2023-01-01 00:00:00 Launching analysis for 1a12eb463ab9901671a47089708169d8 with LEAN Engine v2.5.0.0.16488 2023-01-03 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-1, [3905.0, 3915.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-03 09:50:00, Spread: $0.15, Bid & Ask: [(1.8, 1.9), (0.85, 0.9)], Volume: [192.0, 121.0], OpenInterest: [1459, 3569] 2023-01-03 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-2, [3830.0, 3820.0] @ Mid: 1.02, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-03 09:50:00, Spread: $0.25, Bid & Ask: [(2.8, 3.0), (1.85, 1.9)], Volume: [112.0, 143.0], OpenInterest: [706, 1727] 2023-01-03 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-1, Premium: $250.0 @ $0.5 2023-01-03 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-03 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-2, Premium: $475.0 @ $0.95 2023-01-03 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02] 2023-01-03 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 09:48:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-2, [3830.0, 3820.0] @ Mid: -2.15, Reason: ['Stop Loss trigger'] 2023-01-03 09:48:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-2, Premium: $-1150.0 @ $-2.3; P&L: $-675.0 (-142.11%) 2023-01-03 09:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.15] 2023-01-03 09:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.57, -1.5, -2.15] 2023-01-03 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-3, [3865.0, 3875.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-03 10:20:00, Spread: $0.15, Bid & Ask: [(2.2, 2.3), (1.25, 1.3)], Volume: [160.0, 59.0], OpenInterest: [375, 3343] 2023-01-03 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-4, [3785.0, 3775.0] @ Mid: 0.93, NewLimit: 0.95, Limit: 1.0, DTTM: 2023-01-03 10:20:00, Spread: $0.15, Bid & Ask: [(2.15, 2.25), (1.25, 1.3)], Volume: [53.0, 117.0], OpenInterest: [486, 1570] 2023-01-03 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-3, Premium: $425.0 @ $0.85 2023-01-03 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-03 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-4, Premium: $425.0 @ $0.85 2023-01-03 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.93] 2023-01-03 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 11:32:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-4, [3785.0, 3775.0] @ Mid: -1.95, Reason: ['Stop Loss trigger'] 2023-01-03 11:32:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-4, Premium: $-1025.0 @ $-2.05; P&L: $-600.0 (-141.18%) 2023-01-03 11:32:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.95] 2023-01-03 11:32:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.87, -0.9, -1.13, -1.3, -1.7, -1.27, -1.3, -1.45, -1.18, -1.15, -1.2, -1.32, -1.2, -1.5, -1.12, -1.6, -1.3, -1.4, -1.48, -1.32, -1.12, -1.12, -1.13, -1.03, -1.1, -0.9, -0.85, -0.9, -0.93, -0.92, -0.82, -0.62, -0.73, -0.75, -0.77, -0.88, -0.95, -0.78, -0.9, -0.95, -0.83, -0.57, -0.52, -0.53, -0.4, -0.35, -0.42, -0.42, -0.45, -0.57, -0.55, -0.58, -0.6, -0.55, -1.02, -1.12, -1.25, -1.23, -1.5, -1.85, -1.65, -1.7, -1.5, -1.27, -1.38, -1.6, -1.62, -1.4, -1.07, -1.23, -1.43, -1.47, -1.4, -1.6, -1.33, -1.6, -1.95] 2023-01-03 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-5, [3830.0, 3840.0] @ Mid: 1.17, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-03 14:05:00, Spread: $0.15, Bid & Ask: [(2.0, 2.1), (0.9, 0.85)], Volume: [127.0, 74.0], OpenInterest: [1959, 1850] 2023-01-03 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-6, [3795.0, 3785.0] @ Mid: 1.12, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-03 14:05:00, Spread: $0.15, Bid & Ask: [(1.7, 1.8), (0.6, 0.65)], Volume: [97.0, 72.0], OpenInterest: [4210, 486] 2023-01-03 14:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-5, Premium: $550.0 @ $1.1 2023-01-03 14:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17] 2023-01-03 14:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 14:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-6, Premium: $475.0 @ $0.95 2023-01-03 14:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-03 14:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 14:13:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-6, [3795.0, 3785.0] @ Mid: -2.17, Reason: ['Stop Loss trigger'] 2023-01-03 14:13:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-6, Premium: $-1150.0 @ $-2.3; P&L: $-675.0 (-142.11%) 2023-01-03 14:13:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.17] 2023-01-03 14:13:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.08, -1.72, -1.7, -1.8, -1.52, -1.68, -1.57, -1.48, -1.4, -1.47, -1.6, -1.67, -2.17] 2023-01-04 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-7, [3890.0, 3900.0] @ Mid: 1.1, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-04 09:50:00, Spread: $0.1, Bid & Ask: [(2.1, 2.2), (1.05, 1.05)], Volume: [183.0, 316.0], OpenInterest: [1612, 4301] 2023-01-04 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-8, [3785.0, 3775.0] @ Mid: 1.0, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-04 09:50:00, Spread: $0.3, Bid & Ask: [(3.0, 3.2), (2.05, 2.15)], Volume: [189.0, 147.0], OpenInterest: [10564, 11202] 2023-01-04 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-7, Premium: $400.0 @ $0.8 2023-01-04 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1] 2023-01-04 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-8, Premium: $325.0 @ $0.65 2023-01-04 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-04 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 10:06:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-8, [3785.0, 3775.0] @ Mid: -1.53, Reason: ['Stop Loss trigger'] 2023-01-04 10:06:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-8, Premium: $-825.0 @ $-1.65; P&L: $-500.0 (-153.85%) 2023-01-04 10:06:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.53] 2023-01-04 10:06:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.98, -1.0, -0.9, -1.0, -0.97, -0.92, -0.95, -0.95, -0.95, -0.95, -0.88, -0.95, -0.95, -0.77, -0.75, -1.15, -0.8, -0.52, -0.82, -1.37, -1.53] 2023-01-04 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-9, [3870.0, 3880.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-04 10:20:00, Spread: $0.2, Bid & Ask: [(2.35, 2.45), (1.3, 1.4)], Volume: [53.0, 92.0], OpenInterest: [1275, 802] 2023-01-04 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-10, [3775.0, 3765.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-04 10:20:00, Spread: $0.2, Bid & Ask: [(2.55, 2.65), (1.55, 1.65)], Volume: [143.0, 50.0], OpenInterest: [11202, 667] 2023-01-04 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-9, Premium: $450.0 @ $0.9 2023-01-04 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-04 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-10, Premium: $475.0 @ $0.95 2023-01-04 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-04 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 10:49:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-9, [3870.0, 3880.0] @ Mid: -2.0, Reason: ['Stop Loss trigger'] 2023-01-04 10:49:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-9, Premium: $-1050.0 @ $-2.1; P&L: $-600.0 (-133.33%) 2023-01-04 10:49:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.0] 2023-01-04 10:49:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.15, -1.2, -1.2, -1.15, -1.2, -1.25, -1.3, -1.05, -0.87, -1.05, -0.95, -0.92, -1.02, -1.1, -1.3, -1.1, -1.05, -0.98, -1.2, -1.12, -1.13, -1.22, -1.22, -1.23, -1.1, -1.07, -1.02, -1.17, -1.23, -1.47, -1.95, -1.93, -1.85, -2.0] 2023-01-04 11:32:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-7, [3890.0, 3900.0] @ Mid: -1.88, Reason: ['Stop Loss trigger'] 2023-01-04 11:32:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-7, Premium: $-950.0 @ $-1.9; P&L: $-550.0 (-137.5%) 2023-01-04 11:32:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.88] 2023-01-04 11:32:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.02, -1.15, -1.15, -1.18, -1.23, -1.3, -1.15, -1.17, -1.25, -1.3, -1.4, -1.33, -1.33, -1.38, -1.4, -0.92, -1.02, -1.4, -0.95, -0.55, -0.53, -0.45, -0.47, -0.48, -0.45, -0.35, -0.25, -0.32, -0.35, -0.35, -0.4, -0.4, -0.45, -0.38, -0.4, -0.4, -0.4, -0.28, -0.3, -0.35, -0.28, -0.28, -0.4, -0.38, -0.42, -0.3, -0.3, -0.3, -0.35, -0.35, -0.32, -0.38, -0.35, -0.38, -0.3, -0.3, -0.27, -0.38, -0.38, -0.47, -0.65, -0.65, -0.58, -0.65, -0.62, -0.5, -0.6, -0.6, -0.5, -0.6, -0.53, -0.65, -0.62, -0.6, -0.6, -0.57, -0.57, -0.57, -0.55, -0.5, -0.55, -0.47, -0.5, -0.6, -0.58, -0.65, -0.6, -0.8, -0.68, -0.9, -0.75, -0.75, -0.78, -0.75, -0.75, -0.75, -0.77, -0.7, -0.7, -0.7, -0.67, -0.7, -0.72, -0.92, -0.9, -1.3, -1.88] 2023-01-04 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-11, [3900.0, 3910.0] @ Mid: 1.17, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-04 12:35:00, Spread: $0.15, Bid & Ask: [(2.3, 2.4), (1.15, 1.2)], Volume: [24.0, 50.0], OpenInterest: [4301, 3228] 2023-01-04 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-12, [3825.0, 3815.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-04 12:35:00, Spread: $0.15, Bid & Ask: [(2.8, 2.85), (1.8, 1.9)], Volume: [17.0, 45.0], OpenInterest: [1396, 505] 2023-01-04 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-11, Premium: $525.0 @ $1.05 2023-01-04 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17] 2023-01-04 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-12, Premium: $425.0 @ $0.85 2023-01-04 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-04 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-13, [3895.0, 3905.0] @ Mid: 0.92, NewLimit: 0.95, Limit: 1.0, DTTM: 2023-01-04 13:05:00, Spread: $0.15, Bid & Ask: [(1.8, 1.9), (0.9, 0.95)], Volume: [73.0, 25.0], OpenInterest: [716, 1613] 2023-01-04 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-14, [3825.0, 3815.0] @ Mid: 1.2, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-04 13:05:00, Spread: $0.3, Bid & Ask: [(3.5, 3.7), (2.35, 2.45)], Volume: [30.0, 12.0], OpenInterest: [1396, 505] 2023-01-04 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-13, Premium: $425.0 @ $0.85 2023-01-04 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92] 2023-01-04 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-14, Premium: $525.0 @ $1.05 2023-01-04 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-04 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-15, [3895.0, 3905.0] @ Mid: 1.17, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.15, Bid & Ask: [(2.3, 2.4), (1.15, 1.2)], Volume: [2.0, 6.0], OpenInterest: [716, 1613] 2023-01-04 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-16, [3830.0, 3820.0] @ Mid: 1.12, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.05, Bid & Ask: [(3.4, 3.4), (2.25, 2.3)], Volume: [55.0, 20.0], OpenInterest: [706, 1203] 2023-01-04 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-15, Premium: $550.0 @ $1.1 2023-01-04 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17] 2023-01-04 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-16, Premium: $475.0 @ $0.95 2023-01-04 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-04 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-17, [3900.0, 3910.0] @ Mid: 0.97, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-04 13:50:00, Spread: $0.15, Bid & Ask: [(1.75, 1.8), (0.75, 0.85)], Volume: [41.0, 14.0], OpenInterest: [4301, 3228] 2023-01-04 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-18, [3830.0, 3820.0] @ Mid: 1.03, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-04 13:50:00, Spread: $0.05, Bid & Ask: [(3.2, 3.2), (2.15, 2.2)], Volume: [27.0, 32.0], OpenInterest: [706, 1203] 2023-01-04 13:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-17, Premium: $400.0 @ $0.8 2023-01-04 13:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.97] 2023-01-04 13:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-18, Premium: $450.0 @ $0.9 2023-01-04 13:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-04 13:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-19, [3890.0, 3900.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-04 14:05:00, Spread: $1.0, Bid & Ask: [(2.1, 2.85), (1.3, 1.55)], Volume: [80.0, 271.0], OpenInterest: [1612, 4301] 2023-01-04 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-20, [3830.0, 3820.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-04 14:05:00, Spread: $2.6, Bid & Ask: [(2.95, 4.9), (2.45, 3.1)], Volume: [112.0, 95.0], OpenInterest: [706, 1203] 2023-01-04 14:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-19, Premium: $50.0 @ $0.1 2023-01-04 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-04 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 14:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-20, Premium: $300.0 @ $0.6 2023-01-04 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-04 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 14:03:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-19, [3890.0, 3900.0] @ Mid: -0.48, Reason: ['Stop Loss trigger'] 2023-01-04 14:03:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-19, Premium: $-275.0 @ $-0.55; P&L: $-225.0 (-450.0%) 2023-01-04 14:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-0.48] 2023-01-04 14:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.48] 2023-01-04 14:03:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-20, [3830.0, 3820.0] @ Mid: -1.88, Reason: ['Stop Loss trigger'] 2023-01-04 14:03:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-20, Premium: $-1025.0 @ $-2.05; P&L: $-725.0 (-241.67%) 2023-01-04 14:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.88] 2023-01-04 14:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.88] 2023-01-04 14:04:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-12, [3825.0, 3815.0] @ Mid: -2.0, Reason: ['Stop Loss trigger'] 2023-01-04 14:04:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-12, Premium: $-1200.0 @ $-2.4; P&L: $-775.0 (-182.35%) 2023-01-04 14:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.0] 2023-01-04 14:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.85, -0.88, -0.82, -0.8, -0.8, -0.85, -0.77, -0.82, -0.83, -0.83, -0.83, -0.8, -0.8, -0.8, -0.75, -0.8, -0.7, -0.77, -0.9, -0.88, -0.95, -1.05, -0.98, -0.9, -0.92, -1.05, -1.08, -1.07, -1.25, -1.2, -1.3, -1.45, -1.5, -1.3, -1.35, -1.28, -1.37, -1.2, -1.2, -1.15, -1.05, -1.02, -1.0, -0.97, -0.97, -0.9, -0.85, -0.8, -0.78, -0.8, -0.78, -0.75, -0.8, -0.78, -0.82, -0.83, -0.75, -0.8, -0.83, -0.95, -0.9, -0.88, -0.82, -0.85, -0.8, -0.8, -0.73, -0.7, -0.7, -0.7, -0.75, -0.85, -0.8, -0.82, -0.85, -0.88, -0.85, -1.0, -0.9, -0.9, -0.88, -0.95, -0.95, -0.95, -0.93, -1.1, -1.1, -1.15, -1.3, -1.12, -0.62, -0.75, -1.43, -2.0] 2023-01-04 14:04:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-16, [3830.0, 3820.0] @ Mid: -2.5, Reason: ['Stop Loss trigger'] 2023-01-04 14:04:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-16, Premium: $-1400.0 @ $-2.8; P&L: $-925.0 (-194.74%) 2023-01-04 14:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.5] 2023-01-04 14:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.1, -1.17, -1.05, -1.05, -0.95, -0.98, -0.88, -0.83, -0.88, -0.88, -0.88, -1.05, -0.95, -0.95, -1.03, -1.08, -1.05, -1.22, -1.15, -1.12, -1.12, -1.23, -1.12, -1.15, -1.15, -1.32, -1.38, -1.45, -1.52, -0.75, -0.95, -1.88, -2.5] 2023-01-04 14:04:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-18, [3830.0, 3820.0] @ Mid: -2.5, Reason: ['Stop Loss trigger'] 2023-01-04 14:04:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-18, Premium: $-1400.0 @ $-2.8; P&L: $-950.0 (-211.11%) 2023-01-04 14:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.5] 2023-01-04 14:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.08, -1.05, -1.22, -1.15, -1.12, -1.12, -1.23, -1.12, -1.15, -1.15, -1.32, -1.38, -1.45, -1.52, -0.75, -0.95, -1.88, -2.5] 2023-01-04 14:26:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-14, [3825.0, 3815.0] @ Mid: -2.52, Reason: ['Stop Loss trigger'] 2023-01-04 14:26:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-14, Premium: $-1425.0 @ $-2.85; P&L: $-900.0 (-171.43%) 2023-01-04 14:26:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.52] 2023-01-04 14:26:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.3, -1.45, -1.5, -1.3, -1.35, -1.28, -1.37, -1.2, -1.2, -1.15, -1.05, -1.02, -1.0, -0.97, -0.97, -0.9, -0.85, -0.8, -0.78, -0.8, -0.78, -0.75, -0.8, -0.78, -0.82, -0.83, -0.75, -0.8, -0.83, -0.95, -0.9, -0.88, -0.82, -0.85, -0.8, -0.8, -0.73, -0.7, -0.7, -0.7, -0.75, -0.85, -0.8, -0.82, -0.85, -0.88, -0.85, -1.0, -0.9, -0.9, -0.88, -0.95, -0.95, -0.95, -0.93, -1.1, -1.1, -1.15, -1.3, -1.12, -0.62, -0.75, -1.43, -2.0, -1.25, -0.62, -0.75, -0.88, -1.07, -1.48, -1.5, -1.28, -1.5, -1.18, -1.1, -0.67, -0.45, -0.4, -0.53, -0.45, -0.5, -0.8, -1.2, -1.3, -1.18, -2.52] 2023-01-05 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-21, [3850.0, 3860.0] @ Mid: 1.12, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-05 09:50:00, Spread: $0.15, Bid & Ask: [(2.45, 2.55), (1.35, 1.4)], Volume: [618.0, 134.0], OpenInterest: [5304, 761] 2023-01-05 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-22, [3770.0, 3760.0] @ Mid: 1.12, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-05 09:50:00, Spread: $0.15, Bid & Ask: [(2.45, 2.55), (1.35, 1.4)], Volume: [188.0, 240.0], OpenInterest: [10933, 12030] 2023-01-05 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-21, Premium: $475.0 @ $0.95 2023-01-05 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-05 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-22, Premium: $500.0 @ $1.0 2023-01-05 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-05 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-23, [3855.0, 3865.0] @ Mid: 1.2, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-05 10:20:00, Spread: $0.1, Bid & Ask: [(2.4, 2.45), (1.2, 1.25)], Volume: [65.0, 90.0], OpenInterest: [769, 606] 2023-01-05 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-24, [3785.0, 3775.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-05 10:20:00, Spread: $0.1, Bid & Ask: [(2.2, 2.2), (1.2, 1.3)], Volume: [61.0, 73.0], OpenInterest: [979, 2713] 2023-01-05 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-23, Premium: $525.0 @ $1.05 2023-01-05 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-05 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-24, Premium: $375.0 @ $0.75 2023-01-05 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-05 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 10:36:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-24, [3785.0, 3775.0] @ Mid: -1.8, Reason: ['Stop Loss trigger'] 2023-01-05 10:36:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-24, Premium: $-925.0 @ $-1.85; P&L: $-550.0 (-146.67%) 2023-01-05 10:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.8] 2023-01-05 10:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.12, -1.1, -1.35, -1.25, -1.38, -1.45, -1.3, -1.43, -1.6, -1.45, -1.5, -1.45, -1.23, -1.15, -1.27, -1.33, -1.3, -1.45, -1.6, -1.42, -1.8] 2023-01-05 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-25, [3835.0, 3845.0] @ Mid: 1.1, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-05 12:35:00, Spread: $0.2, Bid & Ask: [(2.15, 2.25), (1.05, 1.15)], Volume: [36.0, 15.0], OpenInterest: [435, 589] 2023-01-05 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-26, [3785.0, 3775.0] @ Mid: 0.97, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-05 12:35:00, Spread: $0.15, Bid & Ask: [(1.9, 1.95), (0.9, 1.0)], Volume: [5.0, 18.0], OpenInterest: [979, 2713] 2023-01-05 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-25, Premium: $475.0 @ $0.95 2023-01-05 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1] 2023-01-05 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-26, Premium: $450.0 @ $0.9 2023-01-05 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.97] 2023-01-05 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-27, [3830.0, 3840.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.2, Bid & Ask: [(2.25, 2.35), (1.1, 1.2)], Volume: [21.0, 18.0], OpenInterest: [1184, 465] 2023-01-05 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-28, [3785.0, 3775.0] @ Mid: 1.1, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.2, Bid & Ask: [(1.95, 2.05), (0.85, 0.95)], Volume: [17.0, 4.0], OpenInterest: [979, 2713] 2023-01-05 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-27, Premium: $525.0 @ $1.05 2023-01-05 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-05 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-28, Premium: $475.0 @ $0.95 2023-01-05 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1] 2023-01-05 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:23:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-27, [3830.0, 3840.0] @ Mid: -2.4, Reason: ['Stop Loss trigger'] 2023-01-05 13:23:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-27, Premium: $-1275.0 @ $-2.55; P&L: $-750.0 (-142.86%) 2023-01-05 13:23:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.4] 2023-01-05 13:23:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.15, -1.05, -1.0, -1.0, -1.05, -1.2, -1.12, -1.23, -1.27, -1.27, -1.15, -1.12, -1.1, -1.02, -0.93, -0.98, -0.9, -0.93, -0.88, -0.9, -1.67, -1.93, -2.4] 2023-01-05 13:24:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-25, [3835.0, 3845.0] @ Mid: -2.12, Reason: ['Stop Loss trigger'] 2023-01-05 13:24:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-25, Premium: $-1100.0 @ $-2.2; P&L: $-625.0 (-131.58%) 2023-01-05 13:24:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.12] 2023-01-05 13:24:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.17, -1.3, -1.38, -1.35, -1.58, -1.48, -1.35, -1.33, -1.08, -1.17, -1.2, -1.08, -1.07, -0.97, -0.93, -1.05, -0.95, -0.95, -1.0, -1.02, -1.07, -0.98, -0.95, -0.95, -0.9, -0.92, -0.93, -0.9, -0.9, -0.77, -0.87, -0.75, -0.63, -0.72, -0.8, -0.82, -0.83, -0.9, -0.95, -0.93, -0.88, -0.85, -0.75, -0.75, -0.62, -0.6, -0.6, -0.6, -0.62, -0.6, -1.22, -1.5, -1.77, -2.12] 2023-01-05 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-29, [3845.0, 3855.0] @ Mid: 0.9, NewLimit: 0.9, Limit: 1.0, DTTM: 2023-01-05 13:35:00, Spread: $0.2, Bid & Ask: [(1.55, 1.65), (0.65, 0.75)], Volume: [62.0, 55.0], OpenInterest: [589, 769] 2023-01-05 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-30, [3800.0, 3790.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-05 13:35:00, Spread: $0.2, Bid & Ask: [(2.15, 2.25), (1.0, 1.1)], Volume: [384.0, 267.0], OpenInterest: [3935, 1329] 2023-01-05 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-29, Premium: $375.0 @ $0.75 2023-01-05 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-05 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-30, Premium: $425.0 @ $0.85 2023-01-05 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-05 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-31, [3840.0, 3850.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-05 13:50:00, Spread: $0.1, Bid & Ask: [(1.95, 2.0), (0.8, 0.85)], Volume: [238.0, 123.0], OpenInterest: [465, 5304] 2023-01-05 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-32, [3800.0, 3790.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-05 13:50:00, Spread: $0.0, Bid & Ask: [(1.75, 1.75), (0.75, 0.75)], Volume: [130.0, 112.0], OpenInterest: [3935, 1329] 2023-01-05 13:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-31, Premium: $425.0 @ $0.85 2023-01-05 13:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-05 13:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-32, Premium: $400.0 @ $0.8 2023-01-05 13:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-05 13:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-33, [3840.0, 3850.0] @ Mid: 0.9, NewLimit: 0.9, Limit: 1.0, DTTM: 2023-01-05 14:05:00, Spread: $0.1, Bid & Ask: [(1.45, 1.5), (0.55, 0.6)], Volume: [102.0, 252.0], OpenInterest: [465, 5304] 2023-01-05 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-34, [3800.0, 3790.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-05 14:05:00, Spread: $0.1, Bid & Ask: [(1.6, 1.65), (0.65, 0.7)], Volume: [328.0, 86.0], OpenInterest: [3935, 1329] 2023-01-05 14:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-33, Premium: $375.0 @ $0.75 2023-01-05 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-05 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 14:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-34, Premium: $375.0 @ $0.75 2023-01-05 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-05 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-35, [3865.0, 3875.0] @ Mid: 1.03, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-06 09:50:00, Spread: $0.15, Bid & Ask: [(2.65, 2.75), (1.65, 1.7)], Volume: [91.0, 215.0], OpenInterest: [1693, 3323] 2023-01-06 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-36, [3765.0, 3755.0] @ Mid: 1.05, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-06 09:50:00, Spread: $0.2, Bid & Ask: [(2.8, 2.9), (1.75, 1.85)], Volume: [173.0, 292.0], OpenInterest: [923, 3637] 2023-01-06 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-35, Premium: $475.0 @ $0.95 2023-01-06 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-06 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-36, Premium: $450.0 @ $0.9 2023-01-06 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-06 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 10:03:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-35, [3865.0, 3875.0] @ Mid: -2.12, Reason: ['Stop Loss trigger'] 2023-01-06 10:03:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-35, Premium: $-1100.0 @ $-2.2; P&L: $-625.0 (-131.58%) 2023-01-06 10:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.12] 2023-01-06 10:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.85, -0.97, -0.95, -0.93, -0.95, -0.88, -1.07, -1.22, -1.08, -1.2, -1.38, -1.25, -0.95, -0.95, -1.0, -1.2, -1.42, -2.12] 2023-01-06 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-37, [3895.0, 3905.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-06 12:35:00, Spread: $0.1, Bid & Ask: [(1.6, 1.65), (0.7, 0.65)], Volume: [39.0, 32.0], OpenInterest: [2098, 1257] 2023-01-06 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-38, [3845.0, 3835.0] @ Mid: 1.07, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-06 12:35:00, Spread: $0.15, Bid & Ask: [(2.3, 2.4), (1.25, 1.3)], Volume: [19.0, 3.0], OpenInterest: [617, 955] 2023-01-06 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-37, Premium: $450.0 @ $0.9 2023-01-06 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-06 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-38, Premium: $450.0 @ $0.9 2023-01-06 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.07] 2023-01-06 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-39, [3890.0, 3900.0] @ Mid: 1.12, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-06 13:05:00, Spread: $0.05, Bid & Ask: [(1.75, 1.8), (0.65, 0.65)], Volume: [37.0, 59.0], OpenInterest: [1925, 12516] 2023-01-06 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-40, [3845.0, 3835.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-06 13:05:00, Spread: $0.25, Bid & Ask: [(2.0, 2.15), (1.05, 1.15)], Volume: [53.0, 28.0], OpenInterest: [617, 955] 2023-01-06 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-39, Premium: $450.0 @ $0.9 2023-01-06 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-06 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-40, Premium: $425.0 @ $0.85 2023-01-06 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-06 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-41, [3895.0, 3905.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-06 13:35:00, Spread: $0.1, Bid & Ask: [(1.45, 1.5), (0.5, 0.55)], Volume: [33.0, 14.0], OpenInterest: [2098, 1257] 2023-01-06 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-42, [3855.0, 3845.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-06 13:35:00, Spread: $0.1, Bid & Ask: [(1.95, 2.0), (0.95, 1.0)], Volume: [63.0, 50.0], OpenInterest: [388, 617] 2023-01-06 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-41, Premium: $400.0 @ $0.8 2023-01-06 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-06 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-42, Premium: $475.0 @ $0.95 2023-01-06 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-06 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:39:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-39, [3890.0, 3900.0] @ Mid: -2.12, Reason: ['Stop Loss trigger'] 2023-01-06 13:39:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-39, Premium: $-1100.0 @ $-2.2; P&L: $-650.0 (-144.44%) 2023-01-06 13:39:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.12] 2023-01-06 13:39:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.2, -1.02, -0.93, -1.1, -1.02, -1.25, -1.38, -1.25, -1.08, -1.18, -1.08, -1.02, -1.4, -1.33, -1.3, -1.35, -1.38, -1.17, -1.25, -1.15, -1.2, -1.25, -1.02, -1.2, -1.25, -1.37, -1.57, -1.47, -1.6, -1.55, -1.55, -1.6, -1.82, -1.82, -1.95, -1.73, -1.68, -1.92, -2.12] 2023-01-06 14:01:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-37, [3895.0, 3905.0] @ Mid: -2.08, Reason: ['Stop Loss trigger'] 2023-01-06 14:01:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-37, Premium: $-1050.0 @ $-2.1; P&L: $-600.0 (-133.33%) 2023-01-06 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.08] 2023-01-06 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.17, -1.22, -0.92, -1.0, -0.82, -0.95, -0.92, -0.87, -0.73, -0.93, -0.7, -0.8, -0.72, -0.68, -0.7, -0.85, -0.9, -0.85, -0.9, -0.83, -0.75, -0.65, -0.75, -0.75, -0.68, -0.6, -0.53, -0.67, -0.65, -0.7, -0.75, -0.68, -0.57, -0.75, -0.67, -0.82, -0.92, -0.8, -0.68, -0.72, -0.68, -0.68, -0.9, -0.9, -0.83, -0.9, -0.9, -0.72, -0.83, -0.72, -0.75, -0.8, -0.63, -0.75, -0.77, -0.83, -1.05, -0.95, -1.0, -0.95, -1.0, -1.0, -1.12, -1.18, -1.25, -1.1, -1.1, -1.2, -1.38, -1.35, -1.53, -1.6, -1.65, -1.22, -1.3, -1.35, -1.12, -1.25, -1.27, -1.25, -1.05, -1.08, -1.1, -1.18, -1.2, -1.35, -1.42, -1.45, -1.37, -1.45, -2.08] 2023-01-06 14:01:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-41, [3895.0, 3905.0] @ Mid: -2.08, Reason: ['Stop Loss trigger'] 2023-01-06 14:01:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-41, Premium: $-1050.0 @ $-2.1; P&L: $-650.0 (-162.5%) 2023-01-06 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.08] 2023-01-06 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.0, -1.0, -1.12, -1.18, -1.25, -1.1, -1.1, -1.2, -1.38, -1.35, -1.53, -1.6, -1.65, -1.22, -1.3, -1.35, -1.12, -1.25, -1.27, -1.25, -1.05, -1.08, -1.1, -1.18, -1.2, -1.35, -1.42, -1.45, -1.37, -1.45, -2.08] 2023-01-09 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-43, [3950.0, 3960.0] @ Mid: 1.18, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-09 09:50:00, Spread: $0.15, Bid & Ask: [(2.55, 2.6), (1.35, 1.45)], Volume: [401.0, 273.0], OpenInterest: [7315, 7481] 2023-01-09 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-44, [3885.0, 3875.0] @ Mid: 1.1, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-09 09:50:00, Spread: $0.2, Bid & Ask: [(2.85, 3.0), (1.8, 1.85)], Volume: [96.0, 238.0], OpenInterest: [468, 896] 2023-01-09 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-43, Premium: $550.0 @ $1.1 2023-01-09 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.18] 2023-01-09 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-44, Premium: $500.0 @ $1.0 2023-01-09 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1] 2023-01-09 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 10:36:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-43, [3950.0, 3960.0] @ Mid: -2.55, Reason: ['Stop Loss trigger'] 2023-01-09 10:36:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-43, Premium: $-1300.0 @ $-2.6; P&L: $-750.0 (-136.36%) 2023-01-09 10:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.55] 2023-01-09 10:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.4, -1.37, -1.27, -1.43, -1.45, -1.45, -1.5, -1.7, -1.82, -1.7, -1.62, -1.62, -1.65, -1.6, -2.0, -2.07, -1.93, -2.05, -2.35, -2.12, -2.22, -2.23, -2.12, -2.1, -2.02, -2.17, -2.25, -1.8, -1.65, -1.65, -1.95, -2.2, -1.97, -2.0, -2.0, -2.17, -1.65, -1.75, -1.62, -1.65, -1.55, -1.6, -1.62, -1.67, -1.45, -1.6, -1.8, -2.12, -2.4, -2.35, -2.55] 2023-01-09 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-45, [3955.0, 3965.0] @ Mid: 1.17, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-09 13:05:00, Spread: $0.15, Bid & Ask: [(1.75, 1.8), (0.55, 0.65)], Volume: [42.0, 12.0], OpenInterest: [1553, 845] 2023-01-09 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-46, [3915.0, 3905.0] @ Mid: 0.9, NewLimit: 0.9, Limit: 1.0, DTTM: 2023-01-09 13:05:00, Spread: $0.2, Bid & Ask: [(1.55, 1.65), (0.65, 0.75)], Volume: [61.0, 194.0], OpenInterest: [138, 239] 2023-01-09 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-45, Premium: $575.0 @ $1.15 2023-01-09 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17] 2023-01-09 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-46, Premium: $375.0 @ $0.75 2023-01-09 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-09 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 13:36:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-46, [3915.0, 3905.0] @ Mid: -1.93, Reason: ['Stop Loss trigger'] 2023-01-09 13:36:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-46, Premium: $-1050.0 @ $-2.1; P&L: $-675.0 (-180.0%) 2023-01-09 13:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.93] 2023-01-09 13:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.9, -0.82, -1.05, -0.82, -1.2, -1.12, -1.43, -1.43, -1.45, -1.55, -1.5, -1.5, -1.35, -1.15, -1.15, -1.2, -1.0, -1.1, -1.22, -1.08, -1.02, -1.05, -0.72, -0.85, -0.78, -0.95, -1.0, -1.1, -1.1, -0.9, -0.93, -1.07, -1.27, -1.25, -1.48, -1.93] 2023-01-09 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-47, [3940.0, 3950.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-09 13:50:00, Spread: $0.1, Bid & Ask: [(1.3, 1.4), (0.4, 0.4)], Volume: [212.0, 147.0], OpenInterest: [3011, 7315] 2023-01-09 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-48, [3895.0, 3885.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-09 13:50:00, Spread: $0.05, Bid & Ask: [(1.55, 1.55), (0.55, 0.6)], Volume: [249.0, 131.0], OpenInterest: [516, 468] 2023-01-09 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-47, Premium: $375.0 @ $0.75 2023-01-09 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-09 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-48, Premium: $400.0 @ $0.8 2023-01-09 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-09 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-49, [3935.0, 3945.0] @ Mid: 1.18, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-09 14:05:00, Spread: $0.15, Bid & Ask: [(1.8, 1.85), (0.6, 0.7)], Volume: [38.0, 118.0], OpenInterest: [1145, 1360] 2023-01-09 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-50, [3900.0, 3890.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-09 14:05:00, Spread: $0.0, Bid & Ask: [(1.7, 1.7), (0.55, 0.55)], Volume: [132.0, 13.0], OpenInterest: [2427, 1052] 2023-01-09 14:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-49, Premium: $550.0 @ $1.1 2023-01-09 14:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.18] 2023-01-09 14:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 14:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-50, Premium: $500.0 @ $1.0 2023-01-09 14:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-09 14:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 15:00:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-50, [3900.0, 3890.0] @ Mid: -2.7, Reason: ['Stop Loss trigger'] 2023-01-09 15:00:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-50, Premium: $-1400.0 @ $-2.8; P&L: $-900.0 (-180.0%) 2023-01-09 15:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.7] 2023-01-09 15:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.58, -0.45, -0.48, -0.57, -0.62, -1.35, -1.17, -1.0, -1.1, -0.97, -0.88, -0.8, -1.0, -0.97, -1.05, -1.12, -1.1, -1.1, -0.93, -0.93, -0.87, -0.67, -0.78, -0.45, -0.55, -0.5, -0.6, -0.75, -0.6, -0.72, -0.73, -0.5, -0.6, -0.8, -0.9, -1.2, -1.02, -1.1, -1.17, -1.35, -1.28, -1.0, -1.25, -1.33, -0.9, -0.98, -0.85, -1.07, -1.22, -1.18, -1.27, -1.2, -1.02, -1.35, -1.18, -1.23, -1.58, -1.68, -2.07, -2.7] 2023-01-09 15:12:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-48, [3895.0, 3885.0] @ Mid: -1.77, Reason: ['Stop Loss trigger'] 2023-01-09 15:12:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-48, Premium: $-925.0 @ $-1.85; P&L: $-525.0 (-131.25%) 2023-01-09 15:12:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.77] 2023-01-09 15:12:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.03, -1.27, -1.1, -1.07, -0.83, -1.0, -0.83, -0.7, -0.68, -0.78, -0.8, -0.9, -0.67, -0.68, -0.65, -0.35, -0.2, -0.25, -0.35, -0.42, -0.88, -0.77, -0.67, -0.7, -0.57, -0.42, -0.43, -0.55, -0.57, -0.62, -0.6, -0.67, -0.65, -0.53, -0.53, -0.45, -0.35, -0.42, -0.3, -0.23, -0.25, -0.3, -0.35, -0.28, -0.38, -0.38, -0.28, -0.3, -0.45, -0.5, -0.7, -0.55, -0.58, -0.62, -0.78, -0.75, -0.55, -0.67, -0.8, -0.5, -0.53, -0.4, -0.52, -0.65, -0.62, -0.65, -0.68, -0.57, -0.7, -0.62, -0.65, -0.9, -0.88, -1.12, -1.67, -1.35, -1.05, -1.68, -1.68, -1.38, -1.1, -1.33, -1.57, -1.27, -1.23, -1.3, -1.77] 2023-01-10 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-51, [3940.0, 3950.0] @ Mid: 1.02, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-10 09:50:00, Spread: $0.25, Bid & Ask: [(2.55, 2.7), (1.55, 1.65)], Volume: [115.0, 201.0], OpenInterest: [2025, 2966] 2023-01-10 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-52, [3855.0, 3845.0] @ Mid: 1.02, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-10 09:50:00, Spread: $0.15, Bid & Ask: [(2.75, 2.8), (1.7, 1.8)], Volume: [37.0, 64.0], OpenInterest: [940, 1389] 2023-01-10 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-51, Premium: $450.0 @ $0.9 2023-01-10 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02] 2023-01-10 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-52, Premium: $450.0 @ $0.9 2023-01-10 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02] 2023-01-10 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-53, [3945.0, 3955.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-10 10:20:00, Spread: $0.15, Bid & Ask: [(2.1, 2.2), (1.15, 1.2)], Volume: [181.0, 41.0], OpenInterest: [1040, 1254] 2023-01-10 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-54, [3875.0, 3865.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-10 10:20:00, Spread: $0.2, Bid & Ask: [(2.85, 3.0), (1.75, 1.8)], Volume: [221.0, 155.0], OpenInterest: [1359, 1232] 2023-01-10 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-53, Premium: $425.0 @ $0.85 2023-01-10 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-10 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-54, Premium: $475.0 @ $0.95 2023-01-10 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-10 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 10:31:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-54, [3875.0, 3865.0] @ Mid: -2.45, Reason: ['Stop Loss trigger'] 2023-01-10 10:31:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-54, Premium: $-1300.0 @ $-2.6; P&L: $-825.0 (-173.68%) 2023-01-10 10:31:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.45] 2023-01-10 10:31:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.15, -0.9, -0.92, -1.1, -1.25, -1.5, -1.55, -1.58, -1.67, -1.5, -1.33, -1.35, -1.35, -1.5, -1.9, -2.45] 2023-01-10 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-55, [3920.0, 3930.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-10 13:35:00, Spread: $0.15, Bid & Ask: [(1.45, 1.55), (0.5, 0.55)], Volume: [30.0, 7.0], OpenInterest: [1811, 925] 2023-01-10 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-56, [3885.0, 3875.0] @ Mid: 1.05, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-10 13:35:00, Spread: $0.1, Bid & Ask: [(1.9, 1.95), (0.85, 0.9)], Volume: [9.0, 63.0], OpenInterest: [1485, 1359] 2023-01-10 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-55, Premium: $450.0 @ $0.9 2023-01-10 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-10 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-56, Premium: $425.0 @ $0.85 2023-01-10 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-10 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-57, [3920.0, 3930.0] @ Mid: 1.12, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-10 13:50:00, Spread: $0.05, Bid & Ask: [(1.65, 1.7), (0.55, 0.55)], Volume: [174.0, 35.0], OpenInterest: [1811, 925] 2023-01-10 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-58, [3890.0, 3880.0] @ Mid: 1.2, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-10 13:50:00, Spread: $0.1, Bid & Ask: [(2.1, 2.15), (0.9, 0.95)], Volume: [128.0, 486.0], OpenInterest: [1016, 965] 2023-01-10 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-57, Premium: $550.0 @ $1.1 2023-01-10 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-10 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-58, Premium: $475.0 @ $0.95 2023-01-10 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-10 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 14:02:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-55, [3920.0, 3930.0] @ Mid: -2.08, Reason: ['Stop Loss trigger'] 2023-01-10 14:02:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-55, Premium: $-1050.0 @ $-2.1; P&L: $-600.0 (-133.33%) 2023-01-10 14:02:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.08] 2023-01-10 14:02:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.08, -1.12, -1.15, -1.3, -1.25, -1.5, -1.6, -1.52, -1.48, -1.42, -1.55, -1.57, -1.4, -1.4, -1.12, -1.23, -1.2, -1.23, -1.03, -1.5, -1.27, -1.18, -1.25, -1.12, -1.1, -0.83, -1.1, -1.3, -1.37, -1.52, -1.9, -2.08] 2023-01-11 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-59, [3965.0, 3975.0] @ Mid: 1.1, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-11 10:20:00, Spread: $0.1, Bid & Ask: [(1.9, 1.95), (0.8, 0.85)], Volume: [64.0, 154.0], OpenInterest: [3663, 7560] 2023-01-11 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-60, [3910.0, 3900.0] @ Mid: 1.03, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-11 10:20:00, Spread: $0.15, Bid & Ask: [(2.6, 2.7), (1.6, 1.65)], Volume: [119.0, 116.0], OpenInterest: [1523, 2987] 2023-01-11 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-59, Premium: $500.0 @ $1.0 2023-01-11 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1] 2023-01-11 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-11 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-60, Premium: $425.0 @ $0.85 2023-01-11 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-11 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-11 15:56:00 INFO -> CentralAlgorithm.cancelOrder: >>> CANCEL-----> close order with message: order execution expiration or legs expired 2023-01-11 15:56:00 INFO -> CentralAlgorithm.cancelOrder: Cancel CallCreditSpread-59 & Progress of prices: [] 2023-01-11 15:56:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [-1.07, -0.93, -1.05, -1.12, -1.1, -0.97, -1.05, -1.28, -1.23, -1.18, -1.22, -1.27, -1.5, -1.52, -1.48, -1.23, -1.12, -1.1, -1.02, -0.92, -0.78, -0.68, -0.72, -0.72, -0.75, -0.8, -0.8, -0.78, -0.78, -0.72, -0.88, -0.88, -0.9, -0.87, -0.85, -0.77, -0.75, -0.7, -0.52, -0.65, -0.5, -0.5, -0.45, -0.43, -0.43, -0.4, -0.4, -0.45, -0.47, -0.5, -0.45, -0.53, -0.5, -0.45, -0.45, -0.48, -0.55, -0.52, -0.57, -0.68, -0.7, -0.73, -0.68, -0.75, -0.7, -0.55, -0.68, -0.65, -0.65, -0.6, -0.68, -0.65, -0.65, -0.65, -0.65, -0.7, -0.78, -0.75, -0.6, -0.65, -0.65, -0.55, -0.45, -0.52, -0.55, -0.62, -0.62, -0.65, -0.6, -0.75, -0.7, -0.75, -0.68, -0.73, -0.73, -0.6, -0.68, -0.73, -0.75, -0.73, -0.75, -0.73, -0.73, -0.53, -0.53, -0.58, -0.62, -0.7, -0.65, -0.72, -0.75, -0.67, -0.68, -0.72, -0.72, -0.8, -1.05, -1.02, -1.1, -1.08, -1.12, -1.0, -1.12, -1.15, -1.0, -1.0, -1.25, -1.43, -1.32, -1.12, -0.92, -1.02, -1.0, -1.28, -1.17, -1.1, -1.05, -0.93, -0.77, -0.77, -0.7, -0.73, -0.78, -0.67, -0.73, -0.77, -0.82, -0.77, -0.65, -0.73, -0.7, -0.73, -0.8, -0.73, -0.78, -0.73, -0.82, -0.8, -0.78, -0.73, -0.73, -0.65, -0.6, -0.65, -0.68, -0.7, -0.7, -0.88, -1.07, -1.18, -0.98, -1.1, -1.12, -1.1, -1.3, -1.38, -1.27, -1.22, -1.27, -1.77, -1.57, -1.12, -1.2, -1.2, -1.0, -0.85, -0.85, -0.87, -0.87, -1.05, -1.12, -1.05, -1.1, -1.25, -1.38, -1.47, -1.45, -1.4, -1.45, -1.2, -1.27, -1.35, -1.1, -1.23, -1.2, -1.5, -1.38, -1.32, -1.6, -1.35, -1.05, -1.25, -1.2, -1.23, -1.1, -1.0, -0.72, -0.75, -0.6, -0.6, -0.75, -0.68, -0.68, -0.68, -0.72, -0.75, -0.77, -0.53, -0.62, -0.57, -0.42, -0.3, -0.4, -0.43, -0.45, -0.5, -0.52, -0.5, -0.55, -0.42, -0.42, -0.57, -0.55, -0.7, -0.73, -0.62, -0.62, -0.73, -0.77, -0.7, -0.7, -0.7, -0.75, -0.75, -0.6, -0.65, -0.77, -0.77, -0.9, -0.88, -0.77, -0.85, -1.08, -1.1, -1.1, -0.88, -0.88, -1.02, -1.38, -1.52, -1.3, -1.45, -1.35, -1.15, -1.0, -0.83, -0.92, -0.8, -0.85, -0.93, -0.82, -0.77, -0.8, -0.85, -0.95, -1.0, -1.15, -1.1, -0.88, -1.12, -0.82, -0.77, -0.97, -1.05, -0.85, -0.97, -1.4, -1.05, -1.5, -1.42, -1.45, -1.5, -1.45, -1.7, -1.93, -1.95, -1.62, -1.7, -1.43, -1.3, -1.23, -1.02, -0.78, -0.9, -0.88, -0.47, -0.45, -0.43, -0.45, -0.38, -0.35, -0.27, -0.27, -0.2, -0.2, -0.17, -0.17, -0.17, -0.35, -0.5, -0.33, -0.35, -0.42, -0.38, -0.65, -0.38, -0.45, -0.55, -0.48, -0.93, -2.42] 2023-01-12 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-61, [4015.0, 4025.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-12 10:20:00, Spread: $0.2, Bid & Ask: [(2.25, 2.4), (1.25, 1.3)], Volume: [57.0, 372.0], OpenInterest: [319, 2972] 2023-01-12 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-62, [3935.0, 3925.0] @ Mid: 1.05, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-12 10:20:00, Spread: $0.2, Bid & Ask: [(2.75, 2.85), (1.7, 1.8)], Volume: [39.0, 155.0], OpenInterest: [367, 1084] 2023-01-12 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-61, Premium: $400.0 @ $0.8 2023-01-12 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-12 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-62, Premium: $500.0 @ $1.0 2023-01-12 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-12 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-63, [4015.0, 4025.0] @ Mid: 1.12, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-12 12:35:00, Spread: $0.15, Bid & Ask: [(1.9, 2.0), (0.8, 0.85)], Volume: [76.0, 61.0], OpenInterest: [319, 2972] 2023-01-12 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-64, [3965.0, 3955.0] @ Mid: 0.9, NewLimit: 0.9, Limit: 1.0, DTTM: 2023-01-12 12:35:00, Spread: $0.1, Bid & Ask: [(1.8, 1.9), (0.95, 0.95)], Volume: [70.0, 53.0], OpenInterest: [131, 238] 2023-01-12 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-63, Premium: $500.0 @ $1.0 2023-01-12 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-12 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-64, Premium: $400.0 @ $0.8 2023-01-12 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-12 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-65, [4010.0, 4020.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-12 13:05:00, Spread: $0.1, Bid & Ask: [(1.9, 1.95), (0.75, 0.8)], Volume: [77.0, 67.0], OpenInterest: [1004, 1778] 2023-01-12 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-66, [3970.0, 3960.0] @ Mid: 0.92, NewLimit: 0.95, Limit: 1.0, DTTM: 2023-01-12 13:05:00, Spread: $0.15, Bid & Ask: [(1.75, 1.8), (0.8, 0.9)], Volume: [27.0, 36.0], OpenInterest: [729, 574] 2023-01-12 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-65, Premium: $575.0 @ $1.15 2023-01-12 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-12 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-66, Premium: $450.0 @ $0.9 2023-01-12 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92] 2023-01-12 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 13:28:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-66, [3970.0, 3960.0] @ Mid: -2.45, Reason: ['Stop Loss trigger'] 2023-01-12 13:28:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-66, Premium: $-1275.0 @ $-2.55; P&L: $-825.0 (-183.33%) 2023-01-12 13:28:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.45] 2023-01-12 13:28:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.87, -1.15, -0.78, -0.72, -0.68, -0.7, -0.7, -0.72, -0.73, -0.7, -0.75, -0.85, -0.8, -0.62, -0.63, -0.57, -0.47, -0.42, -0.52, -0.5, -0.47, -0.55, -0.62, -0.55, -0.6, -1.07, -1.55, -2.45] 2023-01-12 13:29:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-64, [3965.0, 3955.0] @ Mid: -2.52, Reason: ['Stop Loss trigger'] 2023-01-12 13:29:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-64, Premium: $-1400.0 @ $-2.8; P&L: $-1000.0 (-250.0%) 2023-01-12 13:29:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.52] 2023-01-12 13:29:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.85, -0.95, -0.88, -0.85, -0.8, -0.67, -0.65, -0.7, -0.72, -0.77, -0.8, -0.85, -0.9, -0.9, -0.8, -0.7, -0.62, -0.63, -0.65, -0.75, -0.57, -0.57, -0.6, -0.42, -0.6, -0.55, -0.55, -0.5, -0.62, -0.62, -0.6, -0.77, -0.5, -0.45, -0.47, -0.5, -0.45, -0.5, -0.42, -0.48, -0.45, -0.53, -0.52, -0.38, -0.4, -0.32, -0.28, -0.25, -0.3, -0.33, -0.3, -0.35, -0.35, -0.35, -0.38, -0.7, -1.1, -1.7, -2.52] 2023-01-12 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-67, [4015.0, 4025.0] @ Mid: 0.92, NewLimit: 0.95, Limit: 1.0, DTTM: 2023-01-12 14:05:00, Spread: $0.15, Bid & Ask: [(1.35, 1.45), (0.45, 0.5)], Volume: [83.0, 30.0], OpenInterest: [319, 2972] 2023-01-12 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-68, [3980.0, 3970.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-12 14:05:00, Spread: $0.1, Bid & Ask: [(2.15, 2.25), (1.05, 1.05)], Volume: [135.0, 272.0], OpenInterest: [201, 729] 2023-01-12 14:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-67, Premium: $375.0 @ $0.75 2023-01-12 14:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92] 2023-01-12 14:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 14:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-68, Premium: $525.0 @ $1.05 2023-01-12 14:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-12 14:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 14:53:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-68, [3980.0, 3970.0] @ Mid: -3.05, Reason: ['Stop Loss trigger'] 2023-01-12 14:53:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-68, Premium: $-1600.0 @ $-3.2; P&L: $-1075.0 (-204.76%) 2023-01-12 14:53:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.05] 2023-01-12 14:53:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.2, -1.12, -1.3, -1.27, -1.65, -1.62, -1.47, -1.7, -1.43, -1.95, -1.98, -1.85, -1.7, -1.67, -1.47, -1.65, -1.7, -1.7, -1.3, -1.42, -1.22, -1.6, -2.15, -2.15, -1.88, -2.05, -2.03, -1.8, -1.85, -2.05, -2.3, -2.1, -1.8, -1.85, -2.0, -1.9, -2.18, -1.65, -1.43, -1.48, -1.43, -1.33, -1.27, -1.62, -1.6, -1.4, -1.32, -1.15, -1.35, -1.47, -1.75, -2.17, -3.05] 2023-01-13 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-69, [3990.0, 4000.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-13 09:50:00, Spread: $0.1, Bid & Ask: [(2.2, 2.25), (1.15, 1.2)], Volume: [181.0, 273.0], OpenInterest: [2256, 12938] 2023-01-13 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-70, [3915.0, 3905.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-13 09:50:00, Spread: $0.1, Bid & Ask: [(2.95, 2.95), (1.85, 1.75)], Volume: [21.0, 103.0], OpenInterest: [1604, 2057] 2023-01-13 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-69, Premium: $475.0 @ $0.95 2023-01-13 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-13 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-70, Premium: $550.0 @ $1.1 2023-01-13 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-13 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 10:13:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-69, [3990.0, 4000.0] @ Mid: -2.15, Reason: ['Stop Loss trigger'] 2023-01-13 10:13:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-69, Premium: $-1075.0 @ $-2.15; P&L: $-600.0 (-126.32%) 2023-01-13 10:13:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.15] 2023-01-13 10:13:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.13, -1.45, -1.32, -1.3, -1.17, -1.48, -1.62, -1.55, -1.53, -1.62, -1.6, -1.5, -1.45, -1.62, -1.37, -1.48, -1.6, -1.6, -1.63, -1.48, -1.97, -2.0, -1.83, -1.6, -1.75, -2.0, -1.92, -2.15] 2023-01-13 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-71, [4000.0, 4010.0] @ Mid: 0.97, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-13 10:20:00, Spread: $0.15, Bid & Ask: [(1.65, 1.7), (0.65, 0.75)], Volume: [184.0, 147.0], OpenInterest: [12938, 2264] 2023-01-13 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-72, [3935.0, 3925.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-13 10:20:00, Spread: $0.15, Bid & Ask: [(2.2, 2.3), (1.25, 1.3)], Volume: [118.0, 130.0], OpenInterest: [933, 3931] 2023-01-13 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-71, Premium: $475.0 @ $0.95 2023-01-13 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.97] 2023-01-13 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-72, Premium: $350.0 @ $0.7 2023-01-13 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-13 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-73, [3995.0, 4005.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.1, Bid & Ask: [(1.6, 1.65), (0.55, 0.6)], Volume: [24.0, 20.0], OpenInterest: [1456, 1188] 2023-01-13 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-74, [3960.0, 3950.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.1, Bid & Ask: [(2.05, 2.05), (0.85, 0.95)], Volume: [74.0, 83.0], OpenInterest: [1266, 5558] 2023-01-13 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-73, Premium: $475.0 @ $0.95 2023-01-13 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-13 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-74, Premium: $475.0 @ $0.95 2023-01-13 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-13 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 13:44:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-73, [3995.0, 4005.0] @ Mid: -2.12, Reason: ['Stop Loss trigger'] 2023-01-13 13:44:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-73, Premium: $-1125.0 @ $-2.25; P&L: $-650.0 (-136.84%) 2023-01-13 13:44:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.12] 2023-01-13 13:44:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.95, -0.9, -0.92, -1.08, -0.97, -0.95, -0.75, -0.88, -0.77, -0.72, -0.82, -0.8, -0.83, -0.93, -1.05, -1.0, -1.1, -1.0, -0.85, -1.0, -0.95, -0.92, -0.95, -1.02, -1.08, -1.08, -1.3, -1.23, -1.05, -1.27, -1.27, -1.48, -1.37, -1.45, -1.12, -1.05, -1.05, -1.0, -1.05, -1.05, -1.2, -1.27, -1.18, -1.08, -1.08, -0.83, -0.85, -0.82, -0.85, -0.77, -0.68, -0.82, -0.62, -0.68, -0.78, -0.82, -0.7, -0.77, -0.8, -0.77, -0.97, -0.9, -0.95, -0.93, -1.15, -0.95, -0.9, -0.87, -0.97, -1.25, -1.53, -1.6, -1.98, -2.12] 2023-01-13 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-75, [4000.0, 4010.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-13 13:50:00, Spread: $0.0, Bid & Ask: [(1.7, 1.7), (0.55, 0.55)], Volume: [328.0, 295.0], OpenInterest: [12938, 2264] 2023-01-13 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-76, [3970.0, 3960.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-13 13:50:00, Spread: $0.1, Bid & Ask: [(1.35, 1.4), (0.4, 0.45)], Volume: [171.0, 122.0], OpenInterest: [912, 1266] 2023-01-13 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-75, Premium: $575.0 @ $1.15 2023-01-13 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-13 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-76, Premium: $425.0 @ $0.85 2023-01-13 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-13 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 15:36:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-71, [4000.0, 4010.0] @ Mid: -2.27, Reason: ['Stop Loss trigger'] 2023-01-13 15:36:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-71, Premium: $-1175.0 @ $-2.35; P&L: $-700.0 (-147.37%) 2023-01-13 15:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.27] 2023-01-13 15:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.1, -0.88, -0.98, -0.8, -0.82, -0.95, -0.9, -1.07, -1.2, -1.38, -1.18, -1.25, -1.4, -1.43, -1.5, -1.67, -1.25, -1.25, -1.15, -1.0, -1.12, -1.02, -1.2, -1.15, -1.05, -1.32, -1.35, -1.28, -1.2, -1.05, -1.35, -1.48, -1.65, -1.43, -1.5, -1.38, -1.15, -1.2, -1.25, -1.3, -1.42, -1.2, -1.23, -1.13, -1.32, -1.02, -0.92, -1.02, -1.03, -1.17, -1.0, -1.02, -1.12, -1.1, -0.92, -0.92, -0.9, -0.82, -0.77, -0.72, -0.68, -0.6, -0.62, -0.6, -0.7, -0.82, -0.85, -0.93, -1.05, -1.03, -1.0, -1.0, -0.75, -0.8, -0.8, -0.68, -0.65, -0.58, -0.65, -0.6, -0.6, -0.65, -0.57, -0.58, -0.5, -0.52, -0.55, -0.53, -0.68, -0.68, -0.53, -0.48, -0.45, -0.52, -0.5, -0.57, -0.6, -0.55, -0.55, -0.5, -0.5, -0.45, -0.53, -0.55, -0.6, -0.55, -0.7, -0.7, -0.62, -0.55, -0.5, -0.6, -0.55, -0.58, -0.6, -0.58, -0.58, -0.6, -0.8, -0.68, -0.62, -0.77, -0.68, -0.6, -0.7, -0.75, -0.65, -0.48, -0.45, -0.47, -0.68, -0.73, -0.68, -0.7, -0.65, -0.6, -0.5, -0.55, -0.65, -0.6, -0.58, -0.53, -0.5, -0.45, -0.4, -0.5, -0.45, -0.45, -0.47, -0.62, -0.6, -0.65, -0.62, -0.53, -0.62, -0.5, -0.5, -0.53, -0.6, -0.65, -0.65, -0.73, -0.7, -0.57, -0.75, -0.78, -0.82, -0.75, -0.87, -0.57, -0.57, -0.62, -0.57, -0.57, -0.62, -0.6, -0.75, -0.73, -0.6, -0.62, -0.38, -0.45, -0.4, -0.47, -0.45, -0.35, -0.45, -0.33, -0.37, -0.42, -0.45, -0.45, -0.45, -0.48, -0.42, -0.55, -0.52, -0.55, -0.57, -0.6, -0.55, -0.53, -0.45, -0.5, -0.7, -0.82, -0.88, -1.23, -1.35, -1.15, -0.9, -1.13, -1.25, -1.55, -1.55, -1.4, -1.23, -1.3, -1.45, -1.23, -1.25, -1.17, -1.23, -1.33, -1.4, -1.55, -1.75, -1.53, -1.07, -1.17, -1.35, -1.15, -1.15, -1.02, -0.82, -1.05, -1.18, -1.18, -1.0, -1.1, -1.18, -1.18, -1.07, -1.2, -1.0, -0.9, -0.72, -0.75, -0.75, -0.95, -0.92, -1.05, -1.05, -1.15, -1.15, -1.23, -1.3, -1.3, -1.02, -1.07, -1.0, -0.8, -1.02, -1.25, -1.32, -1.15, -0.97, -0.88, -0.97, -1.0, -0.9, -0.85, -1.15, -1.23, -1.05, -0.8, -0.8, -0.98, -0.88, -0.77, -0.88, -1.07, -1.12, -1.0, -1.05, -0.92, -1.08, -1.23, -1.28, -1.32, -1.15, -1.2, -1.12, -1.17, -1.23, -1.25, -1.0, -1.12, -1.0, -0.93, -0.93, -1.1, -1.07, -1.18, -1.1, -1.13, -1.25, -1.45, -1.22, -1.3, -1.28, -1.53, -1.22, -1.25, -1.55, -1.38, -1.57, -1.38, -1.45, -1.63, -2.27] 2023-01-13 15:37:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-75, [4000.0, 4010.0] @ Mid: -2.73, Reason: ['Stop Loss trigger'] 2023-01-13 15:37:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-75, Premium: $-1425.0 @ $-2.85; P&L: $-850.0 (-147.83%) 2023-01-13 15:37:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.73] 2023-01-13 15:37:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.9, -1.13, -1.25, -1.55, -1.55, -1.4, -1.23, -1.3, -1.45, -1.23, -1.25, -1.17, -1.23, -1.33, -1.4, -1.55, -1.75, -1.53, -1.07, -1.17, -1.35, -1.15, -1.15, -1.02, -0.82, -1.05, -1.18, -1.18, -1.0, -1.1, -1.18, -1.18, -1.07, -1.2, -1.0, -0.9, -0.72, -0.75, -0.75, -0.95, -0.92, -1.05, -1.05, -1.15, -1.15, -1.23, -1.3, -1.3, -1.02, -1.07, -1.0, -0.8, -1.02, -1.25, -1.32, -1.15, -0.97, -0.88, -0.97, -1.0, -0.9, -0.85, -1.15, -1.23, -1.05, -0.8, -0.8, -0.98, -0.88, -0.77, -0.88, -1.07, -1.12, -1.0, -1.05, -0.92, -1.08, -1.23, -1.28, -1.32, -1.15, -1.2, -1.12, -1.17, -1.23, -1.25, -1.0, -1.12, -1.0, -0.93, -0.93, -1.1, -1.07, -1.18, -1.1, -1.13, -1.25, -1.45, -1.22, -1.3, -1.28, -1.53, -1.22, -1.25, -1.55, -1.38, -1.57, -1.38, -1.45, -1.63, -2.27, -2.73] 2023-01-17 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-77, [4035.0, 4045.0] @ Mid: 1.12, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-17 10:20:00, Spread: $0.15, Bid & Ask: [(1.8, 1.9), (0.7, 0.75)], Volume: [93.0, 35.0], OpenInterest: [1329, 1068] 2023-01-17 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-78, [3980.0, 3970.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-17 10:20:00, Spread: $0.05, Bid & Ask: [(1.95, 2.0), (1.0, 1.0)], Volume: [94.0, 179.0], OpenInterest: [793, 1344] 2023-01-17 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-77, Premium: $525.0 @ $1.05 2023-01-17 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-17 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-17 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-78, Premium: $425.0 @ $0.85 2023-01-17 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-17 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-17 10:42:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-78, [3980.0, 3970.0] @ Mid: -1.9, Reason: ['Stop Loss trigger'] 2023-01-17 10:42:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-78, Premium: $-975.0 @ $-1.95; P&L: $-550.0 (-129.41%) 2023-01-17 10:42:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.9] 2023-01-17 10:42:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.9, -1.0, -0.88, -0.83, -0.85, -0.75, -0.7, -0.75, -0.68, -0.75, -0.75, -0.68, -0.77, -0.82, -0.8, -0.8, -0.98, -1.1, -1.0, -1.02, -1.0, -1.18, -1.1, -1.18, -1.3, -1.85, -1.9] 2023-01-17 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-79, [4010.0, 4020.0] @ Mid: 0.92, NewLimit: 0.95, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.05, Bid & Ask: [(1.25, 1.3), (0.35, 0.35)], Volume: [68.0, 2.0], OpenInterest: [1042, 1219] 2023-01-17 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-80, [3980.0, 3970.0] @ Mid: 1.02, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.15, Bid & Ask: [(1.6, 1.7), (0.6, 0.65)], Volume: [22.0, 24.0], OpenInterest: [793, 1344] 2023-01-17 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-79, Premium: $450.0 @ $0.9 2023-01-17 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92] 2023-01-17 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-17 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-80, Premium: $475.0 @ $0.95 2023-01-17 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02] 2023-01-17 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-81, [4030.0, 4040.0] @ Mid: 1.2, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-18 09:50:00, Spread: $0.2, Bid & Ask: [(2.3, 2.4), (1.1, 1.2)], Volume: [402.0, 274.0], OpenInterest: [3011, 3342] 2023-01-18 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-82, [3970.0, 3960.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-18 09:50:00, Spread: $0.2, Bid & Ask: [(2.3, 2.4), (1.3, 1.4)], Volume: [342.0, 265.0], OpenInterest: [2221, 1268] 2023-01-18 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-81, Premium: $475.0 @ $0.95 2023-01-18 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-18 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-82, Premium: $350.0 @ $0.7 2023-01-18 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-18 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 10:51:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-82, [3970.0, 3960.0] @ Mid: -1.75, Reason: ['Stop Loss trigger'] 2023-01-18 10:51:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-82, Premium: $-825.0 @ $-1.65; P&L: $-475.0 (-135.71%) 2023-01-18 10:51:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.75] 2023-01-18 10:51:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.95, -1.02, -1.0, -0.95, -0.8, -0.62, -0.6, -0.75, -0.78, -0.75, -0.73, -0.72, -0.7, -0.63, -0.6, -0.57, -0.55, -0.52, -0.55, -0.57, -0.5, -0.45, -0.45, -0.4, -0.52, -0.5, -0.53, -0.37, -0.47, -0.45, -0.38, -0.42, -0.4, -0.65, -0.63, -0.62, -0.55, -0.45, -0.57, -0.53, -0.5, -0.57, -0.57, -0.5, -0.48, -0.55, -0.65, -0.62, -0.72, -0.67, -0.73, -0.7, -0.85, -0.95, -0.97, -0.78, -0.93, -1.03, -1.25, -1.3, -1.05, -1.4, -1.48, -1.33, -1.47, -1.75] 2023-01-18 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-83, [3965.0, 3975.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-18 13:05:00, Spread: $0.1, Bid & Ask: [(1.6, 1.65), (0.65, 0.7)], Volume: [25.0, 28.0], OpenInterest: [214, 402] 2023-01-18 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-84, [3930.0, 3920.0] @ Mid: 1.07, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-18 13:05:00, Spread: $0.15, Bid & Ask: [(1.9, 2.05), (0.9, 0.9)], Volume: [58.0, 17.0], OpenInterest: [1455, 3535] 2023-01-18 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-83, Premium: $375.0 @ $0.75 2023-01-18 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-18 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-84, Premium: $500.0 @ $1.0 2023-01-18 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.07] 2023-01-18 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 13:11:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-84, [3930.0, 3920.0] @ Mid: -2.2, Reason: ['Stop Loss trigger'] 2023-01-18 13:11:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-84, Premium: $-1125.0 @ $-2.25; P&L: $-625.0 (-125.0%) 2023-01-18 13:11:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.2] 2023-01-18 13:11:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.2, -0.95, -1.18, -1.35, -1.63, -1.45, -1.75, -1.88, -2.03, -2.08, -2.2] 2023-01-18 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-85, [3965.0, 3975.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-18 13:50:00, Spread: $0.1, Bid & Ask: [(1.55, 1.6), (0.6, 0.65)], Volume: [80.0, 59.0], OpenInterest: [214, 402] 2023-01-18 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-86, [3935.0, 3925.0] @ Mid: 1.08, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-18 13:50:00, Spread: $0.15, Bid & Ask: [(1.65, 1.75), (0.6, 0.65)], Volume: [280.0, 138.0], OpenInterest: [1106, 5216] 2023-01-18 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-85, Premium: $375.0 @ $0.75 2023-01-18 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-18 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-86, Premium: $450.0 @ $0.9 2023-01-18 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.08] 2023-01-18 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 15:33:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-86, [3935.0, 3925.0] @ Mid: -2.17, Reason: ['Stop Loss trigger'] 2023-01-18 15:33:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-86, Premium: $-1125.0 @ $-2.25; P&L: $-675.0 (-150.0%) 2023-01-18 15:33:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.17] 2023-01-18 15:33:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.93, -0.78, -0.95, -1.05, -1.05, -0.78, -0.82, -0.75, -0.8, -0.8, -0.93, -1.12, -1.05, -1.17, -1.12, -1.28, -1.23, -1.43, -1.12, -1.17, -1.52, -1.75, -1.48, -1.18, -1.27, -1.02, -1.12, -1.2, -1.15, -1.1, -1.15, -1.22, -1.55, -1.53, -1.43, -1.15, -1.2, -1.0, -1.12, -1.07, -1.07, -1.15, -0.88, -0.7, -0.7, -0.57, -0.65, -0.68, -0.57, -0.6, -0.75, -0.77, -0.65, -0.85, -0.9, -1.0, -0.95, -0.93, -0.8, -0.73, -0.82, -0.85, -0.85, -0.88, -0.95, -1.0, -1.1, -1.05, -0.93, -0.98, -0.93, -1.1, -1.05, -0.95, -0.98, -1.15, -1.33, -1.12, -1.38, -1.48, -1.5, -1.35, -1.07, -0.87, -1.0, -0.72, -0.55, -0.65, -0.65, -0.8, -0.72, -1.12, -1.2, -1.03, -0.98, -0.82, -1.02, -0.83, -0.7, -0.85, -0.8, -0.78, -0.63, -0.88, -0.92, -0.92, -1.27, -2.17] 2023-01-19 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-87, [3940.0, 3950.0] @ Mid: 1.03, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-19 09:50:00, Spread: $0.25, Bid & Ask: [(2.1, 2.3), (1.15, 1.2)], Volume: [91.0, 207.0], OpenInterest: [380, 2231] 2023-01-19 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-88, [3870.0, 3860.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-19 09:50:00, Spread: $0.2, Bid & Ask: [(2.75, 2.9), (1.75, 1.8)], Volume: [243.0, 144.0], OpenInterest: [2476, 1649] 2023-01-19 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-87, Premium: $450.0 @ $0.9 2023-01-19 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-19 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-88, Premium: $450.0 @ $0.9 2023-01-19 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-19 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-89, [3935.0, 3945.0] @ Mid: 0.93, NewLimit: 0.95, Limit: 1.0, DTTM: 2023-01-19 10:20:00, Spread: $0.05, Bid & Ask: [(1.8, 1.85), (0.9, 0.9)], Volume: [62.0, 114.0], OpenInterest: [464, 467] 2023-01-19 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-90, [3870.0, 3860.0] @ Mid: 1.07, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-19 10:20:00, Spread: $0.15, Bid & Ask: [(2.55, 2.55), (1.4, 1.55)], Volume: [106.0, 29.0], OpenInterest: [2476, 1649] 2023-01-19 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-89, Premium: $375.0 @ $0.75 2023-01-19 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.93] 2023-01-19 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-90, Premium: $450.0 @ $0.9 2023-01-19 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.07] 2023-01-19 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-91, [3915.0, 3925.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-19 12:35:00, Spread: $0.1, Bid & Ask: [(1.8, 1.85), (0.65, 0.7)], Volume: [19.0, 25.0], OpenInterest: [85, 200] 2023-01-19 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-92, [3875.0, 3865.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-19 12:35:00, Spread: $0.1, Bid & Ask: [(1.95, 2.0), (0.95, 1.0)], Volume: [15.0, 10.0], OpenInterest: [5517, 7982] 2023-01-19 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-91, Premium: $450.0 @ $0.9 2023-01-19 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-19 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-92, Premium: $475.0 @ $0.95 2023-01-19 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-19 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-93, [3915.0, 3925.0] @ Mid: 1.17, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-19 13:05:00, Spread: $0.15, Bid & Ask: [(1.95, 1.85), (0.75, 0.7)], Volume: [88.0, 164.0], OpenInterest: [85, 200] 2023-01-19 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-94, [3880.0, 3870.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-19 13:05:00, Spread: $0.1, Bid & Ask: [(1.95, 2.0), (0.9, 0.95)], Volume: [70.0, 97.0], OpenInterest: [7082, 2476] 2023-01-19 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-93, Premium: $450.0 @ $0.9 2023-01-19 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17] 2023-01-19 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-94, Premium: $500.0 @ $1.0 2023-01-19 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-19 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:04:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-91, [3915.0, 3925.0] @ Mid: -2.4, Reason: ['Stop Loss trigger'] 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-91, Premium: $-1200.0 @ $-2.4; P&L: $-750.0 (-166.67%) 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.4] 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.93, -1.05, -1.12, -1.02, -1.02, -0.95, -1.18, -1.05, -1.17, -1.1, -1.08, -1.15, -1.15, -1.0, -0.95, -1.05, -1.03, -0.9, -0.9, -0.9, -1.02, -0.8, -0.82, -0.9, -0.7, -0.7, -0.8, -0.8, -0.97, -1.17, -1.3, -1.45, -1.62, -2.4] 2023-01-19 13:04:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-93, [3915.0, 3925.0] @ Mid: -2.4, Reason: ['Stop Loss trigger'] 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-93, Premium: $-1200.0 @ $-2.4; P&L: $-750.0 (-166.67%) 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.4] 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.3, -1.45, -1.62, -2.4] 2023-01-19 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-95, [3920.0, 3930.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.1, Bid & Ask: [(1.65, 1.55), (0.55, 0.55)], Volume: [104.0, 49.0], OpenInterest: [302, 722] 2023-01-19 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-96, [3885.0, 3875.0] @ Mid: 0.9, NewLimit: 0.9, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.2, Bid & Ask: [(1.55, 1.65), (0.65, 0.75)], Volume: [24.0, 12.0], OpenInterest: [2074, 5517] 2023-01-19 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-95, Premium: $475.0 @ $0.95 2023-01-19 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-19 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-96, Premium: $425.0 @ $0.85 2023-01-19 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-19 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:39:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-95, [3920.0, 3930.0] @ Mid: -2.1, Reason: ['Stop Loss trigger'] 2023-01-19 13:39:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-95, Premium: $-1100.0 @ $-2.2; P&L: $-625.0 (-131.58%) 2023-01-19 13:39:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.1] 2023-01-19 13:39:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.5, -1.62, -1.7, -1.5, -1.6, -1.65, -1.95, -1.85, -2.1] 2023-01-20 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-97, [3940.0, 3950.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-20 09:50:00, Spread: $0.1, Bid & Ask: [(2.4, 2.45), (1.25, 1.3)], Volume: [330.0, 244.0], OpenInterest: [1396, 3906] 2023-01-20 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-98, [3875.0, 3865.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-20 09:50:00, Spread: $0.2, Bid & Ask: [(2.4, 2.5), (1.35, 1.45)], Volume: [335.0, 119.0], OpenInterest: [2583, 2298] 2023-01-20 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-97, Premium: $475.0 @ $0.95 2023-01-20 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-20 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-98, Premium: $450.0 @ $0.9 2023-01-20 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-20 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-99, [3945.0, 3955.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-20 10:20:00, Spread: $0.1, Bid & Ask: [(1.8, 1.75), (0.75, 0.8)], Volume: [45.0, 19.0], OpenInterest: [1097, 1287] 2023-01-20 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-100, [3890.0, 3880.0] @ Mid: 1.2, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-20 10:20:00, Spread: $0.0, Bid & Ask: [(2.9, 2.9), (1.7, 1.7)], Volume: [61.0, 59.0], OpenInterest: [2943, 1901] 2023-01-20 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-99, Premium: $500.0 @ $1.0 2023-01-20 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-20 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-100, Premium: $500.0 @ $1.0 2023-01-20 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-20 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 11:03:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-97, [3940.0, 3950.0] @ Mid: -2.15, Reason: ['Stop Loss trigger'] 2023-01-20 11:03:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-97, Premium: $-1075.0 @ $-2.15; P&L: $-600.0 (-126.32%) 2023-01-20 11:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.15] 2023-01-20 11:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.07, -1.0, -1.0, -1.12, -1.0, -1.1, -1.2, -1.2, -1.15, -1.07, -1.08, -1.15, -1.25, -1.18, -1.1, -0.95, -0.95, -1.07, -1.15, -1.1, -1.3, -1.55, -1.6, -1.68, -1.52, -1.55, -1.4, -1.48, -1.55, -1.3, -1.37, -1.33, -1.17, -1.23, -1.23, -1.22, -1.4, -1.37, -1.43, -1.4, -1.32, -1.3, -1.43, -1.52, -1.77, -2.0, -1.62, -1.88, -1.73, -1.63, -1.65, -1.62, -1.62, -1.55, -1.53, -1.48, -1.35, -1.5, -1.3, -1.25, -1.35, -1.3, -1.32, -1.3, -1.4, -1.3, -1.32, -1.27, -1.38, -1.5, -1.63, -1.78, -1.62, -1.5, -1.35, -1.55, -1.95, -2.15] 2023-01-20 11:27:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-99, [3945.0, 3955.0] @ Mid: -2.23, Reason: ['Stop Loss trigger'] 2023-01-20 11:27:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-99, Premium: $-1150.0 @ $-2.3; P&L: $-650.0 (-130.0%) 2023-01-20 11:27:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.23] 2023-01-20 11:27:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.0, -0.95, -0.83, -0.85, -0.87, -0.9, -1.0, -1.05, -1.02, -1.0, -0.92, -0.9, -1.05, -1.15, -1.32, -1.42, -1.17, -1.35, -1.25, -1.15, -1.2, -1.15, -1.15, -1.1, -1.05, -1.05, -0.93, -1.08, -0.9, -0.87, -0.98, -0.9, -0.9, -0.93, -0.97, -0.95, -0.95, -0.93, -0.95, -1.05, -1.15, -1.25, -1.12, -0.95, -0.9, -1.08, -1.38, -1.45, -1.33, -1.48, -1.38, -1.4, -1.48, -1.4, -1.4, -1.45, -1.88, -2.02, -2.0, -1.95, -2.12, -2.1, -1.93, -2.0, -2.1, -1.9, -1.83, -1.75, -2.02, -2.05, -1.95, -2.23] 2023-01-20 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-101, [3945.0, 3955.0] @ Mid: 1.02, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-20 13:35:00, Spread: $0.15, Bid & Ask: [(1.35, 1.45), (0.35, 0.4)], Volume: [90.0, 28.0], OpenInterest: [1097, 1287] 2023-01-20 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-102, [3910.0, 3900.0] @ Mid: 0.9, NewLimit: 0.9, Limit: 1.0, DTTM: 2023-01-20 13:35:00, Spread: $0.1, Bid & Ask: [(1.6, 1.65), (0.7, 0.75)], Volume: [154.0, 73.0], OpenInterest: [2040, 10844] 2023-01-20 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-101, Premium: $475.0 @ $0.95 2023-01-20 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02] 2023-01-20 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-102, Premium: $375.0 @ $0.75 2023-01-20 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-20 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 13:37:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-101, [3945.0, 3955.0] @ Mid: -2.48, Reason: ['Stop Loss trigger'] 2023-01-20 13:37:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-101, Premium: $-1300.0 @ $-2.6; P&L: $-825.0 (-173.68%) 2023-01-20 13:37:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.48] 2023-01-20 13:37:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.33, -1.42, -1.5, -1.8, -1.72, -1.78, -2.48] 2023-01-20 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-103, [3955.0, 3965.0] @ Mid: 1.05, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-20 13:50:00, Spread: $0.1, Bid & Ask: [(1.35, 1.45), (0.35, 0.35)], Volume: [69.0, 23.0], OpenInterest: [1287, 1736] 2023-01-20 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-104, [3925.0, 3915.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-20 13:50:00, Spread: $0.1, Bid & Ask: [(1.55, 1.6), (0.6, 0.65)], Volume: [40.0, 41.0], OpenInterest: [2661, 1331] 2023-01-20 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-103, Premium: $450.0 @ $0.9 2023-01-20 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-20 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-104, Premium: $450.0 @ $0.9 2023-01-20 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-20 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 13:50:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-103, [3955.0, 3965.0] @ Mid: -2.2, Reason: ['Stop Loss trigger'] 2023-01-20 13:50:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-103, Premium: $-1125.0 @ $-2.25; P&L: $-675.0 (-150.0%) 2023-01-20 13:50:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.2] 2023-01-20 13:50:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.1, -1.05, -0.98, -1.3, -2.2] 2023-01-23 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-105, [4010.0, 4020.0] @ Mid: 0.9, NewLimit: 0.9, Limit: 1.0, DTTM: 2023-01-23 09:50:00, Spread: $0.0, Bid & Ask: [(1.6, 1.6), (0.7, 0.7)], Volume: [124.0, 59.0], OpenInterest: [5620, 1634] 2023-01-23 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-106, [3950.0, 3940.0] @ Mid: 1.1, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-23 09:50:00, Spread: $0.2, Bid & Ask: [(2.5, 2.65), (1.45, 1.5)], Volume: [223.0, 102.0], OpenInterest: [2728, 2259] 2023-01-23 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-105, Premium: $425.0 @ $0.85 2023-01-23 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-23 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-106, Premium: $475.0 @ $0.95 2023-01-23 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1] 2023-01-23 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 09:52:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-105, [4010.0, 4020.0] @ Mid: -2.15, Reason: ['Stop Loss trigger'] 2023-01-23 09:52:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-105, Premium: $-1100.0 @ $-2.2; P&L: $-675.0 (-158.82%) 2023-01-23 09:52:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.15] 2023-01-23 09:52:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.15, -1.15, -1.65, -1.55, -1.55, -1.7, -2.15] 2023-01-23 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-107, [4025.0, 4035.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-23 10:20:00, Spread: $0.1, Bid & Ask: [(1.55, 1.65), (0.65, 0.65)], Volume: [133.0, 44.0], OpenInterest: [2097, 2197] 2023-01-23 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-108, [3970.0, 3960.0] @ Mid: 1.05, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-23 10:20:00, Spread: $0.2, Bid & Ask: [(2.4, 2.55), (1.4, 1.45)], Volume: [81.0, 93.0], OpenInterest: [488, 839] 2023-01-23 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-107, Premium: $450.0 @ $0.9 2023-01-23 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-23 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-108, Premium: $425.0 @ $0.85 2023-01-23 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-23 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 10:29:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-107, [4025.0, 4035.0] @ Mid: -2.0, Reason: ['Stop Loss trigger'] 2023-01-23 10:29:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-107, Premium: $-1050.0 @ $-2.1; P&L: $-600.0 (-133.33%) 2023-01-23 10:29:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.0] 2023-01-23 10:29:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.1, -1.07, -1.08, -1.17, -1.08, -0.9, -1.0, -1.25, -1.42, -1.67, -1.62, -1.65, -1.68, -2.0] 2023-01-23 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-109, [4045.0, 4055.0] @ Mid: 1.12, NewLimit: 1.15, Limit: 1.0, DTTM: 2023-01-23 12:35:00, Spread: $0.15, Bid & Ask: [(1.85, 1.95), (0.75, 0.8)], Volume: [42.0, 134.0], OpenInterest: [2978, 837] 2023-01-23 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-110, [4000.0, 3990.0] @ Mid: 1.03, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-23 12:35:00, Spread: $0.05, Bid & Ask: [(2.2, 2.25), (1.2, 1.2)], Volume: [72.0, 12.0], OpenInterest: [4215, 350] 2023-01-23 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-109, Premium: $550.0 @ $1.1 2023-01-23 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-23 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-110, Premium: $500.0 @ $1.0 2023-01-23 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-23 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 13:48:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-109, [4045.0, 4055.0] @ Mid: -2.52, Reason: ['Stop Loss trigger'] 2023-01-23 13:48:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-109, Premium: $-1300.0 @ $-2.6; P&L: $-750.0 (-136.36%) 2023-01-23 13:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.52] 2023-01-23 13:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.03, -0.98, -0.95, -1.02, -1.1, -1.1, -1.07, -1.2, -1.25, -1.18, -1.15, -1.2, -1.02, -1.07, -1.1, -0.95, -0.92, -0.98, -0.9, -0.92, -0.88, -1.0, -1.35, -1.32, -1.38, -1.35, -1.3, -1.27, -1.37, -1.4, -1.47, -1.65, -1.6, -1.5, -1.38, -1.35, -1.4, -1.47, -1.6, -1.58, -1.47, -1.3, -1.45, -1.52, -1.45, -1.42, -1.5, -1.43, -1.5, -1.52, -1.75, -1.7, -1.65, -1.45, -1.55, -1.5, -1.42, -1.47, -1.43, -1.55, -1.73, -1.75, -1.77, -1.42, -1.6, -1.68, -1.6, -1.65, -1.95, -2.0, -2.08, -1.85, -1.88, -1.95, -2.1, -2.15, -2.3, -2.52] 2023-01-23 14:46:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-110, [4000.0, 3990.0] @ Mid: -2.35, Reason: ['Stop Loss trigger'] 2023-01-23 14:46:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-110, Premium: $-1225.0 @ $-2.45; P&L: $-725.0 (-145.0%) 2023-01-23 14:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.35] 2023-01-23 14:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.05, -1.1, -1.1, -0.93, -1.02, -0.98, -0.95, -0.85, -0.8, -0.83, -0.88, -0.88, -0.9, -0.9, -0.75, -0.92, -0.9, -0.83, -0.95, -0.93, -0.85, -0.77, -0.65, -0.67, -0.67, -0.65, -0.65, -0.6, -0.6, -0.6, -0.52, -0.45, -0.42, -0.45, -0.5, -0.5, -0.5, -0.47, -0.42, -0.45, -0.47, -0.53, -0.42, -0.4, -0.45, -0.43, -0.43, -0.35, -0.35, -0.38, -0.25, -0.23, -0.25, -0.25, -0.18, -0.2, -0.23, -0.23, -0.25, -0.23, -0.23, -0.15, -0.08, -0.1, -0.15, -0.15, -0.15, -0.15, -0.15, -0.1, -0.12, -0.12, -0.15, -0.15, -0.1, -0.07, -0.07, -0.07, -0.1, -0.1, -0.12, -0.08, -0.1, -0.1, -0.1, -0.1, -0.1, -0.1, -0.15, -0.15, -0.25, -0.3, -0.3, -0.35, -0.3, -0.2, -0.28, -0.33, -0.38, -0.3, -0.35, -0.43, -0.45, -0.35, -0.3, -0.35, -0.38, -0.35, -0.28, -0.22, -0.28, -0.25, -0.3, -0.3, -0.28, -0.35, -0.35, -0.48, -0.77, -0.7, -0.5, -0.48, -0.58, -0.65, -0.6, -0.8, -0.9, -0.95, -1.35, -1.3, -1.52, -1.15, -1.2, -1.25, -1.4, -2.35] 2023-01-24 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-111, [4035.0, 4045.0] @ Mid: 1.2, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-24 10:20:00, Spread: $0.2, Bid & Ask: [(2.45, 2.55), (1.25, 1.35)], Volume: [137.0, 245.0], OpenInterest: [1590, 790] 2023-01-24 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-112, [3970.0, 3960.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-24 10:20:00, Spread: $0.05, Bid & Ask: [(2.2, 2.25), (1.25, 1.25)], Volume: [105.0, 119.0], OpenInterest: [2027, 1484] 2023-01-24 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-111, Premium: $425.0 @ $0.85 2023-01-24 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-24 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-112, Premium: $450.0 @ $0.9 2023-01-24 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-24 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 10:57:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-111, [4035.0, 4045.0] @ Mid: -1.92, Reason: ['Stop Loss trigger'] 2023-01-24 10:57:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-111, Premium: $-975.0 @ $-1.95; P&L: $-550.0 (-129.41%) 2023-01-24 10:57:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.92] 2023-01-24 10:57:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.53, -1.38, -1.25, -1.12, -0.98, -1.05, -1.12, -1.1, -1.03, -0.85, -0.95, -1.05, -1.1, -1.07, -1.17, -1.12, -1.3, -1.17, -1.25, -1.2, -1.02, -0.85, -0.85, -0.9, -0.9, -0.9, -0.95, -1.07, -1.33, -1.3, -1.45, -1.32, -1.42, -1.33, -1.48, -1.58, -1.32, -1.42, -1.47, -1.62, -1.83, -1.92] 2023-01-24 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-113, [4035.0, 4045.0] @ Mid: 1.08, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-24 12:35:00, Spread: $0.15, Bid & Ask: [(1.75, 1.8), (0.65, 0.75)], Volume: [51.0, 30.0], OpenInterest: [1590, 790] 2023-01-24 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-114, [3995.0, 3985.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-24 12:35:00, Spread: $0.2, Bid & Ask: [(1.8, 1.9), (0.8, 0.9)], Volume: [56.0, 67.0], OpenInterest: [623, 1770] 2023-01-24 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-113, Premium: $450.0 @ $0.9 2023-01-24 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.08] 2023-01-24 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-114, Premium: $425.0 @ $0.85 2023-01-24 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-24 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-115, [4030.0, 4040.0] @ Mid: 1.17, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-24 13:05:00, Spread: $0.15, Bid & Ask: [(1.85, 1.95), (0.7, 0.75)], Volume: [50.0, 31.0], OpenInterest: [1280, 1920] 2023-01-24 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-116, [3995.0, 3985.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-24 13:05:00, Spread: $0.2, Bid & Ask: [(2.0, 2.1), (0.85, 0.95)], Volume: [10.0, 32.0], OpenInterest: [623, 1770] 2023-01-24 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-115, Premium: $500.0 @ $1.0 2023-01-24 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17] 2023-01-24 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-116, Premium: $500.0 @ $1.0 2023-01-24 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-24 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 13:44:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-115, [4030.0, 4040.0] @ Mid: -2.38, Reason: ['Stop Loss trigger'] 2023-01-24 13:44:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-115, Premium: $-1225.0 @ $-2.45; P&L: $-725.0 (-145.0%) 2023-01-24 13:44:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.38] 2023-01-24 13:44:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.12, -1.45, -1.52, -1.12, -0.83, -0.87, -0.93, -1.0, -1.05, -1.02, -1.27, -1.42, -1.52, -1.43, -1.23, -1.32, -1.32, -1.4, -1.6, -1.55, -1.58, -1.45, -1.22, -1.18, -1.4, -1.32, -1.25, -1.25, -1.35, -1.45, -1.35, -1.38, -1.57, -1.45, -1.57, -1.38, -1.45, -1.62, -1.43, -1.72, -2.1, -2.12, -2.08, -2.38] 2023-01-24 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-117, [4035.0, 4045.0] @ Mid: 1.08, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-24 14:05:00, Spread: $0.15, Bid & Ask: [(1.5, 1.65), (0.5, 0.5)], Volume: [96.0, 32.0], OpenInterest: [1590, 790] 2023-01-24 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-118, [4005.0, 3995.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-24 14:05:00, Spread: $0.1, Bid & Ask: [(1.5, 1.6), (0.6, 0.6)], Volume: [93.0, 100.0], OpenInterest: [722, 623] 2023-01-24 14:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-117, Premium: $500.0 @ $1.0 2023-01-24 14:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.08] 2023-01-24 14:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 14:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-118, Premium: $400.0 @ $0.8 2023-01-24 14:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-24 14:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 14:02:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-118, [4005.0, 3995.0] @ Mid: -2.1, Reason: ['Stop Loss trigger'] 2023-01-24 14:02:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-118, Premium: $-1125.0 @ $-2.25; P&L: $-725.0 (-181.25%) 2023-01-24 14:02:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.1] 2023-01-24 14:02:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.0, -2.1] 2023-01-25 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-119, [4010.0, 4020.0] @ Mid: 0.9, NewLimit: 0.95, Limit: 1.0, DTTM: 2023-01-25 09:50:00, Spread: $0.1, Bid & Ask: [(2.05, 2.1), (1.2, 1.15)], Volume: [84.0, 136.0], OpenInterest: [1021, 2663] 2023-01-25 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-120, [3935.0, 3925.0] @ Mid: 1.03, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-25 09:50:00, Spread: $0.15, Bid & Ask: [(2.3, 2.35), (1.25, 1.35)], Volume: [36.0, 56.0], OpenInterest: [2956, 4129] 2023-01-25 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-119, Premium: $500.0 @ $1.0 2023-01-25 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-25 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-120, Premium: $425.0 @ $0.85 2023-01-25 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-25 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 09:58:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-120, [3935.0, 3925.0] @ Mid: -2.1, Reason: ['Stop Loss trigger'] 2023-01-25 09:58:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-120, Premium: $-1075.0 @ $-2.15; P&L: $-650.0 (-152.94%) 2023-01-25 09:58:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.1] 2023-01-25 09:58:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.25, -1.12, -0.93, -1.1, -1.15, -1.22, -1.2, -1.12, -1.5, -1.67, -1.7, -1.82, -2.1] 2023-01-25 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-121, [3995.0, 4005.0] @ Mid: 0.92, NewLimit: 0.95, Limit: 1.0, DTTM: 2023-01-25 10:20:00, Spread: $0.05, Bid & Ask: [(1.8, 1.8), (0.85, 0.9)], Volume: [145.0, 225.0], OpenInterest: [423, 1882] 2023-01-25 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-122, [3925.0, 3915.0] @ Mid: 0.95, NewLimit: 0.95, Limit: 1.0, DTTM: 2023-01-25 10:20:00, Spread: $0.0, Bid & Ask: [(2.05, 2.05), (1.1, 1.1)], Volume: [144.0, 284.0], OpenInterest: [4129, 4228] 2023-01-25 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-121, Premium: $425.0 @ $0.85 2023-01-25 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92] 2023-01-25 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-122, Premium: $325.0 @ $0.65 2023-01-25 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-25 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 10:38:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-122, [3925.0, 3915.0] @ Mid: -1.55, Reason: ['Stop Loss trigger'] 2023-01-25 10:38:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-122, Premium: $-825.0 @ $-1.65; P&L: $-500.0 (-153.85%) 2023-01-25 10:38:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.55] 2023-01-25 10:38:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.98, -0.85, -0.65, -0.67, -0.72, -0.82, -0.87, -0.88, -0.9, -0.95, -0.92, -0.85, -0.9, -0.87, -0.8, -0.78, -0.68, -0.9, -0.95, -1.17, -1.0, -1.23, -1.55] 2023-01-25 11:41:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-121, [3995.0, 4005.0] @ Mid: -1.93, Reason: ['Stop Loss trigger'] 2023-01-25 11:41:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-121, Premium: $-1000.0 @ $-2.0; P&L: $-575.0 (-135.29%) 2023-01-25 11:41:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.93] 2023-01-25 11:41:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.83, -0.85, -1.23, -1.08, -1.05, -1.0, -0.85, -0.92, -0.88, -0.82, -0.93, -0.83, -0.85, -0.82, -0.95, -0.95, -1.05, -0.82, -0.8, -0.7, -0.63, -0.57, -0.55, -0.47, -0.45, -0.47, -0.58, -0.58, -0.6, -0.6, -0.67, -0.55, -0.53, -0.62, -0.55, -0.45, -0.45, -0.47, -0.5, -0.52, -0.62, -0.65, -0.72, -0.8, -0.78, -0.72, -0.72, -0.8, -0.77, -0.85, -0.75, -0.75, -0.77, -0.65, -0.68, -0.77, -0.82, -1.0, -0.85, -1.05, -0.92, -0.92, -0.9, -0.88, -1.48, -1.4, -1.73, -1.67, -1.48, -1.37, -1.32, -1.4, -1.52, -1.48, -1.55, -1.47, -1.53, -1.38, -1.48, -1.63, -1.43, -1.55, -1.62, -1.8, -1.85, -1.93] 2023-01-25 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-123, [4005.0, 4015.0] @ Mid: 1.03, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-25 13:05:00, Spread: $0.15, Bid & Ask: [(1.55, 1.65), (0.55, 0.6)], Volume: [15.0, 17.0], OpenInterest: [1882, 1254] 2023-01-25 13:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-124, [3965.0, 3955.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-25 13:05:00, Spread: $0.2, Bid & Ask: [(1.9, 2.0), (0.85, 0.95)], Volume: [23.0, 50.0], OpenInterest: [1184, 1019] 2023-01-25 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-123, Premium: $475.0 @ $0.95 2023-01-25 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-25 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 13:00:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-124, Premium: $500.0 @ $1.0 2023-01-25 13:00:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-25 13:00:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 13:12:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-123, [4005.0, 4015.0] @ Mid: -2.3, Reason: ['Stop Loss trigger'] 2023-01-25 13:12:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-123, Premium: $-1200.0 @ $-2.4; P&L: $-725.0 (-152.63%) 2023-01-25 13:12:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.3] 2023-01-25 13:12:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.0, -1.18, -1.7, -1.53, -1.32, -1.52, -1.55, -1.77, -1.55, -1.63, -1.8, -2.3] 2023-01-25 13:29:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-119, [4010.0, 4020.0] @ Mid: -2.25, Reason: ['Stop Loss trigger'] 2023-01-25 13:29:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-119, Premium: $-1175.0 @ $-2.35; P&L: $-675.0 (-135.0%) 2023-01-25 13:29:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.25] 2023-01-25 13:29:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.95, -0.95, -1.02, -0.9, -0.8, -0.75, -0.72, -0.8, -0.5, -0.45, -0.43, -0.32, -0.27, -0.35, -0.27, -0.33, -0.3, -0.25, -0.3, -0.35, -0.5, -0.57, -0.58, -0.55, -0.47, -0.47, -0.47, -0.43, -0.45, -0.35, -0.28, -0.3, -0.45, -0.43, -0.4, -0.4, -0.35, -0.38, -0.35, -0.3, -0.33, -0.3, -0.3, -0.33, -0.35, -0.38, -0.38, -0.3, -0.32, -0.22, -0.25, -0.25, -0.15, -0.07, -0.1, -0.12, -0.17, -0.17, -0.2, -0.2, -0.2, -0.17, -0.15, -0.17, -0.17, -0.12, -0.12, -0.12, -0.12, -0.12, -0.2, -0.2, -0.23, -0.25, -0.25, -0.23, -0.23, -0.23, -0.23, -0.28, -0.28, -0.25, -0.23, -0.23, -0.23, -0.23, -0.27, -0.38, -0.35, -0.38, -0.35, -0.33, -0.28, -0.23, -0.45, -0.43, -0.55, -0.53, -0.43, -0.37, -0.43, -0.4, -0.52, -0.4, -0.45, -0.42, -0.4, -0.38, -0.4, -0.47, -0.4, -0.42, -0.55, -0.55, -0.5, -0.6, -0.38, -0.42, -0.47, -0.42, -0.4, -0.42, -0.38, -0.4, -0.43, -0.42, -0.9, -1.3, -1.35, -1.0, -1.2, -1.43, -1.12, -1.03, -0.98, -1.18, -1.07, -0.88, -0.9, -0.9, -0.65, -0.75, -0.7, -0.88, -0.85, -0.9, -0.7, -0.7, -0.78, -0.85, -0.9, -0.75, -0.85, -0.88, -0.82, -0.68, -0.6, -0.62, -0.58, -0.6, -0.53, -0.53, -0.5, -0.4, -0.48, -0.53, -0.58, -0.6, -0.55, -0.48, -0.65, -0.65, -0.73, -0.68, -0.7, -0.88, -0.8, -0.88, -0.8, -0.75, -0.68, -0.83, -0.7, -0.7, -0.75, -0.83, -0.88, -0.7, -0.75, -0.75, -0.7, -0.6, -0.65, -0.73, -0.6, -0.62, -0.75, -1.2, -1.05, -0.9, -1.12, -1.02, -1.18, -1.02, -1.1, -1.23, -1.62, -1.5, -1.38, -1.38, -1.55, -1.57, -1.45, -1.3, -1.43, -1.68, -1.92, -1.95, -1.75, -1.78, -1.9, -2.12, -1.98, -2.25] 2023-01-25 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-125, [4020.0, 4030.0] @ Mid: 0.9, NewLimit: 0.9, Limit: 1.0, DTTM: 2023-01-25 13:35:00, Spread: $0.1, Bid & Ask: [(1.3, 1.35), (0.4, 0.45)], Volume: [821.0, 241.0], OpenInterest: [2663, 1512] 2023-01-25 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-126, [3980.0, 3970.0] @ Mid: 0.95, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-25 13:35:00, Spread: $0.1, Bid & Ask: [(1.65, 1.55), (0.65, 0.65)], Volume: [143.0, 63.0], OpenInterest: [2660, 2355] 2023-01-25 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-125, Premium: $350.0 @ $0.7 2023-01-25 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-25 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-126, Premium: $400.0 @ $0.8 2023-01-25 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-25 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 14:14:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-125, [4020.0, 4030.0] @ Mid: -1.58, Reason: ['Stop Loss trigger'] 2023-01-25 14:14:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-125, Premium: $-825.0 @ $-1.65; P&L: $-475.0 (-135.71%) 2023-01-25 14:14:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.58] 2023-01-25 14:14:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.0, -0.88, -0.85, -0.6, -0.62, -0.78, -0.93, -0.72, -0.83, -0.7, -0.85, -0.85, -0.82, -0.85, -0.7, -0.92, -0.93, -1.0, -1.52, -1.25, -1.2, -1.25, -1.1, -0.97, -0.75, -0.88, -0.85, -0.7, -0.82, -0.93, -0.97, -0.65, -0.62, -0.83, -0.78, -0.75, -0.72, -0.77, -0.87, -0.8, -0.8, -0.95, -1.35, -1.58] 2023-01-26 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-127, [4075.0, 4085.0] @ Mid: 1.2, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-26 09:50:00, Spread: $0.2, Bid & Ask: [(2.75, 2.85), (1.55, 1.65)], Volume: [348.0, 249.0], OpenInterest: [1463, 818] 2023-01-26 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-128, [4000.0, 3990.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-26 09:50:00, Spread: $0.1, Bid & Ask: [(2.85, 2.95), (1.85, 1.85)], Volume: [782.0, 158.0], OpenInterest: [2078, 1089] 2023-01-26 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-127, Premium: $475.0 @ $0.95 2023-01-26 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-26 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-128, Premium: $450.0 @ $0.9 2023-01-26 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-26 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 09:57:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-128, [4000.0, 3990.0] @ Mid: -2.3, Reason: ['Stop Loss trigger'] 2023-01-26 09:57:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-128, Premium: $-1200.0 @ $-2.4; P&L: $-750.0 (-166.67%) 2023-01-26 09:57:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.3] 2023-01-26 09:57:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.9, -0.95, -1.1, -1.05, -1.4, -1.7, -1.65, -1.4, -1.4, -1.75, -1.75, -2.3] 2023-01-26 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 4 CallCreditSpread-129, [4070.0, 4080.0] @ Mid: 1.07, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-26 10:20:00, Spread: $0.05, Bid & Ask: [(2.3, 2.3), (1.25, 1.2)], Volume: [225.0, 145.0], OpenInterest: [793, 1156] 2023-01-26 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 4 PutCreditSpread-130, [3995.0, 3985.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-26 10:20:00, Spread: $0.15, Bid & Ask: [(2.4, 2.5), (1.45, 1.5)], Volume: [76.0, 83.0], OpenInterest: [623, 1053] 2023-01-26 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-129, Premium: $340.0 @ $0.85 2023-01-26 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.07] 2023-01-26 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-130, Premium: $300.0 @ $0.75 2023-01-26 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-26 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 10:55:00 INFO -> MarketOrderHandler.call: CLOSE 4 PutCreditSpread-130, [3995.0, 3985.0] @ Mid: -1.7, Reason: ['Stop Loss trigger'] 2023-01-26 10:55:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-130, Premium: $-740.0 @ $-1.85; P&L: $-440.0 (-146.67%) 2023-01-26 10:55:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.7] 2023-01-26 10:55:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.82, -0.67, -0.75, -0.67, -0.73, -0.7, -0.7, -0.67, -0.55, -0.47, -0.5, -0.53, -0.53, -0.7, -0.57, -0.65, -0.67, -0.53, -0.52, -0.5, -0.57, -0.58, -0.7, -0.9, -1.02, -0.85, -0.95, -0.8, -0.85, -0.95, -0.9, -0.9, -0.85, -0.83, -0.73, -0.82, -0.85, -0.88, -1.05, -1.7] 2023-01-26 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 4 CallCreditSpread-131, [4060.0, 4070.0] @ Mid: 1.02, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-26 12:35:00, Spread: $0.05, Bid & Ask: [(1.75, 1.75), (0.7, 0.75)], Volume: [59.0, 11.0], OpenInterest: [1846, 793] 2023-01-26 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 4 PutCreditSpread-132, [4010.0, 4000.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-26 12:35:00, Spread: $0.15, Bid & Ask: [(1.8, 1.9), (0.85, 0.9)], Volume: [95.0, 31.0], OpenInterest: [758, 2078] 2023-01-26 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-131, Premium: $360.0 @ $0.9 2023-01-26 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02] 2023-01-26 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-132, Premium: $340.0 @ $0.85 2023-01-26 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-26 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 4 CallCreditSpread-133, [4060.0, 4070.0] @ Mid: 1.17, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-26 13:50:00, Spread: $0.15, Bid & Ask: [(1.85, 1.95), (0.7, 0.75)], Volume: [119.0, 82.0], OpenInterest: [1846, 793] 2023-01-26 13:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 4 PutCreditSpread-134, [4025.0, 4015.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-26 13:50:00, Spread: $0.1, Bid & Ask: [(1.55, 1.65), (0.6, 0.6)], Volume: [149.0, 105.0], OpenInterest: [366, 428] 2023-01-26 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-133, Premium: $400.0 @ $1.0 2023-01-26 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17] 2023-01-26 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 13:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-134, Premium: $340.0 @ $0.85 2023-01-26 13:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-26 13:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 4 CallCreditSpread-135, [4060.0, 4070.0] @ Mid: 1.05, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-26 14:05:00, Spread: $0.1, Bid & Ask: [(1.6, 1.6), (0.5, 0.6)], Volume: [35.0, 61.0], OpenInterest: [1846, 793] 2023-01-26 14:00:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 4 PutCreditSpread-136, [4025.0, 4015.0] @ Mid: 1.03, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-26 14:05:00, Spread: $0.15, Bid & Ask: [(1.55, 1.65), (0.55, 0.6)], Volume: [50.0, 36.0], OpenInterest: [366, 428] 2023-01-26 14:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-135, Premium: $260.0 @ $0.65 2023-01-26 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-26 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 14:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-136, Premium: $380.0 @ $0.95 2023-01-26 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-26 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-137, [4090.0, 4100.0] @ Mid: 1.18, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-27 09:50:00, Spread: $0.15, Bid & Ask: [(2.35, 2.45), (1.2, 1.25)], Volume: [263.0, 296.0], OpenInterest: [2325, 9879] 2023-01-27 09:45:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-138, [4020.0, 4010.0] @ Mid: 1.15, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-27 09:50:00, Spread: $0.2, Bid & Ask: [(2.95, 3.1), (1.85, 1.9)], Volume: [68.0, 59.0], OpenInterest: [2265, 1892] 2023-01-27 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-137, Premium: $500.0 @ $1.0 2023-01-27 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.18] 2023-01-27 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 09:45:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-138, Premium: $525.0 @ $1.05 2023-01-27 09:45:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-27 09:45:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 10:05:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-137, [4090.0, 4100.0] @ Mid: -2.22, Reason: ['Stop Loss trigger'] 2023-01-27 10:05:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-137, Premium: $-1125.0 @ $-2.25; P&L: $-625.0 (-125.0%) 2023-01-27 10:05:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.22] 2023-01-27 10:05:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.2, -1.1, -1.38, -1.73, -1.4, -1.93, -1.8, -1.77, -1.62, -1.9, -1.95, -1.83, -1.48, -1.65, -1.58, -1.22, -1.77, -2.12, -2.12, -2.22] 2023-01-27 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-139, [4105.0, 4115.0] @ Mid: 1.08, NewLimit: 1.1, Limit: 1.0, DTTM: 2023-01-27 10:20:00, Spread: $0.25, Bid & Ask: [(1.95, 2.1), (0.9, 1.0)], Volume: [72.0, 65.0], OpenInterest: [1678, 1989] 2023-01-27 10:15:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-140, [4040.0, 4030.0] @ Mid: 1.05, NewLimit: 1.05, Limit: 1.0, DTTM: 2023-01-27 10:20:00, Spread: $0.1, Bid & Ask: [(2.6, 2.65), (1.55, 1.6)], Volume: [89.0, 180.0], OpenInterest: [1193, 1970] 2023-01-27 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-139, Premium: $475.0 @ $0.95 2023-01-27 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.08] 2023-01-27 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 10:15:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-140, Premium: $475.0 @ $0.95 2023-01-27 10:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-27 10:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 10:49:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-140, [4040.0, 4030.0] @ Mid: -2.13, Reason: ['Stop Loss trigger'] 2023-01-27 10:49:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-140, Premium: $-1075.0 @ $-2.15; P&L: $-600.0 (-126.32%) 2023-01-27 10:49:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.13] 2023-01-27 10:49:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.05, -0.93, -0.95, -1.02, -0.95, -1.08, -1.25, -1.35, -1.25, -1.23, -1.32, -1.42, -1.3, -1.35, -1.1, -1.03, -1.08, -1.08, -1.18, -1.5, -1.35, -1.33, -1.2, -1.17, -1.3, -1.32, -1.35, -1.33, -1.48, -1.47, -1.52, -1.92, -1.95, -2.13] 2023-01-27 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-141, [4095.0, 4105.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-27 12:35:00, Spread: $0.1, Bid & Ask: [(1.6, 1.65), (0.6, 0.65)], Volume: [64.0, 85.0], OpenInterest: [2201, 1678] 2023-01-27 12:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-142, [4050.0, 4040.0] @ Mid: 1.0, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-27 12:35:00, Spread: $0.1, Bid & Ask: [(1.75, 1.85), (0.8, 0.8)], Volume: [205.0, 312.0], OpenInterest: [6264, 1193] 2023-01-27 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-141, Premium: $475.0 @ $0.95 2023-01-27 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-27 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 12:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-142, Premium: $400.0 @ $0.8 2023-01-27 12:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-27 12:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 CallCreditSpread-143, [4090.0, 4100.0] @ Mid: 1.2, NewLimit: 1.2, Limit: 1.0, DTTM: 2023-01-27 13:35:00, Spread: $0.1, Bid & Ask: [(1.95, 2.05), (0.8, 0.8)], Volume: [84.0, 21.0], OpenInterest: [2325, 9879] 2023-01-27 13:30:00 INFO -> LimitOrderHandler.logOrderExecution: OPEN 5 PutCreditSpread-144, [4055.0, 4045.0] @ Mid: 0.98, NewLimit: 1.0, Limit: 1.0, DTTM: 2023-01-27 13:35:00, Spread: $0.15, Bid & Ask: [(1.65, 1.75), (0.7, 0.75)], Volume: [27.0, 123.0], OpenInterest: [517, 731] 2023-01-27 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-143, Premium: $550.0 @ $1.1 2023-01-27 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-27 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 13:30:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-144, Premium: $425.0 @ $0.85 2023-01-27 13:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-27 13:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 14:33:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-143, [4090.0, 4100.0] @ Mid: -2.5, Reason: ['Stop Loss trigger'] 2023-01-27 14:33:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-143, Premium: $-1275.0 @ $-2.55; P&L: $-725.0 (-131.82%) 2023-01-27 14:33:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.5] 2023-01-27 14:33:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.42, -1.35, -1.38, -1.4, -1.48, -1.43, -1.45, -1.5, -1.48, -1.63, -1.35, -1.12, -1.1, -1.07, -1.35, -1.25, -1.5, -1.37, -1.38, -1.57, -1.27, -1.32, -1.28, -1.18, -1.27, -1.25, -1.4, -1.33, -1.5, -1.45, -1.73, -1.98, -1.72, -1.65, -1.67, -1.58, -1.6, -1.53, -1.3, -1.45, -1.57, -1.73, -1.42, -1.62, -1.7, -1.98, -1.95, -2.1, -2.2, -2.22, -2.2, -2.08, -2.28, -2.22, -2.25, -2.05, -2.22, -2.2, -2.3, -2.05, -2.27, -2.15, -2.5] 2023-01-27 15:06:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-141, [4095.0, 4105.0] @ Mid: -2.12, Reason: ['Stop Loss trigger'] 2023-01-27 15:06:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-141, Premium: $-1100.0 @ $-2.2; P&L: $-625.0 (-131.58%) 2023-01-27 15:06:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.12] 2023-01-27 15:06:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.02, -1.13, -1.17, -1.2, -1.32, -1.45, -1.4, -1.5, -1.5, -1.52, -1.6, -1.35, -1.27, -1.35, -1.23, -1.2, -1.25, -1.23, -1.42, -1.45, -1.43, -1.3, -1.58, -1.4, -1.42, -1.45, -1.23, -1.35, -1.33, -1.2, -1.32, -0.9, -1.05, -1.03, -0.95, -0.95, -1.0, -0.97, -0.87, -0.9, -0.88, -0.8, -0.78, -0.83, -0.88, -0.75, -0.65, -0.62, -0.7, -0.75, -0.68, -0.72, -0.78, -0.68, -0.72, -0.72, -0.7, -0.75, -0.88, -0.78, -0.9, -0.87, -0.9, -0.9, -0.93, -0.93, -0.98, -0.97, -0.93, -1.03, -0.85, -0.7, -0.62, -0.65, -0.85, -0.77, -0.88, -0.93, -0.85, -0.93, -0.75, -0.83, -0.8, -0.68, -0.73, -0.75, -0.82, -0.85, -0.88, -0.85, -1.02, -1.2, -1.08, -1.05, -1.02, -0.95, -0.92, -0.87, -0.78, -0.87, -0.93, -0.97, -0.9, -0.95, -1.03, -1.27, -1.18, -1.28, -1.3, -1.38, -1.27, -1.15, -1.3, -1.43, -1.4, -1.25, -1.3, -1.3, -1.38, -1.17, -1.38, -1.25, -1.47, -1.35, -1.0, -1.27, -1.27, -1.3, -1.27, -1.32, -1.3, -1.3, -1.43, -1.35, -1.2, -1.43, -1.52, -1.52, -1.77, -1.82, -1.87, -1.42, -1.58, -1.63, -1.75, -1.93, -1.65, -1.57, -1.73, -1.6, -1.83, -1.92, -1.9, -1.7, -1.88, -2.12] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: >>> CANCEL-----> close order with message: order execution expiration or legs expired 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Cancel PutCreditSpread-138 & Progress of prices: [] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [-0.93, -1.05, -0.97, -0.85, -0.9, -0.78, -0.77, -0.82, -0.82, -0.77, -0.78, -0.77, -0.8, -0.8, -0.93, -0.83, -0.65, -0.48, -0.55, -0.52, -0.53, -0.38, -0.35, -0.38, -0.32, -0.3, -0.4, -0.42, -0.35, -0.43, -0.43, -0.35, -0.35, -0.38, -0.38, -0.38, -0.45, -0.48, -0.45, -0.43, -0.47, -0.5, -0.4, -0.43, -0.35, -0.3, -0.33, -0.35, -0.35, -0.43, -0.43, -0.43, -0.35, -0.35, -0.38, -0.43, -0.4, -0.38, 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-0.05, -0.05, -0.08, -0.08, -0.08, -0.08, -0.05, -0.05, -0.05, -0.05, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.05, -0.05, -0.02, -0.02, -0.02, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -0.02, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.02, -0.02, -0.02, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.02, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.02, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: >>> CANCEL-----> close order with message: order execution expiration or legs expired 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Cancel CallCreditSpread-139 & Progress of prices: [] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [-1.13, -1.12, -1.13, -1.03, -1.0, -0.92, -0.8, -0.73, -0.8, -0.83, -0.82, -0.75, -0.8, -0.85, -0.9, -0.95, -0.92, -0.95, -0.75, -0.57, -0.67, -0.78, -0.77, -0.72, -0.67, -0.7, -0.7, -0.72, -0.6, -0.65, -0.6, -0.3, -0.35, -0.3, -0.33, -0.23, -0.3, -0.27, -0.23, -0.15, -0.1, -0.15, -0.25, -0.25, -0.25, -0.27, -0.27, -0.25, -0.25, -0.25, -0.28, -0.28, -0.25, -0.12, -0.17, -0.15, -0.15, -0.23, -0.23, -0.2, -0.23, -0.35, -0.3, -0.28, -0.3, -0.3, -0.3, -0.32, -0.32, -0.3, -0.22, -0.3, -0.3, -0.3, -0.32, -0.28, -0.38, -0.42, -0.48, -0.48, -0.33, -0.45, -0.37, -0.4, -0.32, -0.45, -0.45, -0.55, -0.53, -0.45, -0.38, -0.55, -0.57, -0.45, -0.45, -0.5, -0.53, -0.45, -0.45, -0.47, -0.45, -0.45, -0.5, -0.5, -0.38, -0.38, -0.47, -0.37, -0.38, -0.32, -0.35, -0.32, -0.38, -0.4, -0.33, -0.38, -0.3, -0.38, -0.42, -0.45, -0.62, -0.65, -0.58, -0.62, -0.58, -0.5, -0.5, -0.5, -0.5, -0.52, -0.55, -0.4, -0.38, -0.43, -0.4, -0.43, -0.42, -0.45, -0.5, -0.52, -0.6, -0.53, -0.53, -0.6, -0.62, -0.65, -0.43, -0.48, -0.57, -0.45, -0.45, -0.45, -0.45, -0.55, -0.6, -0.57, -0.52, -0.55, -0.55, -0.57, -0.6, -0.45, -0.52, -0.52, -0.5, -0.5, -0.28, -0.38, -0.33, -0.33, -0.33, -0.35, -0.3, -0.3, -0.3, -0.25, -0.25, -0.27, -0.27, -0.27, -0.23, -0.1, -0.1, -0.17, -0.28, -0.28, -0.25, -0.3, -0.28, -0.28, -0.25, -0.25, -0.25, -0.28, -0.32, -0.38, -0.38, -0.38, -0.35, -0.35, -0.33, -0.35, -0.33, -0.35, -0.33, -0.25, -0.2, -0.17, -0.15, -0.3, -0.28, -0.3, -0.28, -0.28, -0.3, -0.28, -0.25, -0.23, -0.23, -0.23, -0.23, -0.23, -0.23, -0.28, -0.3, -0.35, -0.4, -0.35, -0.38, -0.3, -0.33, -0.3, -0.25, -0.17, -0.25, -0.25, -0.3, -0.23, -0.25, -0.3, -0.38, -0.4, -0.42, -0.45, -0.47, -0.35, -0.32, -0.35, -0.42, -0.47, -0.38, -0.4, -0.38, -0.4, -0.33, -0.4, -0.38, -0.4, -0.33, -0.25, -0.28, -0.28, -0.28, -0.28, -0.3, -0.28, -0.25, -0.28, -0.28, -0.22, -0.3, -0.4, -0.4, -0.5, -0.57, -0.53, -0.32, -0.35, -0.38, -0.38, -0.42, -0.42, -0.32, -0.38, -0.38, -0.38, -0.38, -0.38, -0.38, -0.43, -0.45, -0.43, -0.72, -1.03, -0.9, -0.85, -0.72, -0.48, -0.42, -0.3, -0.28, -0.25, -0.28, -0.33, -0.38, -0.22, -0.2, -0.18, -0.22, -0.28, -0.2, -0.18, -0.2, -0.25, -0.22, -0.12, -0.17, -0.25, -0.27, -0.3, -0.25, -0.27, -0.25, -0.15, -0.12, -0.12, -0.12, -0.07, -0.07, -0.07] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: >>> CANCEL-----> close order with message: order execution expiration or legs expired 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Cancel PutCreditSpread-142 & Progress of prices: [] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [-1.0, -0.85, -0.85, -0.77, -0.73, -0.55, -0.55, -0.53, -0.5, -0.5, -0.4, -0.53, -0.58, -0.55, -0.68, -0.65, -0.62, -0.65, -0.53, -0.52, -0.57, -0.6, -0.45, -0.5, -0.45, -0.45, -0.55, -0.47, -0.55, -0.58, -0.5, -0.75, -0.65, -0.7, -0.72, -0.72, -0.58, -0.6, -0.62, -0.6, -0.67, -0.73, -0.73, -0.68, -0.68, -0.68, -0.85, -0.9, -0.7, -0.73, -0.72, -0.72, -0.67, -0.75, -0.62, -0.73, -0.72, -0.72, -0.5, -0.55, -0.48, -0.42, -0.45, -0.4, -0.38, -0.3, -0.33, -0.3, -0.32, -0.32, -0.35, -0.48, -0.5, -0.47, -0.35, -0.4, -0.38, -0.3, -0.3, -0.3, -0.38, -0.33, -0.35, -0.38, -0.35, -0.35, -0.3, -0.28, -0.27, -0.23, -0.17, -0.2, -0.2, -0.18, -0.18, -0.15, -0.18, -0.2, -0.22, -0.2, -0.18, -0.18, -0.18, -0.15, -0.15, -0.1, -0.12, -0.12, -0.1, -0.1, -0.08, -0.08, -0.08, -0.08, -0.05, -0.02, -0.02, -0.02, -0.05, -0.05, -0.02, -0.02, -0.02, -0.02, -0.02, 0.0, 0.0, 0.0, 0.0, -0.03, -0.03, -0.03, -0.05, -0.05, -0.05, -0.05, -0.02, -0.02, -0.02, -0.02, -0.02, 0.0, 0.0, 0.0, 0.0, -0.02, -0.05, -0.05, -0.05, -0.05, -0.05, -0.02, -0.02, -0.02, -0.02, 0.0, 0.0, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03, -0.03] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: >>> CANCEL-----> close order with message: order execution expiration or legs expired 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Cancel PutCreditSpread-144 & Progress of prices: [] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [-0.82, -0.78, -0.75, -0.7, -0.65, -0.52, -0.5, -0.5, -0.5, -0.53, -0.65, -0.7, -0.85, -0.87, -0.6, -0.72, -0.52, -0.6, -0.57, -0.57, -0.63, -0.62, -0.57, -0.65, -0.63, -0.63, -0.52, -0.52, -0.5, -0.48, -0.35, -0.35, -0.4, -0.35, -0.35, -0.33, -0.35, -0.4, -0.5, -0.43, -0.35, -0.33, -0.37, -0.32, -0.28, -0.15, -0.2, -0.2, -0.15, -0.15, -0.15, -0.2, -0.2, -0.18, -0.18, -0.17, -0.12, -0.12, -0.1, -0.12, -0.08, -0.08, -0.08, -0.1, -0.12, -0.1, -0.1, -0.1, -0.1, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.05, -0.1, -0.1, -0.1, -0.12, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.08, -0.05, -0.07, -0.07, -0.07, -0.07, -0.07, -0.07, -0.07, -0.05, -0.05, -0.05, -0.05, -0.05, -0.07, -0.05, -0.07, -0.07, -0.07, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, -0.02, 0.0, 0.0, 0.0, 0.0, 0.0] 2023-01-27 16:15:00 Algorithm Id:(1a12eb463ab9901671a47089708169d8) completed in 63.83 seconds at 1386k data points per second. Processing total of 88,447,362 data points.