2023-01-01 00:00:00 Launching analysis for ba382406502dc8119893c370a6c85498 with LEAN Engine v2.5.0.0.16488 2023-01-03 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-1, SPXW 230103C03905000, newLimitPrice: 1.9 2023-01-03 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-1, SPXW 230103C03915000, newLimitPrice: 0.9 2023-01-03 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: 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.makeLimitOrder: OPEN 5 PutCreditSpread-2, SPXW 230103P03830000, newLimitPrice: 2.9 2023-01-03 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-2, SPXW 230103P03820000, newLimitPrice: 1.9 2023-01-03 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-2, [3830.0, 3820.0] @ Mid: 1.02, NewLimit: -1.0, 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: PutCreditSpread-2, Premium: $500.0 @ $1.0 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 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-1, SPXW 230103C03905000, newLimitPrice: 1.2 2023-01-03 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-1, SPXW 230103C03915000, newLimitPrice: 0.6 2023-01-03 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-1, [3905.0, 3915.0] @ Mid: 0.6, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-03 09:50:00, Spread: $0.2, Bid & Ask: [(1.15, 1.25), (0.55, 0.65)], Volume: [197.0, 154.0], OpenInterest: [1459, 3569] 2023-01-03 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-1, Premium: $300.0 @ $0.6 2023-01-03 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 0.6] 2023-01-03 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 09:49:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-2, [3830.0, 3820.0] @ Mid: -2.6, Reason: ['Stop Loss trigger'] 2023-01-03 09:49:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-2, Premium: $-1450.0 @ $-2.9; P&L: $-950.0 (-190.0%) 2023-01-03 09:49:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.6] 2023-01-03 09:49:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.57, -1.5, -2.15, -2.6] 2023-01-03 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-3, SPXW 230103C03865000, newLimitPrice: 2.2 2023-01-03 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-3, SPXW 230103C03875000, newLimitPrice: 1.2 2023-01-03 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: 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.makeLimitOrder: OPEN 5 PutCreditSpread-4, SPXW 230103P03785000, newLimitPrice: 2.2 2023-01-03 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-4, SPXW 230103P03775000, newLimitPrice: 1.2 2023-01-03 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-4, [3785.0, 3775.0] @ Mid: 0.93, NewLimit: -1.0, 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 10:16:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-4, Premium: $500.0 @ $1.0 2023-01-03 10:16:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.93] 2023-01-03 10:16:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-3, SPXW 230103C03865000, newLimitPrice: 2.4 2023-01-03 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-3, SPXW 230103C03875000, newLimitPrice: 1.3 2023-01-03 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-3, [3865.0, 3875.0] @ Mid: 1.02, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-03 10:20:00, Spread: $0.15, Bid & Ask: [(2.3, 2.4), (1.3, 1.35)], Volume: [36.0, 170.0], OpenInterest: [375, 3343] 2023-01-03 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-3, SPXW 230103C03865000, newLimitPrice: 2.2 2023-01-03 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-3, SPXW 230103C03875000, newLimitPrice: 1.3 2023-01-03 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-3, [3865.0, 3875.0] @ Mid: 0.95, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-03 10:20:00, Spread: $0.1, Bid & Ask: [(2.25, 2.3), (1.3, 1.35)], Volume: [15.0, 123.0], OpenInterest: [375, 3343] 2023-01-03 10:18:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-3, Premium: $450.0 @ $0.9 2023-01-03 10:18:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 1.02, 0.95] 2023-01-03 10:18:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 11:47:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-4, [3785.0, 3775.0] @ Mid: -2.42, Reason: ['Stop Loss trigger'] 2023-01-03 11:47:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-4, Premium: $-1275.0 @ $-2.55; P&L: $-775.0 (-155.0%) 2023-01-03 11:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.42] 2023-01-03 11:47:00 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, -1.75, -1.67, -1.8, -1.88, -1.8, -1.7, -1.65, -1.52, -1.6, -1.65, -1.97, -1.83, -2.05, -1.9, -2.42] 2023-01-03 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-5, SPXW 230103C03830000, newLimitPrice: 2.1 2023-01-03 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-5, SPXW 230103C03840000, newLimitPrice: 0.9 2023-01-03 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: 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.makeLimitOrder: OPEN 5 PutCreditSpread-6, SPXW 230103P03795000, newLimitPrice: 1.8 2023-01-03 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-6, SPXW 230103P03785000, newLimitPrice: 0.6 2023-01-03 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-6, [3795.0, 3785.0] @ Mid: 1.12, NewLimit: -1.2, 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 14:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-5, Premium: $600.0 @ $1.2 2023-01-03 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17] 2023-01-03 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 14:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-6, Premium: $600.0 @ $1.2 2023-01-03 14:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-03 14:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-03 14:32:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-6, [3795.0, 3785.0] @ Mid: -2.95, Reason: ['Stop Loss trigger'] 2023-01-03 14:32:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-6, Premium: $-1550.0 @ $-3.1; P&L: $-950.0 (-158.33%) 2023-01-03 14:32:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.95] 2023-01-03 14:32:00 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, -1.77, -1.8, -1.43, -1.43, -1.35, -1.35, -1.73, -1.58, -1.7, -1.6, -2.02, -2.2, -2.47, -2.35, -2.15, -2.23, -2.05, -2.55, -2.95] 2023-01-04 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-7, SPXW 230104C03890000, newLimitPrice: 2.2 2023-01-04 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-7, SPXW 230104C03900000, newLimitPrice: 1.0 2023-01-04 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-7, [3890.0, 3900.0] @ Mid: 1.1, NewLimit: -1.2, 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.makeLimitOrder: OPEN 5 PutCreditSpread-8, SPXW 230104P03785000, newLimitPrice: 3.1 2023-01-04 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-8, SPXW 230104P03775000, newLimitPrice: 2.1 2023-01-04 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-8, [3785.0, 3775.0] @ Mid: 1.0, NewLimit: -1.0, 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 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-7, SPXW 230104C03890000, newLimitPrice: 2.1 2023-01-04 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-7, SPXW 230104C03900000, newLimitPrice: 1.1 2023-01-04 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-7, [3890.0, 3900.0] @ Mid: 1.02, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-04 09:50:00, Spread: $0.15, Bid & Ask: [(2.05, 2.15), (1.05, 1.1)], Volume: [233.0, 331.0], OpenInterest: [1612, 4301] 2023-01-04 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-8, SPXW 230104P03785000, newLimitPrice: 3.0 2023-01-04 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-8, SPXW 230104P03775000, newLimitPrice: 2.0 2023-01-04 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-8, [3785.0, 3775.0] @ Mid: 0.98, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-04 09:50:00, Spread: $0.25, Bid & Ask: [(2.9, 3.0), (1.9, 2.05)], Volume: [156.0, 75.0], OpenInterest: [10564, 11202] 2023-01-04 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-7, Premium: $500.0 @ $1.0 2023-01-04 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1, 1.02] 2023-01-04 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-8, Premium: $500.0 @ $1.0 2023-01-04 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0, 0.98] 2023-01-04 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-9, SPXW 230104C03870000, newLimitPrice: 2.4 2023-01-04 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-9, SPXW 230104C03880000, newLimitPrice: 1.4 2023-01-04 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-9, [3870.0, 3880.0] @ Mid: 1.05, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-10, SPXW 230104P03775000, newLimitPrice: 2.6 2023-01-04 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-10, SPXW 230104P03765000, newLimitPrice: 1.6 2023-01-04 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: 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 10:16:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-9, Premium: $500.0 @ $1.0 2023-01-04 10:16:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-04 10:16:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 10:16:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-10, Premium: $500.0 @ $1.0 2023-01-04 10:16:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-04 10:16:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 11:13:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-9, [3870.0, 3880.0] @ Mid: -2.3, Reason: ['Stop Loss trigger'] 2023-01-04 11:13:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-9, Premium: $-1225.0 @ $-2.45; P&L: $-725.0 (-145.0%) 2023-01-04 11:13:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.3] 2023-01-04 11:13:00 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, -1.9, -1.7, -1.8, -1.95, -1.85, -1.95, -1.77, -1.85, -1.98, -1.97, -2.1, -1.93, -2.0, -1.85, -1.92, -1.75, -1.92, -1.75, -1.85, -2.08, -1.95, -2.15, -2.03, -2.3] 2023-01-04 11:41:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-7, [3890.0, 3900.0] @ Mid: -2.35, Reason: ['Stop Loss trigger'] 2023-01-04 11:41:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-7, Premium: $-1225.0 @ $-2.45; P&L: $-725.0 (-145.0%) 2023-01-04 11:41:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.35] 2023-01-04 11:41:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -1.97, -1.7, -1.8, -2.07, -2.0, -2.05, -2.02, -2.15, -2.35] 2023-01-04 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03900000, newLimitPrice: 2.4 2023-01-04 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03910000, newLimitPrice: 1.2 2023-01-04 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: 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.makeLimitOrder: OPEN 5 PutCreditSpread-12, SPXW 230104P03825000, newLimitPrice: 2.9 2023-01-04 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, SPXW 230104P03815000, newLimitPrice: 1.9 2023-01-04 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: 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 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03900000, newLimitPrice: 2.6 2023-01-04 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03910000, newLimitPrice: 1.2 2023-01-04 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, [3900.0, 3910.0] @ Mid: 1.3, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-04 12:35:00, Spread: $0.2, Bid & Ask: [(2.55, 2.65), (1.25, 1.35)], Volume: [22.0, 15.0], OpenInterest: [4301, 3228] 2023-01-04 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, SPXW 230104P03825000, newLimitPrice: 2.6 2023-01-04 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, SPXW 230104P03815000, newLimitPrice: 1.7 2023-01-04 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, [3825.0, 3815.0] @ Mid: 0.85, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-04 12:35:00, Spread: $0.2, Bid & Ask: [(2.5, 2.6), (1.65, 1.75)], Volume: [6.0, 15.0], OpenInterest: [1396, 505] 2023-01-04 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03900000, newLimitPrice: 2.6 2023-01-04 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03910000, newLimitPrice: 1.3 2023-01-04 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, [3900.0, 3910.0] @ Mid: 1.3, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-04 12:35:00, Spread: $0.2, Bid & Ask: [(2.55, 2.65), (1.25, 1.35)], Volume: [25.0, 93.0], OpenInterest: [4301, 3228] 2023-01-04 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, SPXW 230104P03825000, newLimitPrice: 2.6 2023-01-04 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, SPXW 230104P03815000, newLimitPrice: 1.7 2023-01-04 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, [3825.0, 3815.0] @ Mid: 0.88, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-04 12:35:00, Spread: $0.15, Bid & Ask: [(2.5, 2.6), (1.65, 1.7)], Volume: [8.0, 7.0], OpenInterest: [1396, 505] 2023-01-04 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03900000, newLimitPrice: 2.9 2023-01-04 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03910000, newLimitPrice: 1.5 2023-01-04 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, [3900.0, 3910.0] @ Mid: 1.45, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-04 12:35:00, Spread: $0.1, Bid & Ask: [(2.95, 2.95), (1.45, 1.55)], Volume: [101.0, 121.0], OpenInterest: [4301, 3228] 2023-01-04 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, SPXW 230104P03825000, newLimitPrice: 2.3 2023-01-04 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, SPXW 230104P03815000, newLimitPrice: 1.6 2023-01-04 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-12, [3825.0, 3815.0] @ Mid: 0.82, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-04 12:35:00, Spread: $0.15, Bid & Ask: [(2.3, 2.4), (1.5, 1.55)], Volume: [24.0, 26.0], OpenInterest: [1396, 505] 2023-01-04 12:34:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-12, Premium: $350.0 @ $0.7 2023-01-04 12:34:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 0.85, 0.88, 0.82] 2023-01-04 12:34:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03900000, newLimitPrice: 2.9 2023-01-04 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, SPXW 230104C03910000, newLimitPrice: 1.6 2023-01-04 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-11, [3900.0, 3910.0] @ Mid: 1.4, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-04 12:35:00, Spread: $0.2, Bid & Ask: [(2.85, 2.95), (1.45, 1.55)], Volume: [63.0, 79.0], OpenInterest: [4301, 3228] 2023-01-04 12:35:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-11, Premium: $675.0 @ $1.35 2023-01-04 12:35:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17, 1.3, 1.3, 1.45, 1.4] 2023-01-04 12:35:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-13, SPXW 230104C03895000, newLimitPrice: 1.9 2023-01-04 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-13, SPXW 230104C03905000, newLimitPrice: 0.9 2023-01-04 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-13, [3895.0, 3905.0] @ Mid: 0.92, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03825000, newLimitPrice: 3.6 2023-01-04 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03815000, newLimitPrice: 2.4 2023-01-04 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: 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 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-13, SPXW 230104C03895000, newLimitPrice: 1.7 2023-01-04 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-13, SPXW 230104C03905000, newLimitPrice: 0.9 2023-01-04 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-13, [3895.0, 3905.0] @ Mid: 0.8, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-04 13:05:00, Spread: $0.1, Bid & Ask: [(1.65, 1.75), (0.9, 0.9)], Volume: [42.0, 17.0], OpenInterest: [716, 1613] 2023-01-04 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03825000, newLimitPrice: 4.0 2023-01-04 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03815000, newLimitPrice: 2.6 2023-01-04 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, [3825.0, 3815.0] @ Mid: 1.3, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-04 13:05:00, Spread: $0.2, Bid & Ask: [(3.9, 4.0), (2.6, 2.7)], Volume: [58.0, 47.0], OpenInterest: [1396, 505] 2023-01-04 13:02:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-13, Premium: $400.0 @ $0.8 2023-01-04 13:02:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92, 0.8] 2023-01-04 13:02:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03825000, newLimitPrice: 4.6 2023-01-04 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03815000, newLimitPrice: 3.2 2023-01-04 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, [3825.0, 3815.0] @ Mid: 1.45, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-04 13:05:00, Spread: $0.3, Bid & Ask: [(4.5, 4.7), (3.1, 3.2)], Volume: [61.0, 110.0], OpenInterest: [1396, 505] 2023-01-04 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03825000, newLimitPrice: 4.6 2023-01-04 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03815000, newLimitPrice: 3.1 2023-01-04 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, [3825.0, 3815.0] @ Mid: 1.5, NewLimit: -1.5, Limit: 1.0, DTTM: 2023-01-04 13:05:00, Spread: $0.4, Bid & Ask: [(4.5, 4.7), (3.0, 3.2)], Volume: [93.0, 104.0], OpenInterest: [1396, 505] 2023-01-04 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03825000, newLimitPrice: 3.8 2023-01-04 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, SPXW 230104P03815000, newLimitPrice: 2.6 2023-01-04 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-14, [3825.0, 3815.0] @ Mid: 1.3, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-04 13:05:00, Spread: $0.1, Bid & Ask: [(3.8, 3.8), (2.45, 2.55)], Volume: [63.0, 82.0], OpenInterest: [1396, 505] 2023-01-04 13:05:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-14, Premium: $600.0 @ $1.2 2023-01-04 13:05:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2, 1.3, 1.45, 1.5, 1.3] 2023-01-04 13:05:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03895000, newLimitPrice: 2.4 2023-01-04 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03905000, newLimitPrice: 1.2 2023-01-04 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: 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.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03830000, newLimitPrice: 3.5 2023-01-04 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03820000, newLimitPrice: 2.2 2023-01-04 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, [3830.0, 3820.0] @ Mid: 1.12, NewLimit: -1.3, 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 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03895000, newLimitPrice: 2.3 2023-01-04 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03905000, newLimitPrice: 1.1 2023-01-04 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, [3895.0, 3905.0] @ Mid: 1.15, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.2, Bid & Ask: [(2.25, 2.35), (1.1, 1.2)], Volume: [13.0, 335.0], OpenInterest: [716, 1613] 2023-01-04 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03830000, newLimitPrice: 3.4 2023-01-04 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03820000, newLimitPrice: 2.2 2023-01-04 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, [3830.0, 3820.0] @ Mid: 1.1, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.2, Bid & Ask: [(3.3, 3.4), (2.2, 2.3)], Volume: [41.0, 244.0], OpenInterest: [706, 1203] 2023-01-04 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03895000, newLimitPrice: 2.4 2023-01-04 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03905000, newLimitPrice: 1.2 2023-01-04 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, [3895.0, 3905.0] @ Mid: 1.15, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.2, Bid & Ask: [(2.3, 2.4), (1.15, 1.25)], Volume: [13.0, 113.0], OpenInterest: [716, 1613] 2023-01-04 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03830000, newLimitPrice: 3.4 2023-01-04 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03820000, newLimitPrice: 2.2 2023-01-04 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, [3830.0, 3820.0] @ Mid: 1.17, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.15, Bid & Ask: [(3.3, 3.4), (2.15, 2.2)], Volume: [5.0, 23.0], OpenInterest: [706, 1203] 2023-01-04 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03895000, newLimitPrice: 2.5 2023-01-04 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03905000, newLimitPrice: 1.2 2023-01-04 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, [3895.0, 3905.0] @ Mid: 1.25, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.1, Bid & Ask: [(2.45, 2.5), (1.2, 1.25)], Volume: [13.0, 19.0], OpenInterest: [716, 1613] 2023-01-04 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03830000, newLimitPrice: 3.2 2023-01-04 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03820000, newLimitPrice: 2.1 2023-01-04 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, [3830.0, 3820.0] @ Mid: 1.05, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.0, Bid & Ask: [(3.2, 3.2), (2.15, 2.15)], Volume: [11.0, 13.0], OpenInterest: [706, 1203] 2023-01-04 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03895000, newLimitPrice: 2.4 2023-01-04 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03905000, newLimitPrice: 1.2 2023-01-04 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, [3895.0, 3905.0] @ Mid: 1.25, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.2, Bid & Ask: [(2.4, 2.5), (1.15, 1.25)], Volume: [19.0, 17.0], OpenInterest: [716, 1613] 2023-01-04 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03830000, newLimitPrice: 3.2 2023-01-04 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03820000, newLimitPrice: 2.3 2023-01-04 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, [3830.0, 3820.0] @ Mid: 1.05, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.2, Bid & Ask: [(3.2, 3.4), (2.25, 2.25)], Volume: [17.0, 12.0], OpenInterest: [706, 1203] 2023-01-04 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03895000, newLimitPrice: 2.5 2023-01-04 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, SPXW 230104C03905000, newLimitPrice: 1.3 2023-01-04 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-15, [3895.0, 3905.0] @ Mid: 1.35, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.1, Bid & Ask: [(2.55, 2.65), (1.25, 1.25)], Volume: [3.0, 9.0], OpenInterest: [716, 1613] 2023-01-04 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03830000, newLimitPrice: 3.1 2023-01-04 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, SPXW 230104P03820000, newLimitPrice: 2.3 2023-01-04 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-16, [3830.0, 3820.0] @ Mid: 0.95, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-04 13:35:00, Spread: $0.2, Bid & Ask: [(3.1, 3.2), (2.25, 2.15)], Volume: [3.0, 16.0], OpenInterest: [706, 1203] 2023-01-04 13:36:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-15, Premium: $600.0 @ $1.2 2023-01-04 13:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17, 1.15, 1.15, 1.25, 1.25, 1.35] 2023-01-04 13:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 13:36:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-16, Premium: $450.0 @ $0.9 2023-01-04 13:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12, 1.1, 1.17, 1.05, 1.05, 0.95] 2023-01-04 13:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-04 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-17, SPXW 230104C03890000, newLimitPrice: 2.5 2023-01-04 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-17, SPXW 230104C03900000, newLimitPrice: 1.4 2023-01-04 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-17, [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.makeLimitOrder: OPEN 5 PutCreditSpread-18, SPXW 230104P03830000, newLimitPrice: 4.0 2023-01-04 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-18, SPXW 230104P03820000, newLimitPrice: 2.8 2023-01-04 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-18, [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-17, Premium: $550.0 @ $1.1 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-18, Premium: $600.0 @ $1.2 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 14:04:00 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: $-850.0 (-242.86%) 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: [-0.8, -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: $-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: [-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 14:26:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-18, [3830.0, 3820.0] @ Mid: -3.2, Reason: ['Stop Loss trigger'] 2023-01-04 14:26:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-18, Premium: $-1850.0 @ $-3.7; P&L: $-1250.0 (-208.33%) 2023-01-04 14:26:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.2] 2023-01-04 14:26:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.75, -0.95, -1.88, -2.5, -1.52, -0.85, -1.02, -1.2, -1.4, -1.97, -2.0, -1.7, -2.0, -1.6, -1.42, -0.97, -0.75, -0.55, -0.73, -0.6, -0.77, -1.13, -1.75, -1.85, -1.6, -3.2] 2023-01-04 14:28:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-14, [3825.0, 3815.0] @ Mid: -2.85, Reason: ['Stop Loss trigger'] 2023-01-04 14:28:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-14, Premium: $-1450.0 @ $-2.9; P&L: $-850.0 (-141.67%) 2023-01-04 14:28:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.85] 2023-01-04 14:28:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -2.33, -2.85] 2023-01-05 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-19, SPXW 230105C03850000, newLimitPrice: 2.6 2023-01-05 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-19, SPXW 230105C03860000, newLimitPrice: 1.4 2023-01-05 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-19, [3850.0, 3860.0] @ Mid: 1.12, NewLimit: -1.2, 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.makeLimitOrder: OPEN 5 PutCreditSpread-20, SPXW 230105P03770000, newLimitPrice: 2.6 2023-01-05 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-20, SPXW 230105P03760000, newLimitPrice: 1.4 2023-01-05 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-20, [3770.0, 3760.0] @ Mid: 1.12, NewLimit: -1.2, 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 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-19, SPXW 230105C03850000, newLimitPrice: 2.1 2023-01-05 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-19, SPXW 230105C03860000, newLimitPrice: 1.1 2023-01-05 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-19, [3850.0, 3860.0] @ Mid: 0.95, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-05 09:50:00, Spread: $0.1, Bid & Ask: [(2.0, 2.05), (1.05, 1.1)], Volume: [306.0, 175.0], OpenInterest: [5304, 761] 2023-01-05 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-20, SPXW 230105P03770000, newLimitPrice: 3.7 2023-01-05 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-20, SPXW 230105P03760000, newLimitPrice: 2.1 2023-01-05 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-20, [3770.0, 3760.0] @ Mid: 1.6, NewLimit: -1.6, Limit: 1.0, DTTM: 2023-01-05 09:50:00, Spread: $0.0, Bid & Ask: [(3.7, 3.7), (2.1, 2.1)], Volume: [269.0, 420.0], OpenInterest: [10933, 12030] 2023-01-05 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-19, Premium: $500.0 @ $1.0 2023-01-05 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12, 0.95] 2023-01-05 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-20, Premium: $800.0 @ $1.6 2023-01-05 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12, 1.6] 2023-01-05 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-21, SPXW 230105C03855000, newLimitPrice: 2.5 2023-01-05 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-21, SPXW 230105C03865000, newLimitPrice: 1.2 2023-01-05 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-21, [3855.0, 3865.0] @ Mid: 1.2, NewLimit: -1.3, 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.makeLimitOrder: OPEN 5 PutCreditSpread-22, SPXW 230105P03785000, newLimitPrice: 2.2 2023-01-05 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-22, SPXW 230105P03775000, newLimitPrice: 1.2 2023-01-05 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-22, [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 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-21, SPXW 230105C03855000, newLimitPrice: 2.2 2023-01-05 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-21, SPXW 230105C03865000, newLimitPrice: 1.2 2023-01-05 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-21, [3855.0, 3865.0] @ Mid: 1.03, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-05 10:20:00, Spread: $0.15, Bid & Ask: [(2.15, 2.25), (1.15, 1.2)], Volume: [74.0, 79.0], OpenInterest: [769, 606] 2023-01-05 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-22, SPXW 230105P03785000, newLimitPrice: 2.7 2023-01-05 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-22, SPXW 230105P03775000, newLimitPrice: 1.5 2023-01-05 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-22, [3785.0, 3775.0] @ Mid: 1.12, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-05 10:20:00, Spread: $0.15, Bid & Ask: [(2.6, 2.65), (1.45, 1.55)], Volume: [62.0, 184.0], OpenInterest: [979, 2713] 2023-01-05 10:17:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-21, Premium: $500.0 @ $1.0 2023-01-05 10:17:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2, 1.03] 2023-01-05 10:17:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 10:17:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-22, Premium: $600.0 @ $1.2 2023-01-05 10:17:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 1.12] 2023-01-05 10:17:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-23, SPXW 230105C03835000, newLimitPrice: 2.2 2023-01-05 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-23, SPXW 230105C03845000, newLimitPrice: 1.1 2023-01-05 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-23, [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.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03785000, newLimitPrice: 2.0 2023-01-05 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03775000, newLimitPrice: 1.0 2023-01-05 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, [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 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-23, SPXW 230105C03835000, newLimitPrice: 2.5 2023-01-05 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-23, SPXW 230105C03845000, newLimitPrice: 1.3 2023-01-05 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-23, [3835.0, 3845.0] @ Mid: 1.17, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-05 12:35:00, Spread: $0.15, Bid & Ask: [(2.4, 2.55), (1.3, 1.3)], Volume: [111.0, 69.0], OpenInterest: [435, 589] 2023-01-05 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03785000, newLimitPrice: 1.8 2023-01-05 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03775000, newLimitPrice: 0.8 2023-01-05 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, [3785.0, 3775.0] @ Mid: 0.92, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-05 12:35:00, Spread: $0.15, Bid & Ask: [(1.7, 1.8), (0.85, 0.8)], Volume: [79.0, 119.0], OpenInterest: [979, 2713] 2023-01-05 12:32:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-23, Premium: $600.0 @ $1.2 2023-01-05 12:32:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1, 1.17] 2023-01-05 12:32:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03785000, newLimitPrice: 1.8 2023-01-05 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03775000, newLimitPrice: 0.9 2023-01-05 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, [3785.0, 3775.0] @ Mid: 0.9, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-05 12:35:00, Spread: $0.2, Bid & Ask: [(1.7, 1.8), (0.8, 0.9)], Volume: [47.0, 42.0], OpenInterest: [979, 2713] 2023-01-05 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03785000, newLimitPrice: 1.6 2023-01-05 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03775000, newLimitPrice: 0.8 2023-01-05 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, [3785.0, 3775.0] @ Mid: 0.85, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-05 12:35:00, Spread: $0.2, Bid & Ask: [(1.55, 1.7), (0.75, 0.8)], Volume: [81.0, 24.0], OpenInterest: [979, 2713] 2023-01-05 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03785000, newLimitPrice: 1.6 2023-01-05 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03775000, newLimitPrice: 0.8 2023-01-05 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, [3785.0, 3775.0] @ Mid: 0.85, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-05 12:35:00, Spread: $0.1, Bid & Ask: [(1.55, 1.65), (0.75, 0.75)], Volume: [21.0, 56.0], OpenInterest: [979, 2713] 2023-01-05 12:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03785000, newLimitPrice: 1.3 2023-01-05 12:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, SPXW 230105P03775000, newLimitPrice: 0.7 2023-01-05 12:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-24, [3785.0, 3775.0] @ Mid: 0.75, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-05 12:35:00, Spread: $0.2, Bid & Ask: [(1.35, 1.45), (0.6, 0.7)], Volume: [134.0, 197.0], OpenInterest: [979, 2713] 2023-01-05 12:36:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-24, Premium: $300.0 @ $0.6 2023-01-05 12:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.97, 0.92, 0.9, 0.85, 0.85, 0.75] 2023-01-05 12:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03830000, newLimitPrice: 2.3 2023-01-05 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03840000, newLimitPrice: 1.1 2023-01-05 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, [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.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03785000, newLimitPrice: 2.0 2023-01-05 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03775000, newLimitPrice: 0.9 2023-01-05 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, [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 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03830000, newLimitPrice: 2.4 2023-01-05 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03840000, newLimitPrice: 1.2 2023-01-05 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, [3830.0, 3840.0] @ Mid: 1.15, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.1, Bid & Ask: [(2.3, 2.35), (1.15, 1.2)], Volume: [55.0, 48.0], OpenInterest: [1184, 465] 2023-01-05 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03785000, newLimitPrice: 2.1 2023-01-05 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03775000, newLimitPrice: 0.9 2023-01-05 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, [3785.0, 3775.0] @ Mid: 1.13, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.15, Bid & Ask: [(2.05, 2.1), (0.9, 1.0)], Volume: [517.0, 122.0], OpenInterest: [979, 2713] 2023-01-05 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03830000, newLimitPrice: 2.1 2023-01-05 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03840000, newLimitPrice: 1.1 2023-01-05 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, [3830.0, 3840.0] @ Mid: 1.05, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.1, Bid & Ask: [(2.1, 2.15), (1.05, 1.1)], Volume: [53.0, 46.0], OpenInterest: [1184, 465] 2023-01-05 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03785000, newLimitPrice: 2.1 2023-01-05 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03775000, newLimitPrice: 1.0 2023-01-05 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, [3785.0, 3775.0] @ Mid: 1.17, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.15, Bid & Ask: [(2.15, 2.2), (0.95, 1.05)], Volume: [8.0, 126.0], OpenInterest: [979, 2713] 2023-01-05 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03830000, newLimitPrice: 2.0 2023-01-05 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03840000, newLimitPrice: 1.0 2023-01-05 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, [3830.0, 3840.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.2, Bid & Ask: [(1.95, 2.05), (0.95, 1.05)], Volume: [84.0, 197.0], OpenInterest: [1184, 465] 2023-01-05 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03785000, newLimitPrice: 2.4 2023-01-05 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03775000, newLimitPrice: 1.1 2023-01-05 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, [3785.0, 3775.0] @ Mid: 1.3, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.1, Bid & Ask: [(2.35, 2.4), (1.05, 1.1)], Volume: [144.0, 76.0], OpenInterest: [979, 2713] 2023-01-05 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03830000, newLimitPrice: 2.0 2023-01-05 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, SPXW 230105C03840000, newLimitPrice: 1.1 2023-01-05 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-25, [3830.0, 3840.0] @ Mid: 1.0, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.1, Bid & Ask: [(2.0, 2.05), (1.0, 1.05)], Volume: [48.0, 85.0], OpenInterest: [1184, 465] 2023-01-05 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03785000, newLimitPrice: 2.2 2023-01-05 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, SPXW 230105P03775000, newLimitPrice: 1.1 2023-01-05 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-26, [3785.0, 3775.0] @ Mid: 1.25, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-05 13:05:00, Spread: $0.2, Bid & Ask: [(2.25, 2.35), (1.0, 1.1)], Volume: [28.0, 23.0], OpenInterest: [979, 2713] 2023-01-05 13:05:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-25, Premium: $450.0 @ $0.9 2023-01-05 13:05:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 1.15, 1.05, 1.0, 1.0] 2023-01-05 13:05:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:05:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-26, Premium: $550.0 @ $1.1 2023-01-05 13:05:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1, 1.13, 1.17, 1.3, 1.25] 2023-01-05 13:05:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:15:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-24, [3785.0, 3775.0] @ Mid: -1.33, Reason: ['Stop Loss trigger'] 2023-01-05 13:15:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-24, Premium: $-700.0 @ $-1.4; P&L: $-400.0 (-133.33%) 2023-01-05 13:15:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.33] 2023-01-05 13:15:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.83, -0.85, -0.82, -1.03, -0.98, -0.98, -1.02, -1.07, -1.05, -1.07, -0.95, -1.15, -1.15, -1.07, -1.0, -0.95, -1.15, -1.15, -1.07, -1.12, -1.1, -1.2, -1.18, -1.07, -1.1, -1.13, -1.17, -1.3, -1.25, -1.23, -1.08, -1.03, -0.92, -0.88, -0.92, -1.0, -0.98, -1.07, -1.17, -1.33] 2023-01-05 13:23:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-25, [3830.0, 3840.0] @ Mid: -2.4, Reason: ['Stop Loss trigger'] 2023-01-05 13:23:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-25, Premium: $-1275.0 @ $-2.55; P&L: $-825.0 (-183.33%) 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: [-1.05, -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 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-27, SPXW 230105C03845000, newLimitPrice: 1.6 2023-01-05 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-27, SPXW 230105C03855000, newLimitPrice: 0.7 2023-01-05 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-27, [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.makeLimitOrder: OPEN 5 PutCreditSpread-28, SPXW 230105P03800000, newLimitPrice: 2.2 2023-01-05 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, SPXW 230105P03790000, newLimitPrice: 1.0 2023-01-05 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, [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 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-27, SPXW 230105C03845000, newLimitPrice: 1.7 2023-01-05 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-27, SPXW 230105C03855000, newLimitPrice: 0.8 2023-01-05 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-27, [3845.0, 3855.0] @ Mid: 0.87, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-05 13:35:00, Spread: $0.15, Bid & Ask: [(1.6, 1.7), (0.8, 0.75)], Volume: [184.0, 208.0], OpenInterest: [589, 769] 2023-01-05 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, SPXW 230105P03800000, newLimitPrice: 2.2 2023-01-05 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, SPXW 230105P03790000, newLimitPrice: 1.0 2023-01-05 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, [3800.0, 3790.0] @ Mid: 1.23, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-05 13:35:00, Spread: $0.15, Bid & Ask: [(2.15, 2.25), (0.95, 1.0)], Volume: [273.0, 217.0], OpenInterest: [3935, 1329] 2023-01-05 13:32:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-27, Premium: $450.0 @ $0.9 2023-01-05 13:32:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9, 0.87] 2023-01-05 13:32:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, SPXW 230105P03800000, newLimitPrice: 2.0 2023-01-05 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, SPXW 230105P03790000, newLimitPrice: 1.0 2023-01-05 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, [3800.0, 3790.0] @ Mid: 1.05, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-05 13:35:00, Spread: $0.1, Bid & Ask: [(1.95, 2.05), (0.95, 0.95)], Volume: [142.0, 83.0], OpenInterest: [3935, 1329] 2023-01-05 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, SPXW 230105P03800000, newLimitPrice: 1.4 2023-01-05 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, SPXW 230105P03790000, newLimitPrice: 0.7 2023-01-05 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-28, [3800.0, 3790.0] @ Mid: 0.72, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-05 13:35:00, Spread: $0.05, Bid & Ask: [(1.35, 1.4), (0.65, 0.65)], Volume: [401.0, 92.0], OpenInterest: [3935, 1329] 2023-01-05 13:33:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-23, [3835.0, 3845.0] @ Mid: -2.72, Reason: ['Stop Loss trigger'] 2023-01-05 13:33:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-23, Premium: $-1450.0 @ $-2.9; P&L: $-850.0 (-141.67%) 2023-01-05 13:33:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.72] 2023-01-05 13:33:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -2.05, -1.88, -2.25, -2.53, -2.25, -1.9, -1.95, -2.17, -2.72] 2023-01-05 13:34:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-28, Premium: $350.0 @ $0.7 2023-01-05 13:34:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 1.23, 1.05, 0.72] 2023-01-05 13:34:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-29, SPXW 230105C03840000, newLimitPrice: 2.0 2023-01-05 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-29, SPXW 230105C03850000, newLimitPrice: 0.8 2023-01-05 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-29, [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.makeLimitOrder: OPEN 5 PutCreditSpread-30, SPXW 230105P03800000, newLimitPrice: 1.8 2023-01-05 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, SPXW 230105P03790000, newLimitPrice: 0.7 2023-01-05 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, [3800.0, 3790.0] @ Mid: 1.0, NewLimit: -1.1, 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-29, Premium: $600.0 @ $1.2 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 -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, SPXW 230105P03800000, newLimitPrice: 1.8 2023-01-05 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, SPXW 230105P03790000, newLimitPrice: 0.8 2023-01-05 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, [3800.0, 3790.0] @ Mid: 0.97, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-05 13:50:00, Spread: $0.05, Bid & Ask: [(1.75, 1.8), (0.8, 0.8)], Volume: [647.0, 51.0], OpenInterest: [3935, 1329] 2023-01-05 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, SPXW 230105P03800000, newLimitPrice: 1.9 2023-01-05 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, SPXW 230105P03790000, newLimitPrice: 0.9 2023-01-05 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, [3800.0, 3790.0] @ Mid: 1.05, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-05 13:50:00, Spread: $0.0, Bid & Ask: [(1.9, 1.9), (0.85, 0.85)], Volume: [124.0, 130.0], OpenInterest: [3935, 1329] 2023-01-05 13:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, SPXW 230105P03800000, newLimitPrice: 1.5 2023-01-05 13:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, SPXW 230105P03790000, newLimitPrice: 0.7 2023-01-05 13:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-30, [3800.0, 3790.0] @ Mid: 0.85, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-05 13:50:00, Spread: $0.1, Bid & Ask: [(1.5, 1.6), (0.7, 0.7)], Volume: [224.0, 175.0], OpenInterest: [3935, 1329] 2023-01-05 13:49:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-30, Premium: $400.0 @ $0.8 2023-01-05 13:49:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0, 0.97, 1.05, 0.85] 2023-01-05 13:49:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-05 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-31, SPXW 230105C03840000, newLimitPrice: 1.5 2023-01-05 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-31, SPXW 230105C03850000, newLimitPrice: 0.6 2023-01-05 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-31, [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.makeLimitOrder: OPEN 5 PutCreditSpread-32, SPXW 230105P03800000, newLimitPrice: 1.7 2023-01-05 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-32, SPXW 230105P03790000, newLimitPrice: 0.7 2023-01-05 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-32, [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-31, Premium: $450.0 @ $0.9 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-32, Premium: $500.0 @ $1.0 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.makeLimitOrder: OPEN 5 CallCreditSpread-33, SPXW 230106C03865000, newLimitPrice: 2.8 2023-01-06 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-33, SPXW 230106C03875000, newLimitPrice: 1.7 2023-01-06 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-33, [3865.0, 3875.0] @ Mid: 1.03, NewLimit: -1.1, 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.makeLimitOrder: OPEN 5 PutCreditSpread-34, SPXW 230106P03765000, newLimitPrice: 2.9 2023-01-06 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-34, SPXW 230106P03755000, newLimitPrice: 1.8 2023-01-06 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-34, [3765.0, 3755.0] @ Mid: 1.05, NewLimit: -1.1, 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 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-33, SPXW 230106C03865000, newLimitPrice: 2.2 2023-01-06 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-33, SPXW 230106C03875000, newLimitPrice: 1.3 2023-01-06 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-33, [3865.0, 3875.0] @ Mid: 0.85, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-06 09:50:00, Spread: $0.2, Bid & Ask: [(2.1, 2.25), (1.3, 1.35)], Volume: [67.0, 120.0], OpenInterest: [1693, 3323] 2023-01-06 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-34, SPXW 230106P03765000, newLimitPrice: 3.4 2023-01-06 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-34, SPXW 230106P03755000, newLimitPrice: 2.1 2023-01-06 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-34, [3765.0, 3755.0] @ Mid: 1.25, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-06 09:50:00, Spread: $0.2, Bid & Ask: [(3.3, 3.4), (2.05, 2.15)], Volume: [236.0, 154.0], OpenInterest: [923, 3637] 2023-01-06 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-33, Premium: $450.0 @ $0.9 2023-01-06 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03, 0.85] 2023-01-06 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-34, Premium: $650.0 @ $1.3 2023-01-06 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05, 1.25] 2023-01-06 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 10:03:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-33, [3865.0, 3875.0] @ Mid: -2.12, Reason: ['Stop Loss trigger'] 2023-01-06 10:03:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-33, Premium: $-1100.0 @ $-2.2; P&L: $-650.0 (-144.44%) 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: [-0.97, -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.makeLimitOrder: OPEN 5 CallCreditSpread-35, SPXW 230106C03895000, newLimitPrice: 1.7 2023-01-06 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-35, SPXW 230106C03905000, newLimitPrice: 0.7 2023-01-06 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-35, [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.makeLimitOrder: OPEN 5 PutCreditSpread-36, SPXW 230106P03845000, newLimitPrice: 2.4 2023-01-06 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-36, SPXW 230106P03835000, newLimitPrice: 1.2 2023-01-06 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-36, [3845.0, 3835.0] @ Mid: 1.07, NewLimit: -1.2, 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 12:31:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-35, Premium: $500.0 @ $1.0 2023-01-06 12:31:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95] 2023-01-06 12:31:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-36, SPXW 230106P03845000, newLimitPrice: 2.0 2023-01-06 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-36, SPXW 230106P03835000, newLimitPrice: 1.1 2023-01-06 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-36, [3845.0, 3835.0] @ Mid: 0.88, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-06 12:35:00, Spread: $0.15, Bid & Ask: [(1.95, 2.05), (1.1, 1.15)], Volume: [119.0, 66.0], OpenInterest: [617, 955] 2023-01-06 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-36, SPXW 230106P03845000, newLimitPrice: 1.9 2023-01-06 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-36, SPXW 230106P03835000, newLimitPrice: 1.1 2023-01-06 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-36, [3845.0, 3835.0] @ Mid: 0.85, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-06 12:35:00, Spread: $0.1, Bid & Ask: [(1.9, 1.95), (1.05, 1.1)], Volume: [24.0, 26.0], OpenInterest: [617, 955] 2023-01-06 12:33:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-36, Premium: $400.0 @ $0.8 2023-01-06 12:33:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.07, 0.88, 0.85] 2023-01-06 12:33:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, SPXW 230106C03890000, newLimitPrice: 1.8 2023-01-06 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, SPXW 230106C03900000, newLimitPrice: 0.6 2023-01-06 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, [3890.0, 3900.0] @ Mid: 1.12, NewLimit: -1.2, 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.makeLimitOrder: OPEN 5 PutCreditSpread-38, SPXW 230106P03845000, newLimitPrice: 2.1 2023-01-06 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, SPXW 230106P03835000, newLimitPrice: 1.1 2023-01-06 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, [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 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, SPXW 230106C03890000, newLimitPrice: 2.0 2023-01-06 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, SPXW 230106C03900000, newLimitPrice: 0.7 2023-01-06 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, [3890.0, 3900.0] @ Mid: 1.2, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-06 13:05:00, Spread: $0.0, Bid & Ask: [(1.95, 1.95), (0.75, 0.75)], Volume: [114.0, 118.0], OpenInterest: [1925, 12516] 2023-01-06 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, SPXW 230106P03845000, newLimitPrice: 2.0 2023-01-06 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, SPXW 230106P03835000, newLimitPrice: 1.1 2023-01-06 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, [3845.0, 3835.0] @ Mid: 0.92, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-06 13:05:00, Spread: $0.25, Bid & Ask: [(1.9, 2.05), (1.0, 1.1)], Volume: [51.0, 63.0], OpenInterest: [617, 955] 2023-01-06 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, SPXW 230106C03890000, newLimitPrice: 1.7 2023-01-06 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, SPXW 230106C03900000, newLimitPrice: 0.7 2023-01-06 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, [3890.0, 3900.0] @ Mid: 1.02, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-06 13:05:00, Spread: $0.15, Bid & Ask: [(1.65, 1.75), (0.65, 0.7)], Volume: [71.0, 474.0], OpenInterest: [1925, 12516] 2023-01-06 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, SPXW 230106P03845000, newLimitPrice: 2.0 2023-01-06 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, SPXW 230106P03835000, newLimitPrice: 1.0 2023-01-06 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, [3845.0, 3835.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-06 13:05:00, Spread: $0.1, Bid & Ask: [(1.95, 2.05), (1.0, 1.0)], Volume: [76.0, 39.0], OpenInterest: [617, 955] 2023-01-06 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, SPXW 230106C03890000, newLimitPrice: 1.5 2023-01-06 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, SPXW 230106C03900000, newLimitPrice: 0.6 2023-01-06 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-37, [3890.0, 3900.0] @ Mid: 0.92, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-06 13:05:00, Spread: $0.15, Bid & Ask: [(1.45, 1.5), (0.5, 0.6)], Volume: [39.0, 239.0], OpenInterest: [1925, 12516] 2023-01-06 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, SPXW 230106P03845000, newLimitPrice: 2.2 2023-01-06 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, SPXW 230106P03835000, newLimitPrice: 1.2 2023-01-06 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-38, [3845.0, 3835.0] @ Mid: 1.03, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-06 13:05:00, Spread: $0.15, Bid & Ask: [(2.2, 2.25), (1.15, 1.25)], Volume: [26.0, 107.0], OpenInterest: [617, 955] 2023-01-06 13:04:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-37, Premium: $450.0 @ $0.9 2023-01-06 13:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12, 1.2, 1.02, 0.92] 2023-01-06 13:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:04:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-38, Premium: $500.0 @ $1.0 2023-01-06 13:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 0.92, 1.0, 1.03] 2023-01-06 13:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-39, SPXW 230106C03895000, newLimitPrice: 1.5 2023-01-06 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-39, SPXW 230106C03905000, newLimitPrice: 0.5 2023-01-06 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-39, [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.makeLimitOrder: OPEN 5 PutCreditSpread-40, SPXW 230106P03855000, newLimitPrice: 2.0 2023-01-06 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-40, SPXW 230106P03845000, newLimitPrice: 1.0 2023-01-06 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-40, [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 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-39, SPXW 230106C03895000, newLimitPrice: 1.6 2023-01-06 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-39, SPXW 230106C03905000, newLimitPrice: 0.6 2023-01-06 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-39, [3895.0, 3905.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-06 13:35:00, Spread: $0.1, Bid & Ask: [(1.55, 1.6), (0.55, 0.6)], Volume: [28.0, 12.0], OpenInterest: [2098, 1257] 2023-01-06 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-40, SPXW 230106P03855000, newLimitPrice: 1.8 2023-01-06 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-40, SPXW 230106P03845000, newLimitPrice: 0.9 2023-01-06 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-40, [3855.0, 3845.0] @ Mid: 0.92, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-06 13:35:00, Spread: $0.15, Bid & Ask: [(1.75, 1.8), (0.8, 0.9)], Volume: [33.0, 134.0], OpenInterest: [388, 617] 2023-01-06 13:32:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-40, Premium: $450.0 @ $0.9 2023-01-06 13:32:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0, 0.92] 2023-01-06 13:32:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-39, SPXW 230106C03895000, newLimitPrice: 1.6 2023-01-06 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-39, SPXW 230106C03905000, newLimitPrice: 0.6 2023-01-06 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-39, [3895.0, 3905.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-06 13:35:00, Spread: $0.1, Bid & Ask: [(1.5, 1.6), (0.55, 0.55)], Volume: [90.0, 5.0], OpenInterest: [2098, 1257] 2023-01-06 13:33:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-39, Premium: $500.0 @ $1.0 2023-01-06 13:33:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 1.0, 1.0] 2023-01-06 13:33:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-06 13:39:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-37, [3890.0, 3900.0] @ Mid: -2.12, Reason: ['Stop Loss trigger'] 2023-01-06 13:39:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-37, 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: [-1.1, -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 14:13:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-35, [3895.0, 3905.0] @ Mid: -3.0, Reason: ['Stop Loss trigger'] 2023-01-06 14:13:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-35, Premium: $-1550.0 @ $-3.1; P&L: $-1050.0 (-210.0%) 2023-01-06 14:13:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.0] 2023-01-06 14:13:00 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, -1.9, -1.62, -1.7, -1.9, -1.93, -1.88, -1.7, -1.68, -1.95, -2.02, -2.02, -3.0] 2023-01-06 14:13:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-39, [3895.0, 3905.0] @ Mid: -3.0, Reason: ['Stop Loss trigger'] 2023-01-06 14:13:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-39, Premium: $-1550.0 @ $-3.1; P&L: $-1050.0 (-210.0%) 2023-01-06 14:13:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.0] 2023-01-06 14:13:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -1.9, -1.62, -1.7, -1.9, -1.93, -1.88, -1.7, -1.68, -1.95, -2.02, -2.02, -3.0] 2023-01-09 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03950000, newLimitPrice: 2.6 2023-01-09 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03960000, newLimitPrice: 1.4 2023-01-09 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, [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.makeLimitOrder: OPEN 5 PutCreditSpread-42, SPXW 230109P03885000, newLimitPrice: 3.0 2023-01-09 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-42, SPXW 230109P03875000, newLimitPrice: 1.8 2023-01-09 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-42, [3885.0, 3875.0] @ Mid: 1.1, NewLimit: -1.2, 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 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03950000, newLimitPrice: 3.0 2023-01-09 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03960000, newLimitPrice: 1.5 2023-01-09 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, [3950.0, 3960.0] @ Mid: 1.4, NewLimit: -1.5, Limit: 1.0, DTTM: 2023-01-09 09:50:00, Spread: $0.1, Bid & Ask: [(2.9, 2.95), (1.5, 1.55)], Volume: [638.0, 260.0], OpenInterest: [7315, 7481] 2023-01-09 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-42, SPXW 230109P03885000, newLimitPrice: 2.7 2023-01-09 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-42, SPXW 230109P03875000, newLimitPrice: 1.7 2023-01-09 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-42, [3885.0, 3875.0] @ Mid: 1.02, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-09 09:50:00, Spread: $0.05, Bid & Ask: [(2.65, 2.7), (1.65, 1.65)], Volume: [165.0, 216.0], OpenInterest: [468, 896] 2023-01-09 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03950000, newLimitPrice: 2.9 2023-01-09 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03960000, newLimitPrice: 1.6 2023-01-09 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, [3950.0, 3960.0] @ Mid: 1.37, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-09 09:50:00, Spread: $0.05, Bid & Ask: [(2.9, 2.95), (1.55, 1.55)], Volume: [463.0, 145.0], OpenInterest: [7315, 7481] 2023-01-09 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-42, SPXW 230109P03885000, newLimitPrice: 2.4 2023-01-09 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-42, SPXW 230109P03875000, newLimitPrice: 1.5 2023-01-09 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-42, [3885.0, 3875.0] @ Mid: 0.9, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-09 09:50:00, Spread: $0.2, Bid & Ask: [(2.3, 2.4), (1.4, 1.5)], Volume: [103.0, 81.0], OpenInterest: [468, 896] 2023-01-09 09:48:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-42, Premium: $450.0 @ $0.9 2023-01-09 09:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1, 1.02, 0.9] 2023-01-09 09:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03950000, newLimitPrice: 2.6 2023-01-09 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03960000, newLimitPrice: 1.4 2023-01-09 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, [3950.0, 3960.0] @ Mid: 1.27, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-09 09:50:00, Spread: $0.05, Bid & Ask: [(2.65, 2.65), (1.35, 1.4)], Volume: [502.0, 119.0], OpenInterest: [7315, 7481] 2023-01-09 09:49:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03950000, newLimitPrice: 3.0 2023-01-09 09:49:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, SPXW 230109C03960000, newLimitPrice: 1.6 2023-01-09 09:49:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-41, [3950.0, 3960.0] @ Mid: 1.42, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-09 09:50:00, Spread: $0.05, Bid & Ask: [(2.95, 3.0), (1.55, 1.55)], Volume: [713.0, 256.0], OpenInterest: [7315, 7481] 2023-01-09 09:50:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-41, Premium: $700.0 @ $1.4 2023-01-09 09:50:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.18, 1.4, 1.37, 1.27, 1.42] 2023-01-09 09:50:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 10:47:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-41, [3950.0, 3960.0] @ Mid: -3.25, Reason: ['Stop Loss trigger'] 2023-01-09 10:47:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-41, Premium: $-1650.0 @ $-3.3; P&L: $-950.0 (-135.71%) 2023-01-09 10:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.25] 2023-01-09 10:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -2.73, -3.02, -2.75, -2.77, -2.68, -2.4, -2.52, -2.72, -2.97, -3.02, -3.25] 2023-01-09 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-43, SPXW 230109C03955000, newLimitPrice: 1.8 2023-01-09 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-43, SPXW 230109C03965000, newLimitPrice: 0.6 2023-01-09 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-43, [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.makeLimitOrder: OPEN 5 PutCreditSpread-44, SPXW 230109P03915000, newLimitPrice: 1.6 2023-01-09 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-44, SPXW 230109P03905000, newLimitPrice: 0.7 2023-01-09 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-44, [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 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-43, SPXW 230109C03955000, newLimitPrice: 1.8 2023-01-09 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-43, SPXW 230109C03965000, newLimitPrice: 0.6 2023-01-09 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-43, [3955.0, 3965.0] @ Mid: 1.2, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-09 13:05:00, Spread: $0.1, Bid & Ask: [(1.75, 1.8), (0.55, 0.6)], Volume: [42.0, 110.0], OpenInterest: [1553, 845] 2023-01-09 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-44, SPXW 230109P03915000, newLimitPrice: 1.6 2023-01-09 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-44, SPXW 230109P03905000, newLimitPrice: 0.7 2023-01-09 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-44, [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: [42.0, 194.0], OpenInterest: [138, 239] 2023-01-09 13:02:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-43, Premium: $600.0 @ $1.2 2023-01-09 13:02:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17, 1.2] 2023-01-09 13:02:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-44, SPXW 230109P03915000, newLimitPrice: 1.5 2023-01-09 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-44, SPXW 230109P03905000, newLimitPrice: 0.7 2023-01-09 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-44, [3915.0, 3905.0] @ Mid: 0.82, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-09 13:05:00, Spread: $0.15, Bid & Ask: [(1.4, 1.5), (0.6, 0.65)], Volume: [55.0, 49.0], OpenInterest: [138, 239] 2023-01-09 13:03:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-44, Premium: $400.0 @ $0.8 2023-01-09 13:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9, 0.9, 0.82] 2023-01-09 13:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 13:36:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-44, [3915.0, 3905.0] @ Mid: -1.93, Reason: ['Stop Loss trigger'] 2023-01-09 13:36:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-44, Premium: $-1050.0 @ $-2.1; P&L: $-650.0 (-162.5%) 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: [-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.makeLimitOrder: OPEN 5 CallCreditSpread-45, SPXW 230109C03940000, newLimitPrice: 1.4 2023-01-09 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-45, SPXW 230109C03950000, newLimitPrice: 0.4 2023-01-09 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-45, [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.makeLimitOrder: OPEN 5 PutCreditSpread-46, SPXW 230109P03895000, newLimitPrice: 1.6 2023-01-09 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-46, SPXW 230109P03885000, newLimitPrice: 0.6 2023-01-09 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-46, [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 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-45, SPXW 230109C03940000, newLimitPrice: 1.2 2023-01-09 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-45, SPXW 230109C03950000, newLimitPrice: 0.4 2023-01-09 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-45, [3940.0, 3950.0] @ Mid: 0.77, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-09 13:50:00, Spread: $0.05, Bid & Ask: [(1.15, 1.2), (0.4, 0.4)], Volume: [367.0, 187.0], OpenInterest: [3011, 7315] 2023-01-09 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-46, SPXW 230109P03895000, newLimitPrice: 1.7 2023-01-09 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-46, SPXW 230109P03885000, newLimitPrice: 0.6 2023-01-09 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-46, [3895.0, 3885.0] @ Mid: 1.03, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-09 13:50:00, Spread: $0.15, Bid & Ask: [(1.55, 1.65), (0.55, 0.6)], Volume: [945.0, 193.0], OpenInterest: [516, 468] 2023-01-09 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-45, SPXW 230109C03940000, newLimitPrice: 1.0 2023-01-09 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-45, SPXW 230109C03950000, newLimitPrice: 0.4 2023-01-09 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-45, [3940.0, 3950.0] @ Mid: 0.6, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-09 13:50:00, Spread: $0.1, Bid & Ask: [(0.95, 1.05), (0.4, 0.4)], Volume: [640.0, 168.0], OpenInterest: [3011, 7315] 2023-01-09 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-46, SPXW 230109P03895000, newLimitPrice: 2.0 2023-01-09 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-46, SPXW 230109P03885000, newLimitPrice: 0.8 2023-01-09 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-46, [3895.0, 3885.0] @ Mid: 1.27, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-09 13:50:00, Spread: $0.15, Bid & Ask: [(1.95, 2.05), (0.7, 0.75)], Volume: [258.0, 98.0], OpenInterest: [516, 468] 2023-01-09 13:48:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-45, Premium: $300.0 @ $0.6 2023-01-09 13:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 0.77, 0.6] 2023-01-09 13:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 13:48:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-46, Premium: $625.0 @ $1.25 2023-01-09 13:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 1.03, 1.27] 2023-01-09 13:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, SPXW 230109C03935000, newLimitPrice: 1.9 2023-01-09 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, SPXW 230109C03945000, newLimitPrice: 0.6 2023-01-09 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, [3935.0, 3945.0] @ Mid: 1.18, NewLimit: -1.3, 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.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03900000, newLimitPrice: 1.7 2023-01-09 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03890000, newLimitPrice: 0.5 2023-01-09 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, [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 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, SPXW 230109C03935000, newLimitPrice: 2.4 2023-01-09 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, SPXW 230109C03945000, newLimitPrice: 0.8 2023-01-09 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, [3935.0, 3945.0] @ Mid: 1.52, NewLimit: -1.6, Limit: 1.0, DTTM: 2023-01-09 14:05:00, Spread: $0.15, Bid & Ask: [(2.3, 2.35), (0.75, 0.85)], Volume: [301.0, 221.0], OpenInterest: [1145, 1360] 2023-01-09 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03900000, newLimitPrice: 0.9 2023-01-09 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03890000, newLimitPrice: 0.2 2023-01-09 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, [3900.0, 3890.0] @ Mid: 0.58, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-09 14:05:00, Spread: $0.15, Bid & Ask: [(0.8, 0.9), (0.25, 0.3)], Volume: [259.0, 100.0], OpenInterest: [2427, 1052] 2023-01-09 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, SPXW 230109C03935000, newLimitPrice: 2.4 2023-01-09 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, SPXW 230109C03945000, newLimitPrice: 0.8 2023-01-09 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, [3935.0, 3945.0] @ Mid: 1.62, NewLimit: -1.6, Limit: 1.0, DTTM: 2023-01-09 14:05:00, Spread: $0.15, Bid & Ask: [(2.4, 2.45), (0.75, 0.85)], Volume: [501.0, 242.0], OpenInterest: [1145, 1360] 2023-01-09 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03900000, newLimitPrice: 0.7 2023-01-09 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03890000, newLimitPrice: 0.2 2023-01-09 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, [3900.0, 3890.0] @ Mid: 0.45, NewLimit: -0.5, Limit: 1.0, DTTM: 2023-01-09 14:05:00, Spread: $0.1, Bid & Ask: [(0.6, 0.7), (0.2, 0.2)], Volume: [512.0, 169.0], OpenInterest: [2427, 1052] 2023-01-09 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, SPXW 230109C03935000, newLimitPrice: 2.6 2023-01-09 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, SPXW 230109C03945000, newLimitPrice: 0.9 2023-01-09 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-47, [3935.0, 3945.0] @ Mid: 1.77, NewLimit: -1.7, Limit: 1.0, DTTM: 2023-01-09 14:05:00, Spread: $0.15, Bid & Ask: [(2.55, 2.65), (0.8, 0.85)], Volume: [194.0, 281.0], OpenInterest: [1145, 1360] 2023-01-09 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03900000, newLimitPrice: 0.7 2023-01-09 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03890000, newLimitPrice: 0.2 2023-01-09 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, [3900.0, 3890.0] @ Mid: 0.48, NewLimit: -0.5, Limit: 1.0, DTTM: 2023-01-09 14:05:00, Spread: $0.05, Bid & Ask: [(0.65, 0.7), (0.2, 0.2)], Volume: [539.0, 131.0], OpenInterest: [2427, 1052] 2023-01-09 14:04:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-47, Premium: $875.0 @ $1.75 2023-01-09 14:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.18, 1.52, 1.62, 1.77] 2023-01-09 14:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 14:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03900000, newLimitPrice: 0.9 2023-01-09 14:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, SPXW 230109P03890000, newLimitPrice: 0.3 2023-01-09 14:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-48, [3900.0, 3890.0] @ Mid: 0.57, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-09 14:05:00, Spread: $0.05, Bid & Ask: [(0.85, 0.85), (0.25, 0.3)], Volume: [152.0, 52.0], OpenInterest: [2427, 1052] 2023-01-09 14:05:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-48, Premium: $300.0 @ $0.6 2023-01-09 14:05:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 0.58, 0.45, 0.48, 0.57] 2023-01-09 14:05:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-09 14:06:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-48, [3900.0, 3890.0] @ Mid: -1.35, Reason: ['Stop Loss trigger'] 2023-01-09 14:06:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-48, Premium: $-725.0 @ $-1.45; P&L: $-425.0 (-141.67%) 2023-01-09 14:06:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.35] 2023-01-09 14:06:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.62, -1.35] 2023-01-09 15:32:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-46, [3895.0, 3885.0] @ Mid: -2.92, Reason: ['Stop Loss trigger'] 2023-01-09 15:32:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-46, Premium: $-1500.0 @ $-3.0; P&L: $-875.0 (-140.0%) 2023-01-09 15:32:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.92] 2023-01-09 15:32:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -2.1, -1.92, -2.67, -2.3, -2.45, -2.35, -1.65, -1.7, -1.02, -0.85, -0.7, -0.93, -1.42, -1.7, -1.55, -1.62, -1.6, -2.03, -2.55, -2.92] 2023-01-10 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-49, SPXW 230110C03940000, newLimitPrice: 2.7 2023-01-10 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-49, SPXW 230110C03950000, newLimitPrice: 1.6 2023-01-10 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-49, [3940.0, 3950.0] @ Mid: 1.02, NewLimit: -1.1, 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.makeLimitOrder: OPEN 5 PutCreditSpread-50, SPXW 230110P03855000, newLimitPrice: 2.8 2023-01-10 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-50, SPXW 230110P03845000, newLimitPrice: 1.8 2023-01-10 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-50, [3855.0, 3845.0] @ Mid: 1.02, NewLimit: -1.0, 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 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-49, Premium: $550.0 @ $1.1 2023-01-10 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02] 2023-01-10 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-50, Premium: $500.0 @ $1.0 2023-01-10 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02] 2023-01-10 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-51, SPXW 230110C03945000, newLimitPrice: 2.2 2023-01-10 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-51, SPXW 230110C03955000, newLimitPrice: 1.2 2023-01-10 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-51, [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.makeLimitOrder: OPEN 5 PutCreditSpread-52, SPXW 230110P03875000, newLimitPrice: 3.0 2023-01-10 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, SPXW 230110P03865000, newLimitPrice: 1.8 2023-01-10 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, [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 10:16:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-51, Premium: $500.0 @ $1.0 2023-01-10 10:16:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-10 10:16:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, SPXW 230110P03875000, newLimitPrice: 2.9 2023-01-10 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, SPXW 230110P03865000, newLimitPrice: 1.7 2023-01-10 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, [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: [(2.8, 2.9), (1.65, 1.75)], Volume: [77.0, 32.0], OpenInterest: [1359, 1232] 2023-01-10 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, SPXW 230110P03875000, newLimitPrice: 2.1 2023-01-10 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, SPXW 230110P03865000, newLimitPrice: 1.2 2023-01-10 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, [3875.0, 3865.0] @ Mid: 0.9, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-10 10:20:00, Spread: $0.1, Bid & Ask: [(2.1, 2.15), (1.2, 1.25)], Volume: [193.0, 111.0], OpenInterest: [1359, 1232] 2023-01-10 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, SPXW 230110P03875000, newLimitPrice: 2.1 2023-01-10 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, SPXW 230110P03865000, newLimitPrice: 1.3 2023-01-10 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-52, [3875.0, 3865.0] @ Mid: 0.92, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-10 10:20:00, Spread: $0.05, Bid & Ask: [(2.15, 2.2), (1.25, 1.25)], Volume: [274.0, 119.0], OpenInterest: [1359, 1232] 2023-01-10 10:19:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-52, Premium: $425.0 @ $0.85 2023-01-10 10:19:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 1.15, 0.9, 0.92] 2023-01-10 10:19:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 10:30:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-52, [3875.0, 3865.0] @ Mid: -1.9, Reason: ['Stop Loss trigger'] 2023-01-10 10:30:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-52, Premium: $-1000.0 @ $-2.0; P&L: $-575.0 (-135.29%) 2023-01-10 10:30:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.9] 2023-01-10 10:30:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.1, -1.25, -1.5, -1.55, -1.58, -1.67, -1.5, -1.33, -1.35, -1.35, -1.5, -1.9] 2023-01-10 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-53, SPXW 230110C03920000, newLimitPrice: 1.5 2023-01-10 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-53, SPXW 230110C03930000, newLimitPrice: 0.5 2023-01-10 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-53, [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.makeLimitOrder: OPEN 5 PutCreditSpread-54, SPXW 230110P03885000, newLimitPrice: 2.0 2023-01-10 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-54, SPXW 230110P03875000, newLimitPrice: 0.9 2023-01-10 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-54, [3885.0, 3875.0] @ Mid: 1.05, NewLimit: -1.1, 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 13:31:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-53, Premium: $500.0 @ $1.0 2023-01-10 13:31:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-10 13:31:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 13:31:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-54, Premium: $550.0 @ $1.1 2023-01-10 13:31:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-10 13:31:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-55, SPXW 230110C03920000, newLimitPrice: 1.7 2023-01-10 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-55, SPXW 230110C03930000, newLimitPrice: 0.6 2023-01-10 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-55, [3920.0, 3930.0] @ Mid: 1.12, NewLimit: -1.1, 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.makeLimitOrder: OPEN 5 PutCreditSpread-56, SPXW 230110P03890000, newLimitPrice: 2.1 2023-01-10 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-56, SPXW 230110P03880000, newLimitPrice: 0.9 2023-01-10 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-56, [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 13:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-55, Premium: $550.0 @ $1.1 2023-01-10 13:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12] 2023-01-10 13:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 13:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-56, Premium: $600.0 @ $1.2 2023-01-10 13:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-10 13:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-10 14:17:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-53, [3920.0, 3930.0] @ Mid: -2.2, Reason: ['Stop Loss trigger'] 2023-01-10 14:17:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-53, Premium: $-1150.0 @ $-2.3; P&L: $-650.0 (-130.0%) 2023-01-10 14:17:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.2] 2023-01-10 14:17:00 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, -1.95, -1.93, -1.7, -1.38, -1.45, -1.9, -1.88, -1.85, -2.0, -1.98, -2.17, -2.17, -2.02, -2.12, -2.2] 2023-01-11 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, SPXW 230111C03965000, newLimitPrice: 2.0 2023-01-11 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, SPXW 230111C03975000, newLimitPrice: 0.8 2023-01-11 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, [3965.0, 3975.0] @ Mid: 1.1, NewLimit: -1.2, 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.makeLimitOrder: OPEN 5 PutCreditSpread-58, SPXW 230111P03910000, newLimitPrice: 2.7 2023-01-11 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-58, SPXW 230111P03900000, newLimitPrice: 1.6 2023-01-11 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-58, [3910.0, 3900.0] @ Mid: 1.03, NewLimit: -1.1, 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 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, SPXW 230111C03965000, newLimitPrice: 2.0 2023-01-11 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, SPXW 230111C03975000, newLimitPrice: 0.9 2023-01-11 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, [3965.0, 3975.0] @ Mid: 1.08, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-11 10:20:00, Spread: $0.15, Bid & Ask: [(1.9, 2.0), (0.85, 0.9)], Volume: [61.0, 170.0], OpenInterest: [3663, 7560] 2023-01-11 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-58, SPXW 230111P03910000, newLimitPrice: 2.6 2023-01-11 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-58, SPXW 230111P03900000, newLimitPrice: 1.6 2023-01-11 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-58, [3910.0, 3900.0] @ Mid: 0.97, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-11 10:20:00, Spread: $0.15, Bid & Ask: [(2.5, 2.6), (1.55, 1.6)], Volume: [72.0, 122.0], OpenInterest: [1523, 2987] 2023-01-11 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, SPXW 230111C03965000, newLimitPrice: 1.6 2023-01-11 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, SPXW 230111C03975000, newLimitPrice: 0.7 2023-01-11 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, [3965.0, 3975.0] @ Mid: 0.92, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-11 10:20:00, Spread: $0.15, Bid & Ask: [(1.55, 1.65), (0.65, 0.7)], Volume: [109.0, 173.0], OpenInterest: [3663, 7560] 2023-01-11 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-58, SPXW 230111P03910000, newLimitPrice: 2.7 2023-01-11 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-58, SPXW 230111P03900000, newLimitPrice: 1.7 2023-01-11 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-58, [3910.0, 3900.0] @ Mid: 1.05, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-11 10:20:00, Spread: $0.1, Bid & Ask: [(2.7, 2.75), (1.65, 1.7)], Volume: [131.0, 363.0], OpenInterest: [1523, 2987] 2023-01-11 10:18:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-58, Premium: $500.0 @ $1.0 2023-01-11 10:18:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03, 0.97, 1.05] 2023-01-11 10:18:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-11 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, SPXW 230111C03965000, newLimitPrice: 1.9 2023-01-11 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, SPXW 230111C03975000, newLimitPrice: 0.9 2023-01-11 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-57, [3965.0, 3975.0] @ Mid: 1.05, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-11 10:20:00, Spread: $0.1, Bid & Ask: [(1.85, 1.95), (0.85, 0.85)], Volume: [91.0, 160.0], OpenInterest: [3663, 7560] 2023-01-11 10:19:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-57, Premium: $525.0 @ $1.05 2023-01-11 10:19:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1, 1.08, 0.92, 1.05] 2023-01-11 10:19:00 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-57 & Progress of prices: [] 2023-01-11 15:56:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [-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.makeLimitOrder: OPEN 5 CallCreditSpread-59, SPXW 230112C04015000, newLimitPrice: 2.4 2023-01-12 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, SPXW 230112C04025000, newLimitPrice: 1.2 2023-01-12 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, [4015.0, 4025.0] @ Mid: 1.05, NewLimit: -1.2, 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.makeLimitOrder: OPEN 5 PutCreditSpread-60, SPXW 230112P03935000, newLimitPrice: 2.8 2023-01-12 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-60, SPXW 230112P03925000, newLimitPrice: 1.7 2023-01-12 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-60, [3935.0, 3925.0] @ Mid: 1.05, NewLimit: -1.1, 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 10:16:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-60, Premium: $550.0 @ $1.1 2023-01-12 10:16:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-12 10:16:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, SPXW 230112C04015000, newLimitPrice: 3.0 2023-01-12 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, SPXW 230112C04025000, newLimitPrice: 1.6 2023-01-12 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, [4015.0, 4025.0] @ Mid: 1.35, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-12 10:20:00, Spread: $0.1, Bid & Ask: [(2.9, 2.95), (1.6, 1.55)], Volume: [210.0, 267.0], OpenInterest: [319, 2972] 2023-01-12 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, SPXW 230112C04015000, newLimitPrice: 2.7 2023-01-12 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, SPXW 230112C04025000, newLimitPrice: 1.5 2023-01-12 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, [4015.0, 4025.0] @ Mid: 1.2, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-12 10:20:00, Spread: $0.2, Bid & Ask: [(2.65, 2.8), (1.5, 1.55)], Volume: [47.0, 110.0], OpenInterest: [319, 2972] 2023-01-12 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, SPXW 230112C04015000, newLimitPrice: 2.8 2023-01-12 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, SPXW 230112C04025000, newLimitPrice: 1.6 2023-01-12 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-59, [4015.0, 4025.0] @ Mid: 1.25, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-12 10:20:00, Spread: $0.2, Bid & Ask: [(2.7, 2.85), (1.5, 1.55)], Volume: [30.0, 49.0], OpenInterest: [319, 2972] 2023-01-12 10:19:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-59, Premium: $600.0 @ $1.2 2023-01-12 10:19:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05, 1.35, 1.2, 1.25] 2023-01-12 10:19:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04015000, newLimitPrice: 2.0 2023-01-12 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04025000, newLimitPrice: 0.8 2023-01-12 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, [4015.0, 4025.0] @ Mid: 1.12, NewLimit: -1.2, 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.makeLimitOrder: OPEN 5 PutCreditSpread-62, SPXW 230112P03965000, newLimitPrice: 1.9 2023-01-12 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-62, SPXW 230112P03955000, newLimitPrice: 0.9 2023-01-12 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-62, [3965.0, 3955.0] @ Mid: 0.9, NewLimit: -1.0, 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 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04015000, newLimitPrice: 2.0 2023-01-12 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04025000, newLimitPrice: 0.8 2023-01-12 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, [4015.0, 4025.0] @ Mid: 1.15, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-12 12:35:00, Spread: $0.2, Bid & Ask: [(1.9, 2.0), (0.75, 0.85)], Volume: [40.0, 134.0], OpenInterest: [319, 2972] 2023-01-12 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-62, SPXW 230112P03965000, newLimitPrice: 1.9 2023-01-12 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-62, SPXW 230112P03955000, newLimitPrice: 1.0 2023-01-12 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-62, [3965.0, 3955.0] @ Mid: 0.85, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-12 12:35:00, Spread: $0.2, Bid & Ask: [(1.75, 1.9), (0.95, 1.0)], Volume: [110.0, 141.0], OpenInterest: [131, 238] 2023-01-12 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04015000, newLimitPrice: 1.7 2023-01-12 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04025000, newLimitPrice: 0.7 2023-01-12 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, [4015.0, 4025.0] @ Mid: 1.02, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-12 12:35:00, Spread: $0.15, Bid & Ask: [(1.65, 1.75), (0.65, 0.7)], Volume: [61.0, 54.0], OpenInterest: [319, 2972] 2023-01-12 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-62, SPXW 230112P03965000, newLimitPrice: 2.0 2023-01-12 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-62, SPXW 230112P03955000, newLimitPrice: 1.0 2023-01-12 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-62, [3965.0, 3955.0] @ Mid: 0.95, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-12 12:35:00, Spread: $0.1, Bid & Ask: [(1.95, 2.0), (1.0, 1.05)], Volume: [72.0, 146.0], OpenInterest: [131, 238] 2023-01-12 12:33:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-62, Premium: $500.0 @ $1.0 2023-01-12 12:33:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9, 0.85, 0.95] 2023-01-12 12:33:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04015000, newLimitPrice: 1.6 2023-01-12 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04025000, newLimitPrice: 0.7 2023-01-12 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, [4015.0, 4025.0] @ Mid: 0.97, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-12 12:35:00, Spread: $0.15, Bid & Ask: [(1.6, 1.7), (0.65, 0.7)], Volume: [46.0, 24.0], OpenInterest: [319, 2972] 2023-01-12 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04015000, newLimitPrice: 1.8 2023-01-12 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04025000, newLimitPrice: 0.8 2023-01-12 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, [4015.0, 4025.0] @ Mid: 1.08, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-12 12:35:00, Spread: $0.25, Bid & Ask: [(1.75, 1.9), (0.7, 0.8)], Volume: [45.0, 104.0], OpenInterest: [319, 2972] 2023-01-12 12:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04015000, newLimitPrice: 1.9 2023-01-12 12:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, SPXW 230112C04025000, newLimitPrice: 0.9 2023-01-12 12:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-61, [4015.0, 4025.0] @ Mid: 1.15, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-12 12:35:00, Spread: $0.1, Bid & Ask: [(1.9, 1.95), (0.75, 0.8)], Volume: [70.0, 27.0], OpenInterest: [319, 2972] 2023-01-12 12:36:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-61, Premium: $550.0 @ $1.1 2023-01-12 12:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12, 1.15, 1.02, 0.97, 1.08, 1.15] 2023-01-12 12:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, SPXW 230112C04010000, newLimitPrice: 2.0 2023-01-12 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, SPXW 230112C04020000, newLimitPrice: 0.8 2023-01-12 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, [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.makeLimitOrder: OPEN 5 PutCreditSpread-64, SPXW 230112P03970000, newLimitPrice: 1.8 2023-01-12 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-64, SPXW 230112P03960000, newLimitPrice: 0.9 2023-01-12 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-64, [3970.0, 3960.0] @ Mid: 0.92, NewLimit: -0.9, 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 13:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-64, Premium: $450.0 @ $0.9 2023-01-12 13:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92] 2023-01-12 13:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, SPXW 230112C04010000, newLimitPrice: 2.1 2023-01-12 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, SPXW 230112C04020000, newLimitPrice: 0.8 2023-01-12 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, [4010.0, 4020.0] @ Mid: 1.22, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-12 13:05:00, Spread: $0.15, Bid & Ask: [(2.0, 2.1), (0.8, 0.85)], Volume: [116.0, 121.0], OpenInterest: [1004, 1778] 2023-01-12 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, SPXW 230112C04010000, newLimitPrice: 1.7 2023-01-12 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, SPXW 230112C04020000, newLimitPrice: 0.7 2023-01-12 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, [4010.0, 4020.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-12 13:05:00, Spread: $0.1, Bid & Ask: [(1.65, 1.75), (0.7, 0.7)], Volume: [109.0, 109.0], OpenInterest: [1004, 1778] 2023-01-12 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, SPXW 230112C04010000, newLimitPrice: 2.6 2023-01-12 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, SPXW 230112C04020000, newLimitPrice: 1.1 2023-01-12 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-63, [4010.0, 4020.0] @ Mid: 1.55, NewLimit: -1.5, Limit: 1.0, DTTM: 2023-01-12 13:05:00, Spread: $0.0, Bid & Ask: [(2.65, 2.65), (1.1, 1.1)], Volume: [197.0, 263.0], OpenInterest: [1004, 1778] 2023-01-12 13:04:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-63, Premium: $750.0 @ $1.5 2023-01-12 13:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 1.22, 1.0, 1.55] 2023-01-12 13:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 13:28:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-64, [3970.0, 3960.0] @ Mid: -2.45, Reason: ['Stop Loss trigger'] 2023-01-12 13:28:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-64, 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-62, [3965.0, 3955.0] @ Mid: -2.52, Reason: ['Stop Loss trigger'] 2023-01-12 13:29:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-62, Premium: $-1400.0 @ $-2.8; P&L: $-900.0 (-180.0%) 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: [-0.88, -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.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04015000, newLimitPrice: 1.5 2023-01-12 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04025000, newLimitPrice: 0.5 2023-01-12 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, [4015.0, 4025.0] @ Mid: 0.92, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-66, SPXW 230112P03980000, newLimitPrice: 2.2 2023-01-12 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-66, SPXW 230112P03970000, newLimitPrice: 1.0 2023-01-12 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-66, [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 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04015000, newLimitPrice: 1.5 2023-01-12 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04025000, newLimitPrice: 0.5 2023-01-12 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, [4015.0, 4025.0] @ Mid: 0.92, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-12 14:05:00, Spread: $0.15, Bid & Ask: [(1.4, 1.5), (0.5, 0.55)], Volume: [102.0, 24.0], OpenInterest: [319, 2972] 2023-01-12 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-66, SPXW 230112P03980000, newLimitPrice: 2.2 2023-01-12 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-66, SPXW 230112P03970000, newLimitPrice: 1.0 2023-01-12 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-66, [3980.0, 3970.0] @ Mid: 1.2, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-12 14:05:00, Spread: $0.2, Bid & Ask: [(2.15, 2.3), (1.0, 1.05)], Volume: [72.0, 232.0], OpenInterest: [201, 729] 2023-01-12 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04015000, newLimitPrice: 1.5 2023-01-12 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04025000, newLimitPrice: 0.5 2023-01-12 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, [4015.0, 4025.0] @ Mid: 0.95, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-12 14:05:00, Spread: $0.1, Bid & Ask: [(1.45, 1.5), (0.5, 0.55)], Volume: [35.0, 28.0], OpenInterest: [319, 2972] 2023-01-12 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-66, SPXW 230112P03980000, newLimitPrice: 2.2 2023-01-12 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-66, SPXW 230112P03970000, newLimitPrice: 1.1 2023-01-12 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-66, [3980.0, 3970.0] @ Mid: 1.12, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-12 14:05:00, Spread: $0.15, Bid & Ask: [(2.15, 2.3), (1.1, 1.1)], Volume: [43.0, 72.0], OpenInterest: [201, 729] 2023-01-12 14:03:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-66, Premium: $550.0 @ $1.1 2023-01-12 14:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 1.2, 1.12] 2023-01-12 14:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04015000, newLimitPrice: 1.3 2023-01-12 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04025000, newLimitPrice: 0.5 2023-01-12 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, [4015.0, 4025.0] @ Mid: 0.83, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-12 14:05:00, Spread: $0.05, Bid & Ask: [(1.3, 1.35), (0.5, 0.5)], Volume: [144.0, 40.0], OpenInterest: [319, 2972] 2023-01-12 14:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04015000, newLimitPrice: 1.1 2023-01-12 14:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04025000, newLimitPrice: 0.4 2023-01-12 14:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, [4015.0, 4025.0] @ Mid: 0.78, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-12 14:05:00, Spread: $0.05, Bid & Ask: [(1.1, 1.15), (0.35, 0.35)], Volume: [113.0, 53.0], OpenInterest: [319, 2972] 2023-01-12 14:05:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04015000, newLimitPrice: 1.0 2023-01-12 14:05:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, SPXW 230112C04025000, newLimitPrice: 0.4 2023-01-12 14:05:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-65, [4015.0, 4025.0] @ Mid: 0.65, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-12 14:05:00, Spread: $0.1, Bid & Ask: [(0.95, 1.05), (0.35, 0.35)], Volume: [126.0, 60.0], OpenInterest: [319, 2972] 2023-01-12 14:06:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-65, Premium: $300.0 @ $0.6 2023-01-12 14:06:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92, 0.92, 0.95, 0.83, 0.78, 0.65] 2023-01-12 14:06:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-12 14:53:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-66, [3980.0, 3970.0] @ Mid: -3.05, Reason: ['Stop Loss trigger'] 2023-01-12 14:53:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-66, Premium: $-1600.0 @ $-3.2; P&L: $-1050.0 (-190.91%) 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: [-1.3, -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.makeLimitOrder: OPEN 5 CallCreditSpread-67, SPXW 230113C03990000, newLimitPrice: 2.2 2023-01-13 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-67, SPXW 230113C04000000, newLimitPrice: 1.2 2023-01-13 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-67, [3990.0, 4000.0] @ Mid: 1.05, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-68, SPXW 230113P03915000, newLimitPrice: 3.0 2023-01-13 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-68, SPXW 230113P03905000, newLimitPrice: 1.8 2023-01-13 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-68, [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 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-67, Premium: $500.0 @ $1.0 2023-01-13 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-13 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-68, Premium: $600.0 @ $1.2 2023-01-13 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15] 2023-01-13 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 10:14:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-67, [3990.0, 4000.0] @ Mid: -2.23, Reason: ['Stop Loss trigger'] 2023-01-13 10:14:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-67, Premium: $-1150.0 @ $-2.3; P&L: $-650.0 (-130.0%) 2023-01-13 10:14:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.23] 2023-01-13 10:14:00 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, -2.23] 2023-01-13 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04000000, newLimitPrice: 1.7 2023-01-13 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04010000, newLimitPrice: 0.7 2023-01-13 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, [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.makeLimitOrder: OPEN 5 PutCreditSpread-70, SPXW 230113P03935000, newLimitPrice: 2.2 2023-01-13 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-70, SPXW 230113P03925000, newLimitPrice: 1.2 2023-01-13 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-70, [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 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04000000, newLimitPrice: 1.9 2023-01-13 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04010000, newLimitPrice: 0.8 2023-01-13 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, [4000.0, 4010.0] @ Mid: 1.1, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-13 10:20:00, Spread: $0.2, Bid & Ask: [(1.85, 1.95), (0.75, 0.85)], Volume: [434.0, 121.0], OpenInterest: [12938, 2264] 2023-01-13 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-70, SPXW 230113P03935000, newLimitPrice: 1.8 2023-01-13 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-70, SPXW 230113P03925000, newLimitPrice: 1.0 2023-01-13 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-70, [3935.0, 3925.0] @ Mid: 0.8, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-13 10:20:00, Spread: $0.1, Bid & Ask: [(1.75, 1.8), (0.95, 1.0)], Volume: [14.0, 1038.0], OpenInterest: [933, 3931] 2023-01-13 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04000000, newLimitPrice: 1.5 2023-01-13 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04010000, newLimitPrice: 0.6 2023-01-13 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, [4000.0, 4010.0] @ Mid: 0.88, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-13 10:20:00, Spread: $0.15, Bid & Ask: [(1.45, 1.55), (0.6, 0.65)], Volume: [191.0, 64.0], OpenInterest: [12938, 2264] 2023-01-13 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-70, SPXW 230113P03935000, newLimitPrice: 2.1 2023-01-13 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-70, SPXW 230113P03925000, newLimitPrice: 1.2 2023-01-13 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-70, [3935.0, 3925.0] @ Mid: 0.95, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-13 10:20:00, Spread: $0.2, Bid & Ask: [(2.1, 2.2), (1.15, 1.25)], Volume: [88.0, 83.0], OpenInterest: [933, 3931] 2023-01-13 10:18:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-70, Premium: $450.0 @ $0.9 2023-01-13 10:18:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 0.8, 0.95] 2023-01-13 10:18:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04000000, newLimitPrice: 1.6 2023-01-13 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04010000, newLimitPrice: 0.7 2023-01-13 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, [4000.0, 4010.0] @ Mid: 0.98, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-13 10:20:00, Spread: $0.15, Bid & Ask: [(1.6, 1.65), (0.6, 0.7)], Volume: [329.0, 45.0], OpenInterest: [12938, 2264] 2023-01-13 10:19:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04000000, newLimitPrice: 1.3 2023-01-13 10:19:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, SPXW 230113C04010000, newLimitPrice: 0.6 2023-01-13 10:19:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-69, [4000.0, 4010.0] @ Mid: 0.8, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-13 10:20:00, Spread: $0.2, Bid & Ask: [(1.3, 1.45), (0.6, 0.55)], Volume: [120.0, 106.0], OpenInterest: [12938, 2264] 2023-01-13 10:20:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-69, Premium: $350.0 @ $0.7 2023-01-13 10:20:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.97, 1.1, 0.88, 0.98, 0.8] 2023-01-13 10:20:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 10:31:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-69, [4000.0, 4010.0] @ Mid: -1.67, Reason: ['Stop Loss trigger'] 2023-01-13 10:31:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-69, Premium: $-825.0 @ $-1.65; P&L: $-475.0 (-135.71%) 2023-01-13 10:31:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.67] 2023-01-13 10:31:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.82, -0.95, -0.9, -1.07, -1.2, -1.38, -1.18, -1.25, -1.4, -1.43, -1.5, -1.67] 2023-01-13 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C03995000, newLimitPrice: 1.7 2023-01-13 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C04005000, newLimitPrice: 0.6 2023-01-13 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, [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.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03960000, newLimitPrice: 2.1 2023-01-13 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03950000, newLimitPrice: 0.9 2023-01-13 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, [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 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C03995000, newLimitPrice: 1.5 2023-01-13 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C04005000, newLimitPrice: 0.5 2023-01-13 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, [3995.0, 4005.0] @ Mid: 0.95, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.0, Bid & Ask: [(1.45, 1.45), (0.5, 0.5)], Volume: [50.0, 44.0], OpenInterest: [1456, 1188] 2023-01-13 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03960000, newLimitPrice: 2.2 2023-01-13 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03950000, newLimitPrice: 1.0 2023-01-13 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, [3960.0, 3950.0] @ Mid: 1.25, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.1, Bid & Ask: [(2.2, 2.25), (0.95, 1.0)], Volume: [41.0, 214.0], OpenInterest: [1266, 5558] 2023-01-13 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C03995000, newLimitPrice: 1.4 2023-01-13 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C04005000, newLimitPrice: 0.5 2023-01-13 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, [3995.0, 4005.0] @ Mid: 0.9, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.2, Bid & Ask: [(1.3, 1.4), (0.4, 0.5)], Volume: [59.0, 93.0], OpenInterest: [1456, 1188] 2023-01-13 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03960000, newLimitPrice: 2.5 2023-01-13 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03950000, newLimitPrice: 1.1 2023-01-13 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, [3960.0, 3950.0] @ Mid: 1.38, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.15, Bid & Ask: [(2.4, 2.5), (1.05, 1.1)], Volume: [70.0, 58.0], OpenInterest: [1266, 5558] 2023-01-13 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C03995000, newLimitPrice: 1.4 2023-01-13 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C04005000, newLimitPrice: 0.5 2023-01-13 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, [3995.0, 4005.0] @ Mid: 0.92, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.15, Bid & Ask: [(1.35, 1.45), (0.45, 0.5)], Volume: [91.0, 10.0], OpenInterest: [1456, 1188] 2023-01-13 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03960000, newLimitPrice: 2.4 2023-01-13 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03950000, newLimitPrice: 1.1 2023-01-13 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, [3960.0, 3950.0] @ Mid: 1.37, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.05, Bid & Ask: [(2.4, 2.45), (1.05, 1.05)], Volume: [59.0, 68.0], OpenInterest: [1266, 5558] 2023-01-13 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C03995000, newLimitPrice: 1.6 2023-01-13 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C04005000, newLimitPrice: 0.6 2023-01-13 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, [3995.0, 4005.0] @ Mid: 1.08, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.15, Bid & Ask: [(1.55, 1.65), (0.5, 0.55)], Volume: [24.0, 36.0], OpenInterest: [1456, 1188] 2023-01-13 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03960000, newLimitPrice: 2.0 2023-01-13 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, SPXW 230113P03950000, newLimitPrice: 1.1 2023-01-13 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-72, [3960.0, 3950.0] @ Mid: 1.02, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.15, Bid & Ask: [(1.95, 2.05), (1.0, 0.95)], Volume: [115.0, 41.0], OpenInterest: [1266, 5558] 2023-01-13 12:35:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-72, Premium: $525.0 @ $1.05 2023-01-13 12:35:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 1.25, 1.38, 1.37, 1.02] 2023-01-13 12:35:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 12:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C03995000, newLimitPrice: 1.4 2023-01-13 12:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, SPXW 230113C04005000, newLimitPrice: 0.6 2023-01-13 12:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-71, [3995.0, 4005.0] @ Mid: 0.98, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-13 12:35:00, Spread: $0.15, Bid & Ask: [(1.4, 1.5), (0.45, 0.5)], Volume: [20.0, 3.0], OpenInterest: [1456, 1188] 2023-01-13 12:36:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-71, Premium: $425.0 @ $0.85 2023-01-13 12:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05, 0.95, 0.9, 0.92, 1.08, 0.98] 2023-01-13 12:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 13:43:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-71, [3995.0, 4005.0] @ Mid: -1.98, Reason: ['Stop Loss trigger'] 2023-01-13 13:43:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-71, Premium: $-1025.0 @ $-2.05; P&L: $-600.0 (-141.18%) 2023-01-13 13:43:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.98] 2023-01-13 13:43:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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] 2023-01-13 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-73, SPXW 230113C04000000, newLimitPrice: 1.7 2023-01-13 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-73, SPXW 230113C04010000, newLimitPrice: 0.5 2023-01-13 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-73, [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.makeLimitOrder: OPEN 5 PutCreditSpread-74, SPXW 230113P03970000, newLimitPrice: 1.4 2023-01-13 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-74, SPXW 230113P03960000, newLimitPrice: 0.4 2023-01-13 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-74, [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 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-73, SPXW 230113C04000000, newLimitPrice: 1.3 2023-01-13 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-73, SPXW 230113C04010000, newLimitPrice: 0.4 2023-01-13 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-73, [4000.0, 4010.0] @ Mid: 0.9, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-13 13:50:00, Spread: $0.1, Bid & Ask: [(1.25, 1.3), (0.35, 0.4)], Volume: [461.0, 223.0], OpenInterest: [12938, 2264] 2023-01-13 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-74, SPXW 230113P03970000, newLimitPrice: 1.5 2023-01-13 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-74, SPXW 230113P03960000, newLimitPrice: 0.4 2023-01-13 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-74, [3970.0, 3960.0] @ Mid: 1.05, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-13 13:50:00, Spread: $0.1, Bid & Ask: [(1.45, 1.55), (0.45, 0.45)], Volume: [128.0, 137.0], OpenInterest: [912, 1266] 2023-01-13 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-73, SPXW 230113C04000000, newLimitPrice: 1.6 2023-01-13 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-73, SPXW 230113C04010000, newLimitPrice: 0.5 2023-01-13 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-73, [4000.0, 4010.0] @ Mid: 1.13, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-13 13:50:00, Spread: $0.05, Bid & Ask: [(1.55, 1.6), (0.45, 0.45)], Volume: [206.0, 95.0], OpenInterest: [12938, 2264] 2023-01-13 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-74, SPXW 230113P03970000, newLimitPrice: 1.2 2023-01-13 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-74, SPXW 230113P03960000, newLimitPrice: 0.5 2023-01-13 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-74, [3970.0, 3960.0] @ Mid: 0.82, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-13 13:50:00, Spread: $0.05, Bid & Ask: [(1.25, 1.3), (0.45, 0.45)], Volume: [61.0, 132.0], OpenInterest: [912, 1266] 2023-01-13 13:48:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-73, Premium: $550.0 @ $1.1 2023-01-13 13:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 0.9, 1.13] 2023-01-13 13:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 13:48:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-74, Premium: $375.0 @ $0.75 2023-01-13 13:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 1.05, 0.82] 2023-01-13 13:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-13 15:37:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-73, [4000.0, 4010.0] @ Mid: -2.73, Reason: ['Stop Loss trigger'] 2023-01-13 15:37:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-73, Premium: $-1425.0 @ $-2.85; P&L: $-875.0 (-159.09%) 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: [-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.makeLimitOrder: OPEN 5 CallCreditSpread-75, SPXW 230117C04035000, newLimitPrice: 1.9 2023-01-17 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-75, SPXW 230117C04045000, newLimitPrice: 0.7 2023-01-17 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-75, [4035.0, 4045.0] @ Mid: 1.12, NewLimit: -1.2, 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.makeLimitOrder: OPEN 5 PutCreditSpread-76, SPXW 230117P03980000, newLimitPrice: 2.0 2023-01-17 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-76, SPXW 230117P03970000, newLimitPrice: 1.0 2023-01-17 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-76, [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 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-75, SPXW 230117C04035000, newLimitPrice: 1.9 2023-01-17 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-75, SPXW 230117C04045000, newLimitPrice: 0.7 2023-01-17 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-75, [4035.0, 4045.0] @ Mid: 1.12, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-17 10:20:00, Spread: $0.25, Bid & Ask: [(1.8, 1.95), (0.7, 0.8)], Volume: [100.0, 141.0], OpenInterest: [1329, 1068] 2023-01-17 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-76, SPXW 230117P03980000, newLimitPrice: 1.9 2023-01-17 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-76, SPXW 230117P03970000, newLimitPrice: 1.0 2023-01-17 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-76, [3980.0, 3970.0] @ Mid: 0.9, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-17 10:20:00, Spread: $0.1, Bid & Ask: [(1.85, 1.9), (0.95, 1.0)], Volume: [131.0, 49.0], OpenInterest: [793, 1344] 2023-01-17 10:17:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-75, Premium: $600.0 @ $1.2 2023-01-17 10:17:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12, 1.12] 2023-01-17 10:17:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-17 10:17:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-76, Premium: $450.0 @ $0.9 2023-01-17 10:17:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 0.9] 2023-01-17 10:17:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-17 10:43:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-76, [3980.0, 3970.0] @ Mid: -2.7, Reason: ['Stop Loss trigger'] 2023-01-17 10:43:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-76, Premium: $-1400.0 @ $-2.8; P&L: $-950.0 (-211.11%) 2023-01-17 10:43:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.7] 2023-01-17 10:43:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -2.7] 2023-01-17 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, SPXW 230117C04010000, newLimitPrice: 1.3 2023-01-17 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, SPXW 230117C04020000, newLimitPrice: 0.3 2023-01-17 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, [4010.0, 4020.0] @ Mid: 0.92, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03980000, newLimitPrice: 1.7 2023-01-17 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03970000, newLimitPrice: 0.6 2023-01-17 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, [3980.0, 3970.0] @ Mid: 1.02, NewLimit: -1.1, 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 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, SPXW 230117C04010000, newLimitPrice: 1.2 2023-01-17 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, SPXW 230117C04020000, newLimitPrice: 0.3 2023-01-17 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, [4010.0, 4020.0] @ Mid: 0.9, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.1, Bid & Ask: [(1.2, 1.25), (0.3, 0.35)], Volume: [196.0, 64.0], OpenInterest: [1042, 1219] 2023-01-17 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03980000, newLimitPrice: 1.8 2023-01-17 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03970000, newLimitPrice: 0.7 2023-01-17 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, [3980.0, 3970.0] @ Mid: 1.05, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.1, Bid & Ask: [(1.7, 1.75), (0.65, 0.7)], Volume: [37.0, 29.0], OpenInterest: [793, 1344] 2023-01-17 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, SPXW 230117C04010000, newLimitPrice: 1.4 2023-01-17 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, SPXW 230117C04020000, newLimitPrice: 0.4 2023-01-17 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, [4010.0, 4020.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.0, Bid & Ask: [(1.35, 1.35), (0.35, 0.35)], Volume: [49.0, 21.0], OpenInterest: [1042, 1219] 2023-01-17 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03980000, newLimitPrice: 1.5 2023-01-17 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03970000, newLimitPrice: 0.6 2023-01-17 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, [3980.0, 3970.0] @ Mid: 0.92, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.05, Bid & Ask: [(1.5, 1.55), (0.6, 0.6)], Volume: [29.0, 8.0], OpenInterest: [793, 1344] 2023-01-17 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, SPXW 230117C04010000, newLimitPrice: 1.4 2023-01-17 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, SPXW 230117C04020000, newLimitPrice: 0.4 2023-01-17 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-77, [4010.0, 4020.0] @ Mid: 1.03, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.15, Bid & Ask: [(1.3, 1.4), (0.3, 0.35)], Volume: [163.0, 12.0], OpenInterest: [1042, 1219] 2023-01-17 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03980000, newLimitPrice: 1.5 2023-01-17 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03970000, newLimitPrice: 0.6 2023-01-17 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, [3980.0, 3970.0] @ Mid: 0.9, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.1, Bid & Ask: [(1.5, 1.45), (0.55, 0.6)], Volume: [42.0, 51.0], OpenInterest: [793, 1344] 2023-01-17 13:34:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-77, Premium: $500.0 @ $1.0 2023-01-17 13:34:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92, 0.9, 1.0, 1.03] 2023-01-17 13:34:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-17 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03980000, newLimitPrice: 1.3 2023-01-17 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03970000, newLimitPrice: 0.5 2023-01-17 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, [3980.0, 3970.0] @ Mid: 0.9, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.1, Bid & Ask: [(1.35, 1.4), (0.45, 0.5)], Volume: [184.0, 1191.0], OpenInterest: [793, 1344] 2023-01-17 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03980000, newLimitPrice: 1.3 2023-01-17 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, SPXW 230117P03970000, newLimitPrice: 0.6 2023-01-17 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-78, [3980.0, 3970.0] @ Mid: 0.9, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-17 13:35:00, Spread: $0.1, Bid & Ask: [(1.35, 1.4), (0.45, 0.5)], Volume: [34.0, 119.0], OpenInterest: [793, 1344] 2023-01-17 13:36:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-78, Premium: $375.0 @ $0.75 2023-01-17 13:36:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02, 1.05, 0.92, 0.9, 0.9, 0.9] 2023-01-17 13:36:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-79, SPXW 230118C04030000, newLimitPrice: 2.4 2023-01-18 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-79, SPXW 230118C04040000, newLimitPrice: 1.1 2023-01-18 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-79, [4030.0, 4040.0] @ Mid: 1.2, NewLimit: -1.3, 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.makeLimitOrder: OPEN 5 PutCreditSpread-80, SPXW 230118P03970000, newLimitPrice: 2.4 2023-01-18 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-80, SPXW 230118P03960000, newLimitPrice: 1.3 2023-01-18 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-80, [3970.0, 3960.0] @ Mid: 1.0, NewLimit: -1.1, 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 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-79, Premium: $650.0 @ $1.3 2023-01-18 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-18 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-80, Premium: $550.0 @ $1.1 2023-01-18 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-18 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 10:56:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-80, [3970.0, 3960.0] @ Mid: -2.65, Reason: ['Stop Loss trigger'] 2023-01-18 10:56:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-80, Premium: $-1375.0 @ $-2.75; P&L: $-825.0 (-150.0%) 2023-01-18 10:56:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.65] 2023-01-18 10:56:00 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, -1.45, -1.65, -1.63, -2.25, -2.65] 2023-01-18 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-81, SPXW 230118C03965000, newLimitPrice: 1.7 2023-01-18 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-81, SPXW 230118C03975000, newLimitPrice: 0.7 2023-01-18 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-81, [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.makeLimitOrder: OPEN 5 PutCreditSpread-82, SPXW 230118P03930000, newLimitPrice: 2.0 2023-01-18 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-82, SPXW 230118P03920000, newLimitPrice: 0.9 2023-01-18 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-82, [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 13:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-82, Premium: $550.0 @ $1.1 2023-01-18 13:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.07] 2023-01-18 13:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-81, SPXW 230118C03965000, newLimitPrice: 1.6 2023-01-18 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-81, SPXW 230118C03975000, newLimitPrice: 0.7 2023-01-18 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-81, [3965.0, 3975.0] @ Mid: 0.82, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-18 13:05:00, Spread: $0.15, Bid & Ask: [(1.45, 1.55), (0.65, 0.7)], Volume: [69.0, 96.0], OpenInterest: [214, 402] 2023-01-18 13:02:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-81, Premium: $450.0 @ $0.9 2023-01-18 13:02:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 0.82] 2023-01-18 13:02:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-83, SPXW 230118C03965000, newLimitPrice: 1.6 2023-01-18 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-83, SPXW 230118C03975000, newLimitPrice: 0.6 2023-01-18 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-83, [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.makeLimitOrder: OPEN 5 PutCreditSpread-84, SPXW 230118P03935000, newLimitPrice: 1.7 2023-01-18 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-84, SPXW 230118P03925000, newLimitPrice: 0.6 2023-01-18 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-84, [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 13:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-84, Premium: $550.0 @ $1.1 2023-01-18 13:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.08] 2023-01-18 13:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-83, SPXW 230118C03965000, newLimitPrice: 1.8 2023-01-18 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-83, SPXW 230118C03975000, newLimitPrice: 0.7 2023-01-18 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-83, [3965.0, 3975.0] @ Mid: 1.05, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-18 13:50:00, Spread: $0.1, Bid & Ask: [(1.7, 1.75), (0.65, 0.7)], Volume: [242.0, 209.0], OpenInterest: [214, 402] 2023-01-18 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-83, SPXW 230118C03965000, newLimitPrice: 2.1 2023-01-18 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-83, SPXW 230118C03975000, newLimitPrice: 0.9 2023-01-18 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-83, [3965.0, 3975.0] @ Mid: 1.32, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-18 13:50:00, Spread: $0.05, Bid & Ask: [(2.15, 2.15), (0.8, 0.85)], Volume: [656.0, 190.0], OpenInterest: [214, 402] 2023-01-18 13:48:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-83, Premium: $600.0 @ $1.2 2023-01-18 13:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 1.05, 1.32] 2023-01-18 13:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-18 15:40:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-84, [3935.0, 3925.0] @ Mid: -2.55, Reason: ['Stop Loss trigger'] 2023-01-18 15:40:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-84, Premium: $-1300.0 @ $-2.6; P&L: $-750.0 (-136.36%) 2023-01-18 15:40:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.55] 2023-01-18 15:40:00 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, -1.88, -2.2, -1.9, -2.1, -2.1, -2.2, -2.55] 2023-01-18 16:00:00 INFO -> CentralAlgorithm.cancelOrder: >>> CANCEL-----> close order with message: order execution expiration or legs expired 2023-01-18 16:00:00 INFO -> CentralAlgorithm.cancelOrder: Cancel PutCreditSpread-82 & Progress of prices: [] 2023-01-18 16:00:00 INFO -> CentralAlgorithm.cancelOrder: 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, -2.22, -2.37, -2.35, -2.12, -2.3, -2.1, -2.1, -2.15, -2.02, -1.85, -1.65, -1.88, -1.67, -1.72, -1.42, -1.25, -1.37, -1.08, -1.05, -1.1, -0.9, -0.95, -1.03, -1.25, -1.17, -0.95, -0.88, -0.93, -1.0, -0.93, -0.8, -0.85, -0.77, -0.6, -0.55, -0.45, -0.6, -0.6, -0.57, -0.45, -0.53, -0.4, -0.47, -0.45, -0.55, -0.68, -0.62, -0.7, -0.65, -0.75, -0.68, -0.85, -0.67, -0.7, -0.9, -1.07, -0.9, -0.68, -0.75, -0.57, -0.68, -0.68, -0.7, -0.65, -0.65, -0.72, -0.93, -0.9, -0.85, -0.65, -0.7, -0.55, -0.6, -0.6, -0.55, -0.6, -0.48, -0.4, -0.4, -0.38, -0.35, -0.35, -0.28, -0.28, -0.38, -0.4, -0.35, -0.4, -0.45, -0.47, -0.45, -0.45, -0.43, -0.38, -0.45, -0.4, -0.45, -0.38, -0.45, -0.47, -0.55, -0.57, -0.5, -0.47, -0.43, -0.53, -0.47, -0.43, -0.4, -0.55, -0.65, -0.47, -0.7, -0.75, -0.75, -0.62, -0.45, -0.4, -0.42, -0.3, -0.25, -0.23, -0.3, -0.35, -0.32, -0.52, -0.55, -0.45, -0.45, -0.35, -0.45, -0.32, -0.28, -0.38, -0.32, -0.3, -0.23, -0.3, -0.35, -0.4, -0.45, -0.95, -0.77, -0.97, -0.77, -0.9, -0.85, -0.9, -1.0, -1.57, -1.65, -1.82, -2.12, -1.75, -1.27, -1.5, -1.77, -2.12, -1.82, -0.97, -1.0, -0.53, -1.07, -0.88, -1.12, -1.8, -2.4, -2.4, -2.45] 2023-01-19 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-85, SPXW 230119C03940000, newLimitPrice: 2.2 2023-01-19 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-85, SPXW 230119C03950000, newLimitPrice: 1.2 2023-01-19 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-85, [3940.0, 3950.0] @ Mid: 1.03, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-86, SPXW 230119P03870000, newLimitPrice: 2.9 2023-01-19 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-86, SPXW 230119P03860000, newLimitPrice: 1.8 2023-01-19 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-86, [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 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-85, Premium: $500.0 @ $1.0 2023-01-19 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-19 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-86, Premium: $550.0 @ $1.1 2023-01-19 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-19 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-87, SPXW 230119C03935000, newLimitPrice: 1.9 2023-01-19 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-87, SPXW 230119C03945000, newLimitPrice: 0.9 2023-01-19 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-87, [3935.0, 3945.0] @ Mid: 0.93, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-88, SPXW 230119P03870000, newLimitPrice: 2.6 2023-01-19 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, SPXW 230119P03860000, newLimitPrice: 1.5 2023-01-19 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, [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 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-87, SPXW 230119C03935000, newLimitPrice: 1.7 2023-01-19 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-87, SPXW 230119C03945000, newLimitPrice: 0.8 2023-01-19 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-87, [3935.0, 3945.0] @ Mid: 0.82, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-19 10:20:00, Spread: $0.15, Bid & Ask: [(1.6, 1.7), (0.8, 0.85)], Volume: [225.0, 78.0], OpenInterest: [464, 467] 2023-01-19 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, SPXW 230119P03870000, newLimitPrice: 2.8 2023-01-19 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, SPXW 230119P03860000, newLimitPrice: 1.6 2023-01-19 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, [3870.0, 3860.0] @ Mid: 1.12, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-19 10:20:00, Spread: $0.15, Bid & Ask: [(2.7, 2.8), (1.6, 1.65)], Volume: [213.0, 53.0], OpenInterest: [2476, 1649] 2023-01-19 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-87, SPXW 230119C03935000, newLimitPrice: 1.7 2023-01-19 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-87, SPXW 230119C03945000, newLimitPrice: 0.9 2023-01-19 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-87, [3935.0, 3945.0] @ Mid: 0.82, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-19 10:20:00, Spread: $0.15, Bid & Ask: [(1.6, 1.7), (0.8, 0.85)], Volume: [34.0, 83.0], OpenInterest: [464, 467] 2023-01-19 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, SPXW 230119P03870000, newLimitPrice: 2.8 2023-01-19 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, SPXW 230119P03860000, newLimitPrice: 1.6 2023-01-19 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, [3870.0, 3860.0] @ Mid: 1.15, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-19 10:20:00, Spread: $0.1, Bid & Ask: [(2.75, 2.75), (1.55, 1.65)], Volume: [182.0, 146.0], OpenInterest: [2476, 1649] 2023-01-19 10:18:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-87, Premium: $400.0 @ $0.8 2023-01-19 10:18:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.93, 0.82, 0.82] 2023-01-19 10:18:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, SPXW 230119P03870000, newLimitPrice: 1.7 2023-01-19 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, SPXW 230119P03860000, newLimitPrice: 1.0 2023-01-19 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-88, [3870.0, 3860.0] @ Mid: 0.8, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-19 10:20:00, Spread: $0.2, Bid & Ask: [(1.7, 1.8), (0.9, 1.0)], Volume: [308.0, 343.0], OpenInterest: [2476, 1649] 2023-01-19 10:19:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-88, Premium: $350.0 @ $0.7 2023-01-19 10:19:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.07, 1.12, 1.15, 0.8] 2023-01-19 10:19:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 10:56:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-88, [3870.0, 3860.0] @ Mid: -1.62, Reason: ['Stop Loss trigger'] 2023-01-19 10:56:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-88, Premium: $-850.0 @ $-1.7; P&L: $-500.0 (-142.86%) 2023-01-19 10:56:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-1.62] 2023-01-19 10:56:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-0.8, -0.93, -0.85, -0.93, -0.93, -0.85, -0.95, -0.93, -0.82, -1.02, -1.0, -0.88, -1.05, -1.08, -1.13, -1.07, -1.1, -1.17, -1.35, -1.27, -0.93, -1.07, -1.0, -1.07, -0.95, -1.15, -1.07, -1.1, -1.25, -1.2, -1.3, -1.27, -1.35, -1.42, -1.4, -1.48, -1.43, -1.62] 2023-01-19 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, SPXW 230119C03915000, newLimitPrice: 1.9 2023-01-19 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, SPXW 230119C03925000, newLimitPrice: 0.7 2023-01-19 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, [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.makeLimitOrder: OPEN 5 PutCreditSpread-90, SPXW 230119P03875000, newLimitPrice: 2.0 2023-01-19 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-90, SPXW 230119P03865000, newLimitPrice: 1.0 2023-01-19 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-90, [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 12:31:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-90, Premium: $500.0 @ $1.0 2023-01-19 12:31:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0] 2023-01-19 12:31:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, SPXW 230119C03915000, newLimitPrice: 1.7 2023-01-19 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, SPXW 230119C03925000, newLimitPrice: 0.7 2023-01-19 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, [3915.0, 3925.0] @ Mid: 0.92, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-19 12:35:00, Spread: $0.15, Bid & Ask: [(1.55, 1.65), (0.65, 0.7)], Volume: [52.0, 32.0], OpenInterest: [85, 200] 2023-01-19 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, SPXW 230119C03915000, newLimitPrice: 1.7 2023-01-19 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, SPXW 230119C03925000, newLimitPrice: 0.7 2023-01-19 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, [3915.0, 3925.0] @ Mid: 1.05, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-19 12:35:00, Spread: $0.1, Bid & Ask: [(1.7, 1.75), (0.65, 0.7)], Volume: [58.0, 51.0], OpenInterest: [85, 200] 2023-01-19 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, SPXW 230119C03915000, newLimitPrice: 1.8 2023-01-19 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, SPXW 230119C03925000, newLimitPrice: 0.8 2023-01-19 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-89, [3915.0, 3925.0] @ Mid: 1.12, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-19 12:35:00, Spread: $0.15, Bid & Ask: [(1.8, 1.9), (0.7, 0.75)], Volume: [49.0, 65.0], OpenInterest: [85, 200] 2023-01-19 12:34:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-89, Premium: $525.0 @ $1.05 2023-01-19 12:34:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 0.92, 1.05, 1.12] 2023-01-19 12:34:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, SPXW 230119C03915000, newLimitPrice: 1.9 2023-01-19 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, SPXW 230119C03925000, newLimitPrice: 0.7 2023-01-19 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, [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.makeLimitOrder: OPEN 5 PutCreditSpread-92, SPXW 230119P03880000, newLimitPrice: 2.0 2023-01-19 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-92, SPXW 230119P03870000, newLimitPrice: 0.9 2023-01-19 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-92, [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 13:01:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-92, Premium: $550.0 @ $1.1 2023-01-19 13:01:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-19 13:01:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, SPXW 230119C03915000, newLimitPrice: 2.2 2023-01-19 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, SPXW 230119C03925000, newLimitPrice: 0.9 2023-01-19 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, [3915.0, 3925.0] @ Mid: 1.3, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-19 13:05:00, Spread: $0.2, Bid & Ask: [(2.15, 2.2), (0.8, 0.95)], Volume: [189.0, 249.0], OpenInterest: [85, 200] 2023-01-19 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, SPXW 230119C03915000, newLimitPrice: 2.4 2023-01-19 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, SPXW 230119C03925000, newLimitPrice: 0.9 2023-01-19 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, [3915.0, 3925.0] @ Mid: 1.45, NewLimit: -1.5, Limit: 1.0, DTTM: 2023-01-19 13:05:00, Spread: $0.1, Bid & Ask: [(2.35, 2.4), (0.9, 0.95)], Volume: [114.0, 165.0], OpenInterest: [85, 200] 2023-01-19 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, SPXW 230119C03915000, newLimitPrice: 2.6 2023-01-19 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, SPXW 230119C03925000, newLimitPrice: 1.0 2023-01-19 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-91, [3915.0, 3925.0] @ Mid: 1.62, NewLimit: -1.6, Limit: 1.0, DTTM: 2023-01-19 13:05:00, Spread: $0.15, Bid & Ask: [(2.55, 2.65), (1.0, 0.95)], Volume: [111.0, 138.0], OpenInterest: [85, 200] 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-91, Premium: $800.0 @ $1.6 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17, 1.3, 1.45, 1.62] 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:04:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-89, [3915.0, 3925.0] @ Mid: -2.4, Reason: ['Stop Loss trigger'] 2023-01-19 13:04:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-89, Premium: $-1200.0 @ $-2.4; P&L: $-675.0 (-128.57%) 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: [-1.02, -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 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03920000, newLimitPrice: 1.6 2023-01-19 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03930000, newLimitPrice: 0.5 2023-01-19 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, [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.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03885000, newLimitPrice: 1.6 2023-01-19 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03875000, newLimitPrice: 0.7 2023-01-19 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, [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 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03920000, newLimitPrice: 2.2 2023-01-19 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03930000, newLimitPrice: 0.7 2023-01-19 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, [3920.0, 3930.0] @ Mid: 1.5, NewLimit: -1.5, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.2, Bid & Ask: [(2.2, 2.3), (0.7, 0.8)], Volume: [216.0, 103.0], OpenInterest: [302, 722] 2023-01-19 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03885000, newLimitPrice: 1.2 2023-01-19 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03875000, newLimitPrice: 0.5 2023-01-19 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, [3885.0, 3875.0] @ Mid: 0.63, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.15, Bid & Ask: [(1.05, 1.15), (0.45, 0.5)], Volume: [68.0, 30.0], OpenInterest: [2074, 5517] 2023-01-19 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03920000, newLimitPrice: 2.5 2023-01-19 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03930000, newLimitPrice: 0.9 2023-01-19 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, [3920.0, 3930.0] @ Mid: 1.62, NewLimit: -1.6, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.15, Bid & Ask: [(2.45, 2.55), (0.85, 0.9)], Volume: [226.0, 166.0], OpenInterest: [302, 722] 2023-01-19 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03885000, newLimitPrice: 1.2 2023-01-19 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03875000, newLimitPrice: 0.5 2023-01-19 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, [3885.0, 3875.0] @ Mid: 0.65, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.1, Bid & Ask: [(1.15, 1.15), (0.45, 0.55)], Volume: [87.0, 61.0], OpenInterest: [2074, 5517] 2023-01-19 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03920000, newLimitPrice: 2.6 2023-01-19 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03930000, newLimitPrice: 1.0 2023-01-19 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, [3920.0, 3930.0] @ Mid: 1.7, NewLimit: -1.6, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.1, Bid & Ask: [(2.6, 2.65), (0.9, 0.95)], Volume: [78.0, 63.0], OpenInterest: [302, 722] 2023-01-19 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03885000, newLimitPrice: 1.1 2023-01-19 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03875000, newLimitPrice: 0.5 2023-01-19 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, [3885.0, 3875.0] @ Mid: 0.65, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.1, Bid & Ask: [(1.1, 1.15), (0.45, 0.5)], Volume: [21.0, 42.0], OpenInterest: [2074, 5517] 2023-01-19 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03920000, newLimitPrice: 2.2 2023-01-19 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, SPXW 230119C03930000, newLimitPrice: 0.8 2023-01-19 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-93, [3920.0, 3930.0] @ Mid: 1.5, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.1, Bid & Ask: [(2.25, 2.25), (0.7, 0.8)], Volume: [68.0, 77.0], OpenInterest: [302, 722] 2023-01-19 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03885000, newLimitPrice: 1.1 2023-01-19 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, SPXW 230119P03875000, newLimitPrice: 0.6 2023-01-19 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-94, [3885.0, 3875.0] @ Mid: 0.62, NewLimit: -0.5, Limit: 1.0, DTTM: 2023-01-19 13:35:00, Spread: $0.15, Bid & Ask: [(1.1, 1.2), (0.5, 0.55)], Volume: [115.0, 45.0], OpenInterest: [2074, 5517] 2023-01-19 13:35:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-93, Premium: $700.0 @ $1.4 2023-01-19 13:35:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05, 1.5, 1.62, 1.7, 1.5] 2023-01-19 13:35:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:35:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-94, Premium: $250.0 @ $0.5 2023-01-19 13:35:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9, 0.63, 0.65, 0.65, 0.62] 2023-01-19 13:35:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-19 13:40:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-91, [3915.0, 3925.0] @ Mid: -3.73, Reason: ['Stop Loss trigger'] 2023-01-19 13:40:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-91, Premium: $-1925.0 @ $-3.85; P&L: $-1125.0 (-140.62%) 2023-01-19 13:40:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.73] 2023-01-19 13:40:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-2.4, -2.4, -1.92, -1.85, -1.85, -2.15, -2.12, -1.8, -1.6, -1.83, -2.0, -2.12, -1.9, -1.8, -1.78, -2.18, -2.5, -2.45, -2.83, -2.5, -2.23, -2.1, -1.78, -1.55, -1.5, -1.72, -1.82, -2.3, -2.48, -2.55, -2.4, -2.45, -2.6, -2.93, -2.85, -3.25, -3.73] 2023-01-19 13:41:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-93, [3920.0, 3930.0] @ Mid: -3.1, Reason: ['Stop Loss trigger'] 2023-01-19 13:41:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-93, Premium: $-1625.0 @ $-3.25; P&L: $-925.0 (-132.14%) 2023-01-19 13:41:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.1] 2023-01-19 13:41:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.6, -1.65, -1.95, -1.85, -2.1, -2.67, -3.1] 2023-01-20 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, SPXW 230120C03940000, newLimitPrice: 2.5 2023-01-20 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, SPXW 230120C03950000, newLimitPrice: 1.2 2023-01-20 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, [3940.0, 3950.0] @ Mid: 1.15, NewLimit: -1.3, 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.makeLimitOrder: OPEN 5 PutCreditSpread-96, SPXW 230120P03875000, newLimitPrice: 2.5 2023-01-20 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, SPXW 230120P03865000, newLimitPrice: 1.4 2023-01-20 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, [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 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, SPXW 230120C03940000, newLimitPrice: 2.3 2023-01-20 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, SPXW 230120C03950000, newLimitPrice: 1.2 2023-01-20 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, [3940.0, 3950.0] @ Mid: 1.08, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-20 09:50:00, Spread: $0.05, Bid & Ask: [(2.25, 2.3), (1.2, 1.2)], Volume: [173.0, 131.0], OpenInterest: [1396, 3906] 2023-01-20 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, SPXW 230120P03875000, newLimitPrice: 2.6 2023-01-20 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, SPXW 230120P03865000, newLimitPrice: 1.4 2023-01-20 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, [3875.0, 3865.0] @ Mid: 1.1, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-20 09:50:00, Spread: $0.2, Bid & Ask: [(2.5, 2.6), (1.4, 1.5)], Volume: [66.0, 114.0], OpenInterest: [2583, 2298] 2023-01-20 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, SPXW 230120C03940000, newLimitPrice: 2.0 2023-01-20 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, SPXW 230120C03950000, newLimitPrice: 1.0 2023-01-20 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, [3940.0, 3950.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-20 09:50:00, Spread: $0.1, Bid & Ask: [(2.0, 2.05), (1.0, 1.05)], Volume: [75.0, 225.0], OpenInterest: [1396, 3906] 2023-01-20 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, SPXW 230120P03875000, newLimitPrice: 2.9 2023-01-20 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, SPXW 230120P03865000, newLimitPrice: 1.7 2023-01-20 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, [3875.0, 3865.0] @ Mid: 1.2, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-20 09:50:00, Spread: $0.1, Bid & Ask: [(2.8, 2.9), (1.65, 1.65)], Volume: [40.0, 101.0], OpenInterest: [2583, 2298] 2023-01-20 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, SPXW 230120C03940000, newLimitPrice: 2.0 2023-01-20 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, SPXW 230120C03950000, newLimitPrice: 1.1 2023-01-20 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-95, [3940.0, 3950.0] @ Mid: 1.0, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-20 09:50:00, Spread: $0.0, Bid & Ask: [(2.05, 2.05), (1.05, 1.05)], Volume: [82.0, 98.0], OpenInterest: [1396, 3906] 2023-01-20 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, SPXW 230120P03875000, newLimitPrice: 2.7 2023-01-20 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, SPXW 230120P03865000, newLimitPrice: 1.6 2023-01-20 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-96, [3875.0, 3865.0] @ Mid: 1.15, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-20 09:50:00, Spread: $0.1, Bid & Ask: [(2.65, 2.75), (1.55, 1.55)], Volume: [55.0, 42.0], OpenInterest: [2583, 2298] 2023-01-20 09:49:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-95, Premium: $450.0 @ $0.9 2023-01-20 09:49:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 1.08, 1.0, 1.0] 2023-01-20 09:49:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 09:49:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-96, Premium: $550.0 @ $1.1 2023-01-20 09:49:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05, 1.1, 1.2, 1.15] 2023-01-20 09:49:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-97, SPXW 230120C03945000, newLimitPrice: 1.8 2023-01-20 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-97, SPXW 230120C03955000, newLimitPrice: 0.8 2023-01-20 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-97, [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.makeLimitOrder: OPEN 5 PutCreditSpread-98, SPXW 230120P03890000, newLimitPrice: 2.9 2023-01-20 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-98, SPXW 230120P03880000, newLimitPrice: 1.7 2023-01-20 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-98, [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 10:16:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-98, Premium: $600.0 @ $1.2 2023-01-20 10:16:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2] 2023-01-20 10:16:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-97, SPXW 230120C03945000, newLimitPrice: 1.9 2023-01-20 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-97, SPXW 230120C03955000, newLimitPrice: 0.8 2023-01-20 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-97, [3945.0, 3955.0] @ Mid: 1.0, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-20 10:20:00, Spread: $0.1, Bid & Ask: [(1.8, 1.85), (0.8, 0.85)], Volume: [116.0, 159.0], OpenInterest: [1097, 1287] 2023-01-20 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-97, SPXW 230120C03945000, newLimitPrice: 1.7 2023-01-20 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-97, SPXW 230120C03955000, newLimitPrice: 0.8 2023-01-20 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-97, [3945.0, 3955.0] @ Mid: 0.95, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-20 10:20:00, Spread: $0.1, Bid & Ask: [(1.7, 1.75), (0.75, 0.8)], Volume: [46.0, 20.0], OpenInterest: [1097, 1287] 2023-01-20 10:18:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-97, Premium: $450.0 @ $0.9 2023-01-20 10:18:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0, 1.0, 0.95] 2023-01-20 10:18:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 10:31:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-95, [3940.0, 3950.0] @ Mid: -2.0, Reason: ['Stop Loss trigger'] 2023-01-20 10:31:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-95, Premium: $-1050.0 @ $-2.1; P&L: $-600.0 (-133.33%) 2023-01-20 10:31:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.0] 2023-01-20 10:31:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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] 2023-01-20 11:13:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-97, [3945.0, 3955.0] @ Mid: -2.02, Reason: ['Stop Loss trigger'] 2023-01-20 11:13:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-97, Premium: $-1075.0 @ $-2.15; P&L: $-625.0 (-138.89%) 2023-01-20 11:13:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.02] 2023-01-20 11:13:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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] 2023-01-20 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-99, SPXW 230120C03945000, newLimitPrice: 1.4 2023-01-20 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-99, SPXW 230120C03955000, newLimitPrice: 0.4 2023-01-20 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-99, [3945.0, 3955.0] @ Mid: 1.02, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03910000, newLimitPrice: 1.7 2023-01-20 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03900000, newLimitPrice: 0.7 2023-01-20 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, [3910.0, 3900.0] @ Mid: 0.9, NewLimit: -1.0, 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 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-99, SPXW 230120C03945000, newLimitPrice: 1.9 2023-01-20 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-99, SPXW 230120C03955000, newLimitPrice: 0.5 2023-01-20 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-99, [3945.0, 3955.0] @ Mid: 1.33, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-20 13:35:00, Spread: $0.15, Bid & Ask: [(1.75, 1.85), (0.45, 0.5)], Volume: [85.0, 73.0], OpenInterest: [1097, 1287] 2023-01-20 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03910000, newLimitPrice: 1.2 2023-01-20 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03900000, newLimitPrice: 0.5 2023-01-20 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, [3910.0, 3900.0] @ Mid: 0.68, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-20 13:35:00, Spread: $0.05, Bid & Ask: [(1.2, 1.25), (0.55, 0.55)], Volume: [104.0, 114.0], OpenInterest: [2040, 10844] 2023-01-20 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-99, SPXW 230120C03945000, newLimitPrice: 2.0 2023-01-20 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-99, SPXW 230120C03955000, newLimitPrice: 0.6 2023-01-20 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-99, [3945.0, 3955.0] @ Mid: 1.42, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-20 13:35:00, Spread: $0.05, Bid & Ask: [(1.95, 1.95), (0.5, 0.55)], Volume: [76.0, 138.0], OpenInterest: [1097, 1287] 2023-01-20 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03910000, newLimitPrice: 1.1 2023-01-20 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03900000, newLimitPrice: 0.5 2023-01-20 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, [3910.0, 3900.0] @ Mid: 0.6, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-20 13:35:00, Spread: $0.1, Bid & Ask: [(1.1, 1.15), (0.5, 0.55)], Volume: [218.0, 192.0], OpenInterest: [2040, 10844] 2023-01-20 13:33:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-99, Premium: $700.0 @ $1.4 2023-01-20 13:33:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02, 1.33, 1.42] 2023-01-20 13:33:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03910000, newLimitPrice: 1.0 2023-01-20 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03900000, newLimitPrice: 0.4 2023-01-20 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, [3910.0, 3900.0] @ Mid: 0.5, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-20 13:35:00, Spread: $0.0, Bid & Ask: [(0.95, 0.95), (0.45, 0.45)], Volume: [168.0, 144.0], OpenInterest: [2040, 10844] 2023-01-20 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03910000, newLimitPrice: 1.0 2023-01-20 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03900000, newLimitPrice: 0.5 2023-01-20 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, [3910.0, 3900.0] @ Mid: 0.48, NewLimit: -0.5, Limit: 1.0, DTTM: 2023-01-20 13:35:00, Spread: $0.05, Bid & Ask: [(0.95, 0.95), (0.45, 0.5)], Volume: [118.0, 87.0], OpenInterest: [2040, 10844] 2023-01-20 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03910000, newLimitPrice: 1.0 2023-01-20 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, SPXW 230120P03900000, newLimitPrice: 0.5 2023-01-20 13:35:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-100, [3910.0, 3900.0] @ Mid: 0.48, NewLimit: -0.5, Limit: 1.0, DTTM: 2023-01-20 13:35:00, Spread: $0.05, Bid & Ask: [(0.95, 0.95), (0.45, 0.5)], Volume: [41.0, 380.0], OpenInterest: [2040, 10844] 2023-01-20 13:36:00 INFO -> CentralAlgorithm.cancelOrder: >>> CANCEL-----> open order with message: order execution expiration or legs expired 2023-01-20 13:36:00 INFO -> CentralAlgorithm.cancelOrder: Cancel PutCreditSpread-100 & Progress of prices: [0.9, 0.68, 0.6, 0.5, 0.48, 0.48] 2023-01-20 13:36:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [] 2023-01-20 13:36:00 INFO -> CentralAlgorithm.cancelOrder: Canceling order: 717 2023-01-20 13:36:00 INFO -> CentralAlgorithm.cancelOrder: Canceling order: 718 2023-01-20 13:38:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-99, [3945.0, 3955.0] @ Mid: -3.18, Reason: ['Stop Loss trigger'] 2023-01-20 13:38:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-99, Premium: $-1650.0 @ $-3.3; P&L: $-950.0 (-135.71%) 2023-01-20 13:38:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.18] 2023-01-20 13:38:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.5, -1.8, -1.72, -1.78, -2.48, -3.18] 2023-01-20 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03955000, newLimitPrice: 1.4 2023-01-20 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03965000, newLimitPrice: 0.3 2023-01-20 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, [3955.0, 3965.0] @ Mid: 1.05, NewLimit: -1.1, 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.makeLimitOrder: OPEN 5 PutCreditSpread-102, SPXW 230120P03925000, newLimitPrice: 1.6 2023-01-20 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-102, SPXW 230120P03915000, newLimitPrice: 0.6 2023-01-20 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-102, [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 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03955000, newLimitPrice: 1.5 2023-01-20 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03965000, newLimitPrice: 0.4 2023-01-20 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, [3955.0, 3965.0] @ Mid: 1.1, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-20 13:50:00, Spread: $0.1, Bid & Ask: [(1.45, 1.5), (0.35, 0.4)], Volume: [104.0, 43.0], OpenInterest: [1287, 1736] 2023-01-20 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-102, SPXW 230120P03925000, newLimitPrice: 1.6 2023-01-20 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-102, SPXW 230120P03915000, newLimitPrice: 0.6 2023-01-20 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-102, [3925.0, 3915.0] @ Mid: 0.9, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-20 13:50:00, Spread: $0.2, Bid & Ask: [(1.45, 1.6), (0.6, 0.65)], Volume: [115.0, 18.0], OpenInterest: [2661, 1331] 2023-01-20 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03955000, newLimitPrice: 1.4 2023-01-20 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03965000, newLimitPrice: 0.4 2023-01-20 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, [3955.0, 3965.0] @ Mid: 1.05, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-20 13:50:00, Spread: $0.2, Bid & Ask: [(1.35, 1.5), (0.35, 0.4)], Volume: [64.0, 12.0], OpenInterest: [1287, 1736] 2023-01-20 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-102, SPXW 230120P03925000, newLimitPrice: 1.6 2023-01-20 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-102, SPXW 230120P03915000, newLimitPrice: 0.7 2023-01-20 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-102, [3925.0, 3915.0] @ Mid: 0.93, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-20 13:50:00, Spread: $0.15, Bid & Ask: [(1.55, 1.6), (0.6, 0.7)], Volume: [157.0, 33.0], OpenInterest: [2661, 1331] 2023-01-20 13:48:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-102, Premium: $450.0 @ $0.9 2023-01-20 13:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 0.9, 0.93] 2023-01-20 13:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 13:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03955000, newLimitPrice: 1.4 2023-01-20 13:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03965000, newLimitPrice: 0.4 2023-01-20 13:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, [3955.0, 3965.0] @ Mid: 0.98, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-20 13:50:00, Spread: $0.15, Bid & Ask: [(1.3, 1.4), (0.35, 0.4)], Volume: [83.0, 27.0], OpenInterest: [1287, 1736] 2023-01-20 13:49:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03955000, newLimitPrice: 1.7 2023-01-20 13:49:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03965000, newLimitPrice: 0.5 2023-01-20 13:49:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, [3955.0, 3965.0] @ Mid: 1.3, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-20 13:50:00, Spread: $0.1, Bid & Ask: [(1.75, 1.75), (0.4, 0.5)], Volume: [586.0, 349.0], OpenInterest: [1287, 1736] 2023-01-20 13:50:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03955000, newLimitPrice: 3.4 2023-01-20 13:50:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, SPXW 230120C03965000, newLimitPrice: 1.3 2023-01-20 13:50:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-101, [3955.0, 3965.0] @ Mid: 2.2, NewLimit: -2.1, Limit: 1.0, DTTM: 2023-01-20 13:50:00, Spread: $0.1, Bid & Ask: [(3.4, 3.5), (1.25, 1.25)], Volume: [2417.0, 1081.0], OpenInterest: [1287, 1736] 2023-01-20 13:51:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-101, Premium: $1050.0 @ $2.1 2023-01-20 13:51:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05, 1.1, 1.05, 0.98, 1.3, 2.2] 2023-01-20 13:51:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-20 15:03:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-101, [3955.0, 3965.0] @ Mid: -4.88, Reason: ['Stop Loss trigger'] 2023-01-20 15:03:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-101, Premium: $-2500.0 @ $-5.0; P&L: $-1450.0 (-138.1%) 2023-01-20 15:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-4.88] 2023-01-20 15:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-2.62, -2.25, -2.23, -2.28, -2.08, -1.82, -1.9, -2.15, -2.2, -2.12, -1.9, -1.85, -1.88, -1.9, -1.93, -1.88, -1.95, -1.98, -2.1, -2.12, -2.08, -2.3, -2.53, -2.4, -2.23, -2.73, -2.53, -2.4, -2.42, -2.33, -2.17, -2.33, -2.85, -2.75, -2.77, -2.67, -3.02, -2.65, -2.85, -2.77, -3.08, -3.42, -3.9, -3.3, -3.5, -3.52, -3.15, -3.33, -3.45, -3.57, -3.62, -3.22, -3.42, -3.48, -3.42, -3.35, -2.97, -3.15, -2.75, -2.95, -2.8, -2.47, -2.47, -2.97, -2.75, -2.65, -2.47, -2.73, -3.25, -3.75, -4.4, -4.55, -4.88] 2023-01-23 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, SPXW 230123C04010000, newLimitPrice: 1.6 2023-01-23 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, SPXW 230123C04020000, newLimitPrice: 0.7 2023-01-23 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, [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.makeLimitOrder: OPEN 5 PutCreditSpread-104, SPXW 230123P03950000, newLimitPrice: 2.6 2023-01-23 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-104, SPXW 230123P03940000, newLimitPrice: 1.5 2023-01-23 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-104, [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 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, SPXW 230123C04010000, newLimitPrice: 2.1 2023-01-23 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, SPXW 230123C04020000, newLimitPrice: 0.9 2023-01-23 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, [4010.0, 4020.0] @ Mid: 1.15, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-23 09:50:00, Spread: $0.1, Bid & Ask: [(2.0, 2.05), (0.85, 0.9)], Volume: [317.0, 167.0], OpenInterest: [5620, 1634] 2023-01-23 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-104, SPXW 230123P03950000, newLimitPrice: 2.1 2023-01-23 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-104, SPXW 230123P03940000, newLimitPrice: 1.2 2023-01-23 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-104, [3950.0, 3940.0] @ Mid: 0.88, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-23 09:50:00, Spread: $0.05, Bid & Ask: [(2.0, 2.05), (1.15, 1.15)], Volume: [529.0, 521.0], OpenInterest: [2728, 2259] 2023-01-23 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-104, Premium: $450.0 @ $0.9 2023-01-23 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.1, 0.88] 2023-01-23 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, SPXW 230123C04010000, newLimitPrice: 2.0 2023-01-23 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, SPXW 230123C04020000, newLimitPrice: 0.9 2023-01-23 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, [4010.0, 4020.0] @ Mid: 1.15, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-23 09:50:00, Spread: $0.1, Bid & Ask: [(2.0, 2.05), (0.85, 0.9)], Volume: [136.0, 109.0], OpenInterest: [5620, 1634] 2023-01-23 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, SPXW 230123C04010000, newLimitPrice: 2.9 2023-01-23 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, SPXW 230123C04020000, newLimitPrice: 1.3 2023-01-23 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-103, [4010.0, 4020.0] @ Mid: 1.65, NewLimit: -1.6, Limit: 1.0, DTTM: 2023-01-23 09:50:00, Spread: $0.1, Bid & Ask: [(2.9, 2.95), (1.25, 1.3)], Volume: [517.0, 776.0], OpenInterest: [5620, 1634] 2023-01-23 09:49:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-103, Premium: $800.0 @ $1.6 2023-01-23 09:49:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9, 1.15, 1.15, 1.65] 2023-01-23 09:49:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, SPXW 230123C04025000, newLimitPrice: 1.6 2023-01-23 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, SPXW 230123C04035000, newLimitPrice: 0.6 2023-01-23 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, [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.makeLimitOrder: OPEN 5 PutCreditSpread-106, SPXW 230123P03970000, newLimitPrice: 2.5 2023-01-23 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-106, SPXW 230123P03960000, newLimitPrice: 1.4 2023-01-23 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-106, [3970.0, 3960.0] @ Mid: 1.05, NewLimit: -1.1, 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 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, SPXW 230123C04025000, newLimitPrice: 1.8 2023-01-23 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, SPXW 230123C04035000, newLimitPrice: 0.7 2023-01-23 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, [4025.0, 4035.0] @ Mid: 1.1, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-23 10:20:00, Spread: $0.2, Bid & Ask: [(1.75, 1.85), (0.65, 0.75)], Volume: [72.0, 29.0], OpenInterest: [2097, 2197] 2023-01-23 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-106, SPXW 230123P03970000, newLimitPrice: 2.3 2023-01-23 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-106, SPXW 230123P03960000, newLimitPrice: 1.3 2023-01-23 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-106, [3970.0, 3960.0] @ Mid: 0.95, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-23 10:20:00, Spread: $0.1, Bid & Ask: [(2.25, 2.3), (1.3, 1.35)], Volume: [78.0, 107.0], OpenInterest: [488, 839] 2023-01-23 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, SPXW 230123C04025000, newLimitPrice: 1.8 2023-01-23 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, SPXW 230123C04035000, newLimitPrice: 0.7 2023-01-23 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, [4025.0, 4035.0] @ Mid: 1.08, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-23 10:20:00, Spread: $0.05, Bid & Ask: [(1.75, 1.8), (0.7, 0.7)], Volume: [95.0, 632.0], OpenInterest: [2097, 2197] 2023-01-23 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-106, SPXW 230123P03970000, newLimitPrice: 2.2 2023-01-23 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-106, SPXW 230123P03960000, newLimitPrice: 1.3 2023-01-23 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-106, [3970.0, 3960.0] @ Mid: 0.95, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-23 10:20:00, Spread: $0.0, Bid & Ask: [(2.25, 2.25), (1.3, 1.3)], Volume: [63.0, 55.0], OpenInterest: [488, 839] 2023-01-23 10:18:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-106, Premium: $450.0 @ $0.9 2023-01-23 10:18:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05, 0.95, 0.95] 2023-01-23 10:18:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, SPXW 230123C04025000, newLimitPrice: 1.8 2023-01-23 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, SPXW 230123C04035000, newLimitPrice: 0.8 2023-01-23 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-105, [4025.0, 4035.0] @ Mid: 1.08, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-23 10:20:00, Spread: $0.05, Bid & Ask: [(1.8, 1.85), (0.75, 0.75)], Volume: [99.0, 33.0], OpenInterest: [2097, 2197] 2023-01-23 10:19:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-105, Premium: $500.0 @ $1.0 2023-01-23 10:19:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 1.1, 1.08, 1.08] 2023-01-23 10:19:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 10:25:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-103, [4010.0, 4020.0] @ Mid: -3.7, Reason: ['Stop Loss trigger'] 2023-01-23 10:25:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-103, Premium: $-1850.0 @ $-3.7; P&L: $-1050.0 (-131.25%) 2023-01-23 10:25:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.7] 2023-01-23 10:25:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.55, -1.55, -1.7, -2.15, -2.2, -2.3, -1.85, -2.2, -1.93, -1.73, -1.75, -1.95, -2.4, -2.37, -2.35, -2.35, -2.05, -1.75, -1.73, -1.92, -1.95, -1.88, -1.85, -2.42, -2.77, -2.67, -2.55, -2.77, -2.85, -2.88, -2.95, -2.9, -2.6, -2.85, -3.25, -3.45, -3.7] 2023-01-23 10:49:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-105, [4025.0, 4035.0] @ Mid: -2.33, Reason: ['Stop Loss trigger'] 2023-01-23 10:49:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-105, Premium: $-1175.0 @ $-2.35; P&L: $-675.0 (-135.0%) 2023-01-23 10:49:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.33] 2023-01-23 10:49:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.17, -1.08, -0.9, -1.0, -1.25, -1.42, -1.67, -1.62, -1.65, -1.68, -2.0, -1.7, -1.95, -2.05, -1.98, -1.67, -1.9, -1.98, -1.8, -1.83, -1.83, -1.8, -2.0, -1.83, -1.45, -1.65, -1.7, -1.75, -2.05, -2.15, -2.33] 2023-01-23 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04045000, newLimitPrice: 2.0 2023-01-23 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04055000, newLimitPrice: 0.8 2023-01-23 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, [4045.0, 4055.0] @ Mid: 1.12, NewLimit: -1.2, 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.makeLimitOrder: OPEN 5 PutCreditSpread-108, SPXW 230123P04000000, newLimitPrice: 2.2 2023-01-23 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-108, SPXW 230123P03990000, newLimitPrice: 1.2 2023-01-23 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-108, [4000.0, 3990.0] @ Mid: 1.03, NewLimit: -1.0, 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 12:31:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-108, Premium: $500.0 @ $1.0 2023-01-23 12:31:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03] 2023-01-23 12:31:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04045000, newLimitPrice: 1.7 2023-01-23 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04055000, newLimitPrice: 0.6 2023-01-23 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, [4045.0, 4055.0] @ Mid: 1.03, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-23 12:35:00, Spread: $0.15, Bid & Ask: [(1.55, 1.65), (0.55, 0.6)], Volume: [535.0, 108.0], OpenInterest: [2978, 837] 2023-01-23 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04045000, newLimitPrice: 1.6 2023-01-23 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04055000, newLimitPrice: 0.6 2023-01-23 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, [4045.0, 4055.0] @ Mid: 0.98, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-23 12:35:00, Spread: $0.15, Bid & Ask: [(1.5, 1.6), (0.55, 0.6)], Volume: [41.0, 17.0], OpenInterest: [2978, 837] 2023-01-23 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04045000, newLimitPrice: 1.5 2023-01-23 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04055000, newLimitPrice: 0.6 2023-01-23 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, [4045.0, 4055.0] @ Mid: 0.95, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-23 12:35:00, Spread: $0.1, Bid & Ask: [(1.5, 1.55), (0.55, 0.6)], Volume: [33.0, 22.0], OpenInterest: [2978, 837] 2023-01-23 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04045000, newLimitPrice: 1.6 2023-01-23 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, SPXW 230123C04055000, newLimitPrice: 0.7 2023-01-23 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-107, [4045.0, 4055.0] @ Mid: 1.02, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-23 12:35:00, Spread: $0.25, Bid & Ask: [(1.55, 1.7), (0.55, 0.65)], Volume: [24.0, 8.0], OpenInterest: [2978, 837] 2023-01-23 12:35:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-107, Premium: $450.0 @ $0.9 2023-01-23 12:35:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.12, 1.03, 0.98, 0.95, 1.02] 2023-01-23 12:35:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-23 13:40:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-107, [4045.0, 4055.0] @ Mid: -2.0, Reason: ['Stop Loss trigger'] 2023-01-23 13:40:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-107, Premium: $-1025.0 @ $-2.05; P&L: $-575.0 (-127.78%) 2023-01-23 13:40:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.0] 2023-01-23 13:40:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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] 2023-01-23 14:46:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-108, [4000.0, 3990.0] @ Mid: -2.35, Reason: ['Stop Loss trigger'] 2023-01-23 14:46:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-108, 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.makeLimitOrder: OPEN 5 CallCreditSpread-109, SPXW 230124C04035000, newLimitPrice: 2.5 2023-01-24 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-109, SPXW 230124C04045000, newLimitPrice: 1.2 2023-01-24 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-109, [4035.0, 4045.0] @ Mid: 1.2, NewLimit: -1.3, 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.makeLimitOrder: OPEN 5 PutCreditSpread-110, SPXW 230124P03970000, newLimitPrice: 2.2 2023-01-24 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-110, SPXW 230124P03960000, newLimitPrice: 1.2 2023-01-24 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-110, [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 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-109, SPXW 230124C04035000, newLimitPrice: 3.2 2023-01-24 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-109, SPXW 230124C04045000, newLimitPrice: 1.7 2023-01-24 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-109, [4035.0, 4045.0] @ Mid: 1.53, NewLimit: -1.5, Limit: 1.0, DTTM: 2023-01-24 10:20:00, Spread: $0.25, Bid & Ask: [(3.1, 3.3), (1.65, 1.7)], Volume: [286.0, 489.0], OpenInterest: [1590, 790] 2023-01-24 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-110, SPXW 230124P03970000, newLimitPrice: 2.0 2023-01-24 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-110, SPXW 230124P03960000, newLimitPrice: 1.1 2023-01-24 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-110, [3970.0, 3960.0] @ Mid: 0.85, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-24 10:20:00, Spread: $0.2, Bid & Ask: [(1.9, 2.0), (1.05, 1.15)], Volume: [318.0, 278.0], OpenInterest: [2027, 1484] 2023-01-24 10:17:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-110, Premium: $450.0 @ $0.9 2023-01-24 10:17:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 0.85] 2023-01-24 10:17:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-109, SPXW 230124C04035000, newLimitPrice: 2.8 2023-01-24 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-109, SPXW 230124C04045000, newLimitPrice: 1.4 2023-01-24 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-109, [4035.0, 4045.0] @ Mid: 1.38, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-24 10:20:00, Spread: $0.25, Bid & Ask: [(2.7, 2.85), (1.35, 1.45)], Volume: [71.0, 49.0], OpenInterest: [1590, 790] 2023-01-24 10:18:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-109, Premium: $700.0 @ $1.4 2023-01-24 10:18:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2, 1.53, 1.38] 2023-01-24 10:18:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04035000, newLimitPrice: 1.8 2023-01-24 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04045000, newLimitPrice: 0.7 2023-01-24 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, [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.makeLimitOrder: OPEN 5 PutCreditSpread-112, SPXW 230124P03995000, newLimitPrice: 1.9 2023-01-24 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-112, SPXW 230124P03985000, newLimitPrice: 0.8 2023-01-24 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-112, [3995.0, 3985.0] @ Mid: 1.0, NewLimit: -1.1, 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 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04035000, newLimitPrice: 1.5 2023-01-24 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04045000, newLimitPrice: 0.6 2023-01-24 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, [4035.0, 4045.0] @ Mid: 0.82, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-24 12:35:00, Spread: $0.15, Bid & Ask: [(1.35, 1.45), (0.55, 0.6)], Volume: [46.0, 74.0], OpenInterest: [1590, 790] 2023-01-24 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-112, SPXW 230124P03995000, newLimitPrice: 2.2 2023-01-24 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-112, SPXW 230124P03985000, newLimitPrice: 1.0 2023-01-24 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-112, [3995.0, 3985.0] @ Mid: 1.25, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-24 12:35:00, Spread: $0.2, Bid & Ask: [(2.2, 2.3), (0.95, 1.05)], Volume: [43.0, 138.0], OpenInterest: [623, 1770] 2023-01-24 12:32:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-112, Premium: $600.0 @ $1.2 2023-01-24 12:32:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0, 1.25] 2023-01-24 12:32:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04035000, newLimitPrice: 1.6 2023-01-24 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04045000, newLimitPrice: 0.6 2023-01-24 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, [4035.0, 4045.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-24 12:35:00, Spread: $0.2, Bid & Ask: [(1.55, 1.65), (0.55, 0.65)], Volume: [29.0, 19.0], OpenInterest: [1590, 790] 2023-01-24 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04035000, newLimitPrice: 1.7 2023-01-24 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04045000, newLimitPrice: 0.7 2023-01-24 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, [4035.0, 4045.0] @ Mid: 1.02, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-24 12:35:00, Spread: $0.15, Bid & Ask: [(1.65, 1.75), (0.65, 0.7)], Volume: [49.0, 5.0], OpenInterest: [1590, 790] 2023-01-24 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04035000, newLimitPrice: 1.5 2023-01-24 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, SPXW 230124C04045000, newLimitPrice: 0.7 2023-01-24 12:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-111, [4035.0, 4045.0] @ Mid: 0.92, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-24 12:35:00, Spread: $0.15, Bid & Ask: [(1.5, 1.6), (0.6, 0.65)], Volume: [34.0, 3.0], OpenInterest: [1590, 790] 2023-01-24 12:35:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-111, Premium: $425.0 @ $0.85 2023-01-24 12:35:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.08, 0.82, 1.0, 1.02, 0.92] 2023-01-24 12:35:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-113, SPXW 230124C04030000, newLimitPrice: 1.9 2023-01-24 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-113, SPXW 230124C04040000, newLimitPrice: 0.7 2023-01-24 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-113, [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.makeLimitOrder: OPEN 5 PutCreditSpread-114, SPXW 230124P03995000, newLimitPrice: 2.1 2023-01-24 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-114, SPXW 230124P03985000, newLimitPrice: 0.9 2023-01-24 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-114, [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 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-113, SPXW 230124C04030000, newLimitPrice: 1.9 2023-01-24 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-113, SPXW 230124C04040000, newLimitPrice: 0.7 2023-01-24 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-113, [4030.0, 4040.0] @ Mid: 1.12, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-24 13:05:00, Spread: $0.15, Bid & Ask: [(1.8, 1.9), (0.7, 0.75)], Volume: [76.0, 32.0], OpenInterest: [1280, 1920] 2023-01-24 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-114, SPXW 230124P03995000, newLimitPrice: 2.1 2023-01-24 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-114, SPXW 230124P03985000, newLimitPrice: 0.9 2023-01-24 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-114, [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: [(2.05, 2.15), (0.9, 1.0)], Volume: [47.0, 31.0], OpenInterest: [623, 1770] 2023-01-24 13:02:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-114, Premium: $600.0 @ $1.2 2023-01-24 13:02:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 1.15] 2023-01-24 13:02:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-113, SPXW 230124C04030000, newLimitPrice: 2.3 2023-01-24 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-113, SPXW 230124C04040000, newLimitPrice: 0.9 2023-01-24 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-113, [4030.0, 4040.0] @ Mid: 1.45, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-24 13:05:00, Spread: $0.1, Bid & Ask: [(2.25, 2.35), (0.85, 0.85)], Volume: [86.0, 53.0], OpenInterest: [1280, 1920] 2023-01-24 13:03:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-113, Premium: $700.0 @ $1.4 2023-01-24 13:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17, 1.12, 1.45] 2023-01-24 13:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04035000, newLimitPrice: 1.6 2023-01-24 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04045000, newLimitPrice: 0.5 2023-01-24 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, [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.makeLimitOrder: OPEN 5 PutCreditSpread-116, SPXW 230124P04005000, newLimitPrice: 1.6 2023-01-24 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-116, SPXW 230124P03995000, newLimitPrice: 0.6 2023-01-24 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-116, [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 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04035000, newLimitPrice: 1.5 2023-01-24 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04045000, newLimitPrice: 0.5 2023-01-24 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, [4035.0, 4045.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-24 14:05:00, Spread: $0.1, Bid & Ask: [(1.45, 1.55), (0.5, 0.5)], Volume: [124.0, 22.0], OpenInterest: [1590, 790] 2023-01-24 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-116, SPXW 230124P04005000, newLimitPrice: 1.6 2023-01-24 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-116, SPXW 230124P03995000, newLimitPrice: 0.6 2023-01-24 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-116, [4005.0, 3995.0] @ Mid: 1.0, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-24 14:05:00, Spread: $0.1, Bid & Ask: [(1.55, 1.65), (0.6, 0.6)], Volume: [102.0, 56.0], OpenInterest: [722, 623] 2023-01-24 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04035000, newLimitPrice: 0.9 2023-01-24 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04045000, newLimitPrice: 0.2 2023-01-24 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, [4035.0, 4045.0] @ Mid: 0.6, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-24 14:05:00, Spread: $0.1, Bid & Ask: [(0.85, 0.9), (0.25, 0.3)], Volume: [495.0, 368.0], OpenInterest: [1590, 790] 2023-01-24 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-116, SPXW 230124P04005000, newLimitPrice: 3.6 2023-01-24 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-116, SPXW 230124P03995000, newLimitPrice: 1.5 2023-01-24 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-116, [4005.0, 3995.0] @ Mid: 2.1, NewLimit: -2.1, Limit: 1.0, DTTM: 2023-01-24 14:05:00, Spread: $0.3, Bid & Ask: [(3.5, 3.7), (1.45, 1.55)], Volume: [445.0, 434.0], OpenInterest: [722, 623] 2023-01-24 14:03:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-116, Premium: $1050.0 @ $2.1 2023-01-24 14:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 1.0, 2.1] 2023-01-24 14:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-24 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04035000, newLimitPrice: 0.9 2023-01-24 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04045000, newLimitPrice: 0.3 2023-01-24 14:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, [4035.0, 4045.0] @ Mid: 0.6, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-24 14:05:00, Spread: $0.1, Bid & Ask: [(0.85, 0.9), (0.25, 0.3)], Volume: [235.0, 154.0], OpenInterest: [1590, 790] 2023-01-24 14:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04035000, newLimitPrice: 1.0 2023-01-24 14:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04045000, newLimitPrice: 0.4 2023-01-24 14:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, [4035.0, 4045.0] @ Mid: 0.68, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-24 14:05:00, Spread: $0.15, Bid & Ask: [(0.95, 1.0), (0.25, 0.35)], Volume: [78.0, 18.0], OpenInterest: [1590, 790] 2023-01-24 14:05:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04035000, newLimitPrice: 0.8 2023-01-24 14:05:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, SPXW 230124C04045000, newLimitPrice: 0.2 2023-01-24 14:05:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-115, [4035.0, 4045.0] @ Mid: 0.5, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-24 14:05:00, Spread: $0.1, Bid & Ask: [(0.7, 0.75), (0.2, 0.25)], Volume: [191.0, 120.0], OpenInterest: [1590, 790] 2023-01-24 14:06:00 INFO -> CentralAlgorithm.cancelOrder: >>> CANCEL-----> open order with message: order execution expiration or legs expired 2023-01-24 14:06:00 INFO -> CentralAlgorithm.cancelOrder: Cancel CallCreditSpread-115 & Progress of prices: [1.08, 1.0, 0.6, 0.6, 0.68, 0.5] 2023-01-24 14:06:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [] 2023-01-24 14:06:00 INFO -> CentralAlgorithm.cancelOrder: Canceling order: 847 2023-01-24 14:06:00 INFO -> CentralAlgorithm.cancelOrder: Canceling order: 848 2023-01-25 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-117, SPXW 230125C04010000, newLimitPrice: 2.1 2023-01-25 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-117, SPXW 230125C04020000, newLimitPrice: 1.2 2023-01-25 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-117, [4010.0, 4020.0] @ Mid: 0.9, NewLimit: -0.9, 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.makeLimitOrder: OPEN 5 PutCreditSpread-118, SPXW 230125P03935000, newLimitPrice: 2.4 2023-01-25 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-118, SPXW 230125P03925000, newLimitPrice: 1.2 2023-01-25 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-118, [3935.0, 3925.0] @ Mid: 1.03, NewLimit: -1.2, 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 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-117, Premium: $475.0 @ $0.95 2023-01-25 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9] 2023-01-25 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-118, SPXW 230125P03935000, newLimitPrice: 2.7 2023-01-25 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-118, SPXW 230125P03925000, newLimitPrice: 1.4 2023-01-25 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-118, [3935.0, 3925.0] @ Mid: 1.25, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-25 09:50:00, Spread: $0.0, Bid & Ask: [(2.7, 2.7), (1.45, 1.45)], Volume: [6078.0, 177.0], OpenInterest: [2956, 4129] 2023-01-25 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-118, Premium: $650.0 @ $1.3 2023-01-25 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03, 1.25] 2023-01-25 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, SPXW 230125C03995000, newLimitPrice: 1.9 2023-01-25 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, SPXW 230125C04005000, newLimitPrice: 0.9 2023-01-25 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, [3995.0, 4005.0] @ Mid: 0.92, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-120, SPXW 230125P03925000, newLimitPrice: 2.1 2023-01-25 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, SPXW 230125P03915000, newLimitPrice: 1.1 2023-01-25 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, [3925.0, 3915.0] @ Mid: 0.95, NewLimit: -1.0, 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 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, SPXW 230125C03995000, newLimitPrice: 1.7 2023-01-25 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, SPXW 230125C04005000, newLimitPrice: 0.8 2023-01-25 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, [3995.0, 4005.0] @ Mid: 0.82, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-25 10:20:00, Spread: $0.15, Bid & Ask: [(1.55, 1.65), (0.75, 0.8)], Volume: [199.0, 85.0], OpenInterest: [423, 1882] 2023-01-25 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, SPXW 230125P03925000, newLimitPrice: 2.2 2023-01-25 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, SPXW 230125P03915000, newLimitPrice: 1.2 2023-01-25 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, [3925.0, 3915.0] @ Mid: 0.98, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-25 10:20:00, Spread: $0.15, Bid & Ask: [(2.1, 2.2), (1.15, 1.2)], Volume: [121.0, 75.0], OpenInterest: [4129, 4228] 2023-01-25 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, SPXW 230125C03995000, newLimitPrice: 1.7 2023-01-25 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, SPXW 230125C04005000, newLimitPrice: 0.8 2023-01-25 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, [3995.0, 4005.0] @ Mid: 0.85, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-25 10:20:00, Spread: $0.1, Bid & Ask: [(1.65, 1.7), (0.8, 0.85)], Volume: [41.0, 139.0], OpenInterest: [423, 1882] 2023-01-25 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, SPXW 230125P03925000, newLimitPrice: 1.9 2023-01-25 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, SPXW 230125P03915000, newLimitPrice: 1.1 2023-01-25 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, [3925.0, 3915.0] @ Mid: 0.85, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-25 10:20:00, Spread: $0.1, Bid & Ask: [(1.9, 1.95), (1.05, 1.1)], Volume: [69.0, 49.0], OpenInterest: [4129, 4228] 2023-01-25 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, SPXW 230125C03995000, newLimitPrice: 2.5 2023-01-25 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, SPXW 230125C04005000, newLimitPrice: 1.3 2023-01-25 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-119, [3995.0, 4005.0] @ Mid: 1.23, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-25 10:20:00, Spread: $0.15, Bid & Ask: [(2.45, 2.55), (1.25, 1.3)], Volume: [50.0, 152.0], OpenInterest: [423, 1882] 2023-01-25 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, SPXW 230125P03925000, newLimitPrice: 1.4 2023-01-25 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, SPXW 230125P03915000, newLimitPrice: 0.8 2023-01-25 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-120, [3925.0, 3915.0] @ Mid: 0.65, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-25 10:20:00, Spread: $0.1, Bid & Ask: [(1.4, 1.4), (0.7, 0.8)], Volume: [82.0, 61.0], OpenInterest: [4129, 4228] 2023-01-25 10:19:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-119, Premium: $600.0 @ $1.2 2023-01-25 10:19:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.92, 0.82, 0.85, 1.23] 2023-01-25 10:19:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 10:19:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-120, Premium: $300.0 @ $0.6 2023-01-25 10:19:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 0.98, 0.85, 0.65] 2023-01-25 10:19:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 10:38:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-120, [3925.0, 3915.0] @ Mid: -1.55, Reason: ['Stop Loss trigger'] 2023-01-25 10:38:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-120, Premium: $-825.0 @ $-1.65; P&L: $-525.0 (-175.0%) 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: [-0.67, -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 11:53:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-119, [3995.0, 4005.0] @ Mid: -3.1, Reason: ['Stop Loss trigger'] 2023-01-25 11:53:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-119, Premium: $-1650.0 @ $-3.3; P&L: $-1050.0 (-175.0%) 2023-01-25 11:53:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.1] 2023-01-25 11:53:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -1.52, -1.5, -1.6, -1.58, -1.4, -1.6, -1.5, -1.58, -1.8, -1.67, -2.52, -3.1] 2023-01-25 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04005000, newLimitPrice: 1.7 2023-01-25 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04015000, newLimitPrice: 0.6 2023-01-25 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, [4005.0, 4015.0] @ Mid: 1.03, NewLimit: -1.1, 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.makeLimitOrder: OPEN 5 PutCreditSpread-122, SPXW 230125P03965000, newLimitPrice: 2.0 2023-01-25 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, SPXW 230125P03955000, newLimitPrice: 0.9 2023-01-25 13:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, [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 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04005000, newLimitPrice: 1.6 2023-01-25 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04015000, newLimitPrice: 0.5 2023-01-25 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, [4005.0, 4015.0] @ Mid: 1.0, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-25 13:05:00, Spread: $0.1, Bid & Ask: [(1.5, 1.6), (0.55, 0.55)], Volume: [51.0, 6.0], OpenInterest: [1882, 1254] 2023-01-25 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, SPXW 230125P03965000, newLimitPrice: 2.1 2023-01-25 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, SPXW 230125P03955000, newLimitPrice: 0.9 2023-01-25 13:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, [3965.0, 3955.0] @ Mid: 1.15, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-25 13:05:00, Spread: $0.1, Bid & Ask: [(2.05, 2.1), (0.9, 0.95)], Volume: [21.0, 17.0], OpenInterest: [1184, 1019] 2023-01-25 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04005000, newLimitPrice: 1.9 2023-01-25 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04015000, newLimitPrice: 0.7 2023-01-25 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, [4005.0, 4015.0] @ Mid: 1.18, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-25 13:05:00, Spread: $0.25, Bid & Ask: [(1.75, 1.9), (0.6, 0.7)], Volume: [68.0, 66.0], OpenInterest: [1882, 1254] 2023-01-25 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, SPXW 230125P03965000, newLimitPrice: 1.8 2023-01-25 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, SPXW 230125P03955000, newLimitPrice: 0.8 2023-01-25 13:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, [3965.0, 3955.0] @ Mid: 0.97, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-25 13:05:00, Spread: $0.15, Bid & Ask: [(1.75, 1.8), (0.75, 0.85)], Volume: [69.0, 20.0], OpenInterest: [1184, 1019] 2023-01-25 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04005000, newLimitPrice: 2.8 2023-01-25 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04015000, newLimitPrice: 1.1 2023-01-25 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, [4005.0, 4015.0] @ Mid: 1.7, NewLimit: -1.7, Limit: 1.0, DTTM: 2023-01-25 13:05:00, Spread: $0.2, Bid & Ask: [(2.7, 2.85), (1.05, 1.1)], Volume: [535.0, 499.0], OpenInterest: [1882, 1254] 2023-01-25 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, SPXW 230125P03965000, newLimitPrice: 1.7 2023-01-25 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, SPXW 230125P03955000, newLimitPrice: 0.8 2023-01-25 13:03:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-122, [3965.0, 3955.0] @ Mid: 0.92, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-25 13:05:00, Spread: $0.15, Bid & Ask: [(1.65, 1.75), (0.75, 0.8)], Volume: [140.0, 260.0], OpenInterest: [1184, 1019] 2023-01-25 13:04:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-122, Premium: $450.0 @ $0.9 2023-01-25 13:04:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05, 1.15, 0.97, 0.92] 2023-01-25 13:04:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04005000, newLimitPrice: 2.4 2023-01-25 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, SPXW 230125C04015000, newLimitPrice: 1.0 2023-01-25 13:04:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-121, [4005.0, 4015.0] @ Mid: 1.52, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-25 13:05:00, Spread: $0.15, Bid & Ask: [(2.4, 2.5), (0.9, 0.95)], Volume: [108.0, 106.0], OpenInterest: [1882, 1254] 2023-01-25 13:05:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-121, Premium: $725.0 @ $1.45 2023-01-25 13:05:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03, 1.0, 1.18, 1.7, 1.52] 2023-01-25 13:05:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 13:27:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-117, [4010.0, 4020.0] @ Mid: -2.12, Reason: ['Stop Loss trigger'] 2023-01-25 13:27:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-117, Premium: $-1050.0 @ $-2.1; P&L: $-575.0 (-121.05%) 2023-01-25 13:27:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.12] 2023-01-25 13:27:00 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] 2023-01-25 13:29:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-121, [4005.0, 4015.0] @ Mid: -3.23, Reason: ['Stop Loss trigger'] 2023-01-25 13:29:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-121, Premium: $-1650.0 @ $-3.3; P&L: $-925.0 (-127.59%) 2023-01-25 13:29:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.23] 2023-01-25 13:29:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-1.32, -1.52, -1.55, -1.77, -1.55, -1.63, -1.8, -2.3, -2.17, -2.05, -2.1, -2.28, -2.3, -2.25, -2.03, -2.23, -2.5, -2.75, -2.8, -2.67, -2.65, -2.88, -3.0, -2.95, -3.23] 2023-01-25 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-123, SPXW 230125C04020000, newLimitPrice: 1.4 2023-01-25 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-123, SPXW 230125C04030000, newLimitPrice: 0.4 2023-01-25 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-123, [4020.0, 4030.0] @ Mid: 0.9, NewLimit: -1.0, 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.makeLimitOrder: OPEN 5 PutCreditSpread-124, SPXW 230125P03980000, newLimitPrice: 1.6 2023-01-25 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, SPXW 230125P03970000, newLimitPrice: 0.6 2023-01-25 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, [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 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-123, SPXW 230125C04020000, newLimitPrice: 1.6 2023-01-25 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-123, SPXW 230125C04030000, newLimitPrice: 0.5 2023-01-25 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-123, [4020.0, 4030.0] @ Mid: 1.0, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-25 13:35:00, Spread: $0.1, Bid & Ask: [(1.5, 1.6), (0.55, 0.55)], Volume: [426.0, 237.0], OpenInterest: [2663, 1512] 2023-01-25 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, SPXW 230125P03980000, newLimitPrice: 1.7 2023-01-25 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, SPXW 230125P03970000, newLimitPrice: 0.7 2023-01-25 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, [3980.0, 3970.0] @ Mid: 0.98, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-25 13:35:00, Spread: $0.05, Bid & Ask: [(1.6, 1.65), (0.65, 0.65)], Volume: [172.0, 134.0], OpenInterest: [2660, 2355] 2023-01-25 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-123, SPXW 230125C04020000, newLimitPrice: 1.2 2023-01-25 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-123, SPXW 230125C04030000, newLimitPrice: 0.4 2023-01-25 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-123, [4020.0, 4030.0] @ Mid: 0.88, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-25 13:35:00, Spread: $0.15, Bid & Ask: [(1.2, 1.3), (0.35, 0.4)], Volume: [262.0, 221.0], OpenInterest: [2663, 1512] 2023-01-25 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, SPXW 230125P03980000, newLimitPrice: 1.5 2023-01-25 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, SPXW 230125P03970000, newLimitPrice: 0.6 2023-01-25 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, [3980.0, 3970.0] @ Mid: 0.9, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-25 13:35:00, Spread: $0.1, Bid & Ask: [(1.5, 1.55), (0.6, 0.65)], Volume: [317.0, 238.0], OpenInterest: [2660, 2355] 2023-01-25 13:33:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-123, Premium: $400.0 @ $0.8 2023-01-25 13:33:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.9, 1.0, 0.88] 2023-01-25 13:33:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, SPXW 230125P03980000, newLimitPrice: 1.6 2023-01-25 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, SPXW 230125P03970000, newLimitPrice: 0.7 2023-01-25 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-124, [3980.0, 3970.0] @ Mid: 0.98, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-25 13:35:00, Spread: $0.15, Bid & Ask: [(1.55, 1.65), (0.6, 0.65)], Volume: [247.0, 53.0], OpenInterest: [2660, 2355] 2023-01-25 13:34:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-124, Premium: $450.0 @ $0.9 2023-01-25 13:34:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.95, 0.98, 0.9, 0.98] 2023-01-25 13:34:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-25 14:16:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-123, [4020.0, 4030.0] @ Mid: -2.4, Reason: ['Stop Loss trigger'] 2023-01-25 14:16:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-123, Premium: $-1225.0 @ $-2.45; P&L: $-825.0 (-206.25%) 2023-01-25 14:16:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.4] 2023-01-25 14:16:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -1.7, -2.4] 2023-01-26 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-125, SPXW 230126C04075000, newLimitPrice: 2.8 2023-01-26 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-125, SPXW 230126C04085000, newLimitPrice: 1.6 2023-01-26 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-125, [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.makeLimitOrder: OPEN 5 PutCreditSpread-126, SPXW 230126P04000000, newLimitPrice: 2.9 2023-01-26 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-126, SPXW 230126P03990000, newLimitPrice: 1.8 2023-01-26 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-126, [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 09:46:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-126, Premium: $550.0 @ $1.1 2023-01-26 09:46:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-26 09:46:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-125, SPXW 230126C04075000, newLimitPrice: 3.3 2023-01-26 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-125, SPXW 230126C04085000, newLimitPrice: 1.9 2023-01-26 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-125, [4075.0, 4085.0] @ Mid: 1.35, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-26 09:50:00, Spread: $0.2, Bid & Ask: [(3.2, 3.3), (1.85, 1.95)], Volume: [1550.0, 132.0], OpenInterest: [1463, 818] 2023-01-26 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-125, SPXW 230126C04075000, newLimitPrice: 3.2 2023-01-26 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-125, SPXW 230126C04085000, newLimitPrice: 1.9 2023-01-26 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-125, [4075.0, 4085.0] @ Mid: 1.35, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-26 09:50:00, Spread: $0.2, Bid & Ask: [(3.2, 3.3), (1.85, 1.95)], Volume: [258.0, 36.0], OpenInterest: [1463, 818] 2023-01-26 09:48:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-125, Premium: $650.0 @ $1.3 2023-01-26 09:48:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2, 1.35, 1.35] 2023-01-26 09:48:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-127, SPXW 230126C04070000, newLimitPrice: 2.3 2023-01-26 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-127, SPXW 230126C04080000, newLimitPrice: 1.2 2023-01-26 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-127, [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.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03995000, newLimitPrice: 2.5 2023-01-26 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03985000, newLimitPrice: 1.5 2023-01-26 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, [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 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-127, SPXW 230126C04070000, newLimitPrice: 2.6 2023-01-26 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-127, SPXW 230126C04080000, newLimitPrice: 1.4 2023-01-26 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-127, [4070.0, 4080.0] @ Mid: 1.1, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-26 10:20:00, Spread: $0.1, Bid & Ask: [(2.5, 2.55), (1.4, 1.45)], Volume: [235.0, 613.0], OpenInterest: [793, 1156] 2023-01-26 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03995000, newLimitPrice: 2.1 2023-01-26 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03985000, newLimitPrice: 1.2 2023-01-26 10:16:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, [3995.0, 3985.0] @ Mid: 0.82, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-26 10:20:00, Spread: $0.15, Bid & Ask: [(2.05, 2.15), (1.25, 1.3)], Volume: [46.0, 51.0], OpenInterest: [623, 1053] 2023-01-26 10:17:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-127, Premium: $600.0 @ $1.2 2023-01-26 10:17:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.07, 1.1] 2023-01-26 10:17:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03995000, newLimitPrice: 1.7 2023-01-26 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03985000, newLimitPrice: 1.0 2023-01-26 10:17:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, [3995.0, 3985.0] @ Mid: 0.67, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-26 10:20:00, Spread: $0.15, Bid & Ask: [(1.65, 1.7), (0.95, 1.05)], Volume: [51.0, 74.0], OpenInterest: [623, 1053] 2023-01-26 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03995000, newLimitPrice: 1.8 2023-01-26 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03985000, newLimitPrice: 1.1 2023-01-26 10:18:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, [3995.0, 3985.0] @ Mid: 0.75, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-26 10:20:00, Spread: $0.1, Bid & Ask: [(1.8, 1.85), (1.05, 1.1)], Volume: [136.0, 75.0], OpenInterest: [623, 1053] 2023-01-26 10:19:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03995000, newLimitPrice: 1.6 2023-01-26 10:19:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, SPXW 230126P03985000, newLimitPrice: 1.1 2023-01-26 10:19:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-128, [3995.0, 3985.0] @ Mid: 0.68, NewLimit: -0.5, Limit: 1.0, DTTM: 2023-01-26 10:20:00, Spread: $0.15, Bid & Ask: [(1.6, 1.7), (0.95, 1.0)], Volume: [403.0, 46.0], OpenInterest: [623, 1053] 2023-01-26 10:20:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-128, Premium: $250.0 @ $0.5 2023-01-26 10:20:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 0.82, 0.67, 0.75, 0.68] 2023-01-26 10:20:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 10:55:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-128, [3995.0, 3985.0] @ Mid: -1.7, Reason: ['Stop Loss trigger'] 2023-01-26 10:55:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-128, Premium: $-925.0 @ $-1.85; P&L: $-675.0 (-270.0%) 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: [-0.73, -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 10:58:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-126, [4000.0, 3990.0] @ Mid: -2.6, Reason: ['Stop Loss trigger'] 2023-01-26 10:58:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-126, Premium: $-1400.0 @ $-2.8; P&L: $-850.0 (-154.55%) 2023-01-26 10:58:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.6] 2023-01-26 10:58:00 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, -2.1, -1.75, -1.85, -1.95, -2.1, -1.65, -1.52, -1.5, -1.5, -1.85, -2.15, -1.85, -1.8, -2.0, -1.73, -1.45, -1.18, -1.25, -1.08, -0.85, -0.95, -0.85, -0.88, -0.92, -0.92, -0.85, -0.7, -0.62, -0.72, -0.72, -0.72, -0.87, -0.77, -0.9, -0.85, -0.72, -0.67, -0.6, -0.82, -0.83, -0.9, -1.25, -1.33, -1.15, -1.2, -0.92, -1.1, -1.2, -1.15, -1.2, -1.08, -1.05, -0.93, -1.05, -1.08, -1.13, -1.42, -2.05, -2.2, -2.15, -2.6] 2023-01-26 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, SPXW 230126C04060000, newLimitPrice: 1.8 2023-01-26 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, SPXW 230126C04070000, newLimitPrice: 0.7 2023-01-26 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, [4060.0, 4070.0] @ Mid: 1.02, NewLimit: -1.1, 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.makeLimitOrder: OPEN 5 PutCreditSpread-130, SPXW 230126P04010000, newLimitPrice: 1.9 2023-01-26 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-130, SPXW 230126P04000000, newLimitPrice: 0.9 2023-01-26 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-130, [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 12:31:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-130, Premium: $500.0 @ $1.0 2023-01-26 12:31:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98] 2023-01-26 12:31:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, SPXW 230126C04060000, newLimitPrice: 1.8 2023-01-26 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, SPXW 230126C04070000, newLimitPrice: 0.7 2023-01-26 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, [4060.0, 4070.0] @ Mid: 1.02, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-26 12:35:00, Spread: $0.05, Bid & Ask: [(1.75, 1.75), (0.7, 0.75)], Volume: [105.0, 24.0], OpenInterest: [1846, 793] 2023-01-26 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, SPXW 230126C04060000, newLimitPrice: 1.9 2023-01-26 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, SPXW 230126C04070000, newLimitPrice: 0.8 2023-01-26 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, [4060.0, 4070.0] @ Mid: 1.1, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-26 12:35:00, Spread: $0.1, Bid & Ask: [(1.85, 1.9), (0.75, 0.8)], Volume: [164.0, 23.0], OpenInterest: [1846, 793] 2023-01-26 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, SPXW 230126C04060000, newLimitPrice: 2.0 2023-01-26 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, SPXW 230126C04070000, newLimitPrice: 0.9 2023-01-26 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-129, [4060.0, 4070.0] @ Mid: 1.18, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-26 12:35:00, Spread: $0.05, Bid & Ask: [(2.0, 2.0), (0.8, 0.85)], Volume: [159.0, 21.0], OpenInterest: [1846, 793] 2023-01-26 12:34:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-129, Premium: $550.0 @ $1.1 2023-01-26 12:34:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.02, 1.02, 1.1, 1.18] 2023-01-26 12:34:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-131, SPXW 230126C04060000, newLimitPrice: 1.9 2023-01-26 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-131, SPXW 230126C04070000, newLimitPrice: 0.7 2023-01-26 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-131, [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.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04025000, newLimitPrice: 1.6 2023-01-26 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04015000, newLimitPrice: 0.6 2023-01-26 13:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, [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 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-131, SPXW 230126C04060000, newLimitPrice: 2.5 2023-01-26 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-131, SPXW 230126C04070000, newLimitPrice: 0.9 2023-01-26 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-131, [4060.0, 4070.0] @ Mid: 1.53, NewLimit: -1.6, Limit: 1.0, DTTM: 2023-01-26 13:50:00, Spread: $0.15, Bid & Ask: [(2.35, 2.45), (0.85, 0.9)], Volume: [237.0, 83.0], OpenInterest: [1846, 793] 2023-01-26 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04025000, newLimitPrice: 1.3 2023-01-26 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04015000, newLimitPrice: 0.5 2023-01-26 13:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, [4025.0, 4015.0] @ Mid: 0.78, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-26 13:50:00, Spread: $0.15, Bid & Ask: [(1.25, 1.35), (0.5, 0.55)], Volume: [159.0, 28.0], OpenInterest: [366, 428] 2023-01-26 13:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-131, Premium: $800.0 @ $1.6 2023-01-26 13:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.17, 1.53] 2023-01-26 13:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04025000, newLimitPrice: 1.3 2023-01-26 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04015000, newLimitPrice: 0.5 2023-01-26 13:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, [4025.0, 4015.0] @ Mid: 0.8, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-26 13:50:00, Spread: $0.2, Bid & Ask: [(1.25, 1.35), (0.45, 0.55)], Volume: [120.0, 64.0], OpenInterest: [366, 428] 2023-01-26 13:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04025000, newLimitPrice: 1.4 2023-01-26 13:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04015000, newLimitPrice: 0.6 2023-01-26 13:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, [4025.0, 4015.0] @ Mid: 0.82, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-26 13:50:00, Spread: $0.15, Bid & Ask: [(1.3, 1.4), (0.5, 0.55)], Volume: [94.0, 91.0], OpenInterest: [366, 428] 2023-01-26 13:49:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04025000, newLimitPrice: 1.3 2023-01-26 13:49:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, SPXW 230126P04015000, newLimitPrice: 0.6 2023-01-26 13:49:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-132, [4025.0, 4015.0] @ Mid: 0.85, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-26 13:50:00, Spread: $0.1, Bid & Ask: [(1.35, 1.4), (0.5, 0.55)], Volume: [95.0, 37.0], OpenInterest: [366, 428] 2023-01-26 13:50:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-132, Premium: $350.0 @ $0.7 2023-01-26 13:50:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0, 0.78, 0.8, 0.82, 0.85] 2023-01-26 13:50:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-133, SPXW 230126C04060000, newLimitPrice: 1.6 2023-01-26 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-133, SPXW 230126C04070000, newLimitPrice: 0.5 2023-01-26 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-133, [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.makeLimitOrder: OPEN 5 PutCreditSpread-134, SPXW 230126P04025000, newLimitPrice: 1.7 2023-01-26 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-134, SPXW 230126P04015000, newLimitPrice: 0.6 2023-01-26 14:00:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-134, [4025.0, 4015.0] @ Mid: 1.03, NewLimit: -1.1, 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 -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-133, SPXW 230126C04060000, newLimitPrice: 1.2 2023-01-26 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-133, SPXW 230126C04070000, newLimitPrice: 0.4 2023-01-26 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-133, [4060.0, 4070.0] @ Mid: 0.75, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-26 14:05:00, Spread: $0.2, Bid & Ask: [(1.1, 1.2), (0.35, 0.45)], Volume: [266.0, 39.0], OpenInterest: [1846, 793] 2023-01-26 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-134, SPXW 230126P04025000, newLimitPrice: 2.0 2023-01-26 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-134, SPXW 230126P04015000, newLimitPrice: 0.7 2023-01-26 14:01:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-134, [4025.0, 4015.0] @ Mid: 1.27, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-26 14:05:00, Spread: $0.05, Bid & Ask: [(1.95, 1.95), (0.65, 0.7)], Volume: [85.0, 125.0], OpenInterest: [366, 428] 2023-01-26 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-133, SPXW 230126C04060000, newLimitPrice: 1.2 2023-01-26 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-133, SPXW 230126C04070000, newLimitPrice: 0.5 2023-01-26 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-133, [4060.0, 4070.0] @ Mid: 0.75, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-26 14:05:00, Spread: $0.0, Bid & Ask: [(1.2, 1.2), (0.45, 0.45)], Volume: [273.0, 132.0], OpenInterest: [1846, 793] 2023-01-26 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-134, SPXW 230126P04025000, newLimitPrice: 2.0 2023-01-26 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-134, SPXW 230126P04015000, newLimitPrice: 0.7 2023-01-26 14:02:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-134, [4025.0, 4015.0] @ Mid: 1.32, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-26 14:05:00, Spread: $0.15, Bid & Ask: [(1.95, 2.05), (0.65, 0.7)], Volume: [134.0, 28.0], OpenInterest: [366, 428] 2023-01-26 14:03:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-133, Premium: $350.0 @ $0.7 2023-01-26 14:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05, 0.75, 0.75] 2023-01-26 14:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-26 14:03:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-134, Premium: $650.0 @ $1.3 2023-01-26 14:03:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.03, 1.27, 1.32] 2023-01-26 14:03:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, SPXW 230127C04090000, newLimitPrice: 2.5 2023-01-27 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, SPXW 230127C04100000, newLimitPrice: 1.2 2023-01-27 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, [4090.0, 4100.0] @ Mid: 1.18, NewLimit: -1.3, 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.makeLimitOrder: OPEN 5 PutCreditSpread-136, SPXW 230127P04020000, newLimitPrice: 3.1 2023-01-27 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-136, SPXW 230127P04010000, newLimitPrice: 1.9 2023-01-27 09:45:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-136, [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 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, SPXW 230127C04090000, newLimitPrice: 2.6 2023-01-27 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, SPXW 230127C04100000, newLimitPrice: 1.3 2023-01-27 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, [4090.0, 4100.0] @ Mid: 1.2, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-27 09:50:00, Spread: $0.1, Bid & Ask: [(2.5, 2.55), (1.3, 1.35)], Volume: [214.0, 356.0], OpenInterest: [2325, 9879] 2023-01-27 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-136, SPXW 230127P04020000, newLimitPrice: 2.5 2023-01-27 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-136, SPXW 230127P04010000, newLimitPrice: 1.5 2023-01-27 09:46:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-136, [4020.0, 4010.0] @ Mid: 0.93, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-27 09:50:00, Spread: $0.15, Bid & Ask: [(2.4, 2.5), (1.5, 1.55)], Volume: [128.0, 150.0], OpenInterest: [2265, 1892] 2023-01-27 09:47:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-136, Premium: $500.0 @ $1.0 2023-01-27 09:47:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.15, 0.93] 2023-01-27 09:47:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, SPXW 230127C04090000, newLimitPrice: 2.4 2023-01-27 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, SPXW 230127C04100000, newLimitPrice: 1.2 2023-01-27 09:47:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, [4090.0, 4100.0] @ Mid: 1.1, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-27 09:50:00, Spread: $0.1, Bid & Ask: [(2.35, 2.4), (1.25, 1.3)], Volume: [542.0, 194.0], OpenInterest: [2325, 9879] 2023-01-27 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, SPXW 230127C04090000, newLimitPrice: 2.9 2023-01-27 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, SPXW 230127C04100000, newLimitPrice: 1.6 2023-01-27 09:48:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-135, [4090.0, 4100.0] @ Mid: 1.38, NewLimit: -1.3, Limit: 1.0, DTTM: 2023-01-27 09:50:00, Spread: $0.15, Bid & Ask: [(2.8, 2.95), (1.5, 1.5)], Volume: [468.0, 482.0], OpenInterest: [2325, 9879] 2023-01-27 09:49:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-135, Premium: $650.0 @ $1.3 2023-01-27 09:49:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.18, 1.2, 1.1, 1.38] 2023-01-27 09:49:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 10:11:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-135, [4090.0, 4100.0] @ Mid: -3.05, Reason: ['Stop Loss trigger'] 2023-01-27 10:11:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-135, Premium: $-1550.0 @ $-3.1; P&L: $-900.0 (-138.46%) 2023-01-27 10:11:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.05] 2023-01-27 10:11:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -2.1, -2.45, -2.8, -2.85, -2.43, -3.05] 2023-01-27 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-137, SPXW 230127C04105000, newLimitPrice: 2.1 2023-01-27 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-137, SPXW 230127C04115000, newLimitPrice: 1.0 2023-01-27 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-137, [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.makeLimitOrder: OPEN 5 PutCreditSpread-138, SPXW 230127P04040000, newLimitPrice: 2.7 2023-01-27 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-138, SPXW 230127P04030000, newLimitPrice: 1.6 2023-01-27 10:15:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-138, [4040.0, 4030.0] @ Mid: 1.05, NewLimit: -1.1, 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 10:16:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-137, Premium: $550.0 @ $1.1 2023-01-27 10:16:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.08] 2023-01-27 10:16:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 10:16:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-138, Premium: $550.0 @ $1.1 2023-01-27 10:16:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.05] 2023-01-27 10:16:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 10:53:00 INFO -> MarketOrderHandler.call: CLOSE 5 PutCreditSpread-138, [4040.0, 4030.0] @ Mid: -2.45, Reason: ['Stop Loss trigger'] 2023-01-27 10:53:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: PutCreditSpread-138, Premium: $-1200.0 @ $-2.4; P&L: $-650.0 (-118.18%) 2023-01-27 10:53:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.45] 2023-01-27 10:53:00 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, -2.12, -2.35, -2.2, -2.45] 2023-01-27 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, SPXW 230127C04095000, newLimitPrice: 1.7 2023-01-27 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, SPXW 230127C04105000, newLimitPrice: 0.6 2023-01-27 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, [4095.0, 4105.0] @ Mid: 1.0, NewLimit: -1.1, 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.makeLimitOrder: OPEN 5 PutCreditSpread-140, SPXW 230127P04050000, newLimitPrice: 1.8 2023-01-27 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-140, SPXW 230127P04040000, newLimitPrice: 0.8 2023-01-27 12:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-140, [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 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, SPXW 230127C04095000, newLimitPrice: 1.7 2023-01-27 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, SPXW 230127C04105000, newLimitPrice: 0.7 2023-01-27 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, [4095.0, 4105.0] @ Mid: 1.02, NewLimit: -1.0, Limit: 1.0, DTTM: 2023-01-27 12:35:00, Spread: $0.15, Bid & Ask: [(1.65, 1.75), (0.65, 0.7)], Volume: [35.0, 32.0], OpenInterest: [2201, 1678] 2023-01-27 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-140, SPXW 230127P04050000, newLimitPrice: 1.9 2023-01-27 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-140, SPXW 230127P04040000, newLimitPrice: 0.9 2023-01-27 12:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-140, [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: [(1.85, 1.95), (0.9, 0.9)], Volume: [102.0, 119.0], OpenInterest: [6264, 1193] 2023-01-27 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, SPXW 230127C04095000, newLimitPrice: 1.9 2023-01-27 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, SPXW 230127C04105000, newLimitPrice: 0.7 2023-01-27 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, [4095.0, 4105.0] @ Mid: 1.13, NewLimit: -1.2, Limit: 1.0, DTTM: 2023-01-27 12:35:00, Spread: $0.05, Bid & Ask: [(1.8, 1.85), (0.7, 0.7)], Volume: [34.0, 22.0], OpenInterest: [2201, 1678] 2023-01-27 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-140, SPXW 230127P04050000, newLimitPrice: 1.6 2023-01-27 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-140, SPXW 230127P04040000, newLimitPrice: 0.8 2023-01-27 12:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-140, [4050.0, 4040.0] @ Mid: 0.85, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-27 12:35:00, Spread: $0.1, Bid & Ask: [(1.6, 1.65), (0.75, 0.8)], Volume: [62.0, 23.0], OpenInterest: [6264, 1193] 2023-01-27 12:33:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-140, Premium: $400.0 @ $0.8 2023-01-27 12:33:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0, 1.0, 0.85] 2023-01-27 12:33:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, SPXW 230127C04095000, newLimitPrice: 1.9 2023-01-27 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, SPXW 230127C04105000, newLimitPrice: 0.8 2023-01-27 12:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-139, [4095.0, 4105.0] @ Mid: 1.17, NewLimit: -1.1, Limit: 1.0, DTTM: 2023-01-27 12:35:00, Spread: $0.15, Bid & Ask: [(1.85, 1.95), (0.7, 0.75)], Volume: [132.0, 18.0], OpenInterest: [2201, 1678] 2023-01-27 12:34:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-139, Premium: $550.0 @ $1.1 2023-01-27 12:34:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.0, 1.02, 1.13, 1.17] 2023-01-27 12:34:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-141, SPXW 230127C04090000, newLimitPrice: 2.0 2023-01-27 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-141, SPXW 230127C04100000, newLimitPrice: 0.8 2023-01-27 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-141, [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.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04055000, newLimitPrice: 1.7 2023-01-27 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04045000, newLimitPrice: 0.7 2023-01-27 13:30:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, [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 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-141, SPXW 230127C04090000, newLimitPrice: 2.3 2023-01-27 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-141, SPXW 230127C04100000, newLimitPrice: 0.9 2023-01-27 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 CallCreditSpread-141, [4090.0, 4100.0] @ Mid: 1.42, NewLimit: -1.4, Limit: 1.0, DTTM: 2023-01-27 13:35:00, Spread: $0.15, Bid & Ask: [(2.25, 2.35), (0.9, 0.85)], Volume: [111.0, 210.0], OpenInterest: [2325, 9879] 2023-01-27 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04055000, newLimitPrice: 1.5 2023-01-27 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04045000, newLimitPrice: 0.6 2023-01-27 13:31:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, [4055.0, 4045.0] @ Mid: 0.82, NewLimit: -0.9, Limit: 1.0, DTTM: 2023-01-27 13:35:00, Spread: $0.05, Bid & Ask: [(1.45, 1.45), (0.6, 0.65)], Volume: [44.0, 15.0], OpenInterest: [517, 731] 2023-01-27 13:32:00 INFO -> CentralAlgorithm.Call: >>> OPEN: CallCreditSpread-141, Premium: $700.0 @ $1.4 2023-01-27 13:32:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [1.2, 1.42] 2023-01-27 13:32:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04055000, newLimitPrice: 1.4 2023-01-27 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04045000, newLimitPrice: 0.6 2023-01-27 13:32:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, [4055.0, 4045.0] @ Mid: 0.78, NewLimit: -0.8, Limit: 1.0, DTTM: 2023-01-27 13:35:00, Spread: $0.15, Bid & Ask: [(1.3, 1.4), (0.55, 0.6)], Volume: [70.0, 47.0], OpenInterest: [517, 731] 2023-01-27 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04055000, newLimitPrice: 1.3 2023-01-27 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04045000, newLimitPrice: 0.6 2023-01-27 13:33:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, [4055.0, 4045.0] @ Mid: 0.75, NewLimit: -0.7, Limit: 1.0, DTTM: 2023-01-27 13:35:00, Spread: $0.1, Bid & Ask: [(1.3, 1.35), (0.55, 0.6)], Volume: [34.0, 14.0], OpenInterest: [517, 731] 2023-01-27 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04055000, newLimitPrice: 1.2 2023-01-27 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, SPXW 230127P04045000, newLimitPrice: 0.6 2023-01-27 13:34:00 INFO -> LimitOrderHandler.makeLimitOrder: OPEN 5 PutCreditSpread-142, [4055.0, 4045.0] @ Mid: 0.7, NewLimit: -0.6, Limit: 1.0, DTTM: 2023-01-27 13:35:00, Spread: $0.1, Bid & Ask: [(1.2, 1.25), (0.5, 0.55)], Volume: [30.0, 76.0], OpenInterest: [517, 731] 2023-01-27 13:35:00 INFO -> CentralAlgorithm.Call: >>> OPEN: PutCreditSpread-142, Premium: $300.0 @ $0.6 2023-01-27 13:35:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [0.98, 0.82, 0.78, 0.75, 0.7] 2023-01-27 13:35:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [] 2023-01-27 14:56:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-141, [4090.0, 4100.0] @ Mid: -3.12, Reason: ['Stop Loss trigger'] 2023-01-27 14:56:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-141, Premium: $-1600.0 @ $-3.2; P&L: $-900.0 (-128.57%) 2023-01-27 14:56:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-3.12] 2023-01-27 14:56:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -2.23, -1.83, -2.23, -2.17, -2.17, -2.25, -2.33, -2.3, -2.28, -2.58, -2.4, -2.15, -2.4, -2.62, -2.58, -2.95, -2.95, -2.93, -2.48, -2.75, -2.75, -2.92, -3.12] 2023-01-27 15:08:00 INFO -> MarketOrderHandler.call: CLOSE 5 CallCreditSpread-139, [4095.0, 4105.0] @ Mid: -2.8, Reason: ['Stop Loss trigger'] 2023-01-27 15:08:00 INFO -> CentralAlgorithm.Call: >>> CLOSE: CallCreditSpread-139, Premium: $-1425.0 @ $-2.85; P&L: $-875.0 (-159.09%) 2023-01-27 15:08:00 INFO -> CentralAlgorithm.Call: Working order progress of prices: [-2.8] 2023-01-27 15:08:00 INFO -> CentralAlgorithm.Call: Position progress of prices: [-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, -2.1, -2.8] 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-136 & Progress of prices: [] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [-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, 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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-137 & 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, 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CentralAlgorithm.cancelOrder: Position progress of prices: [-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-142 & Progress of prices: [] 2023-01-27 15:45:00 INFO -> CentralAlgorithm.cancelOrder: Position progress of prices: [-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:(ba382406502dc8119893c370a6c85498) completed in 62.72 seconds at 1410k data points per second. Processing total of 88,447,332 data points.