDelta":0.0043,"msg":"Delta updated"}
|
|
|
+{"level":40,"time":1760011331397,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122783,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122758.50","bestBid":122746,"bestAsk":122771,"spreadBps":"2.04","pxDeviationFromMid":"2.00bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011331408,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011331408,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011331597,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122783,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122758.50","bestBid":122746,"bestAsk":122771,"spreadBps":"2.04","pxDeviationFromMid":"2.00bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011331998,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122783,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122758.50","bestBid":122746,"bestAsk":122771,"spreadBps":"2.04","pxDeviationFromMid":"2.00bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011331998,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{},"gridIndex":-1,"msg":"Failed to place opposite order"}
|
|
|
+{"level":50,"time":1760011331998,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011333764,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011333764,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398146987,"I":"a1f76c1b-104e-494f-8e4b-e2753360af83","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"122752","ip":"122752","a":"0.00028","f":"0.00009","oe":"fulfill_limit","os":"partially_filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011022236,"ut":1760011333736},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011333775,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011333775,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398146987","tradeId":"30786309","symbol":"BTC","side":"buy","px":122752,"sz":0.00009,"fee":0.001657152,"liquidity":"maker","ts":1760011333736},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011333775,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398146987","tradeId":"30786309","symbol":"BTC","side":"buy","px":122752,"sz":0.00009,"fee":0.001657152,"liquidity":"maker","ts":1760011333736},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011333775,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398146987","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":50,"time":1760011333776,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011334923,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011334923,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398146987","tradeId":"30786319","symbol":"BTC","side":"buy","px":122752,"sz":0.00001,"fee":0.000184128,"liquidity":"maker","ts":1760011334886},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011334923,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398146987","tradeId":"30786319","symbol":"BTC","side":"buy","px":122752,"sz":0.00001,"fee":0.000184128,"liquidity":"maker","ts":1760011334886},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011334923,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398146987","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":50,"time":1760011334924,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011334963,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011334963,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398146987,"I":"a1f76c1b-104e-494f-8e4b-e2753360af83","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"122752","ip":"122752","a":"0.00028","f":"0.0001","oe":"fulfill_limit","os":"partially_filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011022236,"ut":1760011334886},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011336250,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122646","amount":"0.00012","clientOrderId":"4f785831-440b-44df-b257-ef25c049c576","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011336292,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398177797","clientOrderId":"4f785831-440b-44df-b257-ef25c049c576","elapsedMs":42,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011336292,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":0,"elapsedMs":100074,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011336292,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":0,"reused":0,"elapsedMs":100074,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011336362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011336362,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398177797,"I":"4f785831-440b-44df-b257-ef25c049c576","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122646","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011336287,"ut":1760011336287},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011340545,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011340545,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398146987","tradeId":"30786378","symbol":"BTC","side":"buy","px":122752,"sz":0.00001,"fee":0.000184128,"liquidity":"maker","ts":1760011340436},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011340545,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398146987","tradeId":"30786378","symbol":"BTC","side":"buy","px":122752,"sz":0.00001,"fee":0.000184128,"liquidity":"maker","ts":1760011340436},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011340545,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398146987","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":50,"time":1760011340546,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011340602,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011340603,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398146987,"I":"a1f76c1b-104e-494f-8e4b-e2753360af83","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"122752","ip":"122752","a":"0.00028","f":"0.00011","oe":"fulfill_limit","os":"partially_filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011022236,"ut":1760011340436},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011341219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"4.80","makerRatio":"0.0%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 0.0% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011341219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122759,"currentGridStepBps":3,"bestBid":122751,"bestAsk":122767,"spread":"16.00","spreadBps":"1.30","bidDepth":[{"px":122751,"sz":0.10273},{"px":122748,"sz":0.00181},{"px":122747,"sz":6.0382}],"askDepth":[{"px":122767,"sz":0.97355},{"px":122766,"sz":2.33356},{"px":122764,"sz":0.02}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011341219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011341219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122722.1723,"distanceFromBestBid":"28.83","distanceBps":"2.35"},"topSellOrder":{"px":122795.8277,"distanceFromBestAsk":"28.83","distanceBps":"2.35"},"totalLayers":5,"buyOrderRange":{"highest":122722.1723,"lowest":122574.86150000001},"sellOrderRange":{"lowest":122795.8277,"highest":122943.1385},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011341219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011341219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"oldPx":122646,"newPx":122722.1723,"pxDiff":76.17230000000563,"tolerancePx":1,"reason":"price_changed","msg":"Cancelling order - price/size changed"}
|
|
|
+{"level":50,"time":1760011341230,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","orderId":"398175825","error":{"message":"RateLimiter queue exceeded","name":"Error"},"msg":"Failed to cancel order"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","remainingTargets":10,"reused":0,"cancelled":1,"msg":"Reconcile phase 1 complete - now placing new orders"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","latestMid":122759,"recalculatedBaseSz":0.00012,"targetCount":10,"msg":"Updated placement targets with latest mid before re-hanging orders"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"side":"buy","px":122722.1723,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"side":"sell","px":122795.8277,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"side":"buy","px":122685.3446,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"side":"sell","px":122832.65539999999,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"side":"buy","px":122648.5169,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"side":"sell","px":122869.48309999998,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"side":"buy","px":122611.68920000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"side":"sell","px":122906.3108,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"side":"buy","px":122574.86150000001,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":30,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"side":"sell","px":122943.1385,"sz":0.00012,"msg":"Placing new grid order in reconcile"}
|
|
|
+{"level":40,"time":1760011341231,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"buy","px":122722,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122759.00","bestBid":122751,"bestAsk":122767,"spreadBps":"1.30","pxDeviationFromMid":"-3.01bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341331,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122796,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"2.57bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341331,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122685,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-6.48bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341331,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122833,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"5.58bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341331,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122648,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-9.49bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341331,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122870,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"8.59bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341331,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122611,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-12.50bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341331,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122907,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"11.61bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341331,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122574,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-15.52bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341331,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122944,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"14.62bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341409,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011341409,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011341432,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"buy","px":122722,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-3.46bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341532,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122796,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"2.57bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341532,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122685,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-6.48bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341532,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122833,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"5.58bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341532,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122648,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-9.49bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341532,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122870,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"8.59bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341633,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122611,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-12.50bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341633,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122907,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"11.61bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341634,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122574,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-15.52bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011341634,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122944,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"14.62bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011341832,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"buy","px":122722,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-3.46bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011341832,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011341932,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":1,"side":"sell","px":122796,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"2.57bps"},"attempts":3,"consecutivePlaceFailures":2,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011341932,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":1,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011342033,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-2,"side":"buy","px":122685,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-6.48bps"},"attempts":3,"consecutivePlaceFailures":3,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011342033,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011342033,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":2,"side":"sell","px":122833,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"5.58bps"},"attempts":3,"consecutivePlaceFailures":4,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011342033,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":2,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011342033,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-3,"side":"buy","px":122648,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-9.49bps"},"attempts":3,"consecutivePlaceFailures":5,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011342033,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011342034,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":3,"side":"sell","px":122870,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"8.59bps"},"attempts":3,"consecutivePlaceFailures":6,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011342034,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":3,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011342134,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-4,"side":"buy","px":122611,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-12.50bps"},"attempts":3,"consecutivePlaceFailures":7,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011342134,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011342134,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":4,"side":"sell","px":122907,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"11.61bps"},"attempts":3,"consecutivePlaceFailures":8,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011342134,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":4,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011342134,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-5,"side":"buy","px":122574,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"-15.52bps"},"attempts":3,"consecutivePlaceFailures":9,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011342134,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":50,"time":1760011342134,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":5,"side":"sell","px":122944,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122764.50","bestBid":122751,"bestAsk":122778,"spreadBps":"2.20","pxDeviationFromMid":"14.62bps"},"attempts":3,"consecutivePlaceFailures":10,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011342135,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":5,"error":"RateLimiter queue exceeded","msg":"Failed to place order in reconcile - continuing"}
|
|
|
+{"level":30,"time":1760011342135,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":0,"reused":0,"cancelled":1,"elapsedMs":15915,"totalTargets":10,"successRate":"0.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011342135,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":0,"cancelled":1,"reused":0,"elapsedMs":15915,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011343104,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011343104,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398146987,"I":"a1f76c1b-104e-494f-8e4b-e2753360af83","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"122752","ip":"122752","a":"0.00028","f":"0.00028","oe":"fulfill_limit","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011022236,"ut":1760011342986},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011343105,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011343105,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398146987","tradeId":"30786446","symbol":"BTC","side":"buy","px":122752,"sz":0.00017,"fee":0.003130176,"liquidity":"maker","ts":1760011342986},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011343105,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398146987","tradeId":"30786446","symbol":"BTC","side":"buy","px":122752,"sz":0.00017,"fee":0.003130176,"liquidity":"maker","ts":1760011342986},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":40,"time":1760011343105,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","orderId":"398146987","fillSymbol":"BTC","gridSymbol":"BTC","msg":"Fill not from grid order, ignoring"}
|
|
|
+{"level":50,"time":1760011343105,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011346258,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"ask","price":"122719","amount":"0.00012","clientOrderId":"ff31294e-6572-468a-9b9c-4dd1d501f8df","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011346299,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398179317","clientOrderId":"ff31294e-6572-468a-9b9c-4dd1d501f8df","elapsedMs":41,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011346299,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"oppositeSide":"sell","oppositePx":122718.8046,"orderId":"398179317","msg":"Placed opposite grid order"}
|
|
|
+{"level":30,"time":1760011346363,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":2,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011346363,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398179317,"I":"ff31294e-6572-468a-9b9c-4dd1d501f8df","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"0","ip":"122719","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011346336,"ut":1760011346336},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011346363,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398179317,"I":"ff31294e-6572-468a-9b9c-4dd1d501f8df","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"ask","p":"122763","ip":"122719","a":"0.00012","f":"0.00012","oe":"fulfill_market","os":"filled","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011346336,"ut":1760011346336},"msg":"Processing order update event"}
|
|
|
+{"level":40,"time":1760011346410,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011346410,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":30,"time":1760011346427,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_trades","recordCount":1,"msg":"Received fill message from WebSocket"}
|
|
|
+{"level":30,"time":1760011346427,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","fill":{"orderId":"398179317","tradeId":"30786514","symbol":"BTC","side":"buy","px":122763,"sz":0.00012,"fee":0.005892624,"liquidity":"taker","ts":1760011346336},"msg":"Processing fill event"}
|
|
|
+{"level":30,"time":1760011346427,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fill":{"orderId":"398179317","tradeId":"30786514","symbol":"BTC","side":"buy","px":122763,"sz":0.00012,"fee":0.005892624,"liquidity":"taker","ts":1760011346336},"isInitialized":true,"msg":"GridMaker.onFill called"}
|
|
|
+{"level":30,"time":1760011346427,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","gridIndex":-1,"side":"buy","px":122763,"sz":0.00012,"fee":0.005892624,"liquidity":"taker","msg":"Grid order filled"}
|
|
|
+{"level":30,"time":1760011346427,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","fillSide":"buy","fillSz":0.00012,"deltaChange":0.00012,"currentDelta":0.00442,"msg":"Delta updated"}
|
|
|
+{"level":40,"time":1760011346427,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122800,"sz":0.00012,"attempt":1,"currentGridStepBps":3,"marketData":{"mid":"122773.00","bestBid":122763,"bestAsk":122783,"spreadBps":"1.63","pxDeviationFromMid":"2.20bps"},"retryDelayMs":200,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":40,"time":1760011346627,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122800,"sz":0.00012,"attempt":2,"currentGridStepBps":3,"marketData":{"mid":"122773.00","bestBid":122763,"bestAsk":122783,"spreadBps":"1.63","pxDeviationFromMid":"2.20bps"},"retryDelayMs":400,"msg":"Grid order placement failed, retrying"}
|
|
|
+{"level":50,"time":1760011347028,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{"message":"RateLimiter queue exceeded","name":"Error"},"index":-1,"side":"sell","px":122800,"sz":0.00012,"attempt":3,"currentGridStepBps":3,"marketData":{"mid":"122773.00","bestBid":122763,"bestAsk":122783,"spreadBps":"1.63","pxDeviationFromMid":"2.20bps"},"attempts":3,"consecutivePlaceFailures":1,"msg":"Failed to place grid order after all retries"}
|
|
|
+{"level":50,"time":1760011347029,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","error":{},"gridIndex":-1,"msg":"Failed to place opposite order"}
|
|
|
+{"level":50,"time":1760011347029,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"Failed to refresh risk"}
|
|
|
+{"level":30,"time":1760011351259,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","symbol":"BTC","side":"bid","price":"122661","amount":"0.00012","clientOrderId":"58ea5e63-b911-4c0f-a448-9c40897a009e","msg":"Sending create_order via WebSocket"}
|
|
|
+{"level":30,"time":1760011351371,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","name":"PacificaWsOrderGateway","orderId":"398179710","clientOrderId":"58ea5e63-b911-4c0f-a448-9c40897a009e","elapsedMs":112,"msg":"Order created successfully via WebSocket"}
|
|
|
+{"level":30,"time":1760011351371,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","placed":1,"reused":0,"cancelled":0,"elapsedMs":100152,"totalTargets":10,"successRate":"10.0%","msg":"Reconcile phase 2 complete - all orders placed"}
|
|
|
+{"level":30,"time":1760011351371,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mode":"incremental","totalTarget":10,"placed":1,"cancelled":0,"reused":0,"elapsedMs":100152,"msg":"Incremental grid reconcile completed"}
|
|
|
+{"level":30,"time":1760011351477,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","channel":"account_order_updates","recordCount":1,"msg":"Received order update message from WebSocket"}
|
|
|
+{"level":30,"time":1760011351477,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","accountId":"maker","orderUpdate":{"i":398179710,"I":"58ea5e63-b911-4c0f-a448-9c40897a009e","u":"3v2fE8y6uPVu5pmNCpmygpGNgdP3kGL3SMoVa86uvLLu","s":"BTC","d":"bid","p":"0","ip":"122661","a":"0.00012","f":"0","oe":"make","os":"open","ot":"limit","sp":null,"si":null,"r":false,"ct":1760011351386,"ut":1760011351386},"msg":"Processing order update event"}
|
|
|
+{"level":30,"time":1760011356219,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","metrics":{"fillsPerMinute":"4.73","makerRatio":"0.0%","selfTradeRatio":"0.0%"},"before":{"gridStepBps":"3.00","clipUsd":"15.0"},"after":{"gridStepBps":"3.00","clipUsd":"15.0"},"emergencyMode":true,"reason":"Emergency: maker ratio 0.0% < 70.0%","msg":"Adjusting grid parameters based on fill rate KPI"}
|
|
|
+{"level":30,"time":1760011356220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","mid":122772,"currentGridStepBps":3,"bestBid":122763,"bestAsk":122781,"spread":"18.00","spreadBps":"1.47","bidDepth":[{"px":122763,"sz":0.10288},{"px":122760,"sz":3.30119},{"px":122759,"sz":2.28242}],"askDepth":[{"px":122781,"sz":2.37807},{"px":122780,"sz":0.07193},{"px":122779,"sz":0.99743}],"config":{"symbol":"BTC","gridStepBps":0.8,"gridRangeBps":15,"baseClipUsd":30,"maxLayers":20,"hedgeThresholdBase":0.12,"accountId":"maker","tickSize":1,"lotSize":0.00001,"incrementalMode":true},"msg":"Initializing grid with market context"}
|
|
|
+{"level":30,"time":1760011356220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","actualLayers":5,"baseSz":0.00012,"baseClipUsd":15,"gridStepBps":3,"msg":"Grid parameters calculated"}
|
|
|
+{"level":30,"time":1760011356220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","topBuyOrder":{"px":122735.16840000001,"distanceFromBestBid":"27.83","distanceBps":"2.27"},"topSellOrder":{"px":122808.83159999999,"distanceFromBestAsk":"27.83","distanceBps":"2.27"},"totalLayers":5,"buyOrderRange":{"highest":122735.16840000001,"lowest":122587.842},"sellOrderRange":{"lowest":122808.83159999999,"highest":122956.15800000001},"msg":"Grid order placement analysis"}
|
|
|
+{"level":30,"time":1760011356220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","targetLevels":10,"msg":"Starting incremental grid reconciliation"}
|
|
|
+{"level":30,"time":1760011356220,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","component":"GridMaker","index":-1,"oldPx":122661,"newPx":122735.16840000001,"pxDiff":74.16840000000957,"tolerancePx":1,"reason":"price_changed","msg":"Cancelling order - price/size changed"}
|
|
|
+{"level":30,"time":1760011356234,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","status":{"isInitialized":true,"gridCenter":122772,"currentDelta":0.00442,"totalGrids":0,"filledGrids":0,"activeOrders":0,"pendingHedges":0,"expectedOrders":10,"effectiveOrderRatio":0,"baseClipUsd":15},"msg":"Grid status"}
|
|
|
+{"level":40,"time":1760011356411,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
|
|
+{"level":40,"time":1760011356411,"pid":3799899,"hostname":"iZ6we1bklloe4t53c99rq5Z","symbol":"BTC","error":{},"msg":"market data error"}
|
