Market Microstructure·Performance Metrics·Intermediate
Realized vs Effective Spread
Compare realized spreads against effective spreads to decompose total trading costs into adverse selection, order processing, and inventory holding cost components, measuring the true cost of demanding immediacy and the profitability of supplying liquidity provision.
market-microstructureorder-book
Compare Realized vs Effective Spread
This notebook explores and compares two crucial metrics in market microstructure analysis: Realized Spread and Effective Spread. Both measure the transaction costs incurred by market participants, but they differ in their time horizons and the information they incorporate.
Concepts:
| Concept | Description | Calculation |
|---|---|---|
| Mid-Price | The average of the best bid and best ask prices at a given time. Often used as a proxy for the 'true' underlying value of an asset. | (Best Ask + Best Bid) / 2 |
| Effective Spread | Measures the cost of an immediate transaction at the time of execution. It quantifies the difference between the actual trade price and the mid-price at the moment the order is filled. It reflects the cost of immediacy and liquidity. | `2 * |
| Realized Spread | Measures the cost of a transaction after a short time delay (e.g., 5 minutes later). It accounts for the price impact of a trade by comparing the trade price to the mid-price a short period after the trade has occurred. This helps to separate the bid-ask spread component from price impact. | `2 * |
| Order Book | An electronic list of buy and sell orders for a specific financial instrument, organized by price level. It displays the quantity of shares bid (buy orders) and offered (sell orders) at each price point. | Not directly calculated, but provides best_bid and best_ask for mid-price calculation. |
| Trade Data | Records of actual transactions, including the time of trade, price, and volume. Used to determine the execution price for spread calculations. | Contains trade_time, trade_price, aggressor_side (determines if it's a buy or sell initiated trade). |
Understanding these spreads is crucial for assessing market liquidity, evaluating execution quality, and developing effective trading strategies.
Dependency Installation
This section installs all necessary Python libraries for this notebook. We'll primarily use pandas for data manipulation, numpy for numerical operations, matplotlib and seaborn for visualization, and loguru for structured logging.
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# Install necessary libraries
!pip install pandas numpy matplotlib seaborn loguru --quiet[?25l [90m━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━[0m [32m0.0/61.6 kB[0m [31m?[0m eta [36m-:--:--[0m [2K [90m━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━[0m [32m61.6/61.6 kB[0m [31m2.1 MB/s[0m eta [36m0:00:00[0m [?25h
Library Imports
This section imports all required libraries. Standard libraries are imported first, followed by third-party libraries.
[ ]
# Standard Library Imports
import datetime
import time
import random
import logging
from collections import deque
# Third-Party Library Imports
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
from loguru import logger
# Configure loguru for better logging output
logger.remove()
logger.add(lambda msg: print(msg, end=''), format="<green>{time:YYYY-MM-DD HH:mm:ss.SSS}</green> | <level>{level: <8}</level> | <cyan>{name}</cyan>:<cyan>{function}</cyan>:<cyan>{line}</cyan> - <level>{message}</level>")
# Suppress matplotlib warnings
import warnings
warnings.filterwarnings('ignore', category=UserWarning, module='matplotlib')Function Name: create_spread_analysis_state
This function initializes a dictionary that holds the state for our spread analysis. It sets up empty DataFrames for order book snapshots and trades, along with other parameters like the delay for realized spread calculation.
Parameters:
realized_spread_delay_seconds (int): The time in seconds after a trade to look for the mid-price to calculate realized spread.
Returns:
dict: An initialized state dictionary for spread analysis.
[ ]
def create_spread_analysis_state(realized_spread_delay_seconds: int = 300) -> dict:
"""
Initializes a dictionary that holds the state for spread analysis.
Parameters
----------
realized_spread_delay_seconds : int, optional
The time in seconds after a trade to look for the mid-price
to calculate realized spread, defaults to 300 (5 minutes).
Returns
-------
dict
An initialized state dictionary for spread analysis.
"""
logger.info(f"Initializing spread analysis state with realized spread delay: {realized_spread_delay_seconds} seconds")
# FIX (Bug 4): explicitly cast all numeric columns so that pd.concat with
# new data never silently downgrades float64 columns to object dtype.
state = {
'order_book_snapshots': pd.DataFrame(columns=['timestamp', 'best_bid', 'best_ask']).astype(
{'timestamp': 'datetime64[ns]', 'best_bid': 'float64', 'best_ask': 'float64'}
),
'trades': pd.DataFrame(columns=['timestamp', 'trade_price', 'aggressor_side']).astype(
{'timestamp': 'datetime64[ns]', 'trade_price': 'float64'}
),
'spread_results': pd.DataFrame(columns=['trade_timestamp', 'effective_spread', 'realized_spread']).astype(
{'trade_timestamp': 'datetime64[ns]', 'effective_spread': 'float64', 'realized_spread': 'float64'}
),
'realized_spread_delay_seconds': realized_spread_delay_seconds
}
logger.debug("Spread analysis state initialized successfully.")
return state
Function Name: calculate_mid_price
This function calculates the mid-price from the best bid and best ask prices. It's a fundamental component for both effective and realized spread calculations.
Parameters:
state (dict): The current state dictionary (not modified, but passed for consistency).
best_bid (float): The current best bid price.
best_ask (float): The current best ask price.
Returns:
float: The calculated mid-price.
[ ]
def calculate_mid_price(state: dict, best_bid: float, best_ask: float) -> float:
"""
Calculates the mid-price from the best bid and best ask prices.
Parameters
----------
state : dict
Current state dictionary (not used, but kept for function signature consistency).
best_bid : float
The current best bid price.
best_ask : float
The current best ask price.
Returns
-------
float
The calculated mid-price, or np.nan if prices are invalid.
"""
if best_bid <= 0 or best_ask <= 0:
logger.warning(f"Invalid bid/ask prices: best_bid={best_bid}, best_ask={best_ask}. Returning NaN.")
return np.nan
if best_bid >= best_ask:
logger.warning(f"Crossed/locked book: bid ({best_bid}) >= ask ({best_ask}). Returning NaN.")
return np.nan
mid_price = (best_bid + best_ask) / 2
logger.debug(f"Calculated mid-price: {mid_price} from bid={best_bid}, ask={best_ask}")
return mid_price
Function Name: simulate_order_book_data
This function simulates a series of order book snapshots over a specified duration. It generates fluctuating best bid and ask prices around a central price, ensuring that the bid is always less than the ask.
Parameters:
state (dict): The current state dictionary, which will be updated with new order book snapshots.
start_time (datetime.datetime): The starting timestamp for the simulation.
duration_seconds (int): The total duration of the simulation in seconds.
interval_seconds (int): The frequency of order book snapshots in seconds.
initial_mid_price (float): The starting mid-price for the simulation.
max_spread (float): The maximum allowed bid-ask spread.
Returns:
dict: The updated state dictionary containing order_book_snapshots.
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def simulate_order_book_data(
state: dict,
start_time: datetime.datetime,
duration_seconds: int,
interval_seconds: int,
initial_mid_price: float,
max_spread: float
) -> dict:
"""
Simulates a series of order book snapshots over a specified duration.
Parameters
----------
state : dict
The current state dictionary, which will be updated with new order book snapshots.
start_time : datetime.datetime
The starting timestamp for the simulation.
duration_seconds : int
The total duration of the simulation in seconds.
interval_seconds : int
The frequency of order book snapshots in seconds.
initial_mid_price : float
The starting mid-price for the simulation.
max_spread : float
The maximum allowed bid-ask spread.
Returns
-------
dict
The updated state dictionary containing `order_book_snapshots`.
"""
logger.info(f"Simulating order book data from {start_time} for {duration_seconds} seconds...")
current_mid_price = initial_mid_price
order_book_data = []
for i in range(0, duration_seconds, interval_seconds):
timestamp = start_time + datetime.timedelta(seconds=i)
# Simulate mid-price movement (random walk)
current_mid_price += random.uniform(-0.05, 0.05) * current_mid_price * 0.01
current_mid_price = max(0.1, current_mid_price) # Ensure price is not negative
# Simulate spread dynamically, ensuring ask > bid
spread = random.uniform(0.01, max_spread)
best_bid = current_mid_price - (spread / 2)
best_ask = current_mid_price + (spread / 2)
if best_bid <= 0: # Ensure bid doesn't go below 0
best_bid = 0.01
best_ask = best_bid + spread
if best_ask <= best_bid: # Ensure ask is always > bid
best_ask = best_bid + 0.01 # Minimum spread
order_book_data.append({
'timestamp': timestamp,
'best_bid': best_bid,
'best_ask': best_ask
})
logger.debug(f"Generated OB snapshot at {timestamp}: Bid={best_bid:.4f}, Ask={best_ask:.4f}")
new_df = pd.DataFrame(order_book_data)
new_df['timestamp'] = pd.to_datetime(new_df['timestamp']) # Explicitly convert to datetime
state['order_book_snapshots'] = pd.concat([
state['order_book_snapshots'], new_df
], ignore_index=True).sort_values('timestamp').reset_index(drop=True)
logger.info(f"Finished simulating {len(order_book_data)} order book snapshots.")
return stateFunction Name: simulate_trades
This function simulates a series of trades occurring within the order book data. Each trade's price is determined by the aggressor side (buy or sell) relative to the current best bid and ask prices. Trades are randomly generated at various times.
Parameters:
state (dict): The current state dictionary, which will be updated with new trade data.
num_trades (int): The total number of trades to simulate.
Returns:
dict: The updated state dictionary containing trades.
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def simulate_trades(state: dict, num_trades: int) -> dict:
"""
Simulates a series of trades occurring within the order book data.
Parameters
----------
state : dict
The current state dictionary, which will be updated with new trade data.
num_trades : int
The total number of trades to simulate.
Returns
-------
dict
The updated state dictionary containing `trades`.
"""
logger.info(f"Simulating {num_trades} trades...")
order_book_snapshots = state['order_book_snapshots']
if order_book_snapshots.empty:
logger.warning("No order book snapshots available to simulate trades against. Returning state unchanged.")
return state
trades_data = []
# Use the range of existing order book timestamps for trade timestamps
min_ts = order_book_snapshots['timestamp'].min()
max_ts = order_book_snapshots['timestamp'].max()
for _ in range(num_trades):
# Randomly pick a time within the order book's timeframe
random_seconds = random.randint(0, int((max_ts - min_ts).total_seconds()))
trade_time = min_ts + datetime.timedelta(seconds=random_seconds)
# Find the closest order book snapshot BEFORE or AT the trade_time
ob_snapshot = order_book_snapshots[order_book_snapshots['timestamp'] <= trade_time]
if ob_snapshot.empty:
logger.debug(f"No OB snapshot found before or at {trade_time}. Skipping trade.")
continue
# Get the latest relevant OB snapshot
current_ob = ob_snapshot.iloc[-1]
best_bid = current_ob['best_bid']
best_ask = current_ob['best_ask']
aggressor_side = random.choice(['buy', 'sell'])
trade_price = 0.0
if aggressor_side == 'buy': # Buyer hits the ask
trade_price = best_ask + random.uniform(-0.005, 0.005) # Small jitter around ask
trade_price = max(trade_price, best_bid + 0.001) # Ensure trade_price > bid
else: # Seller hits the bid
trade_price = best_bid + random.uniform(-0.005, 0.005) # Small jitter around bid
trade_price = min(trade_price, best_ask - 0.001) # Ensure trade_price < ask
# FIX (Bug 3): jitter can push trade_price negative when best_bid is
# very small (e.g. 0.003). Clamp to a minimum positive value.
trade_price = max(trade_price, 0.001)
trades_data.append({
'timestamp': trade_time,
'trade_price': trade_price,
'aggressor_side': aggressor_side
})
logger.debug(f"Generated trade at {trade_time}: Price={trade_price:.4f}, Side={aggressor_side}")
new_df = pd.DataFrame(trades_data)
new_df['timestamp'] = pd.to_datetime(new_df['timestamp']) # Explicitly convert to datetime
state['trades'] = pd.concat([
state['trades'], new_df
], ignore_index=True).sort_values('timestamp').reset_index(drop=True)
logger.info(f"Finished simulating {len(trades_data)} trades.")
return state
Function Name: calculate_effective_spread
This function calculates the effective spread for a given trade. It takes the trade details and the order book snapshot at the time of the trade. The effective spread is twice the absolute difference between the trade price and the mid-price at the trade's timestamp.
Parameters:
state (dict): The current state dictionary (not modified, but passed for consistency).
trade_price (float): The price at which the trade occurred.
mid_price_at_trade (float): The mid-price at the exact timestamp of the trade.
Returns:
float: The calculated effective spread.
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def calculate_effective_spread(
state: dict,
trade_price: float,
mid_price_at_trade: float
) -> float:
"""
Calculates the effective spread for a given trade.
Parameters
----------
state : dict
Current state dictionary (not used, but kept for function signature consistency).
trade_price : float
The price at which the trade occurred.
mid_price_at_trade : float
The mid-price at the exact timestamp of the trade.
Returns
-------
float
The calculated effective spread, or np.nan if mid-price is invalid.
"""
# data; check for NaN in addition to the non-positive guard.
if mid_price_at_trade is None or (isinstance(mid_price_at_trade, float) and np.isnan(mid_price_at_trade)):
logger.warning(f"Mid-price at trade is NaN. Cannot calculate effective spread. Returning NaN.")
return np.nan
if mid_price_at_trade <= 0:
logger.warning(f"Mid-price at trade is non-positive ({mid_price_at_trade}). Cannot calculate effective spread. Returning NaN.")
return np.nan
effective_spread = 2 * abs(trade_price - mid_price_at_trade)
logger.debug(f"Calculated effective spread: {effective_spread:.4f} for trade price {trade_price:.4f} and mid price {mid_price_at_trade:.4f}")
return effective_spread
Function Name: calculate_realized_spread
This function calculates the realized spread for a given trade. It compares the trade price to the mid-price a specified realized_spread_delay_seconds after the trade. This helps isolate the bid-ask spread component from the price impact.
Parameters:
state (dict): The current state dictionary, containing realized_spread_delay_seconds.
trade_price (float): The price at which the trade occurred.
mid_price_after_delay (float): The mid-price realized_spread_delay_seconds after the trade.
Returns:
float: The calculated realized spread.
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def calculate_realized_spread(
state: dict,
trade_price: float,
mid_price_after_delay: float
) -> float:
"""
Calculates the realized spread for a given trade.
Parameters
----------
state : dict
Current state dictionary, containing `realized_spread_delay_seconds`.
trade_price : float
The price at which the trade occurred.
mid_price_after_delay : float
The mid-price `realized_spread_delay_seconds` after the trade.
Returns
-------
float
The calculated realized spread, or np.nan if mid-price is invalid.
"""
if mid_price_after_delay is None or (isinstance(mid_price_after_delay, float) and np.isnan(mid_price_after_delay)):
logger.warning(f"Mid-price after delay is NaN. Cannot calculate realized spread. Returning NaN.")
return np.nan
if mid_price_after_delay <= 0:
logger.warning(f"Mid-price after delay is non-positive ({mid_price_after_delay}). Cannot calculate realized spread. Returning NaN.")
return np.nan
realized_spread = 2 * abs(trade_price - mid_price_after_delay)
logger.debug(f"Calculated realized spread: {realized_spread:.4f} for trade price {trade_price:.4f} and mid price after delay {mid_price_after_delay:.4f}")
return realized_spread
Function Name: process_trades_for_spreads
This function iterates through all simulated trades, calculates both the effective and realized spreads for each, and stores the results in the state dictionary. It finds the appropriate mid-prices from the order_book_snapshots for each calculation.
Parameters:
state (dict): The current state dictionary, which will be updated with calculated spreads.
Returns:
dict: The updated state dictionary containing spread_results.
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def process_trades_for_spreads(state: dict) -> dict:
"""
Processes all simulated trades to calculate effective and realized spreads.
Parameters
----------
state : dict
The current state dictionary, which will be updated with calculated spreads.
Returns
-------
dict
The updated state dictionary containing `spread_results`.
"""
logger.info("Processing trades to calculate effective and realized spreads...")
trades_df = state['trades']
ob_snapshots_df = state['order_book_snapshots']
realized_spread_delay_seconds = state['realized_spread_delay_seconds']
logger.debug(f"[DEBUG_INSIDE_PROCESS] trades_df head:\n{trades_df.head()}")
logger.debug(f"[DEBUG_INSIDE_PROCESS] trades_df tail:\n{trades_df.tail()}")
logger.debug(f"[DEBUG_INSIDE_PROCESS] trades_df dtypes:\n{trades_df.dtypes}")
logger.debug(f"[DEBUG_INSIDE_PROCESS] trades_df min timestamp: {trades_df['timestamp'].min()}, max timestamp: {trades_df['timestamp'].max()}")
logger.debug(f"[DEBUG_INSIDE_PROCESS] ob_snapshots_df head:\n{ob_snapshots_df.head()}")
logger.debug(f"[DEBUG_INSIDE_PROCESS] ob_snapshots_df tail:\n{ob_snapshots_df.tail()}")
logger.debug(f"[DEBUG_INSIDE_PROCESS] ob_snapshots_df dtypes:\n{ob_snapshots_df.dtypes}")
logger.debug(f"[DEBUG_INSIDE_PROCESS] ob_snapshots_df min timestamp: {ob_snapshots_df['timestamp'].min()}, max timestamp: {ob_snapshots_df['timestamp'].max()}")
if trades_df.empty or ob_snapshots_df.empty:
logger.warning("Trades or order book snapshots are empty. Cannot process spreads. Returning state unchanged.")
return state
spread_results = []
for idx, trade in trades_df.iterrows():
trade_timestamp = trade['timestamp']
trade_price = trade['trade_price']
if idx < 10: # Limit verbose logging to first few trades
logger.debug(f"[DEBUG_INSIDE_LOOP] Processing trade {idx} at timestamp: {trade_timestamp}, type: {type(trade_timestamp)}")
# FIX (Bug 5): trade['timestamp'] is a scalar pd.Timestamp which has no
# .dtype attribute (only Series/arrays do). Use trades_df.dtypes instead.
logger.debug(f"[DEBUG_INSIDE_LOOP] trades_df timestamp dtype: {trades_df['timestamp'].dtype}")
logger.debug(f"[DEBUG_INSIDE_LOOP] OB snapshots min timestamp: {ob_snapshots_df['timestamp'].min()}, max timestamp: {ob_snapshots_df['timestamp'].max()}")
# Detailed check for the first few entries of the comparison
logger.debug(f"[DEBUG_VERBOSE_COMPARISON] trade_timestamp: {trade_timestamp}")
logger.debug(f"[DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: {ob_snapshots_df['timestamp'].head().tolist()}")
comparison_results = (ob_snapshots_df['timestamp'].head() <= trade_timestamp).tolist()
logger.debug(f"[DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: {comparison_results}")
# --- Calculate Effective Spread ---
# Find the latest OB snapshot before or at the trade timestamp
ob_at_trade = ob_snapshots_df[ob_snapshots_df['timestamp'] <= trade_timestamp]
if ob_at_trade.empty:
logger.debug(f"[DEBUG_INSIDE_LOOP] No OB snapshot found before or at trade_timestamp {trade_timestamp} (trade {idx}). Skipping trade.")
continue
current_ob = ob_at_trade.iloc[-1]
mid_price_at_trade = calculate_mid_price(state, current_ob['best_bid'], current_ob['best_ask'])
effective_s = calculate_effective_spread(state, trade_price, mid_price_at_trade)
# --- Calculate Realized Spread ---
# Find the OB snapshot at 'realized_spread_delay_seconds' after the trade
delay_timestamp = trade_timestamp + datetime.timedelta(seconds=realized_spread_delay_seconds)
ob_after_delay = ob_snapshots_df[ob_snapshots_df['timestamp'] >= delay_timestamp]
realized_s = np.nan # Default to NaN if no delayed OB snapshot is found
if not ob_after_delay.empty:
future_ob = ob_after_delay.iloc[0]
mid_price_after_delay = calculate_mid_price(state, future_ob['best_bid'], future_ob['best_ask'])
realized_s = calculate_realized_spread(state, trade_price, mid_price_after_delay)
else:
logger.debug(f"[DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay {realized_spread_delay_seconds}s for trade {trade_timestamp}.")
spread_results.append({
'trade_timestamp': trade_timestamp,
'effective_spread': effective_s,
'realized_spread': realized_s
})
# FIX (Bug 1): pre-format realized_s as a string so :.4f is never
# applied to the string literal 'NaN', which raises ValueError.
realized_str = f"{realized_s:.4f}" if not np.isnan(realized_s) else "NaN"
logger.debug(f"[DEBUG_INSIDE_LOOP] Trade {idx}: Effective={effective_s:.4f}, Realized={realized_str}. Current spread_results length: {len(spread_results)}")
logger.info(f"Number of spreads calculated: {len(spread_results)}")
state['spread_results'] = pd.DataFrame(spread_results)
logger.info(f"Finished calculating spreads for {len(state['spread_results'])} trades.")
return state
Function Name: summarize_spread_metrics
This function calculates summary statistics (mean, median, standard deviation) for both effective and realized spreads. It returns these statistics in a pandas DataFrame for easy viewing.
Parameters:
state (dict): The current state dictionary, containing spread_results.
Returns:
pd.DataFrame: A DataFrame with summary statistics for the spreads.
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def summarize_spread_metrics(state: dict) -> pd.DataFrame:
"""
Calculates summary statistics for effective and realized spreads.
Parameters
----------
state : dict
The current state dictionary, containing `spread_results`.
Returns
-------
pd.DataFrame
A DataFrame with summary statistics for the spreads.
"""
logger.info("Summarizing spread metrics...")
spread_df = state['spread_results']
if spread_df.empty:
logger.warning("No spread results available for summarization. Returning empty DataFrame.")
return pd.DataFrame()
summary = spread_df[['effective_spread', 'realized_spread']].agg(['mean', 'median', 'std']).transpose()
summary.columns = ['Mean', 'Median', 'Std Dev']
logger.debug("Spread metrics summarized successfully.")
return summaryDemonstration and Visualization
This section demonstrates the usage of the core functions to simulate market data, calculate effective and realized spreads, and visualize the results. We will simulate order book data and trades, then compute the spreads and display their trends and distributions.
[ ]
# FIX (Bug 8): Set a random seed so simulation results are reproducible.
random.seed(42)
np.random.seed(42)
# --- 1. Initialize State ---
analysis_state = create_spread_analysis_state(realized_spread_delay_seconds=300) # 5 minutes delay
logger.info(f"Initial state created: {analysis_state.keys()}")
# --- 2. Simulate Order Book Data ---
start_datetime = datetime.datetime(2023, 1, 1, 9, 0, 0)
duration = 3600 # 1 hour of data
ob_interval = 10 # Snapshot every 10 seconds
initial_mid = 100.00
max_ob_spread = 0.50
analysis_state = simulate_order_book_data(
analysis_state,
start_datetime,
duration,
ob_interval,
initial_mid,
max_ob_spread
)
logger.info(f"Order book snapshots generated: {len(analysis_state['order_book_snapshots'])} records")
# Display first few order book snapshots
print("\nFirst 5 Order Book Snapshots:")
display(analysis_state['order_book_snapshots'].head())
# --- 3. Simulate Trades ---
num_simulated_trades = 500
analysis_state = simulate_trades(analysis_state, num_simulated_trades)
logger.info(f"Trades generated: {len(analysis_state['trades'])} records")
# Display first few trades
print("\nFirst 5 Trades:")
display(analysis_state['trades'].head())
# --- 4. Process Spreads ---
analysis_state = process_trades_for_spreads(analysis_state)
logger.info(f"Spread results generated: {len(analysis_state['spread_results'])} records")
# Display first few spread results
print("\nFirst 5 Spread Results:")
display(analysis_state['spread_results'].head())
2026-06-10 06:07:56.190 | INFO | __main__:create_spread_analysis_state:16 - Initializing spread analysis state with realized spread delay: 300 seconds 2026-06-10 06:07:56.227 | DEBUG | __main__:create_spread_analysis_state:31 - Spread analysis state initialized successfully. 2026-06-10 06:07:56.230 | INFO | __main__:<cell line: 0>:7 - Initial state created: dict_keys(['order_book_snapshots', 'trades', 'spread_results', 'realized_spread_delay_seconds']) 2026-06-10 06:07:56.231 | INFO | __main__:simulate_order_book_data:32 - Simulating order book data from 2023-01-01 09:00:00 for 3600 seconds... 2026-06-10 06:07:56.231 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:00:00: Bid=100.0028, Ask=100.0251 2026-06-10 06:07:56.231 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:00:10: Bid=99.9318, Ask=100.0511 2026-06-10 06:07:56.231 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:00:20: Bid=99.8443, Ask=100.1859 2026-06-10 06:07:56.231 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:00:30: Bid=100.0280, Ask=100.0806 2026-06-10 06:07:56.231 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:00:40: Bid=100.0342, Ask=100.0588 2026-06-10 06:07:56.231 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:00:50: Bid=99.8895, Ask=100.1472 2026-06-10 06:07:56.231 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:01:00: Bid=99.9173, Ask=100.0247 2026-06-10 06:07:56.232 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:01:10: Bid=99.8475, Ask=100.1245 2026-06-10 06:07:56.232 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:01:20: Bid=99.8087, Ask=100.1074 2026-06-10 06:07:56.232 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:01:30: Bid=99.9824, Ask=99.9955 2026-06-10 06:07:56.232 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:01:40: Bid=99.8435, Ask=100.1956 2026-06-10 06:07:56.232 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:01:50: Bid=99.9605, Ask=100.0467 2026-06-10 06:07:56.232 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:02:00: Bid=99.9618, Ask=100.1367 2026-06-10 06:07:56.234 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:02:10: Bid=99.9798, Ask=100.0372 2026-06-10 06:07:56.234 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:02:20: Bid=99.8904, Ask=100.1962 2026-06-10 06:07:56.234 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:02:30: Bid=99.8902, Ask=100.2578 2026-06-10 06:07:56.234 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:02:40: Bid=99.8342, Ask=100.3211 2026-06-10 06:07:56.234 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:02:50: Bid=99.9252, Ask=100.2057 2026-06-10 06:07:56.234 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:03:00: Bid=99.9419, Ask=100.2550 2026-06-10 06:07:56.234 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:03:10: Bid=99.9882, Ask=100.2811 2026-06-10 06:07:56.234 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:03:20: Bid=100.1389, Ask=100.1714 2026-06-10 06:07:56.234 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:03:30: Bid=100.0520, Ask=100.2038 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:03:40: Bid=100.0238, Ask=100.1478 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:03:50: Bid=99.9728, Ask=100.1190 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:04:00: Bid=99.9651, Ask=100.1538 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:04:10: Bid=99.9901, Ask=100.1028 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:04:20: Bid=99.7887, Ask=100.2576 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:04:30: Bid=99.8837, Ask=100.1922 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:04:40: Bid=99.8214, Ask=100.1887 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:04:50: Bid=99.8734, Ask=100.0694 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:05:00: Bid=99.8585, Ask=100.1821 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:05:10: Bid=99.8533, Ask=100.1988 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:05:20: Bid=99.8652, Ask=100.2554 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:05:30: Bid=100.0203, Ask=100.0461 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:05:40: Bid=99.9442, Ask=100.0853 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:05:50: Bid=99.7498, Ask=100.2219 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:06:00: Bid=99.9414, Ask=100.1056 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:06:10: Bid=99.9371, Ask=100.1410 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:06:20: Bid=99.9631, Ask=100.1979 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:06:30: Bid=99.9915, Ask=100.1224 2026-06-10 06:07:56.235 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:06:40: Bid=99.9937, Ask=100.1325 2026-06-10 06:07:56.236 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:06:50: Bid=99.8466, Ask=100.2965 2026-06-10 06:07:56.236 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:07:00: Bid=100.0028, Ask=100.1202 2026-06-10 06:07:56.236 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:07:10: Bid=99.9815, Ask=100.2411 2026-06-10 06:07:56.236 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:07:20: Bid=100.0538, Ask=100.0869 2026-06-10 06:07:56.236 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:07:30: Bid=99.8725, Ask=100.1900 2026-06-10 06:07:56.236 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:07:40: Bid=99.9521, Ask=100.1689 2026-06-10 06:07:56.236 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:07:50: Bid=99.9183, Ask=100.1153 2026-06-10 06:07:56.236 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:08:00: Bid=99.9318, Ask=100.2011 2026-06-10 06:07:56.238 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:08:10: Bid=99.8977, Ask=100.3295 2026-06-10 06:07:56.238 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:08:20: Bid=99.8831, Ask=100.2462 2026-06-10 06:07:56.238 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:08:30: Bid=99.9463, Ask=100.2194 2026-06-10 06:07:56.238 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:08:40: Bid=99.8975, Ask=100.2215 2026-06-10 06:07:56.238 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:08:50: Bid=99.9091, Ask=100.1322 2026-06-10 06:07:56.238 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:09:00: Bid=99.7773, Ask=100.2547 2026-06-10 06:07:56.238 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:09:10: Bid=99.9841, Ask=100.1231 2026-06-10 06:07:56.238 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:09:20: Bid=100.0049, Ask=100.1024 2026-06-10 06:07:56.238 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:09:30: Bid=99.8767, Ask=100.3132 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:09:40: Bid=99.9132, Ask=100.2363 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:09:50: Bid=100.0432, Ask=100.1281 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:10:00: Bid=99.9748, Ask=100.2491 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:10:10: Bid=100.0049, Ask=100.2748 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:10:20: Bid=100.0054, Ask=100.1743 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:10:30: Bid=99.8091, Ask=100.2744 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:10:40: Bid=99.8709, Ask=100.2884 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:10:50: Bid=100.0412, Ask=100.0796 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:11:00: Bid=99.8612, Ask=100.3352 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:11:10: Bid=99.9326, Ask=100.1808 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:11:20: Bid=99.8223, Ask=100.2050 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:11:30: Bid=100.0037, Ask=100.0766 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:11:40: Bid=99.8980, Ask=100.1774 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:11:50: Bid=99.7955, Ask=100.2330 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:12:00: Bid=99.9496, Ask=100.0634 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:12:10: Bid=99.8266, Ask=100.1943 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:12:20: Bid=99.8992, Ask=100.0619 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:12:30: Bid=99.8659, Ask=100.1943 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:12:40: Bid=99.8921, Ask=100.1557 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:12:50: Bid=99.9259, Ask=100.0460 2026-06-10 06:07:56.239 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:13:00: Bid=99.8207, Ask=100.1189 2026-06-10 06:07:56.240 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:13:10: Bid=99.8839, Ask=100.0018 2026-06-10 06:07:56.240 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:13:20: Bid=99.7403, Ask=100.0596 2026-06-10 06:07:56.240 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:13:30: Bid=99.6460, Ask=100.0997 2026-06-10 06:07:56.240 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:13:40: Bid=99.8864, Ask=99.9311 2026-06-10 06:07:56.240 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:13:50: Bid=99.7137, Ask=100.0515 2026-06-10 06:07:56.240 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:14:00: Bid=99.8166, Ask=99.8915 2026-06-10 06:07:56.240 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:14:10: Bid=99.7526, Ask=100.0424 2026-06-10 06:07:56.240 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:14:20: Bid=99.6976, Ask=100.0920 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:14:30: Bid=99.8739, Ask=99.9772 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:14:40: Bid=99.7746, Ask=99.9959 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:14:50: Bid=99.7582, Ask=99.9970 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:15:00: Bid=99.7305, Ask=100.0705 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:15:10: Bid=99.9198, Ask=99.9780 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:15:20: Bid=99.8510, Ask=100.0273 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:15:30: Bid=99.9094, Ask=100.0412 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:15:40: Bid=99.8294, Ask=100.0592 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:15:50: Bid=99.8633, Ask=100.0097 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:16:00: Bid=99.6803, Ask=100.1427 2026-06-10 06:07:56.242 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:16:10: Bid=99.6898, Ask=100.1218 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:16:20: Bid=99.8934, Ask=99.9282 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:16:30: Bid=99.7509, Ask=100.1706 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:16:40: Bid=99.7756, Ask=100.2396 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:16:50: Bid=99.9967, Ask=100.0882 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:17:00: Bid=99.9837, Ask=100.0984 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:17:10: Bid=100.0118, Ask=100.0505 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:17:20: Bid=99.7726, Ask=100.2654 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:17:30: Bid=99.7985, Ask=100.1926 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:17:40: Bid=99.8824, Ask=100.0997 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:17:50: Bid=99.7879, Ask=100.2857 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:18:00: Bid=99.8613, Ask=100.2234 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:18:10: Bid=99.9301, Ask=100.0855 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:18:20: Bid=99.9078, Ask=100.2016 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:18:30: Bid=99.8707, Ask=100.2472 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:18:40: Bid=99.8665, Ask=100.1627 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:18:50: Bid=99.8010, Ask=100.2288 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:19:00: Bid=99.7402, Ask=100.2210 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:19:10: Bid=99.8881, Ask=99.9892 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:19:20: Bid=99.7777, Ask=100.1186 2026-06-10 06:07:56.243 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:19:30: Bid=99.8873, Ask=99.9561 2026-06-10 06:07:56.244 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:19:40: Bid=99.8954, Ask=100.0260 2026-06-10 06:07:56.244 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:19:50: Bid=99.8134, Ask=100.1269 2026-06-10 06:07:56.244 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:20:00: Bid=99.8141, Ask=100.1101 2026-06-10 06:07:56.244 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:20:10: Bid=99.7303, Ask=100.1983 2026-06-10 06:07:56.244 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:20:20: Bid=99.7543, Ask=100.1152 2026-06-10 06:07:56.244 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:20:30: Bid=99.8067, Ask=100.0106 2026-06-10 06:07:56.244 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:20:40: Bid=99.8473, Ask=100.0043 2026-06-10 06:07:56.244 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:20:50: Bid=99.7182, Ask=100.0966 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:21:00: Bid=99.7475, Ask=99.9820 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:21:10: Bid=99.6655, Ask=100.1636 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:21:20: Bid=99.8147, Ask=99.9291 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:21:30: Bid=99.6148, Ask=100.0821 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:21:40: Bid=99.6660, Ask=100.1069 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:21:50: Bid=99.8298, Ask=99.9171 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:22:00: Bid=99.7294, Ask=100.0841 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:22:10: Bid=99.6710, Ask=100.1648 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:22:20: Bid=99.9264, Ask=99.9402 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:22:30: Bid=99.8866, Ask=100.0433 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:22:40: Bid=99.7463, Ask=100.2164 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:22:50: Bid=99.9115, Ask=99.9780 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:23:00: Bid=99.7649, Ask=100.0460 2026-06-10 06:07:56.248 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:23:10: Bid=99.7296, Ask=100.0359 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:23:20: Bid=99.8496, Ask=99.9594 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:23:30: Bid=99.8482, Ask=99.9876 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:23:40: Bid=99.6899, Ask=100.1435 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:23:50: Bid=99.9237, Ask=99.9789 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:24:00: Bid=99.8709, Ask=100.0165 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:24:10: Bid=99.7001, Ask=100.0880 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:24:20: Bid=99.8386, Ask=99.9769 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:24:30: Bid=99.7917, Ask=100.0720 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:24:40: Bid=99.9173, Ask=99.9320 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:24:50: Bid=99.6608, Ask=100.1036 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:25:00: Bid=99.7839, Ask=100.0612 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:25:10: Bid=99.8083, Ask=100.1037 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:25:20: Bid=99.8846, Ask=99.9570 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:25:30: Bid=99.6764, Ask=100.1269 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:25:40: Bid=99.7153, Ask=100.1471 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:25:50: Bid=99.9146, Ask=100.0276 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:26:00: Bid=99.9159, Ask=99.9762 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:26:10: Bid=99.7524, Ask=100.1957 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:26:20: Bid=99.8076, Ask=100.1217 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:26:30: Bid=99.6973, Ask=100.1630 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:26:40: Bid=99.7224, Ask=100.2108 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:26:50: Bid=99.7767, Ask=100.2186 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:27:00: Bid=99.7647, Ask=100.1356 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:27:10: Bid=99.7003, Ask=100.1664 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:27:20: Bid=99.7469, Ask=100.1803 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:27:30: Bid=99.9243, Ask=100.0650 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:27:40: Bid=99.9919, Ask=100.0548 2026-06-10 06:07:56.249 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:27:50: Bid=99.8452, Ask=100.2759 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:28:00: Bid=99.8277, Ask=100.2379 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:28:10: Bid=99.9491, Ask=100.1086 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:28:20: Bid=99.9976, Ask=100.1191 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:28:30: Bid=99.9584, Ask=100.0630 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:28:40: Bid=99.7768, Ask=100.2103 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:28:50: Bid=99.9668, Ask=100.1136 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:29:00: Bid=99.9515, Ask=100.1573 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:29:10: Bid=99.9662, Ask=100.2389 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:29:20: Bid=100.1132, Ask=100.1798 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:29:30: Bid=100.1449, Ask=100.2424 2026-06-10 06:07:56.250 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:29:40: Bid=100.1699, Ask=100.3100 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:29:50: Bid=100.0892, Ask=100.3122 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:30:00: Bid=100.1417, Ask=100.3054 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:30:10: Bid=100.1039, Ask=100.3645 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:30:20: Bid=100.0765, Ask=100.3690 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:30:30: Bid=100.0195, Ask=100.3768 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:30:40: Bid=99.9165, Ask=100.3800 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:30:50: Bid=99.9708, Ask=100.3333 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:31:00: Bid=100.0070, Ask=100.3456 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:31:10: Bid=100.1406, Ask=100.1848 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:31:20: Bid=100.0933, Ask=100.2650 2026-06-10 06:07:56.251 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:31:30: Bid=99.9477, Ask=100.3733 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:31:40: Bid=100.1039, Ask=100.2611 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:31:50: Bid=100.0584, Ask=100.2685 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:32:00: Bid=100.0762, Ask=100.2311 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:32:10: Bid=100.0083, Ask=100.2243 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:32:20: Bid=99.9895, Ask=100.3313 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:32:30: Bid=100.0449, Ask=100.3565 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:32:40: Bid=100.0416, Ask=100.3200 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:32:50: Bid=100.0555, Ask=100.2060 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:33:00: Bid=99.9766, Ask=100.2708 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:33:10: Bid=100.0203, Ask=100.2581 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:33:20: Bid=100.0761, Ask=100.1908 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:33:30: Bid=99.9049, Ask=100.3565 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:33:40: Bid=100.1138, Ask=100.2070 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:33:50: Bid=99.9875, Ask=100.2501 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:34:00: Bid=100.0450, Ask=100.2192 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:34:10: Bid=99.9750, Ask=100.3530 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:34:20: Bid=100.1213, Ask=100.2413 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:34:30: Bid=100.1402, Ask=100.1621 2026-06-10 06:07:56.252 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:34:40: Bid=100.0042, Ask=100.2470 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:34:50: Bid=100.1378, Ask=100.1835 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:35:00: Bid=99.9928, Ask=100.3113 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:35:10: Bid=99.9458, Ask=100.2971 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:35:20: Bid=100.0561, Ask=100.1857 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:35:30: Bid=100.1301, Ask=100.1429 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:35:40: Bid=99.9680, Ask=100.3553 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:35:50: Bid=100.0131, Ask=100.2314 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:36:00: Bid=99.8501, Ask=100.3295 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:36:10: Bid=100.0743, Ask=100.1089 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:36:20: Bid=99.8536, Ask=100.2793 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:36:30: Bid=99.8608, Ask=100.2635 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:36:40: Bid=99.8319, Ask=100.3259 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:36:50: Bid=99.8507, Ask=100.3262 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:37:00: Bid=99.9725, Ask=100.2827 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:37:10: Bid=100.0209, Ask=100.2782 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:37:20: Bid=100.0434, Ask=100.3219 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:37:30: Bid=100.0353, Ask=100.4097 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:37:40: Bid=100.1514, Ask=100.2884 2026-06-10 06:07:56.253 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:37:50: Bid=100.0334, Ask=100.3558 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:38:00: Bid=100.0885, Ask=100.3540 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:38:10: Bid=100.1617, Ask=100.3062 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:38:20: Bid=100.1166, Ask=100.2666 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:38:30: Bid=100.0854, Ask=100.2520 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:38:40: Bid=100.1338, Ask=100.2116 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:38:50: Bid=99.9708, Ask=100.3208 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:39:00: Bid=100.1458, Ask=100.1872 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:39:10: Bid=100.0193, Ask=100.2952 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:39:20: Bid=100.0931, Ask=100.2045 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:39:30: Bid=99.9141, Ask=100.3675 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:39:40: Bid=99.9738, Ask=100.3246 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:39:50: Bid=99.9924, Ask=100.3775 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:40:00: Bid=100.1665, Ask=100.1794 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:40:10: Bid=99.9685, Ask=100.3477 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:40:20: Bid=99.9549, Ask=100.4321 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:40:30: Bid=99.9973, Ask=100.3735 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:40:40: Bid=100.0372, Ask=100.3428 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:40:50: Bid=100.1033, Ask=100.2208 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:41:00: Bid=100.1435, Ask=100.1677 2026-06-10 06:07:56.254 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:41:10: Bid=99.9678, Ask=100.3106 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:41:20: Bid=100.0842, Ask=100.1750 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:41:30: Bid=100.0901, Ask=100.1626 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:41:40: Bid=100.1270, Ask=100.1502 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:41:50: Bid=99.9847, Ask=100.2712 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:42:00: Bid=99.9181, Ask=100.2431 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:42:10: Bid=99.9260, Ask=100.1623 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:42:20: Bid=99.9013, Ask=100.0970 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:42:30: Bid=99.8853, Ask=100.0554 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:42:40: Bid=99.8986, Ask=100.0943 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:42:50: Bid=99.8128, Ask=100.2305 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:43:00: Bid=99.9718, Ask=100.0219 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:43:10: Bid=99.8116, Ask=100.0860 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:43:20: Bid=99.9080, Ask=100.0895 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:43:30: Bid=99.8174, Ask=100.2102 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:43:40: Bid=99.8392, Ask=100.2188 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:43:50: Bid=100.0201, Ask=100.1278 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:44:00: Bid=99.9836, Ask=100.0683 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:44:10: Bid=99.8195, Ask=100.1576 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:44:20: Bid=99.9365, Ask=100.0534 2026-06-10 06:07:56.255 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:44:30: Bid=99.8220, Ask=100.2078 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:44:40: Bid=99.8279, Ask=100.1354 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:44:50: Bid=99.9734, Ask=100.0395 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:45:00: Bid=99.7970, Ask=100.2797 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:45:10: Bid=99.9879, Ask=100.0105 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:45:20: Bid=99.8094, Ask=100.1513 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:45:30: Bid=99.9240, Ask=100.1284 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:45:40: Bid=100.0241, Ask=100.0713 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:45:50: Bid=99.9081, Ask=100.2254 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:46:00: Bid=99.8327, Ask=100.2212 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:46:10: Bid=99.9099, Ask=100.2141 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:46:20: Bid=99.7780, Ask=100.2701 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:46:30: Bid=99.9623, Ask=100.1424 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:46:40: Bid=99.9494, Ask=100.1409 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:46:50: Bid=99.9571, Ask=100.1344 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:47:00: Bid=99.8743, Ask=100.2872 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:47:10: Bid=99.8009, Ask=100.2816 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:47:20: Bid=99.8468, Ask=100.2628 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:47:30: Bid=99.9639, Ask=100.1872 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:47:40: Bid=99.8574, Ask=100.3405 2026-06-10 06:07:56.256 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:47:50: Bid=99.8729, Ask=100.2789 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:48:00: Bid=99.9563, Ask=100.2032 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:48:10: Bid=99.8892, Ask=100.2574 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:48:20: Bid=99.8365, Ask=100.2638 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:48:30: Bid=100.0570, Ask=100.1095 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:48:40: Bid=100.0567, Ask=100.1862 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:48:50: Bid=99.9633, Ask=100.2724 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:49:00: Bid=100.0937, Ask=100.1178 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:49:10: Bid=100.0913, Ask=100.1904 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:49:20: Bid=99.9116, Ask=100.3125 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:49:30: Bid=99.8754, Ask=100.3168 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:49:40: Bid=100.0435, Ask=100.1889 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:49:50: Bid=99.8299, Ask=100.3045 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:50:00: Bid=99.8443, Ask=100.2071 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:50:10: Bid=99.8338, Ask=100.2153 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:50:20: Bid=99.8804, Ask=100.2069 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:50:30: Bid=99.8435, Ask=100.2420 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:50:40: Bid=99.9427, Ask=100.0613 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:50:50: Bid=99.9412, Ask=100.1012 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:51:00: Bid=99.9084, Ask=100.1503 2026-06-10 06:07:56.257 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:51:10: Bid=99.9232, Ask=100.1417 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:51:20: Bid=99.9710, Ask=100.1431 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:51:30: Bid=100.0060, Ask=100.1487 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:51:40: Bid=100.0179, Ask=100.0870 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:51:50: Bid=99.9874, Ask=100.0560 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:52:00: Bid=99.8335, Ask=100.2170 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:52:10: Bid=99.9358, Ask=100.0518 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:52:20: Bid=99.8097, Ask=100.1747 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:52:30: Bid=99.9063, Ask=100.1734 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:52:40: Bid=99.9885, Ask=100.0478 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:52:50: Bid=99.9268, Ask=100.0483 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:53:00: Bid=99.9470, Ask=99.9640 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:53:10: Bid=99.8867, Ask=100.0311 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:53:20: Bid=99.8658, Ask=100.1469 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:53:30: Bid=99.9901, Ask=100.0620 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:53:40: Bid=99.9377, Ask=100.1882 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:53:50: Bid=99.9546, Ask=100.2459 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:54:00: Bid=99.9843, Ask=100.2101 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:54:10: Bid=100.0480, Ask=100.0832 2026-06-10 06:07:56.258 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:54:20: Bid=99.9877, Ask=100.2318 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:54:30: Bid=100.0388, Ask=100.2451 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:54:40: Bid=99.9401, Ask=100.2585 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:54:50: Bid=100.0131, Ask=100.0962 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:55:00: Bid=99.9815, Ask=100.1403 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:55:10: Bid=100.0763, Ask=100.1444 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:55:20: Bid=99.9833, Ask=100.2904 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:55:30: Bid=100.1056, Ask=100.2262 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:55:40: Bid=100.0528, Ask=100.2836 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:55:50: Bid=99.9467, Ask=100.3782 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:56:00: Bid=100.1317, Ask=100.2913 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:56:10: Bid=100.0693, Ask=100.3780 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:56:20: Bid=100.0106, Ask=100.4849 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:56:30: Bid=100.1617, Ask=100.2751 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:56:40: Bid=100.1910, Ask=100.2780 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:56:50: Bid=100.1784, Ask=100.2252 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:57:00: Bid=100.0366, Ask=100.2673 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:57:10: Bid=100.0850, Ask=100.2377 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:57:20: Bid=99.9563, Ask=100.3127 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:57:30: Bid=100.0386, Ask=100.2710 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:57:40: Bid=99.9422, Ask=100.4049 2026-06-10 06:07:56.259 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:57:50: Bid=100.0443, Ask=100.3605 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:58:00: Bid=99.9848, Ask=100.4523 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:58:10: Bid=100.0726, Ask=100.3495 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:58:20: Bid=99.9983, Ask=100.4534 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:58:30: Bid=100.2361, Ask=100.2811 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:58:40: Bid=100.1447, Ask=100.3054 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:58:50: Bid=100.1056, Ask=100.3945 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:59:00: Bid=100.1934, Ask=100.2643 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:59:10: Bid=100.0713, Ask=100.4242 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:59:20: Bid=100.1645, Ask=100.4197 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:59:30: Bid=100.2668, Ask=100.3162 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:59:40: Bid=100.1345, Ask=100.3562 2026-06-10 06:07:56.260 | DEBUG | __main__:simulate_order_book_data:59 - Generated OB snapshot at 2023-01-01 09:59:50: Bid=100.1612, Ask=100.2939 2026-06-10 06:07:56.272 | INFO | __main__:simulate_order_book_data:66 - Finished simulating 360 order book snapshots. 2026-06-10 06:07:56.272 | INFO | __main__:<cell line: 0>:24 - Order book snapshots generated: 360 records First 5 Order Book Snapshots:
| timestamp | best_bid | best_ask | |
|---|---|---|---|
| 0 | 2023-01-01 09:00:00 | 100.002815 | 100.025070 |
| 1 | 2023-01-01 09:00:10 | 99.931756 | 100.051129 |
| 2 | 2023-01-01 09:00:20 | 99.844296 | 100.185879 |
| 3 | 2023-01-01 09:00:30 | 100.028011 | 100.080611 |
| 4 | 2023-01-01 09:00:40 | 100.034199 | 100.058800 |
2026-06-10 06:07:56.297 | INFO | __main__:simulate_trades:17 - Simulating 500 trades... 2026-06-10 06:07:56.300 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:14: Price=100.1456, Side=buy 2026-06-10 06:07:56.304 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:57:04: Price=100.2723, Side=buy 2026-06-10 06:07:56.305 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:53: Price=99.9089, Side=sell 2026-06-10 06:07:56.308 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:05: Price=100.2167, Side=buy 2026-06-10 06:07:56.309 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:28: Price=99.9407, Side=sell 2026-06-10 06:07:56.311 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:12:23: Price=99.9005, Side=sell 2026-06-10 06:07:56.313 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:33:34: Price=100.3562, Side=buy 2026-06-10 06:07:56.314 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:52: Price=99.8434, Side=sell 2026-06-10 06:07:56.315 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:08: Price=100.1185, Side=buy 2026-06-10 06:07:56.317 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:47:21: Price=99.8447, Side=sell 2026-06-10 06:07:56.317 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:20: Price=100.1798, Side=buy 2026-06-10 06:07:56.320 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:28: Price=99.8129, Side=sell 2026-06-10 06:07:56.321 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:44: Price=99.9922, Side=sell 2026-06-10 06:07:56.322 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:18: Price=100.3796, Side=buy 2026-06-10 06:07:56.323 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:02: Price=99.9716, Side=sell 2026-06-10 06:07:56.324 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:12:48: Price=99.8933, Side=sell 2026-06-10 06:07:56.325 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:34:01: Price=100.0476, Side=sell 2026-06-10 06:07:56.326 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:13:53: Price=99.7142, Side=sell 2026-06-10 06:07:56.329 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:39: Price=99.8911, Side=sell 2026-06-10 06:07:56.330 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:33:05: Price=100.2661, Side=buy 2026-06-10 06:07:56.330 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:43:00: Price=100.0240, Side=buy 2026-06-10 06:07:56.331 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:12: Price=100.1641, Side=buy 2026-06-10 06:07:56.332 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:21: Price=100.2028, Side=buy 2026-06-10 06:07:56.333 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:44: Price=99.9565, Side=sell 2026-06-10 06:07:56.334 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:13: Price=100.1576, Side=buy 2026-06-10 06:07:56.337 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:48:55: Price=99.9634, Side=sell 2026-06-10 06:07:56.338 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:18:39: Price=99.8740, Side=sell 2026-06-10 06:07:56.338 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:32:14: Price=100.2239, Side=buy 2026-06-10 06:07:56.339 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:52: Price=100.0401, Side=sell 2026-06-10 06:07:56.340 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:40:55: Price=100.2244, Side=buy 2026-06-10 06:07:56.341 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:18:51: Price=99.7994, Side=sell 2026-06-10 06:07:56.342 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:53:46: Price=99.9409, Side=sell 2026-06-10 06:07:56.343 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:18: Price=99.8915, Side=sell 2026-06-10 06:07:56.343 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:35: Price=99.9178, Side=sell 2026-06-10 06:07:56.344 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:29: Price=100.0749, Side=sell 2026-06-10 06:07:56.345 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:40: Price=100.1510, Side=sell 2026-06-10 06:07:56.346 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:58: Price=99.9219, Side=buy 2026-06-10 06:07:56.347 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:16:18: Price=99.6871, Side=sell 2026-06-10 06:07:56.348 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:56: Price=99.9223, Side=sell 2026-06-10 06:07:56.349 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:50: Price=99.9432, Side=sell 2026-06-10 06:07:56.350 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:55:23: Price=99.9821, Side=sell 2026-06-10 06:07:56.350 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:18: Price=100.0104, Side=buy 2026-06-10 06:07:56.352 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:02:31: Price=100.2578, Side=buy 2026-06-10 06:07:56.353 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:40:17: Price=99.9722, Side=sell 2026-06-10 06:07:56.353 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:59:40: Price=100.1305, Side=sell 2026-06-10 06:07:56.354 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:31:11: Price=100.1871, Side=buy 2026-06-10 06:07:56.355 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:59: Price=100.2717, Side=buy 2026-06-10 06:07:56.356 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:53:21: Price=99.8642, Side=sell 2026-06-10 06:07:56.357 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:47:17: Price=99.8024, Side=sell 2026-06-10 06:07:56.358 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:58:08: Price=99.9883, Side=sell 2026-06-10 06:07:56.359 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:58:39: Price=100.2406, Side=sell 2026-06-10 06:07:56.360 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:47: Price=99.9023, Side=sell 2026-06-10 06:07:56.361 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:02:27: Price=100.1935, Side=buy 2026-06-10 06:07:56.362 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:46:43: Price=99.9543, Side=sell 2026-06-10 06:07:56.362 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:58: Price=100.1005, Side=buy 2026-06-10 06:07:56.364 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:43: Price=100.1319, Side=buy 2026-06-10 06:07:56.364 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:47:22: Price=99.8508, Side=sell 2026-06-10 06:07:56.365 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:03:08: Price=99.9449, Side=sell 2026-06-10 06:07:56.366 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:01: Price=99.8128, Side=sell 2026-06-10 06:07:56.367 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:56: Price=100.1284, Side=buy 2026-06-10 06:07:56.369 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:38: Price=100.2487, Side=buy 2026-06-10 06:07:56.369 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:05:23: Price=99.8664, Side=sell 2026-06-10 06:07:56.370 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:16:26: Price=99.8976, Side=sell 2026-06-10 06:07:56.371 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:46: Price=100.2359, Side=buy 2026-06-10 06:07:56.372 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:17:20: Price=99.7702, Side=sell 2026-06-10 06:07:56.373 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:00:38: Price=100.0320, Side=sell 2026-06-10 06:07:56.374 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:46:15: Price=100.2098, Side=buy 2026-06-10 06:07:56.375 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:35: Price=99.8496, Side=sell 2026-06-10 06:07:56.375 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:28:57: Price=99.9664, Side=sell 2026-06-10 06:07:56.376 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:37: Price=100.0156, Side=buy 2026-06-10 06:07:56.377 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:58:15: Price=100.0687, Side=sell 2026-06-10 06:07:56.378 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:26:02: Price=99.9166, Side=sell 2026-06-10 06:07:56.379 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:47:44: Price=99.8526, Side=sell 2026-06-10 06:07:56.380 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:39: Price=100.1595, Side=sell 2026-06-10 06:07:56.381 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:38: Price=100.2562, Side=buy 2026-06-10 06:07:56.382 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:52: Price=99.9445, Side=sell 2026-06-10 06:07:56.383 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:32: Price=99.9571, Side=buy 2026-06-10 06:07:56.384 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:03: Price=100.0178, Side=buy 2026-06-10 06:07:56.385 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:23: Price=99.9031, Side=sell 2026-06-10 06:07:56.386 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:12: Price=100.1917, Side=buy 2026-06-10 06:07:56.387 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:50: Price=100.2286, Side=buy 2026-06-10 06:07:56.387 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:05: Price=100.3062, Side=buy 2026-06-10 06:07:56.388 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:59: Price=100.3004, Side=buy 2026-06-10 06:07:56.389 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:08: Price=99.8165, Side=sell 2026-06-10 06:07:56.390 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:11:59: Price=100.2293, Side=buy 2026-06-10 06:07:56.391 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:36:49: Price=99.8322, Side=sell 2026-06-10 06:07:56.392 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:18:36: Price=100.2447, Side=buy 2026-06-10 06:07:56.393 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:17: Price=100.0740, Side=sell 2026-06-10 06:07:56.394 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:08: Price=99.8171, Side=sell 2026-06-10 06:07:56.394 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:31:58: Price=100.2649, Side=buy 2026-06-10 06:07:56.395 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:15:24: Price=99.8557, Side=sell 2026-06-10 06:07:56.396 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:54:55: Price=100.0090, Side=sell 2026-06-10 06:07:56.397 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:26:56: Price=100.2162, Side=buy 2026-06-10 06:07:56.398 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:08:26: Price=99.8818, Side=sell 2026-06-10 06:07:56.399 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:51:07: Price=99.9092, Side=sell 2026-06-10 06:07:56.400 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:08: Price=100.1278, Side=sell 2026-06-10 06:07:56.401 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:15:57: Price=99.8585, Side=sell 2026-06-10 06:07:56.401 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:19: Price=100.1658, Side=sell 2026-06-10 06:07:56.402 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:15:06: Price=100.0718, Side=buy 2026-06-10 06:07:56.403 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:31:41: Price=100.1054, Side=sell 2026-06-10 06:07:56.404 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:57: Price=100.1108, Side=buy 2026-06-10 06:07:56.405 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:02:32: Price=99.8952, Side=sell 2026-06-10 06:07:56.406 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:55: Price=100.1127, Side=buy 2026-06-10 06:07:56.407 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:36:41: Price=100.3248, Side=buy 2026-06-10 06:07:56.408 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:25:19: Price=99.8091, Side=sell 2026-06-10 06:07:56.410 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:36: Price=100.3206, Side=buy 2026-06-10 06:07:56.411 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:42: Price=100.1388, Side=buy 2026-06-10 06:07:56.412 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:01: Price=99.9225, Side=sell 2026-06-10 06:07:56.413 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:05: Price=100.2229, Side=buy 2026-06-10 06:07:56.414 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:14:49: Price=99.7741, Side=sell 2026-06-10 06:07:56.415 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:16:07: Price=99.6763, Side=sell 2026-06-10 06:07:56.415 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:46:48: Price=99.9498, Side=sell 2026-06-10 06:07:56.416 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:01: Price=99.9792, Side=sell 2026-06-10 06:07:56.417 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:18:50: Price=100.2335, Side=buy 2026-06-10 06:07:56.418 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:57:53: Price=100.0402, Side=sell 2026-06-10 06:07:56.419 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:14:28: Price=100.0875, Side=buy 2026-06-10 06:07:56.419 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:22:46: Price=100.2212, Side=buy 2026-06-10 06:07:56.420 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:53:43: Price=100.1839, Side=buy 2026-06-10 06:07:56.421 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:14: Price=100.0527, Side=buy 2026-06-10 06:07:56.422 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:55:30: Price=100.2245, Side=buy 2026-06-10 06:07:56.423 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:10:04: Price=100.2469, Side=buy 2026-06-10 06:07:56.424 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:52: Price=100.1285, Side=buy 2026-06-10 06:07:56.425 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:54:30: Price=100.2412, Side=buy 2026-06-10 06:07:56.425 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:59:08: Price=100.2606, Side=buy 2026-06-10 06:07:56.426 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:27: Price=99.9778, Side=buy 2026-06-10 06:07:56.427 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:01:04: Price=100.0224, Side=buy 2026-06-10 06:07:56.428 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:08:39: Price=99.9465, Side=sell 2026-06-10 06:07:56.429 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:54: Price=100.1010, Side=buy 2026-06-10 06:07:56.430 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:53:06: Price=99.9472, Side=sell 2026-06-10 06:07:56.430 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:26: Price=100.0538, Side=sell 2026-06-10 06:07:56.431 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:41:59: Price=100.2735, Side=buy 2026-06-10 06:07:56.432 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:59:11: Price=100.0709, Side=sell 2026-06-10 06:07:56.433 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:02:07: Price=100.1417, Side=buy 2026-06-10 06:07:56.434 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:57:50: Price=100.0435, Side=sell 2026-06-10 06:07:56.434 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:22: Price=100.0559, Side=sell 2026-06-10 06:07:56.435 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:16: Price=100.3685, Side=buy 2026-06-10 06:07:56.436 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:59: Price=99.9127, Side=buy 2026-06-10 06:07:56.437 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:18:46: Price=99.8653, Side=sell 2026-06-10 06:07:56.438 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:40:46: Price=100.0368, Side=sell 2026-06-10 06:07:56.438 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:41:19: Price=99.9638, Side=sell 2026-06-10 06:07:56.439 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:47:54: Price=100.2825, Side=buy 2026-06-10 06:07:56.440 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:26: Price=100.0527, Side=buy 2026-06-10 06:07:56.441 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:15:35: Price=99.9077, Side=sell 2026-06-10 06:07:56.442 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:57: Price=99.9700, Side=sell 2026-06-10 06:07:56.442 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:29: Price=99.9623, Side=sell 2026-06-10 06:07:56.443 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:24: Price=99.8082, Side=sell 2026-06-10 06:07:56.444 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:10:25: Price=100.0011, Side=sell 2026-06-10 06:07:56.445 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:46: Price=100.2739, Side=buy 2026-06-10 06:07:56.446 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:35: Price=99.9947, Side=sell 2026-06-10 06:07:56.447 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:58: Price=100.3567, Side=buy 2026-06-10 06:07:56.447 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:20: Price=100.1183, Side=sell 2026-06-10 06:07:56.448 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:28:02: Price=99.8315, Side=sell 2026-06-10 06:07:56.449 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:51:13: Price=99.9269, Side=sell 2026-06-10 06:07:56.450 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:13: Price=100.1951, Side=buy 2026-06-10 06:07:56.451 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:40:59: Price=100.1018, Side=sell 2026-06-10 06:07:56.451 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:27: Price=100.2010, Side=buy 2026-06-10 06:07:56.453 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:32:55: Price=100.2095, Side=buy 2026-06-10 06:07:56.454 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:54: Price=99.9199, Side=sell 2026-06-10 06:07:56.454 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:01: Price=100.2241, Side=buy 2026-06-10 06:07:56.455 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:57:41: Price=100.4060, Side=buy 2026-06-10 06:07:56.456 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:54: Price=99.9687, Side=sell 2026-06-10 06:07:56.457 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:18:39: Price=99.8749, Side=sell 2026-06-10 06:07:56.458 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:57: Price=99.9757, Side=buy 2026-06-10 06:07:56.459 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:46: Price=99.9089, Side=sell 2026-06-10 06:07:56.460 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:35: Price=100.2379, Side=buy 2026-06-10 06:07:56.461 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:36:12: Price=100.1076, Side=buy 2026-06-10 06:07:56.462 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:58: Price=99.9674, Side=sell 2026-06-10 06:07:56.463 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:16: Price=99.6682, Side=sell 2026-06-10 06:07:56.464 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:44: Price=100.2155, Side=buy 2026-06-10 06:07:56.465 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:10:37: Price=100.2769, Side=buy 2026-06-10 06:07:56.466 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:03:23: Price=100.1691, Side=buy 2026-06-10 06:07:56.467 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:11: Price=99.9877, Side=sell 2026-06-10 06:07:56.467 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:10: Price=100.1017, Side=sell 2026-06-10 06:07:56.468 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:51:32: Price=100.1472, Side=buy 2026-06-10 06:07:56.469 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:34: Price=99.8743, Side=sell 2026-06-10 06:07:56.470 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:40:29: Price=99.9552, Side=sell 2026-06-10 06:07:56.471 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:03: Price=99.9792, Side=buy 2026-06-10 06:07:56.472 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:40:54: Price=100.2159, Side=buy 2026-06-10 06:07:56.472 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:34: Price=100.0133, Side=buy 2026-06-10 06:07:56.473 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:10: Price=99.9337, Side=sell 2026-06-10 06:07:56.474 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:08:11: Price=100.3294, Side=buy 2026-06-10 06:07:56.475 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:29:23: Price=100.1760, Side=buy 2026-06-10 06:07:56.476 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:36:21: Price=100.2793, Side=buy 2026-06-10 06:07:56.476 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:53: Price=100.1741, Side=sell 2026-06-10 06:07:56.477 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:58:49: Price=100.3048, Side=buy 2026-06-10 06:07:56.478 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:31:23: Price=100.2687, Side=buy 2026-06-10 06:07:56.479 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:18: Price=100.0200, Side=sell 2026-06-10 06:07:56.480 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:48:26: Price=99.8344, Side=sell 2026-06-10 06:07:56.481 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:39: Price=100.0697, Side=buy 2026-06-10 06:07:56.482 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:11:43: Price=99.9013, Side=sell 2026-06-10 06:07:56.483 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:42: Price=99.9314, Side=buy 2026-06-10 06:07:56.484 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:13: Price=100.2405, Side=buy 2026-06-10 06:07:56.484 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:20: Price=100.1792, Side=buy 2026-06-10 06:07:56.485 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:10: Price=99.6627, Side=sell 2026-06-10 06:07:56.486 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:53:11: Price=100.0269, Side=buy 2026-06-10 06:07:56.487 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:43:13: Price=100.0863, Side=buy 2026-06-10 06:07:56.488 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:13:14: Price=99.8824, Side=sell 2026-06-10 06:07:56.489 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:55:54: Price=100.3755, Side=buy 2026-06-10 06:07:56.490 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:59: Price=100.0402, Side=sell 2026-06-10 06:07:56.490 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:41:07: Price=100.1703, Side=buy 2026-06-10 06:07:56.491 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:44: Price=100.1322, Side=buy 2026-06-10 06:07:56.492 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:45: Price=99.9882, Side=sell 2026-06-10 06:07:56.493 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:29: Price=100.1184, Side=sell 2026-06-10 06:07:56.494 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:32: Price=100.0890, Side=sell 2026-06-10 06:07:56.495 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:49: Price=99.8951, Side=sell 2026-06-10 06:07:56.495 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:04:39: Price=99.8831, Side=sell 2026-06-10 06:07:56.497 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:40: Price=99.8482, Side=sell 2026-06-10 06:07:56.498 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:01: Price=100.0146, Side=buy 2026-06-10 06:07:56.498 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:51: Price=100.3289, Side=buy 2026-06-10 06:07:56.499 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:46: Price=100.1868, Side=sell 2026-06-10 06:07:56.500 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:58:59: Price=100.3956, Side=buy 2026-06-10 06:07:56.501 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:34:36: Price=100.1398, Side=sell 2026-06-10 06:07:56.502 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:50: Price=100.3553, Side=buy 2026-06-10 06:07:56.503 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:55:17: Price=100.1426, Side=buy 2026-06-10 06:07:56.503 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:32:28: Price=100.3359, Side=buy 2026-06-10 06:07:56.504 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:45: Price=100.3831, Side=buy 2026-06-10 06:07:56.505 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:57:09: Price=100.0414, Side=sell 2026-06-10 06:07:56.506 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:05:45: Price=100.0807, Side=buy 2026-06-10 06:07:56.507 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:48:18: Price=99.8941, Side=sell 2026-06-10 06:07:56.508 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:35:46: Price=100.3539, Side=buy 2026-06-10 06:07:56.509 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:18: Price=99.8872, Side=sell 2026-06-10 06:07:56.510 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:05: Price=100.0489, Side=buy 2026-06-10 06:07:56.511 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:11: Price=99.8152, Side=sell 2026-06-10 06:07:56.513 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:27: Price=99.9609, Side=sell 2026-06-10 06:07:56.513 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:24: Price=100.3109, Side=buy 2026-06-10 06:07:56.514 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:46: Price=100.3288, Side=buy 2026-06-10 06:07:56.515 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:10: Price=99.6618, Side=sell 2026-06-10 06:07:56.516 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:48:23: Price=100.2619, Side=buy 2026-06-10 06:07:56.517 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:25:42: Price=99.7185, Side=sell 2026-06-10 06:07:56.518 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:44: Price=100.0728, Side=buy 2026-06-10 06:07:56.519 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:28:54: Price=99.9620, Side=sell 2026-06-10 06:07:56.520 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:05: Price=99.9865, Side=buy 2026-06-10 06:07:56.521 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:19: Price=99.7265, Side=sell 2026-06-10 06:07:56.521 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:23: Price=100.0982, Side=buy 2026-06-10 06:07:56.522 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:57:38: Price=100.2711, Side=buy 2026-06-10 06:07:56.523 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:36:50: Price=100.3278, Side=buy 2026-06-10 06:07:56.524 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:59:49: Price=100.3572, Side=buy 2026-06-10 06:07:56.525 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:10:31: Price=100.2712, Side=buy 2026-06-10 06:07:56.526 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:47:17: Price=100.2839, Side=buy 2026-06-10 06:07:56.527 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:02:58: Price=99.9239, Side=sell 2026-06-10 06:07:56.529 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:07: Price=100.1225, Side=buy 2026-06-10 06:07:56.530 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:41:40: Price=100.1295, Side=sell 2026-06-10 06:07:56.531 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:53:30: Price=99.9875, Side=sell 2026-06-10 06:07:56.532 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:16:19: Price=99.6944, Side=sell 2026-06-10 06:07:56.533 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:53:32: Price=99.9942, Side=sell 2026-06-10 06:07:56.533 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:13:14: Price=99.8856, Side=sell 2026-06-10 06:07:56.534 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:56: Price=99.9704, Side=sell 2026-06-10 06:07:56.535 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:14: Price=99.8882, Side=sell 2026-06-10 06:07:56.536 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:28:34: Price=100.0662, Side=buy 2026-06-10 06:07:56.537 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:54:41: Price=100.2622, Side=buy 2026-06-10 06:07:56.538 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:03:33: Price=100.0557, Side=sell 2026-06-10 06:07:56.539 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:51: Price=100.3579, Side=buy 2026-06-10 06:07:56.539 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:35:13: Price=100.2949, Side=buy 2026-06-10 06:07:56.540 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:05: Price=100.2148, Side=buy 2026-06-10 06:07:56.541 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:35:02: Price=100.3147, Side=buy 2026-06-10 06:07:56.542 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:15: Price=100.1441, Side=buy 2026-06-10 06:07:56.543 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:51: Price=99.9781, Side=buy 2026-06-10 06:07:56.544 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:03: Price=99.7620, Side=sell 2026-06-10 06:07:56.544 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:05:34: Price=100.0176, Side=sell 2026-06-10 06:07:56.545 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:45: Price=100.1103, Side=buy 2026-06-10 06:07:56.546 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:22: Price=99.9395, Side=sell 2026-06-10 06:07:56.547 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:23: Price=100.1003, Side=buy 2026-06-10 06:07:56.548 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:38: Price=100.1637, Side=sell 2026-06-10 06:07:56.549 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:28: Price=100.0044, Side=sell 2026-06-10 06:07:56.549 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:00:21: Price=100.1811, Side=buy 2026-06-10 06:07:56.550 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:14:43: Price=99.9963, Side=buy 2026-06-10 06:07:56.551 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:38: Price=99.8715, Side=sell 2026-06-10 06:07:56.552 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:40: Price=100.0240, Side=buy 2026-06-10 06:07:56.553 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:03:15: Price=100.2803, Side=buy 2026-06-10 06:07:56.554 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:54:11: Price=100.0436, Side=sell 2026-06-10 06:07:56.555 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:57:07: Price=100.0376, Side=sell 2026-06-10 06:07:56.556 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:01:07: Price=100.0269, Side=buy 2026-06-10 06:07:56.556 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:53: Price=99.8084, Side=sell 2026-06-10 06:07:56.557 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:05: Price=100.0172, Side=buy 2026-06-10 06:07:56.558 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:12:47: Price=100.1559, Side=buy 2026-06-10 06:07:56.559 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:37: Price=100.0766, Side=buy 2026-06-10 06:07:56.560 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:08: Price=100.2816, Side=buy 2026-06-10 06:07:56.561 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:32:05: Price=100.2324, Side=buy 2026-06-10 06:07:56.561 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:25:29: Price=99.8870, Side=sell 2026-06-10 06:07:56.562 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:22: Price=99.9754, Side=buy 2026-06-10 06:07:56.563 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:02: Price=100.2098, Side=buy 2026-06-10 06:07:56.564 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:11: Price=99.8302, Side=sell 2026-06-10 06:07:56.565 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:03: Price=99.8740, Side=sell 2026-06-10 06:07:56.566 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:11:57: Price=99.8003, Side=sell 2026-06-10 06:07:56.567 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:32:40: Price=100.3232, Side=buy 2026-06-10 06:07:56.568 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:04:18: Price=99.9855, Side=sell 2026-06-10 06:07:56.568 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:13:45: Price=99.9340, Side=buy 2026-06-10 06:07:56.569 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:02:51: Price=99.9296, Side=sell 2026-06-10 06:07:56.570 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:35:11: Price=99.9507, Side=sell 2026-06-10 06:07:56.571 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:04: Price=99.9700, Side=sell 2026-06-10 06:07:56.572 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:51:25: Price=100.1409, Side=buy 2026-06-10 06:07:56.573 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:58:51: Price=100.3981, Side=buy 2026-06-10 06:07:56.574 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:22:39: Price=99.8829, Side=sell 2026-06-10 06:07:56.575 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:25:07: Price=99.7878, Side=sell 2026-06-10 06:07:56.575 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:44: Price=99.9467, Side=sell 2026-06-10 06:07:56.576 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:26:23: Price=99.8124, Side=sell 2026-06-10 06:07:56.577 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:33:52: Price=99.9862, Side=sell 2026-06-10 06:07:56.578 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:54:25: Price=99.9907, Side=sell 2026-06-10 06:07:56.579 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:38: Price=99.8712, Side=sell 2026-06-10 06:07:56.580 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:41:07: Price=100.1682, Side=buy 2026-06-10 06:07:56.580 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:55: Price=99.9129, Side=buy 2026-06-10 06:07:56.581 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:07: Price=99.7951, Side=sell 2026-06-10 06:07:56.582 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:41:08: Price=100.1402, Side=sell 2026-06-10 06:07:56.583 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:18: Price=100.1034, Side=sell 2026-06-10 06:07:56.584 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:37: Price=99.8766, Side=sell 2026-06-10 06:07:56.585 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:29:41: Price=100.1713, Side=sell 2026-06-10 06:07:56.586 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:54:01: Price=100.2058, Side=buy 2026-06-10 06:07:56.587 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:43:31: Price=99.8160, Side=sell 2026-06-10 06:07:56.588 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:54:41: Price=100.2630, Side=buy 2026-06-10 06:07:56.589 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:44: Price=99.9086, Side=sell 2026-06-10 06:07:56.590 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:04:35: Price=100.1950, Side=buy 2026-06-10 06:07:56.590 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:25:00: Price=99.7827, Side=sell 2026-06-10 06:07:56.591 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:43: Price=100.2127, Side=buy 2026-06-10 06:07:56.592 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:46:21: Price=99.7825, Side=sell 2026-06-10 06:07:56.593 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:25:23: Price=99.8872, Side=sell 2026-06-10 06:07:56.594 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:10: Price=100.2955, Side=buy 2026-06-10 06:07:56.596 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:10: Price=99.7018, Side=sell 2026-06-10 06:07:56.597 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:17:02: Price=100.0937, Side=buy 2026-06-10 06:07:56.598 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:12:42: Price=99.8923, Side=sell 2026-06-10 06:07:56.599 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:20: Price=100.2642, Side=buy 2026-06-10 06:07:56.600 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:17:46: Price=99.8796, Side=sell 2026-06-10 06:07:56.601 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:41:46: Price=100.1289, Side=sell 2026-06-10 06:07:56.601 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:33:31: Price=100.3528, Side=buy 2026-06-10 06:07:56.602 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:58:13: Price=100.3490, Side=buy 2026-06-10 06:07:56.603 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:48:41: Price=100.0616, Side=sell 2026-06-10 06:07:56.604 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:55:19: Price=100.0780, Side=sell 2026-06-10 06:07:56.605 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:48:26: Price=100.2643, Side=buy 2026-06-10 06:07:56.606 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:49: Price=99.8989, Side=sell 2026-06-10 06:07:56.607 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:48:35: Price=100.1124, Side=buy 2026-06-10 06:07:56.608 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:34:43: Price=100.2432, Side=buy 2026-06-10 06:07:56.609 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:13:43: Price=99.9285, Side=buy 2026-06-10 06:07:56.610 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:33:43: Price=100.2056, Side=buy 2026-06-10 06:07:56.611 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:04: Price=100.1454, Side=sell 2026-06-10 06:07:56.612 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:39: Price=100.4108, Side=buy 2026-06-10 06:07:56.613 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:05:53: Price=100.2200, Side=buy 2026-06-10 06:07:56.614 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:48:56: Price=99.9636, Side=sell 2026-06-10 06:07:56.615 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:30: Price=99.9096, Side=sell 2026-06-10 06:07:56.616 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:05:02: Price=100.1869, Side=buy 2026-06-10 06:07:56.616 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:43:51: Price=100.1273, Side=buy 2026-06-10 06:07:56.617 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:46:25: Price=99.7743, Side=sell 2026-06-10 06:07:56.618 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:35: Price=100.2778, Side=buy 2026-06-10 06:07:56.619 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:08:48: Price=99.8975, Side=sell 2026-06-10 06:07:56.620 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:59:16: Price=100.4275, Side=buy 2026-06-10 06:07:56.621 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:35:22: Price=100.1837, Side=buy 2026-06-10 06:07:56.622 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:11:03: Price=99.8655, Side=sell 2026-06-10 06:07:56.622 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:15:23: Price=99.8555, Side=sell 2026-06-10 06:07:56.623 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:35:25: Price=100.0596, Side=sell 2026-06-10 06:07:56.624 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:17:06: Price=100.0998, Side=buy 2026-06-10 06:07:56.625 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:36: Price=100.0315, Side=sell 2026-06-10 06:07:56.626 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:40: Price=100.0043, Side=buy 2026-06-10 06:07:56.627 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:11:30: Price=100.0734, Side=buy 2026-06-10 06:07:56.628 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:37: Price=99.8887, Side=sell 2026-06-10 06:07:56.628 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:28: Price=100.2698, Side=buy 2026-06-10 06:07:56.629 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:01:56: Price=100.0421, Side=buy 2026-06-10 06:07:56.630 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:43:47: Price=99.8407, Side=sell 2026-06-10 06:07:56.631 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:21: Price=99.8109, Side=sell 2026-06-10 06:07:56.632 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:02:04: Price=99.9657, Side=sell 2026-06-10 06:07:56.633 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:14: Price=100.0223, Side=sell 2026-06-10 06:07:56.634 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:37: Price=99.8041, Side=sell 2026-06-10 06:07:56.635 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:55:06: Price=99.9794, Side=sell 2026-06-10 06:07:56.635 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:04:58: Price=100.0659, Side=buy 2026-06-10 06:07:56.636 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:28:22: Price=99.9973, Side=sell 2026-06-10 06:07:56.637 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:13: Price=100.0340, Side=buy 2026-06-10 06:07:56.638 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:02: Price=100.0961, Side=sell 2026-06-10 06:07:56.639 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:58:45: Price=100.1495, Side=sell 2026-06-10 06:07:56.640 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:08:55: Price=99.9093, Side=sell 2026-06-10 06:07:56.640 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:14: Price=99.9789, Side=sell 2026-06-10 06:07:56.641 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:08:21: Price=99.8826, Side=sell 2026-06-10 06:07:56.642 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:37: Price=100.3087, Side=buy 2026-06-10 06:07:56.643 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:26:13: Price=99.7499, Side=sell 2026-06-10 06:07:56.644 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:59:04: Price=100.2674, Side=buy 2026-06-10 06:07:56.645 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:26: Price=100.0900, Side=sell 2026-06-10 06:07:56.646 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:10:52: Price=100.0461, Side=sell 2026-06-10 06:07:56.646 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:31:52: Price=100.0621, Side=sell 2026-06-10 06:07:56.647 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:33:57: Price=100.2460, Side=buy 2026-06-10 06:07:56.648 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:26:50: Price=99.7814, Side=sell 2026-06-10 06:07:56.649 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:14:41: Price=99.7701, Side=sell 2026-06-10 06:07:56.650 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:12: Price=99.8891, Side=sell 2026-06-10 06:07:56.650 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:57:32: Price=100.0364, Side=sell 2026-06-10 06:07:56.651 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:00:33: Price=100.0799, Side=buy 2026-06-10 06:07:56.652 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:18:03: Price=99.8640, Side=sell 2026-06-10 06:07:56.653 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:58: Price=100.1026, Side=buy 2026-06-10 06:07:56.654 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:55: Price=100.3195, Side=buy 2026-06-10 06:07:56.655 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:42: Price=100.0249, Side=buy 2026-06-10 06:07:56.656 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:44: Price=99.9197, Side=sell 2026-06-10 06:07:56.656 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:32: Price=100.0517, Side=buy 2026-06-10 06:07:56.657 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:36: Price=99.9903, Side=sell 2026-06-10 06:07:56.658 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:08: Price=99.7675, Side=sell 2026-06-10 06:07:56.659 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:13:35: Price=99.6460, Side=sell 2026-06-10 06:07:56.660 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:03:05: Price=100.2514, Side=buy 2026-06-10 06:07:56.661 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:22:44: Price=99.7465, Side=sell 2026-06-10 06:07:56.661 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:10:10: Price=100.2731, Side=buy 2026-06-10 06:07:56.662 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:41:51: Price=99.9813, Side=sell 2026-06-10 06:07:56.663 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:05: Price=99.9191, Side=sell 2026-06-10 06:07:56.664 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:34:37: Price=100.1423, Side=sell 2026-06-10 06:07:56.665 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:27: Price=99.7575, Side=sell 2026-06-10 06:07:56.665 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:25:08: Price=99.7856, Side=sell 2026-06-10 06:07:56.666 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:28:26: Price=100.0006, Side=sell 2026-06-10 06:07:56.667 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:30: Price=100.3177, Side=buy 2026-06-10 06:07:56.668 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:18:07: Price=100.2256, Side=buy 2026-06-10 06:07:56.669 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:50: Price=99.9891, Side=sell 2026-06-10 06:07:56.670 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:56: Price=99.8093, Side=sell 2026-06-10 06:07:56.670 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:46:28: Price=100.2654, Side=buy 2026-06-10 06:07:56.671 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:47:49: Price=100.3374, Side=buy 2026-06-10 06:07:56.672 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:06: Price=100.1409, Side=sell 2026-06-10 06:07:56.673 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:28:11: Price=100.1077, Side=buy 2026-06-10 06:07:56.674 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:54: Price=99.9306, Side=sell 2026-06-10 06:07:56.675 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:13: Price=100.2174, Side=buy 2026-06-10 06:07:56.676 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:35:24: Price=100.1863, Side=buy 2026-06-10 06:07:56.676 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:12: Price=99.9881, Side=sell 2026-06-10 06:07:56.677 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:21:25: Price=99.9287, Side=buy 2026-06-10 06:07:56.678 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:36:23: Price=99.8541, Side=sell 2026-06-10 06:07:56.679 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:46:08: Price=99.8338, Side=sell 2026-06-10 06:07:56.680 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:13:07: Price=100.1167, Side=buy 2026-06-10 06:07:56.681 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:22: Price=100.1197, Side=buy 2026-06-10 06:07:56.681 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:20:19: Price=99.7324, Side=sell 2026-06-10 06:07:56.682 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:47:07: Price=99.8724, Side=sell 2026-06-10 06:07:56.683 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:48: Price=99.6878, Side=sell 2026-06-10 06:07:56.684 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:08: Price=100.1497, Side=sell 2026-06-10 06:07:56.685 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:26:56: Price=99.7812, Side=sell 2026-06-10 06:07:56.686 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:54:55: Price=100.0941, Side=buy 2026-06-10 06:07:56.686 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:19:38: Price=99.9545, Side=buy 2026-06-10 06:07:56.687 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:11: Price=100.1064, Side=sell 2026-06-10 06:07:56.688 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:14:36: Price=99.9805, Side=buy 2026-06-10 06:07:56.689 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:18:30: Price=99.8670, Side=sell 2026-06-10 06:07:56.690 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:42:01: Price=100.2405, Side=buy 2026-06-10 06:07:56.691 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:43: Price=100.0727, Side=buy 2026-06-10 06:07:56.691 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:03:35: Price=100.2029, Side=buy 2026-06-10 06:07:56.692 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:48:58: Price=99.9594, Side=sell 2026-06-10 06:07:56.693 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:37: Price=100.1685, Side=buy 2026-06-10 06:07:56.694 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:34: Price=100.4087, Side=buy 2026-06-10 06:07:56.695 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:32:28: Price=99.9910, Side=sell 2026-06-10 06:07:56.696 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:51:36: Price=100.0042, Side=sell 2026-06-10 06:07:56.696 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:44:05: Price=100.0724, Side=buy 2026-06-10 06:07:56.697 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:06: Price=100.1059, Side=buy 2026-06-10 06:07:56.698 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:21: Price=100.3167, Side=buy 2026-06-10 06:07:56.699 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:11:57: Price=99.7993, Side=sell 2026-06-10 06:07:56.700 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:12:00: Price=100.0684, Side=buy 2026-06-10 06:07:56.701 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:06: Price=99.7615, Side=sell 2026-06-10 06:07:56.702 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:51:07: Price=99.9122, Side=sell 2026-06-10 06:07:56.702 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:00:37: Price=100.0287, Side=sell 2026-06-10 06:07:56.703 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:07:19: Price=99.9793, Side=sell 2026-06-10 06:07:56.704 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:43:46: Price=99.8431, Side=sell 2026-06-10 06:07:56.705 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:09: Price=99.7751, Side=sell 2026-06-10 06:07:56.706 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:55:12: Price=100.1427, Side=buy 2026-06-10 06:07:56.707 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:54: Price=99.8314, Side=sell 2026-06-10 06:07:56.708 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:03: Price=100.1129, Side=buy 2026-06-10 06:07:56.708 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:00: Price=99.7656, Side=sell 2026-06-10 06:07:56.709 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:51:41: Price=100.0838, Side=buy 2026-06-10 06:07:56.710 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:58:26: Price=100.0015, Side=sell 2026-06-10 06:07:56.711 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:35:10: Price=99.9417, Side=sell 2026-06-10 06:07:56.712 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:41: Price=100.0682, Side=buy 2026-06-10 06:07:56.713 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:09:35: Price=99.8749, Side=sell 2026-06-10 06:07:56.714 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:16:56: Price=100.0858, Side=buy 2026-06-10 06:07:56.714 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:16:04: Price=99.6828, Side=sell 2026-06-10 06:07:56.715 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:22:30: Price=99.8875, Side=sell 2026-06-10 06:07:56.716 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:39:06: Price=100.1848, Side=buy 2026-06-10 06:07:56.717 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:24:32: Price=100.0676, Side=buy 2026-06-10 06:07:56.718 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:08:04: Price=99.9299, Side=sell 2026-06-10 06:07:56.719 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:40: Price=99.9938, Side=sell 2026-06-10 06:07:56.719 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:43:36: Price=99.8161, Side=sell 2026-06-10 06:07:56.720 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:15:04: Price=100.0750, Side=buy 2026-06-10 06:07:56.721 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:32:38: Price=100.3561, Side=buy 2026-06-10 06:07:56.722 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:41:21: Price=100.0833, Side=sell 2026-06-10 06:07:56.723 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:29: Price=100.0460, Side=sell 2026-06-10 06:07:56.724 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:54:44: Price=100.2611, Side=buy 2026-06-10 06:07:56.725 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:46:26: Price=100.2703, Side=buy 2026-06-10 06:07:56.725 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:36:03: Price=99.8459, Side=sell 2026-06-10 06:07:56.726 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:38:30: Price=100.2477, Side=buy 2026-06-10 06:07:56.727 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:37:23: Price=100.3226, Side=buy 2026-06-10 06:07:56.728 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:10:13: Price=100.2731, Side=buy 2026-06-10 06:07:56.729 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:35:31: Price=100.1263, Side=sell 2026-06-10 06:07:56.730 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:14:01: Price=99.8125, Side=sell 2026-06-10 06:07:56.731 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:34:50: Price=100.1409, Side=sell 2026-06-10 06:07:56.731 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:30:57: Price=100.3335, Side=buy 2026-06-10 06:07:56.732 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:31:11: Price=100.1854, Side=buy 2026-06-10 06:07:56.733 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:55: Price=99.9103, Side=sell 2026-06-10 06:07:56.734 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:01: Price=99.7678, Side=sell 2026-06-10 06:07:56.735 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:50:54: Price=100.1020, Side=buy 2026-06-10 06:07:56.736 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:03:05: Price=99.9404, Side=sell 2026-06-10 06:07:56.737 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:04:21: Price=100.2620, Side=buy 2026-06-10 06:07:56.738 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:04:42: Price=99.8167, Side=sell 2026-06-10 06:07:56.738 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:27:54: Price=100.2786, Side=buy 2026-06-10 06:07:56.739 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:52:16: Price=99.9345, Side=sell 2026-06-10 06:07:56.740 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:26:06: Price=99.9196, Side=sell 2026-06-10 06:07:56.741 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:25:46: Price=99.7111, Side=sell 2026-06-10 06:07:56.742 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:10: Price=100.0120, Side=buy 2026-06-10 06:07:56.743 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:44: Price=100.1403, Side=buy 2026-06-10 06:07:56.744 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:36:40: Price=99.8321, Side=sell 2026-06-10 06:07:56.744 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:49:41: Price=100.1923, Side=buy 2026-06-10 06:07:56.745 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:51:37: Price=100.1535, Side=buy 2026-06-10 06:07:56.746 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:31:36: Price=99.9481, Side=sell 2026-06-10 06:07:56.747 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:56:12: Price=100.3755, Side=buy 2026-06-10 06:07:56.748 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:23:37: Price=99.9853, Side=buy 2026-06-10 06:07:56.749 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:59:44: Price=100.3515, Side=buy 2026-06-10 06:07:56.750 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:04: Price=99.7982, Side=sell 2026-06-10 06:07:56.751 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:01:04: Price=100.0218, Side=buy 2026-06-10 06:07:56.752 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:06:53: Price=100.2960, Side=buy 2026-06-10 06:07:56.752 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:45:52: Price=100.2229, Side=buy 2026-06-10 06:07:56.753 | DEBUG | __main__:simulate_trades:62 - Generated trade at 2023-01-01 09:03:01: Price=99.9413, Side=sell 2026-06-10 06:07:56.759 | INFO | __main__:simulate_trades:69 - Finished simulating 500 trades. 2026-06-10 06:07:56.759 | INFO | __main__:<cell line: 0>:33 - Trades generated: 500 records First 5 Trades:
| timestamp | trade_price | aggressor_side | |
|---|---|---|---|
| 0 | 2023-01-01 09:00:21 | 100.181069 | buy |
| 1 | 2023-01-01 09:00:33 | 100.079921 | buy |
| 2 | 2023-01-01 09:00:37 | 100.028691 | sell |
| 3 | 2023-01-01 09:00:38 | 100.032024 | sell |
| 4 | 2023-01-01 09:01:04 | 100.021771 | buy |
2026-06-10 06:07:56.778 | INFO | __main__:process_trades_for_spreads:15 - Processing trades to calculate effective and realized spreads...
2026-06-10 06:07:56.783 | DEBUG | __main__:process_trades_for_spreads:20 - [DEBUG_INSIDE_PROCESS] trades_df head:
timestamp trade_price aggressor_side
0 2023-01-01 09:00:21 100.181069 buy
1 2023-01-01 09:00:33 100.079921 buy
2 2023-01-01 09:00:37 100.028691 sell
3 2023-01-01 09:00:38 100.032024 sell
4 2023-01-01 09:01:04 100.021771 buy
2026-06-10 06:07:56.787 | DEBUG | __main__:process_trades_for_spreads:21 - [DEBUG_INSIDE_PROCESS] trades_df tail:
timestamp trade_price aggressor_side
495 2023-01-01 09:59:11 100.070900 sell
496 2023-01-01 09:59:16 100.427503 buy
497 2023-01-01 09:59:40 100.130511 sell
498 2023-01-01 09:59:44 100.351530 buy
499 2023-01-01 09:59:49 100.357180 buy
2026-06-10 06:07:56.788 | DEBUG | __main__:process_trades_for_spreads:22 - [DEBUG_INSIDE_PROCESS] trades_df dtypes:
timestamp datetime64[ns]
trade_price float64
aggressor_side object
dtype: object
2026-06-10 06:07:56.790 | DEBUG | __main__:process_trades_for_spreads:23 - [DEBUG_INSIDE_PROCESS] trades_df min timestamp: 2023-01-01 09:00:21, max timestamp: 2023-01-01 09:59:49
2026-06-10 06:07:56.794 | DEBUG | __main__:process_trades_for_spreads:25 - [DEBUG_INSIDE_PROCESS] ob_snapshots_df head:
timestamp best_bid best_ask
0 2023-01-01 09:00:00 100.002815 100.025070
1 2023-01-01 09:00:10 99.931756 100.051129
2 2023-01-01 09:00:20 99.844296 100.185879
3 2023-01-01 09:00:30 100.028011 100.080611
4 2023-01-01 09:00:40 100.034199 100.058800
2026-06-10 06:07:56.799 | DEBUG | __main__:process_trades_for_spreads:26 - [DEBUG_INSIDE_PROCESS] ob_snapshots_df tail:
timestamp best_bid best_ask
355 2023-01-01 09:59:10 100.071319 100.424189
356 2023-01-01 09:59:20 100.164515 100.419747
357 2023-01-01 09:59:30 100.266801 100.316217
358 2023-01-01 09:59:40 100.134514 100.356208
359 2023-01-01 09:59:50 100.161209 100.293890
2026-06-10 06:07:56.800 | DEBUG | __main__:process_trades_for_spreads:27 - [DEBUG_INSIDE_PROCESS] ob_snapshots_df dtypes:
timestamp datetime64[ns]
best_bid float64
best_ask float64
dtype: object
2026-06-10 06:07:56.802 | DEBUG | __main__:process_trades_for_spreads:28 - [DEBUG_INSIDE_PROCESS] ob_snapshots_df min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.803 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 0 at timestamp: 2023-01-01 09:00:21, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.804 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.804 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.804 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:00:21
2026-06-10 06:07:56.804 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.805 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, False, False]
2026-06-10 06:07:56.806 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01508757279657 from bid=99.84429619837796, ask=100.18587894721519
2026-06-10 06:07:56.806 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3320 for trade price 100.1811 and mid price 100.0151
2026-06-10 06:07:56.809 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03321108432746 from bid=100.02034652457097, ask=100.04607564408396
2026-06-10 06:07:56.809 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2957 for trade price 100.1811 and mid price after delay 100.0332
2026-06-10 06:07:56.809 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 0: Effective=0.3320, Realized=0.2957. Current spread_results length: 1
2026-06-10 06:07:56.809 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 1 at timestamp: 2023-01-01 09:00:33, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.809 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.810 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.810 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:00:33
2026-06-10 06:07:56.812 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.813 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, True, False]
2026-06-10 06:07:56.814 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05431144660484 from bid=100.02801143261064, ask=100.08061146059904
2026-06-10 06:07:56.814 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0512 for trade price 100.0799 and mid price 100.0543
2026-06-10 06:07:56.817 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01475026012899 from bid=99.94415374551494, ask=100.08534677474304
2026-06-10 06:07:56.817 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1303 for trade price 100.0799 and mid price after delay 100.0148
2026-06-10 06:07:56.817 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 1: Effective=0.0512, Realized=0.1303. Current spread_results length: 2
2026-06-10 06:07:56.817 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 2 at timestamp: 2023-01-01 09:00:37, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.817 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.818 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.818 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:00:37
2026-06-10 06:07:56.818 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.818 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, True, False]
2026-06-10 06:07:56.819 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05431144660484 from bid=100.02801143261064, ask=100.08061146059904
2026-06-10 06:07:56.819 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0512 for trade price 100.0287 and mid price 100.0543
2026-06-10 06:07:56.822 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01475026012899 from bid=99.94415374551494, ask=100.08534677474304
2026-06-10 06:07:56.822 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0279 for trade price 100.0287 and mid price after delay 100.0148
2026-06-10 06:07:56.822 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 2: Effective=0.0512, Realized=0.0279. Current spread_results length: 3
2026-06-10 06:07:56.823 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 3 at timestamp: 2023-01-01 09:00:38, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.823 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.823 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.823 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:00:38
2026-06-10 06:07:56.824 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.826 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, True, False]
2026-06-10 06:07:56.827 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05431144660484 from bid=100.02801143261064, ask=100.08061146059904
2026-06-10 06:07:56.827 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0446 for trade price 100.0320 and mid price 100.0543
2026-06-10 06:07:56.828 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01475026012899 from bid=99.94415374551494, ask=100.08534677474304
2026-06-10 06:07:56.828 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0345 for trade price 100.0320 and mid price after delay 100.0148
2026-06-10 06:07:56.828 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 3: Effective=0.0446, Realized=0.0345. Current spread_results length: 4
2026-06-10 06:07:56.828 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 4 at timestamp: 2023-01-01 09:01:04, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.829 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.829 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.829 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:01:04
2026-06-10 06:07:56.829 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.830 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, True, True]
2026-06-10 06:07:56.832 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97099501120779 from bid=99.91727978678956, ask=100.02471023562602
2026-06-10 06:07:56.832 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1016 for trade price 100.0218 and mid price 99.9710
2026-06-10 06:07:56.833 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03902323186594 from bid=99.93709341610608, ask=100.1409530476258
2026-06-10 06:07:56.833 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0345 for trade price 100.0218 and mid price after delay 100.0390
2026-06-10 06:07:56.833 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 4: Effective=0.1016, Realized=0.0345. Current spread_results length: 5
2026-06-10 06:07:56.836 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 5 at timestamp: 2023-01-01 09:01:04, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.836 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.837 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.837 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:01:04
2026-06-10 06:07:56.837 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.837 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, True, True]
2026-06-10 06:07:56.838 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97099501120779 from bid=99.91727978678956, ask=100.02471023562602
2026-06-10 06:07:56.838 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1027 for trade price 100.0224 and mid price 99.9710
2026-06-10 06:07:56.839 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03902323186594 from bid=99.93709341610608, ask=100.1409530476258
2026-06-10 06:07:56.839 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0333 for trade price 100.0224 and mid price after delay 100.0390
2026-06-10 06:07:56.839 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 5: Effective=0.1027, Realized=0.0333. Current spread_results length: 6
2026-06-10 06:07:56.840 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 6 at timestamp: 2023-01-01 09:01:07, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.840 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.841 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.841 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:01:07
2026-06-10 06:07:56.842 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.842 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, True, True]
2026-06-10 06:07:56.844 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97099501120779 from bid=99.91727978678956, ask=100.02471023562602
2026-06-10 06:07:56.844 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1118 for trade price 100.0269 and mid price 99.9710
2026-06-10 06:07:56.845 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03902323186594 from bid=99.93709341610608, ask=100.1409530476258
2026-06-10 06:07:56.845 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0243 for trade price 100.0269 and mid price after delay 100.0390
2026-06-10 06:07:56.845 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 6: Effective=0.1118, Realized=0.0243. Current spread_results length: 7
2026-06-10 06:07:56.845 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 7 at timestamp: 2023-01-01 09:01:56, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.846 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.846 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.846 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:01:56
2026-06-10 06:07:56.846 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.847 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, True, True]
2026-06-10 06:07:56.847 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00355762633714 from bid=99.96046514888326, ask=100.04665010379102
2026-06-10 06:07:56.847 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0771 for trade price 100.0421 and mid price 100.0036
2026-06-10 06:07:56.848 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06150035540577 from bid=100.00276676941223, ask=100.1202339413993
2026-06-10 06:07:56.848 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0388 for trade price 100.0421 and mid price after delay 100.0615
2026-06-10 06:07:56.849 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 7: Effective=0.0771, Realized=0.0388. Current spread_results length: 8
2026-06-10 06:07:56.849 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 8 at timestamp: 2023-01-01 09:02:04, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.849 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.849 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.849 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:02:04
2026-06-10 06:07:56.850 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.850 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, True, True]
2026-06-10 06:07:56.851 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04928056015109 from bid=99.9618148965985, ask=100.13674622370368
2026-06-10 06:07:56.851 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1672 for trade price 99.9657 and mid price 100.0493
2026-06-10 06:07:56.852 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1112847147949 from bid=99.98145077284417, ask=100.24111865674564
2026-06-10 06:07:56.852 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2912 for trade price 99.9657 and mid price after delay 100.1113
2026-06-10 06:07:56.852 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 8: Effective=0.1672, Realized=0.2912. Current spread_results length: 9
2026-06-10 06:07:56.852 | DEBUG | __main__:process_trades_for_spreads:41 - [DEBUG_INSIDE_LOOP] Processing trade 9 at timestamp: 2023-01-01 09:02:07, type: <class 'pandas._libs.tslibs.timestamps.Timestamp'>
2026-06-10 06:07:56.852 | DEBUG | __main__:process_trades_for_spreads:44 - [DEBUG_INSIDE_LOOP] trades_df timestamp dtype: datetime64[ns]
2026-06-10 06:07:56.853 | DEBUG | __main__:process_trades_for_spreads:45 - [DEBUG_INSIDE_LOOP] OB snapshots min timestamp: 2023-01-01 09:00:00, max timestamp: 2023-01-01 09:59:50
2026-06-10 06:07:56.853 | DEBUG | __main__:process_trades_for_spreads:48 - [DEBUG_VERBOSE_COMPARISON] trade_timestamp: 2023-01-01 09:02:07
2026-06-10 06:07:56.853 | DEBUG | __main__:process_trades_for_spreads:49 - [DEBUG_VERBOSE_COMPARISON] First 5 OB timestamps: [Timestamp('2023-01-01 09:00:00'), Timestamp('2023-01-01 09:00:10'), Timestamp('2023-01-01 09:00:20'), Timestamp('2023-01-01 09:00:30'), Timestamp('2023-01-01 09:00:40')]
2026-06-10 06:07:56.853 | DEBUG | __main__:process_trades_for_spreads:52 - [DEBUG_VERBOSE_COMPARISON] Comparison results for first 5 OB timestamps: [True, True, True, True, True]
2026-06-10 06:07:56.854 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04928056015109 from bid=99.9618148965985, ask=100.13674622370368
2026-06-10 06:07:56.854 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1849 for trade price 100.1417 and mid price 100.0493
2026-06-10 06:07:56.855 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1112847147949 from bid=99.98145077284417, ask=100.24111865674564
2026-06-10 06:07:56.855 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0609 for trade price 100.1417 and mid price after delay 100.1113
2026-06-10 06:07:56.855 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 9: Effective=0.1849, Realized=0.0609. Current spread_results length: 10
2026-06-10 06:07:56.856 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04328747730129 from bid=99.89037459961641, ask=100.19620035498617
2026-06-10 06:07:56.856 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3005 for trade price 100.1935 and mid price 100.0433
2026-06-10 06:07:56.857 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03126759009035 from bid=99.8725433098731, ask=100.18999187030761
2026-06-10 06:07:56.857 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3246 for trade price 100.1935 and mid price after delay 100.0313
2026-06-10 06:07:56.857 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 10: Effective=0.3005, Realized=0.3246. Current spread_results length: 11
2026-06-10 06:07:56.858 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07401359943688 from bid=99.8902293116969, ask=100.25779788717686
2026-06-10 06:07:56.858 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3676 for trade price 100.2578 and mid price 100.0740
2026-06-10 06:07:56.859 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06048465914449 from bid=99.95205546727857, ask=100.16891385101042
2026-06-10 06:07:56.859 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3947 for trade price 100.2578 and mid price after delay 100.0605
2026-06-10 06:07:56.859 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 11: Effective=0.3676, Realized=0.3947. Current spread_results length: 12
2026-06-10 06:07:56.860 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07401359943688 from bid=99.8902293116969, ask=100.25779788717686
2026-06-10 06:07:56.860 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3577 for trade price 99.8952 and mid price 100.0740
2026-06-10 06:07:56.861 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06048465914449 from bid=99.95205546727857, ask=100.16891385101042
2026-06-10 06:07:56.861 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3306 for trade price 99.8952 and mid price after delay 100.0605
2026-06-10 06:07:56.861 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 12: Effective=0.3577, Realized=0.3306. Current spread_results length: 13
2026-06-10 06:07:56.862 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06548309719423 from bid=99.92523314253229, ask=100.20573305185617
2026-06-10 06:07:56.862 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2718 for trade price 99.9296 and mid price 100.0655
2026-06-10 06:07:56.863 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06643150821712 from bid=99.93179849366783, ask=100.20106452276642
2026-06-10 06:07:56.863 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2737 for trade price 99.9296 and mid price after delay 100.0664
2026-06-10 06:07:56.863 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 13: Effective=0.2718, Realized=0.2737. Current spread_results length: 14
2026-06-10 06:07:56.864 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06548309719423 from bid=99.92523314253229, ask=100.20573305185617
2026-06-10 06:07:56.864 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2832 for trade price 99.9239 and mid price 100.0655
2026-06-10 06:07:56.865 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06643150821712 from bid=99.93179849366783, ask=100.20106452276642
2026-06-10 06:07:56.865 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2851 for trade price 99.9239 and mid price after delay 100.0664
2026-06-10 06:07:56.865 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 14: Effective=0.2832, Realized=0.2851. Current spread_results length: 15
2026-06-10 06:07:56.866 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09844513405717 from bid=99.94190779472794, ask=100.2549824733864
2026-06-10 06:07:56.866 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3143 for trade price 99.9413 and mid price 100.0984
2026-06-10 06:07:56.867 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11357064042559 from bid=99.89767961337814, ask=100.32946166747304
2026-06-10 06:07:56.867 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3445 for trade price 99.9413 and mid price after delay 100.1136
2026-06-10 06:07:56.867 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 15: Effective=0.3143, Realized=0.3445. Current spread_results length: 16
2026-06-10 06:07:56.868 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09844513405717 from bid=99.94190779472794, ask=100.2549824733864
2026-06-10 06:07:56.868 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3058 for trade price 100.2514 and mid price 100.0984
2026-06-10 06:07:56.869 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11357064042559 from bid=99.89767961337814, ask=100.32946166747304
2026-06-10 06:07:56.869 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2756 for trade price 100.2514 and mid price after delay 100.1136
2026-06-10 06:07:56.869 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 16: Effective=0.3058, Realized=0.2756. Current spread_results length: 17
2026-06-10 06:07:56.870 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09844513405717 from bid=99.94190779472794, ask=100.2549824733864
2026-06-10 06:07:56.870 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3162 for trade price 99.9404 and mid price 100.0984
2026-06-10 06:07:56.871 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11357064042559 from bid=99.89767961337814, ask=100.32946166747304
2026-06-10 06:07:56.871 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3464 for trade price 99.9404 and mid price after delay 100.1136
2026-06-10 06:07:56.871 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 17: Effective=0.3162, Realized=0.3464. Current spread_results length: 18
2026-06-10 06:07:56.872 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09844513405717 from bid=99.94190779472794, ask=100.2549824733864
2026-06-10 06:07:56.872 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3072 for trade price 99.9449 and mid price 100.0984
2026-06-10 06:07:56.873 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11357064042559 from bid=99.89767961337814, ask=100.32946166747304
2026-06-10 06:07:56.873 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3374 for trade price 99.9449 and mid price after delay 100.1136
2026-06-10 06:07:56.873 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 18: Effective=0.3072, Realized=0.3374. Current spread_results length: 19
2026-06-10 06:07:56.874 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13465143237254 from bid=99.98820015678463, ask=100.28110270796044
2026-06-10 06:07:56.874 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2913 for trade price 100.2803 and mid price 100.1347
2026-06-10 06:07:56.875 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06466326120668 from bid=99.88308641546342, ask=100.24624010694993
2026-06-10 06:07:56.875 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4313 for trade price 100.2803 and mid price after delay 100.0647
2026-06-10 06:07:56.875 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 19: Effective=0.2913, Realized=0.4313. Current spread_results length: 20
2026-06-10 06:07:56.876 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1551361618848 from bid=100.13890918788915, ask=100.17136313588044
2026-06-10 06:07:56.876 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0279 for trade price 100.1691 and mid price 100.1551
2026-06-10 06:07:56.877 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0828460480944 from bid=99.94628831714424, ask=100.21940377904455
2026-06-10 06:07:56.877 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1725 for trade price 100.1691 and mid price after delay 100.0828
2026-06-10 06:07:56.877 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 20: Effective=0.0279, Realized=0.1725. Current spread_results length: 21
2026-06-10 06:07:56.878 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1278837766328 from bid=100.05198372555029, ask=100.20378382771531
2026-06-10 06:07:56.878 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1443 for trade price 100.0557 and mid price 100.1279
2026-06-10 06:07:56.879 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05950924947813 from bid=99.89747360882608, ask=100.22154489013018
2026-06-10 06:07:56.879 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0076 for trade price 100.0557 and mid price after delay 100.0595
2026-06-10 06:07:56.879 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 21: Effective=0.1443, Realized=0.0076. Current spread_results length: 22
2026-06-10 06:07:56.880 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1278837766328 from bid=100.05198372555029, ask=100.20378382771531
2026-06-10 06:07:56.880 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1501 for trade price 100.2029 and mid price 100.1279
2026-06-10 06:07:56.881 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05950924947813 from bid=99.89747360882608, ask=100.22154489013018
2026-06-10 06:07:56.881 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2868 for trade price 100.2029 and mid price after delay 100.0595
2026-06-10 06:07:56.881 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 22: Effective=0.1501, Realized=0.2868. Current spread_results length: 23
2026-06-10 06:07:56.882 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04646018967877 from bid=99.99013096713975, ask=100.10278941221779
2026-06-10 06:07:56.882 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1219 for trade price 99.9855 and mid price 100.0465
2026-06-10 06:07:56.883 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05366272123291 from bid=100.00489301050303, ask=100.1024324319628
2026-06-10 06:07:56.883 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1363 for trade price 99.9855 and mid price after delay 100.0537
2026-06-10 06:07:56.883 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 23: Effective=0.1219, Realized=0.1363. Current spread_results length: 24
2026-06-10 06:07:56.884 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0231471456291 from bid=99.78866677163954, ask=100.25762751961865
2026-06-10 06:07:56.884 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4777 for trade price 100.2620 and mid price 100.0231
2026-06-10 06:07:56.884 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09494764790011 from bid=99.8766705982901, ask=100.31322469751012
2026-06-10 06:07:56.885 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3341 for trade price 100.2620 and mid price after delay 100.0949
2026-06-10 06:07:56.885 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 24: Effective=0.4777, Realized=0.3341. Current spread_results length: 25
2026-06-10 06:07:56.886 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03795411075038 from bid=99.88371701436196, ask=100.19219120713879
2026-06-10 06:07:56.886 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3140 for trade price 100.1950 and mid price 100.0380
2026-06-10 06:07:56.886 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07477298985201 from bid=99.91323036360984, ask=100.23631561609417
2026-06-10 06:07:56.887 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2404 for trade price 100.1950 and mid price after delay 100.0748
2026-06-10 06:07:56.887 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 25: Effective=0.3140, Realized=0.2404. Current spread_results length: 26
2026-06-10 06:07:56.887 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03795411075038 from bid=99.88371701436196, ask=100.19219120713879
2026-06-10 06:07:56.888 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3096 for trade price 99.8831 and mid price 100.0380
2026-06-10 06:07:56.888 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07477298985201 from bid=99.91323036360984, ask=100.23631561609417
2026-06-10 06:07:56.888 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3833 for trade price 99.8831 and mid price after delay 100.0748
2026-06-10 06:07:56.889 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 26: Effective=0.3096, Realized=0.3833. Current spread_results length: 27
2026-06-10 06:07:56.890 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00505549393002 from bid=99.82141942843218, ask=100.18869155942785
2026-06-10 06:07:56.890 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3766 for trade price 99.8167 and mid price 100.0051
2026-06-10 06:07:56.890 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08567815902434 from bid=100.04323253822967, ask=100.128123779819
2026-06-10 06:07:56.891 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5379 for trade price 99.8167 and mid price after delay 100.0857
2026-06-10 06:07:56.891 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 27: Effective=0.3766, Realized=0.5379. Current spread_results length: 28
2026-06-10 06:07:56.891 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97139404163956 from bid=99.87342745840893, ask=100.06936062487019
2026-06-10 06:07:56.892 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1891 for trade price 100.0659 and mid price 99.9714
2026-06-10 06:07:56.892 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11195173047393 from bid=99.97480386809463, ask=100.24909959285324
2026-06-10 06:07:56.892 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0920 for trade price 100.0659 and mid price after delay 100.1120
2026-06-10 06:07:56.892 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 28: Effective=0.1891, Realized=0.0920. Current spread_results length: 29
2026-06-10 06:07:56.893 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02033237341863 from bid=99.85853243225438, ask=100.18213231458287
2026-06-10 06:07:56.894 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3330 for trade price 100.1869 and mid price 100.0203
2026-06-10 06:07:56.894 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13984557105343 from bid=100.00490892136561, ask=100.27478222074124
2026-06-10 06:07:56.894 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0940 for trade price 100.1869 and mid price after delay 100.1398
2026-06-10 06:07:56.895 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 29: Effective=0.3330, Realized=0.0940. Current spread_results length: 30
2026-06-10 06:07:56.895 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0603226216617 from bid=99.86520264333286, ask=100.25544259999053
2026-06-10 06:07:56.896 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3878 for trade price 99.8664 and mid price 100.0603
2026-06-10 06:07:56.896 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04173742529008 from bid=99.80910826430525, ask=100.27436658627491
2026-06-10 06:07:56.896 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3507 for trade price 99.8664 and mid price after delay 100.0417
2026-06-10 06:07:56.897 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 30: Effective=0.3878, Realized=0.3507. Current spread_results length: 31
2026-06-10 06:07:56.897 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03321108432746 from bid=100.02034652457097, ask=100.04607564408396
2026-06-10 06:07:56.897 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0312 for trade price 100.0176 and mid price 100.0332
2026-06-10 06:07:56.898 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07962541994848 from bid=99.870867365255, ask=100.28838347464198
2026-06-10 06:07:56.898 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1241 for trade price 100.0176 and mid price after delay 100.0796
2026-06-10 06:07:56.898 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 31: Effective=0.0312, Realized=0.1241. Current spread_results length: 32
2026-06-10 06:07:56.899 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01475026012899 from bid=99.94415374551494, ask=100.08534677474304
2026-06-10 06:07:56.899 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1320 for trade price 100.0807 and mid price 100.0148
2026-06-10 06:07:56.900 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06036150572015 from bid=100.04116983992908, ask=100.07955317151122
2026-06-10 06:07:56.900 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0408 for trade price 100.0807 and mid price after delay 100.0604
2026-06-10 06:07:56.900 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 32: Effective=0.1320, Realized=0.0408. Current spread_results length: 33
2026-06-10 06:07:56.901 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98584428140938 from bid=99.7498314013973, ask=100.22185716142147
2026-06-10 06:07:56.901 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4682 for trade price 100.2200 and mid price 99.9858
2026-06-10 06:07:56.902 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09818528286914 from bid=99.86118266877114, ask=100.33518789696714
2026-06-10 06:07:56.902 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2435 for trade price 100.2200 and mid price after delay 100.0982
2026-06-10 06:07:56.902 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 33: Effective=0.4682, Realized=0.2435. Current spread_results length: 34
2026-06-10 06:07:56.903 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02347571630244 from bid=99.94137963550682, ask=100.10557179709807
2026-06-10 06:07:56.903 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1649 for trade price 100.1059 and mid price 100.0235
2026-06-10 06:07:56.904 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05670994534292 from bid=99.93264228183034, ask=100.1807776088555
2026-06-10 06:07:56.904 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0984 for trade price 100.1059 and mid price after delay 100.0567
2026-06-10 06:07:56.904 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 34: Effective=0.1649, Realized=0.0984. Current spread_results length: 35
2026-06-10 06:07:56.905 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03902323186594 from bid=99.93709341610608, ask=100.1409530476258
2026-06-10 06:07:56.905 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2131 for trade price 100.1456 and mid price 100.0390
2026-06-10 06:07:56.906 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01360676725523 from bid=99.82225923676721, ask=100.20495429774324
2026-06-10 06:07:56.906 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2639 for trade price 100.1456 and mid price after delay 100.0136
2026-06-10 06:07:56.906 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 35: Effective=0.2131, Realized=0.2639. Current spread_results length: 36
2026-06-10 06:07:56.907 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03902323186594 from bid=99.93709341610608, ask=100.1409530476258
2026-06-10 06:07:56.907 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2102 for trade price 100.1441 and mid price 100.0390
2026-06-10 06:07:56.908 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01360676725523 from bid=99.82225923676721, ask=100.20495429774324
2026-06-10 06:07:56.908 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2610 for trade price 100.1441 and mid price after delay 100.0136
2026-06-10 06:07:56.908 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 36: Effective=0.2102, Realized=0.2610. Current spread_results length: 37
2026-06-10 06:07:56.909 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08049416782671 from bid=99.9630754639428, ask=100.19791287171063
2026-06-10 06:07:56.909 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2447 for trade price 100.2028 and mid price 100.0805
2026-06-10 06:07:56.910 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04019382733313 from bid=100.00373791853069, ask=100.07664973613556
2026-06-10 06:07:56.910 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3253 for trade price 100.2028 and mid price after delay 100.0402
2026-06-10 06:07:56.910 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 37: Effective=0.2447, Realized=0.3253. Current spread_results length: 38
2026-06-10 06:07:56.911 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08049416782671 from bid=99.9630754639428, ask=100.19791287171063
2026-06-10 06:07:56.911 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2392 for trade price 99.9609 and mid price 100.0805
2026-06-10 06:07:56.912 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04019382733313 from bid=100.00373791853069, ask=100.07664973613556
2026-06-10 06:07:56.912 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1586 for trade price 99.9609 and mid price after delay 100.0402
2026-06-10 06:07:56.912 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 38: Effective=0.2392, Realized=0.1586. Current spread_results length: 39
2026-06-10 06:07:56.913 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08049416782671 from bid=99.9630754639428, ask=100.19791287171063
2026-06-10 06:07:56.913 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2363 for trade price 99.9623 and mid price 100.0805
2026-06-10 06:07:56.914 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04019382733313 from bid=100.00373791853069, ask=100.07664973613556
2026-06-10 06:07:56.914 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1557 for trade price 99.9623 and mid price after delay 100.0402
2026-06-10 06:07:56.914 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 39: Effective=0.2363, Realized=0.1557. Current spread_results length: 40
2026-06-10 06:07:56.915 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05696325870119 from bid=99.99153951931616, ask=100.12238699808621
2026-06-10 06:07:56.915 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1246 for trade price 99.9947 and mid price 100.0570
2026-06-10 06:07:56.916 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03772107164717 from bid=99.8980191912409, ask=100.17742295205343
2026-06-10 06:07:56.916 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0861 for trade price 99.9947 and mid price after delay 100.0377
2026-06-10 06:07:56.916 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 40: Effective=0.1246, Realized=0.0861. Current spread_results length: 41
2026-06-10 06:07:56.917 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05696325870119 from bid=99.99153951931616, ask=100.12238699808621
2026-06-10 06:07:56.917 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1334 for trade price 99.9903 and mid price 100.0570
2026-06-10 06:07:56.918 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03772107164717 from bid=99.8980191912409, ask=100.17742295205343
2026-06-10 06:07:56.918 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0949 for trade price 99.9903 and mid price after delay 100.0377
2026-06-10 06:07:56.918 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 41: Effective=0.1334, Realized=0.0949. Current spread_results length: 42
2026-06-10 06:07:56.919 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06310356784641 from bid=99.99373187375829, ask=100.13247526193453
2026-06-10 06:07:56.919 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1376 for trade price 100.1319 and mid price 100.0631
2026-06-10 06:07:56.919 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01421787222544 from bid=99.79547177715956, ask=100.23296396729133
2026-06-10 06:07:56.920 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2354 for trade price 100.1319 and mid price after delay 100.0142
2026-06-10 06:07:56.920 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 42: Effective=0.1376, Realized=0.2354. Current spread_results length: 43
2026-06-10 06:07:56.921 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07156750454654 from bid=99.84660089806393, ask=100.29653411102915
2026-06-10 06:07:56.921 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4489 for trade price 100.2960 and mid price 100.0716
2026-06-10 06:07:56.921 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00653057343058 from bid=99.94964001309727, ask=100.0634211337639
2026-06-10 06:07:56.921 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5789 for trade price 100.2960 and mid price after delay 100.0065
2026-06-10 06:07:56.922 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 43: Effective=0.4489, Realized=0.5789. Current spread_results length: 44
2026-06-10 06:07:56.922 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06150035540577 from bid=100.00276676941223, ask=100.1202339413993
2026-06-10 06:07:56.923 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1141 for trade price 100.1185 and mid price 100.0615
2026-06-10 06:07:56.923 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01046043893452 from bid=99.82662732700747, ask=100.19429355086156
2026-06-10 06:07:56.923 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2161 for trade price 100.1185 and mid price after delay 100.0105
2026-06-10 06:07:56.923 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 44: Effective=0.1141, Realized=0.2161. Current spread_results length: 45
2026-06-10 06:07:56.924 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1112847147949 from bid=99.98145077284417, ask=100.24111865674564
2026-06-10 06:07:56.925 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2584 for trade price 100.2405 and mid price 100.1113
2026-06-10 06:07:56.925 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98057241918244 from bid=99.89920192781372, ask=100.06194291055115
2026-06-10 06:07:56.926 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5198 for trade price 100.2405 and mid price after delay 99.9806
2026-06-10 06:07:56.926 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 45: Effective=0.2584, Realized=0.5198. Current spread_results length: 46
2026-06-10 06:07:56.926 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1112847147949 from bid=99.98145077284417, ask=100.24111865674564
2026-06-10 06:07:56.927 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2648 for trade price 99.9789 and mid price 100.1113
2026-06-10 06:07:56.927 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98057241918244 from bid=99.89920192781372, ask=100.06194291055115
2026-06-10 06:07:56.927 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0034 for trade price 99.9789 and mid price after delay 99.9806
2026-06-10 06:07:56.927 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 46: Effective=0.2648, Realized=0.0034. Current spread_results length: 47
2026-06-10 06:07:56.928 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1112847147949 from bid=99.98145077284417, ask=100.24111865674564
2026-06-10 06:07:56.928 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2640 for trade price 99.9793 and mid price 100.1113
2026-06-10 06:07:56.929 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98057241918244 from bid=99.89920192781372, ask=100.06194291055115
2026-06-10 06:07:56.929 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0026 for trade price 99.9793 and mid price after delay 99.9806
2026-06-10 06:07:56.929 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 47: Effective=0.2640, Realized=0.0026. Current spread_results length: 48
2026-06-10 06:07:56.930 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07033013048289 from bid=100.05378661850382, ask=100.08687364246195
2026-06-10 06:07:56.930 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0288 for trade price 100.0559 and mid price 100.0703
2026-06-10 06:07:56.931 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03007773529438 from bid=99.86585761117271, ask=100.19429785941605
2026-06-10 06:07:56.931 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0517 for trade price 100.0559 and mid price after delay 100.0301
2026-06-10 06:07:56.931 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 48: Effective=0.0288, Realized=0.0517. Current spread_results length: 49
2026-06-10 06:07:56.932 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07033013048289 from bid=100.05378661850382, ask=100.08687364246195
2026-06-10 06:07:56.932 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0330 for trade price 100.0538 and mid price 100.0703
2026-06-10 06:07:56.933 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03007773529438 from bid=99.86585761117271, ask=100.19429785941605
2026-06-10 06:07:56.933 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0475 for trade price 100.0538 and mid price after delay 100.0301
2026-06-10 06:07:56.933 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 49: Effective=0.0330, Realized=0.0475. Current spread_results length: 50
2026-06-10 06:07:56.934 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03126759009035 from bid=99.8725433098731, ask=100.18999187030761
2026-06-10 06:07:56.934 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3139 for trade price 99.8743 and mid price 100.0313
2026-06-10 06:07:56.935 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02388588187654 from bid=99.89207980082281, ask=100.15569196293026
2026-06-10 06:07:56.935 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2991 for trade price 99.8743 and mid price after delay 100.0239
2026-06-10 06:07:56.935 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 50: Effective=0.3139, Realized=0.2991. Current spread_results length: 51
2026-06-10 06:07:56.936 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06048465914449 from bid=99.95205546727857, ask=100.16891385101042
2026-06-10 06:07:56.936 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2079 for trade price 99.9565 and mid price 100.0605
2026-06-10 06:07:56.937 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98597724881435 from bid=99.92592640124163, ask=100.04602809638708
2026-06-10 06:07:56.937 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0589 for trade price 99.9565 and mid price after delay 99.9860
2026-06-10 06:07:56.937 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 51: Effective=0.2079, Realized=0.0589. Current spread_results length: 52
2026-06-10 06:07:56.938 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01681102988177 from bid=99.91831430468767, ask=100.11530775507586
2026-06-10 06:07:56.938 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1917 for trade price 100.1127 and mid price 100.0168
2026-06-10 06:07:56.939 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96978807551497 from bid=99.82065243949295, ask=100.118923711537
2026-06-10 06:07:56.939 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2857 for trade price 100.1127 and mid price after delay 99.9698
2026-06-10 06:07:56.939 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 52: Effective=0.1917, Realized=0.2857. Current spread_results length: 53
2026-06-10 06:07:56.940 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01681102988177 from bid=99.91831430468767, ask=100.11530775507586
2026-06-10 06:07:56.940 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1879 for trade price 100.1108 and mid price 100.0168
2026-06-10 06:07:56.941 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96978807551497 from bid=99.82065243949295, ask=100.118923711537
2026-06-10 06:07:56.941 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2819 for trade price 100.1108 and mid price after delay 99.9698
2026-06-10 06:07:56.941 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 53: Effective=0.1879, Realized=0.2819. Current spread_results length: 54
2026-06-10 06:07:56.942 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06643150821712 from bid=99.93179849366783, ask=100.20106452276642
2026-06-10 06:07:56.942 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2731 for trade price 99.9299 and mid price 100.0664
2026-06-10 06:07:56.943 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94280770252794 from bid=99.88385444333731, ask=100.00176096171857
2026-06-10 06:07:56.943 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0259 for trade price 99.9299 and mid price after delay 99.9428
2026-06-10 06:07:56.943 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 54: Effective=0.2731, Realized=0.0259. Current spread_results length: 55
2026-06-10 06:07:56.944 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11357064042559 from bid=99.89767961337814, ask=100.32946166747304
2026-06-10 06:07:56.944 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4317 for trade price 100.3294 and mid price 100.1136
2026-06-10 06:07:56.945 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.89993154701989 from bid=99.74031132248872, ask=100.05955177155106
2026-06-10 06:07:56.945 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8590 for trade price 100.3294 and mid price after delay 99.8999
2026-06-10 06:07:56.945 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 55: Effective=0.4317, Realized=0.8590. Current spread_results length: 56
2026-06-10 06:07:56.946 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06466326120668 from bid=99.88308641546342, ask=100.24624010694993
2026-06-10 06:07:56.946 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3642 for trade price 99.8826 and mid price 100.0647
2026-06-10 06:07:56.947 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87285284977736 from bid=99.64602494659086, ask=100.09968075296386
2026-06-10 06:07:56.947 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0195 for trade price 99.8826 and mid price after delay 99.8729
2026-06-10 06:07:56.947 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 56: Effective=0.3642, Realized=0.0195. Current spread_results length: 57
2026-06-10 06:07:56.948 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06466326120668 from bid=99.88308641546342, ask=100.24624010694993
2026-06-10 06:07:56.948 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3658 for trade price 99.8818 and mid price 100.0647
2026-06-10 06:07:56.949 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87285284977736 from bid=99.64602494659086, ask=100.09968075296386
2026-06-10 06:07:56.949 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0178 for trade price 99.8818 and mid price after delay 99.8729
2026-06-10 06:07:56.949 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 57: Effective=0.3658, Realized=0.0178. Current spread_results length: 58
2026-06-10 06:07:56.950 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0828460480944 from bid=99.94628831714424, ask=100.21940377904455
2026-06-10 06:07:56.950 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2726 for trade price 99.9465 and mid price 100.0828
2026-06-10 06:07:56.951 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90877066318647 from bid=99.88641061246375, ask=99.9311307139092
2026-06-10 06:07:56.951 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0756 for trade price 99.9465 and mid price after delay 99.9088
2026-06-10 06:07:56.951 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 58: Effective=0.2726, Realized=0.0756. Current spread_results length: 59
2026-06-10 06:07:56.952 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05950924947813 from bid=99.89747360882608, ask=100.22154489013018
2026-06-10 06:07:56.952 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3240 for trade price 99.8975 and mid price 100.0595
2026-06-10 06:07:56.953 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88259502828683 from bid=99.71369547260424, ask=100.05149458396941
2026-06-10 06:07:56.953 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0298 for trade price 99.8975 and mid price after delay 99.8826
2026-06-10 06:07:56.953 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 59: Effective=0.3240, Realized=0.0298. Current spread_results length: 60
2026-06-10 06:07:56.954 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0206413505991 from bid=99.90912386418518, ask=100.13215883701304
2026-06-10 06:07:56.954 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2227 for trade price 99.9093 and mid price 100.0206
2026-06-10 06:07:56.955 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.85405225904341 from bid=99.81663585610578, ask=99.89146866198105
2026-06-10 06:07:56.955 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1104 for trade price 99.9093 and mid price after delay 99.8541
2026-06-10 06:07:56.955 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 60: Effective=0.2227, Realized=0.1104. Current spread_results length: 61
2026-06-10 06:07:56.956 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01601276602682 from bid=99.77732786378415, ask=100.25469766826949
2026-06-10 06:07:56.956 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4819 for trade price 99.7751 and mid price 100.0160
2026-06-10 06:07:56.957 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.89754012078191 from bid=99.75263456291722, ask=100.0424456786466
2026-06-10 06:07:56.957 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2450 for trade price 99.7751 and mid price after delay 99.8975
2026-06-10 06:07:56.957 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 61: Effective=0.4819, Realized=0.2450. Current spread_results length: 62
2026-06-10 06:07:56.958 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05366272123291 from bid=100.00489301050303, ask=100.1024324319628
2026-06-10 06:07:56.958 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0933 for trade price 100.1003 and mid price 100.0537
2026-06-10 06:07:56.959 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92552737771115 from bid=99.87387694869248, ask=99.97717780672981
2026-06-10 06:07:56.959 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3495 for trade price 100.1003 and mid price after delay 99.9255
2026-06-10 06:07:56.959 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 62: Effective=0.0933, Realized=0.3495. Current spread_results length: 63
2026-06-10 06:07:56.960 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05366272123291 from bid=100.00489301050303, ask=100.1024324319628
2026-06-10 06:07:56.960 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0891 for trade price 100.0982 and mid price 100.0537
2026-06-10 06:07:56.961 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92552737771115 from bid=99.87387694869248, ask=99.97717780672981
2026-06-10 06:07:56.961 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3454 for trade price 100.0982 and mid price after delay 99.9255
2026-06-10 06:07:56.961 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 63: Effective=0.0891, Realized=0.3454. Current spread_results length: 64
2026-06-10 06:07:56.962 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05366272123291 from bid=100.00489301050303, ask=100.1024324319628
2026-06-10 06:07:56.962 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0986 for trade price 100.0044 and mid price 100.0537
2026-06-10 06:07:56.963 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92552737771115 from bid=99.87387694869248, ask=99.97717780672981
2026-06-10 06:07:56.963 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1577 for trade price 100.0044 and mid price after delay 99.9255
2026-06-10 06:07:56.963 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 64: Effective=0.0986, Realized=0.1577. Current spread_results length: 65
2026-06-10 06:07:56.964 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09494764790011 from bid=99.8766705982901, ask=100.31322469751012
2026-06-10 06:07:56.964 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4401 for trade price 99.8749 and mid price 100.0949
2026-06-10 06:07:56.964 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88525047675326 from bid=99.77464293706369, ask=99.99585801644282
2026-06-10 06:07:56.965 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0207 for trade price 99.8749 and mid price after delay 99.8853
2026-06-10 06:07:56.965 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 65: Effective=0.4401, Realized=0.0207. Current spread_results length: 66
2026-06-10 06:07:56.966 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09494764790011 from bid=99.8766705982901, ask=100.31322469751012
2026-06-10 06:07:56.966 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4276 for trade price 100.3087 and mid price 100.0949
2026-06-10 06:07:56.966 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88525047675326 from bid=99.77464293706369, ask=99.99585801644282
2026-06-10 06:07:56.967 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8470 for trade price 100.3087 and mid price after delay 99.8853
2026-06-10 06:07:56.967 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 66: Effective=0.4276, Realized=0.8470. Current spread_results length: 67
2026-06-10 06:07:56.968 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07477298985201 from bid=99.91323036360984, ask=100.23631561609417
2026-06-10 06:07:56.968 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3324 for trade price 99.9086 and mid price 100.0748
2026-06-10 06:07:56.969 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87761710837182 from bid=99.75819606470284, ask=99.9970381520408
2026-06-10 06:07:56.969 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0619 for trade price 99.9086 and mid price after delay 99.8776
2026-06-10 06:07:56.969 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 67: Effective=0.3324, Realized=0.0619. Current spread_results length: 68
2026-06-10 06:07:56.970 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07477298985201 from bid=99.91323036360984, ask=100.23631561609417
2026-06-10 06:07:56.970 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3223 for trade price 100.2359 and mid price 100.0748
2026-06-10 06:07:56.971 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87761710837182 from bid=99.75819606470284, ask=99.9970381520408
2026-06-10 06:07:56.971 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7166 for trade price 100.2359 and mid price after delay 99.8776
2026-06-10 06:07:56.971 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 68: Effective=0.3223, Realized=0.7166. Current spread_results length: 69
2026-06-10 06:07:56.972 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07477298985201 from bid=99.91323036360984, ask=100.23631561609417
2026-06-10 06:07:56.972 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3317 for trade price 99.9089 and mid price 100.0748
2026-06-10 06:07:56.973 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87761710837182 from bid=99.75819606470284, ask=99.9970381520408
2026-06-10 06:07:56.973 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0626 for trade price 99.9089 and mid price after delay 99.8776
2026-06-10 06:07:56.973 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 69: Effective=0.3317, Realized=0.0626. Current spread_results length: 70
2026-06-10 06:07:56.974 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08567815902434 from bid=100.04323253822967, ask=100.128123779819
2026-06-10 06:07:56.974 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0911 for trade price 100.0401 and mid price 100.0857
2026-06-10 06:07:56.975 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90049665835295 from bid=99.73052234426609, ask=100.07047097243981
2026-06-10 06:07:56.975 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2793 for trade price 100.0401 and mid price after delay 99.9005
2026-06-10 06:07:56.975 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 70: Effective=0.0911, Realized=0.2793. Current spread_results length: 71
2026-06-10 06:07:56.976 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08567815902434 from bid=100.04323253822967, ask=100.128123779819
2026-06-10 06:07:56.976 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0857 for trade price 100.1285 and mid price 100.0857
2026-06-10 06:07:56.977 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90049665835295 from bid=99.73052234426609, ask=100.07047097243981
2026-06-10 06:07:56.977 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4561 for trade price 100.1285 and mid price after delay 99.9005
2026-06-10 06:07:56.977 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 71: Effective=0.0857, Realized=0.4561. Current spread_results length: 72
2026-06-10 06:07:56.978 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08567815902434 from bid=100.04323253822967, ask=100.128123779819
2026-06-10 06:07:56.978 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0855 for trade price 100.1284 and mid price 100.0857
2026-06-10 06:07:56.979 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90049665835295 from bid=99.73052234426609, ask=100.07047097243981
2026-06-10 06:07:56.979 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4559 for trade price 100.1284 and mid price after delay 99.9005
2026-06-10 06:07:56.979 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 72: Effective=0.0855, Realized=0.4559. Current spread_results length: 73
2026-06-10 06:07:56.980 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08567815902434 from bid=100.04323253822967, ask=100.128123779819
2026-06-10 06:07:56.980 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0909 for trade price 100.0402 and mid price 100.0857
2026-06-10 06:07:56.981 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90049665835295 from bid=99.73052234426609, ask=100.07047097243981
2026-06-10 06:07:56.981 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2794 for trade price 100.0402 and mid price after delay 99.9005
2026-06-10 06:07:56.981 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 73: Effective=0.0909, Realized=0.2794. Current spread_results length: 74
2026-06-10 06:07:56.982 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11195173047393 from bid=99.97480386809463, ask=100.24909959285324
2026-06-10 06:07:56.982 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2698 for trade price 100.2469 and mid price 100.1120
2026-06-10 06:07:56.983 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94886500343311 from bid=99.91975262500088, ask=99.97797738186534
2026-06-10 06:07:56.983 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5960 for trade price 100.2469 and mid price after delay 99.9489
2026-06-10 06:07:56.983 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 74: Effective=0.2698, Realized=0.5960. Current spread_results length: 75
2026-06-10 06:07:56.984 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13984557105343 from bid=100.00490892136561, ask=100.27478222074124
2026-06-10 06:07:56.984 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2664 for trade price 100.2731 and mid price 100.1398
2026-06-10 06:07:56.985 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94886500343311 from bid=99.91975262500088, ask=99.97797738186534
2026-06-10 06:07:56.985 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6484 for trade price 100.2731 and mid price after delay 99.9489
2026-06-10 06:07:56.985 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 75: Effective=0.2664, Realized=0.6484. Current spread_results length: 76
2026-06-10 06:07:56.986 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13984557105343 from bid=100.00490892136561, ask=100.27478222074124
2026-06-10 06:07:56.986 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2664 for trade price 100.2731 and mid price 100.1398
2026-06-10 06:07:56.987 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93913211110375 from bid=99.85100297278198, ask=100.02726124942551
2026-06-10 06:07:56.987 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6679 for trade price 100.2731 and mid price after delay 99.9391
2026-06-10 06:07:56.987 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 76: Effective=0.2664, Realized=0.6679. Current spread_results length: 77
2026-06-10 06:07:56.988 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08983291785783 from bid=100.00541468389169, ask=100.17425115182398
2026-06-10 06:07:56.988 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1775 for trade price 100.0011 and mid price 100.0898
2026-06-10 06:07:56.989 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97527735049526 from bid=99.9093565486848, ask=100.04119815230572
2026-06-10 06:07:56.989 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0516 for trade price 100.0011 and mid price after delay 99.9753
2026-06-10 06:07:56.989 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 77: Effective=0.1775, Realized=0.0516. Current spread_results length: 78
2026-06-10 06:07:56.990 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04173742529008 from bid=99.80910826430525, ask=100.27436658627491
2026-06-10 06:07:56.990 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4589 for trade price 100.2712 and mid price 100.0417
2026-06-10 06:07:56.991 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94430590019591 from bid=99.8293955809768, ask=100.05921621941503
2026-06-10 06:07:56.991 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6537 for trade price 100.2712 and mid price after delay 99.9443
2026-06-10 06:07:56.991 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 78: Effective=0.4589, Realized=0.6537. Current spread_results length: 79
2026-06-10 06:07:56.992 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04173742529008 from bid=99.80910826430525, ask=100.27436658627491
2026-06-10 06:07:56.992 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4703 for trade price 100.2769 and mid price 100.0417
2026-06-10 06:07:56.993 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94430590019591 from bid=99.8293955809768, ask=100.05921621941503
2026-06-10 06:07:56.993 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6652 for trade price 100.2769 and mid price after delay 99.9443
2026-06-10 06:07:56.993 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 79: Effective=0.4703, Realized=0.6652. Current spread_results length: 80
2026-06-10 06:07:56.994 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06036150572015 from bid=100.04116983992908, ask=100.07955317151122
2026-06-10 06:07:56.994 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0285 for trade price 100.0461 and mid price 100.0604
2026-06-10 06:07:56.995 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91149494738644 from bid=99.68029487556382, ask=100.14269501920907
2026-06-10 06:07:56.995 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2693 for trade price 100.0461 and mid price after delay 99.9115
2026-06-10 06:07:56.995 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 80: Effective=0.0285, Realized=0.2693. Current spread_results length: 81
2026-06-10 06:07:56.997 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09818528286914 from bid=99.86118266877114, ask=100.33518789696714
2026-06-10 06:07:56.997 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4653 for trade price 99.8655 and mid price 100.0982
2026-06-10 06:07:56.998 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9058130551082 from bid=99.68978252444155, ask=100.12184358577484
2026-06-10 06:07:56.998 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0806 for trade price 99.8655 and mid price after delay 99.9058
2026-06-10 06:07:56.998 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 81: Effective=0.4653, Realized=0.0806. Current spread_results length: 82
2026-06-10 06:07:56.999 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04019382733313 from bid=100.00373791853069, ask=100.07664973613556
2026-06-10 06:07:56.999 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0663 for trade price 100.0734 and mid price 100.0402
2026-06-10 06:07:57.000 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96072457760472 from bid=99.75089781926013, ask=100.17055133594931
2026-06-10 06:07:57.000 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2253 for trade price 100.0734 and mid price after delay 99.9607
2026-06-10 06:07:57.000 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 82: Effective=0.0663, Realized=0.2253. Current spread_results length: 83
2026-06-10 06:07:57.001 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03772107164717 from bid=99.8980191912409, ask=100.17742295205343
2026-06-10 06:07:57.001 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2728 for trade price 99.9013 and mid price 100.0377
2026-06-10 06:07:57.002 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04247800885271 from bid=99.99673178675475, ask=100.08822423095067
2026-06-10 06:07:57.002 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2823 for trade price 99.9013 and mid price after delay 100.0425
2026-06-10 06:07:57.002 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 83: Effective=0.2728, Realized=0.2823. Current spread_results length: 84
2026-06-10 06:07:57.003 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01421787222544 from bid=99.79547177715956, ask=100.23296396729133
2026-06-10 06:07:57.003 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4279 for trade price 99.8003 and mid price 100.0142
2026-06-10 06:07:57.004 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04104151146139 from bid=99.98367342315758, ask=100.09840959976519
2026-06-10 06:07:57.004 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4815 for trade price 99.8003 and mid price after delay 100.0410
2026-06-10 06:07:57.004 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 84: Effective=0.4279, Realized=0.4815. Current spread_results length: 85
2026-06-10 06:07:57.005 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01421787222544 from bid=99.79547177715956, ask=100.23296396729133
2026-06-10 06:07:57.005 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4298 for trade price 99.7993 and mid price 100.0142
2026-06-10 06:07:57.006 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04104151146139 from bid=99.98367342315758, ask=100.09840959976519
2026-06-10 06:07:57.006 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4835 for trade price 99.7993 and mid price after delay 100.0410
2026-06-10 06:07:57.006 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 85: Effective=0.4298, Realized=0.4835. Current spread_results length: 86
2026-06-10 06:07:57.007 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01421787222544 from bid=99.79547177715956, ask=100.23296396729133
2026-06-10 06:07:57.007 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4301 for trade price 100.2293 and mid price 100.0142
2026-06-10 06:07:57.009 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04104151146139 from bid=99.98367342315758, ask=100.09840959976519
2026-06-10 06:07:57.009 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3765 for trade price 100.2293 and mid price after delay 100.0410
2026-06-10 06:07:57.009 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 86: Effective=0.4301, Realized=0.3765. Current spread_results length: 87
2026-06-10 06:07:57.010 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00653057343058 from bid=99.94964001309727, ask=100.0634211337639
2026-06-10 06:07:57.010 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1237 for trade price 100.0684 and mid price 100.0065
2026-06-10 06:07:57.011 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04104151146139 from bid=99.98367342315758, ask=100.09840959976519
2026-06-10 06:07:57.011 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0547 for trade price 100.0684 and mid price after delay 100.0410
2026-06-10 06:07:57.011 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 87: Effective=0.1237, Realized=0.0547. Current spread_results length: 88
2026-06-10 06:07:57.012 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98057241918244 from bid=99.89920192781372, ask=100.06194291055115
2026-06-10 06:07:57.012 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1600 for trade price 99.9005 and mid price 99.9806
2026-06-10 06:07:57.013 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99555085865417 from bid=99.79845356117677, ask=100.19264815613157
2026-06-10 06:07:57.013 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1900 for trade price 99.9005 and mid price after delay 99.9956
2026-06-10 06:07:57.013 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 88: Effective=0.1600, Realized=0.1900. Current spread_results length: 89
2026-06-10 06:07:57.014 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02388588187654 from bid=99.89207980082281, ask=100.15569196293026
2026-06-10 06:07:57.014 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2633 for trade price 99.8923 and mid price 100.0239
2026-06-10 06:07:57.016 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03677956752217 from bid=99.78790100859646, ask=100.28565812644788
2026-06-10 06:07:57.016 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2890 for trade price 99.8923 and mid price after delay 100.0368
2026-06-10 06:07:57.016 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 89: Effective=0.2633, Realized=0.2890. Current spread_results length: 90
2026-06-10 06:07:57.017 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02388588187654 from bid=99.89207980082281, ask=100.15569196293026
2026-06-10 06:07:57.017 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2641 for trade price 100.1559 and mid price 100.0239
2026-06-10 06:07:57.020 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03677956752217 from bid=99.78790100859646, ask=100.28565812644788
2026-06-10 06:07:57.020 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2383 for trade price 100.1559 and mid price after delay 100.0368
2026-06-10 06:07:57.020 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 90: Effective=0.2641, Realized=0.2383. Current spread_results length: 91
2026-06-10 06:07:57.021 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02388588187654 from bid=99.89207980082281, ask=100.15569196293026
2026-06-10 06:07:57.021 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2612 for trade price 99.8933 and mid price 100.0239
2026-06-10 06:07:57.022 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03677956752217 from bid=99.78790100859646, ask=100.28565812644788
2026-06-10 06:07:57.022 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2869 for trade price 99.8933 and mid price after delay 100.0368
2026-06-10 06:07:57.022 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 91: Effective=0.2612, Realized=0.2869. Current spread_results length: 92
2026-06-10 06:07:57.023 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96978807551497 from bid=99.82065243949295, ask=100.118923711537
2026-06-10 06:07:57.023 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2939 for trade price 100.1167 and mid price 99.9698
2026-06-10 06:07:57.024 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00782351125319 from bid=99.93013009400703, ask=100.08551692849936
2026-06-10 06:07:57.024 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2178 for trade price 100.1167 and mid price after delay 100.0078
2026-06-10 06:07:57.025 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 92: Effective=0.2939, Realized=0.2178. Current spread_results length: 93
2026-06-10 06:07:57.026 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94280770252794 from bid=99.88385444333731, ask=100.00176096171857
2026-06-10 06:07:57.026 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1209 for trade price 99.8824 and mid price 99.9428
2026-06-10 06:07:57.027 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0546981147031 from bid=99.90779894345312, ask=100.20159728595308
2026-06-10 06:07:57.027 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3447 for trade price 99.8824 and mid price after delay 100.0547
2026-06-10 06:07:57.027 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 93: Effective=0.1209, Realized=0.3447. Current spread_results length: 94
2026-06-10 06:07:57.028 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94280770252794 from bid=99.88385444333731, ask=100.00176096171857
2026-06-10 06:07:57.028 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1143 for trade price 99.8856 and mid price 99.9428
2026-06-10 06:07:57.029 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0546981147031 from bid=99.90779894345312, ask=100.20159728595308
2026-06-10 06:07:57.029 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3381 for trade price 99.8856 and mid price after delay 100.0547
2026-06-10 06:07:57.029 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 94: Effective=0.1143, Realized=0.3381. Current spread_results length: 95
2026-06-10 06:07:57.030 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87285284977736 from bid=99.64602494659086, ask=100.09968075296386
2026-06-10 06:07:57.030 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4537 for trade price 99.6460 and mid price 99.8729
2026-06-10 06:07:57.032 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01461037833242 from bid=99.86648686768997, ask=100.16273388897487
2026-06-10 06:07:57.032 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7372 for trade price 99.6460 and mid price after delay 100.0146
2026-06-10 06:07:57.032 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 95: Effective=0.4537, Realized=0.7372. Current spread_results length: 96
2026-06-10 06:07:57.033 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90877066318647 from bid=99.88641061246375, ask=99.9311307139092
2026-06-10 06:07:57.033 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0395 for trade price 99.9285 and mid price 99.9088
2026-06-10 06:07:57.034 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01489545826955 from bid=99.80097908471772, ask=100.22881183182137
2026-06-10 06:07:57.034 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1728 for trade price 99.9285 and mid price after delay 100.0149
2026-06-10 06:07:57.034 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 96: Effective=0.0395, Realized=0.1728. Current spread_results length: 97
2026-06-10 06:07:57.035 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90877066318647 from bid=99.88641061246375, ask=99.9311307139092
2026-06-10 06:07:57.035 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0505 for trade price 99.9340 and mid price 99.9088
2026-06-10 06:07:57.036 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01489545826955 from bid=99.80097908471772, ask=100.22881183182137
2026-06-10 06:07:57.036 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1617 for trade price 99.9340 and mid price after delay 100.0149
2026-06-10 06:07:57.036 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 97: Effective=0.0505, Realized=0.1617. Current spread_results length: 98
2026-06-10 06:07:57.038 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88259502828683 from bid=99.71369547260424, ask=100.05149458396941
2026-06-10 06:07:57.038 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3368 for trade price 99.7142 and mid price 99.8826
2026-06-10 06:07:57.039 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98063362836699 from bid=99.74024279706475, ask=100.22102445966922
2026-06-10 06:07:57.039 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5329 for trade price 99.7142 and mid price after delay 99.9806
2026-06-10 06:07:57.039 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 98: Effective=0.3368, Realized=0.5329. Current spread_results length: 99
2026-06-10 06:07:57.040 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.85405225904341 from bid=99.81663585610578, ask=99.89146866198105
2026-06-10 06:07:57.040 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0830 for trade price 99.8125 and mid price 99.8541
2026-06-10 06:07:57.042 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93865290660845 from bid=99.88812579116818, ask=99.98918002204873
2026-06-10 06:07:57.042 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2522 for trade price 99.8125 and mid price after delay 99.9387
2026-06-10 06:07:57.042 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 99: Effective=0.0830, Realized=0.2522. Current spread_results length: 100
2026-06-10 06:07:57.043 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.89481002353644 from bid=99.6975782645852, ask=100.09204178248767
2026-06-10 06:07:57.043 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3855 for trade price 100.0875 and mid price 99.8948
2026-06-10 06:07:57.044 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92168470614858 from bid=99.88731248573154, ask=99.95605692656562
2026-06-10 06:07:57.044 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3317 for trade price 100.0875 and mid price after delay 99.9217
2026-06-10 06:07:57.044 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 100: Effective=0.3855, Realized=0.3317. Current spread_results length: 101
2026-06-10 06:07:57.045 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92552737771115 from bid=99.87387694869248, ask=99.97717780672981
2026-06-10 06:07:57.045 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1099 for trade price 99.9805 and mid price 99.9255
2026-06-10 06:07:57.046 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96068287209583 from bid=99.89536011188761, ask=100.02600563230405
2026-06-10 06:07:57.046 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0395 for trade price 99.9805 and mid price after delay 99.9607
2026-06-10 06:07:57.046 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 101: Effective=0.1099, Realized=0.0395. Current spread_results length: 102
2026-06-10 06:07:57.047 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88525047675326 from bid=99.77464293706369, ask=99.99585801644282
2026-06-10 06:07:57.047 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2302 for trade price 99.7701 and mid price 99.8853
2026-06-10 06:07:57.048 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97013107122753 from bid=99.81338260119617, ask=100.12687954125889
2026-06-10 06:07:57.048 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4000 for trade price 99.7701 and mid price after delay 99.9701
2026-06-10 06:07:57.048 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 102: Effective=0.2302, Realized=0.4000. Current spread_results length: 103
2026-06-10 06:07:57.049 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88525047675326 from bid=99.77464293706369, ask=99.99585801644282
2026-06-10 06:07:57.050 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2222 for trade price 99.9963 and mid price 99.8853
2026-06-10 06:07:57.051 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97013107122753 from bid=99.81338260119617, ask=100.12687954125889
2026-06-10 06:07:57.051 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0524 for trade price 99.9963 and mid price after delay 99.9701
2026-06-10 06:07:57.051 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 103: Effective=0.2222, Realized=0.0524. Current spread_results length: 104
2026-06-10 06:07:57.053 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88525047675326 from bid=99.77464293706369, ask=99.99585801644282
2026-06-10 06:07:57.053 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2223 for trade price 99.7741 and mid price 99.8853
2026-06-10 06:07:57.054 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97013107122753 from bid=99.81338260119617, ask=100.12687954125889
2026-06-10 06:07:57.054 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3921 for trade price 99.7741 and mid price after delay 99.9701
2026-06-10 06:07:57.054 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 104: Effective=0.2223, Realized=0.3921. Current spread_results length: 105
2026-06-10 06:07:57.055 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90049665835295 from bid=99.73052234426609, ask=100.07047097243981
2026-06-10 06:07:57.056 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3491 for trade price 100.0750 and mid price 99.9005
2026-06-10 06:07:57.057 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96433338251164 from bid=99.73033034936621, ask=100.19833641565707
2026-06-10 06:07:57.057 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2214 for trade price 100.0750 and mid price after delay 99.9643
2026-06-10 06:07:57.057 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 105: Effective=0.3491, Realized=0.2214. Current spread_results length: 106
2026-06-10 06:07:57.058 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90049665835295 from bid=99.73052234426609, ask=100.07047097243981
2026-06-10 06:07:57.058 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3427 for trade price 100.0718 and mid price 99.9005
2026-06-10 06:07:57.059 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96433338251164 from bid=99.73033034936621, ask=100.19833641565707
2026-06-10 06:07:57.059 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2150 for trade price 100.0718 and mid price after delay 99.9643
2026-06-10 06:07:57.059 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 106: Effective=0.3427, Realized=0.2150. Current spread_results length: 107
2026-06-10 06:07:57.061 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93913211110375 from bid=99.85100297278198, ask=100.02726124942551
2026-06-10 06:07:57.061 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1673 for trade price 99.8555 and mid price 99.9391
2026-06-10 06:07:57.062 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90865549134395 from bid=99.80668795888009, ask=100.01062302380781
2026-06-10 06:07:57.062 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1064 for trade price 99.8555 and mid price after delay 99.9087
2026-06-10 06:07:57.062 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 107: Effective=0.1673, Realized=0.1064. Current spread_results length: 108
2026-06-10 06:07:57.064 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93913211110375 from bid=99.85100297278198, ask=100.02726124942551
2026-06-10 06:07:57.064 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1669 for trade price 99.8557 and mid price 99.9391
2026-06-10 06:07:57.065 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90865549134395 from bid=99.80668795888009, ask=100.01062302380781
2026-06-10 06:07:57.065 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1060 for trade price 99.8557 and mid price after delay 99.9087
2026-06-10 06:07:57.065 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 108: Effective=0.1669, Realized=0.1060. Current spread_results length: 109
2026-06-10 06:07:57.066 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97527735049526 from bid=99.9093565486848, ask=100.04119815230572
2026-06-10 06:07:57.066 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1351 for trade price 99.9077 and mid price 99.9753
2026-06-10 06:07:57.067 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9258088306809 from bid=99.84730954613019, ask=100.0043081152316
2026-06-10 06:07:57.068 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0361 for trade price 99.9077 and mid price after delay 99.9258
2026-06-10 06:07:57.068 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 109: Effective=0.1351, Realized=0.0361. Current spread_results length: 110
2026-06-10 06:07:57.069 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9364984149111 from bid=99.8632548544677, ask=100.0097419753545
2026-06-10 06:07:57.069 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1560 for trade price 99.8585 and mid price 99.9365
2026-06-10 06:07:57.070 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.86473406511497 from bid=99.74745411207341, ask=99.98201401815653
2026-06-10 06:07:57.070 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0125 for trade price 99.8585 and mid price after delay 99.8647
2026-06-10 06:07:57.070 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 110: Effective=0.1560, Realized=0.0125. Current spread_results length: 111
2026-06-10 06:07:57.071 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91149494738644 from bid=99.68029487556382, ask=100.14269501920907
2026-06-10 06:07:57.071 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4573 for trade price 99.6828 and mid price 99.9115
2026-06-10 06:07:57.072 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91451208529448 from bid=99.66546845556998, ask=100.16355571501897
2026-06-10 06:07:57.072 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4634 for trade price 99.6828 and mid price after delay 99.9145
2026-06-10 06:07:57.072 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 111: Effective=0.4573, Realized=0.4634. Current spread_results length: 112
2026-06-10 06:07:57.073 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91149494738644 from bid=99.68029487556382, ask=100.14269501920907
2026-06-10 06:07:57.073 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4704 for trade price 99.6763 and mid price 99.9115
2026-06-10 06:07:57.075 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91451208529448 from bid=99.66546845556998, ask=100.16355571501897
2026-06-10 06:07:57.075 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4764 for trade price 99.6763 and mid price after delay 99.9145
2026-06-10 06:07:57.076 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 112: Effective=0.4704, Realized=0.4764. Current spread_results length: 113
2026-06-10 06:07:57.077 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9058130551082 from bid=99.68978252444155, ask=100.12184358577484
2026-06-10 06:07:57.077 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4374 for trade price 99.6871 and mid price 99.9058
2026-06-10 06:07:57.078 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87187463845551 from bid=99.81465183195009, ask=99.92909744496093
2026-06-10 06:07:57.078 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3695 for trade price 99.6871 and mid price after delay 99.8719
2026-06-10 06:07:57.078 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 113: Effective=0.4374, Realized=0.3695. Current spread_results length: 114
2026-06-10 06:07:57.079 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9058130551082 from bid=99.68978252444155, ask=100.12184358577484
2026-06-10 06:07:57.079 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4227 for trade price 99.6944 and mid price 99.9058
2026-06-10 06:07:57.080 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87187463845551 from bid=99.81465183195009, ask=99.92909744496093
2026-06-10 06:07:57.080 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3549 for trade price 99.6944 and mid price after delay 99.8719
2026-06-10 06:07:57.080 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 114: Effective=0.4227, Realized=0.3549. Current spread_results length: 115
2026-06-10 06:07:57.081 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91084084636576 from bid=99.89344670563216, ask=99.92823498709936
2026-06-10 06:07:57.081 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0265 for trade price 99.8976 and mid price 99.9108
2026-06-10 06:07:57.082 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.8484247637123 from bid=99.61477621610385, ask=100.08207331132076
2026-06-10 06:07:57.082 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0983 for trade price 99.8976 and mid price after delay 99.8484
2026-06-10 06:07:57.082 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 115: Effective=0.0265, Realized=0.0983. Current spread_results length: 116
2026-06-10 06:07:57.083 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04247800885271 from bid=99.99673178675475, ask=100.08822423095067
2026-06-10 06:07:57.083 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0867 for trade price 100.0858 and mid price 100.0425
2026-06-10 06:07:57.085 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90675322547953 from bid=99.72938594383312, ask=100.08412050712595
2026-06-10 06:07:57.085 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3582 for trade price 100.0858 and mid price after delay 99.9068
2026-06-10 06:07:57.085 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 116: Effective=0.0867, Realized=0.3582. Current spread_results length: 117
2026-06-10 06:07:57.086 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04104151146139 from bid=99.98367342315758, ask=100.09840959976519
2026-06-10 06:07:57.086 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1053 for trade price 100.0937 and mid price 100.0410
2026-06-10 06:07:57.090 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91791058846069 from bid=99.67103848787097, ask=100.1647826890504
2026-06-10 06:07:57.090 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3515 for trade price 100.0937 and mid price after delay 99.9179
2026-06-10 06:07:57.090 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 117: Effective=0.1053, Realized=0.3515. Current spread_results length: 118
2026-06-10 06:07:57.091 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04104151146139 from bid=99.98367342315758, ask=100.09840959976519
2026-06-10 06:07:57.091 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1174 for trade price 100.0998 and mid price 100.0410
2026-06-10 06:07:57.092 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91791058846069 from bid=99.67103848787097, ask=100.1647826890504
2026-06-10 06:07:57.092 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3637 for trade price 100.0998 and mid price after delay 99.9179
2026-06-10 06:07:57.092 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 118: Effective=0.1174, Realized=0.3637. Current spread_results length: 119
2026-06-10 06:07:57.093 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01903502220196 from bid=99.77263435547593, ask=100.265435688928
2026-06-10 06:07:57.093 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4977 for trade price 99.7702 and mid price 100.0190
2026-06-10 06:07:57.094 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93329558040645 from bid=99.92637891915417, ask=99.94021224165873
2026-06-10 06:07:57.094 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3262 for trade price 99.7702 and mid price after delay 99.9333
2026-06-10 06:07:57.094 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 119: Effective=0.4977, Realized=0.3262. Current spread_results length: 120
2026-06-10 06:07:57.098 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99105189556222 from bid=99.88241506149463, ask=100.09968872962982
2026-06-10 06:07:57.098 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2230 for trade price 99.8796 and mid price 99.9911
2026-06-10 06:07:57.099 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94475393570123 from bid=99.91147391144855, ask=99.9780339599539
2026-06-10 06:07:57.099 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1304 for trade price 99.8796 and mid price after delay 99.9448
2026-06-10 06:07:57.099 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 120: Effective=0.2230, Realized=0.1304. Current spread_results length: 121
2026-06-10 06:07:57.100 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04235845099755 from bid=99.86134842354996, ask=100.22336847844515
2026-06-10 06:07:57.100 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3567 for trade price 99.8640 and mid price 100.0424
2026-06-10 06:07:57.101 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88273558223855 from bid=99.72955227461615, ask=100.03591888986095
2026-06-10 06:07:57.101 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0375 for trade price 99.8640 and mid price after delay 99.8827
2026-06-10 06:07:57.101 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 121: Effective=0.3567, Realized=0.0375. Current spread_results length: 122
2026-06-10 06:07:57.102 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04235845099755 from bid=99.86134842354996, ask=100.22336847844515
2026-06-10 06:07:57.102 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3664 for trade price 100.2256 and mid price 100.0424
2026-06-10 06:07:57.105 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88273558223855 from bid=99.72955227461615, ask=100.03591888986095
2026-06-10 06:07:57.105 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6857 for trade price 100.2256 and mid price after delay 99.8827
2026-06-10 06:07:57.105 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 122: Effective=0.3664, Realized=0.6857. Current spread_results length: 123
2026-06-10 06:07:57.106 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05891994283849 from bid=99.87066593054561, ask=100.24717395513136
2026-06-10 06:07:57.106 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3838 for trade price 99.8670 and mid price 100.0589
2026-06-10 06:07:57.107 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9178822550945 from bid=99.84820619919505, ask=99.98755831099395
2026-06-10 06:07:57.107 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1017 for trade price 99.8670 and mid price after delay 99.9179
2026-06-10 06:07:57.107 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 123: Effective=0.3838, Realized=0.1017. Current spread_results length: 124
2026-06-10 06:07:57.108 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05891994283849 from bid=99.87066593054561, ask=100.24717395513136
2026-06-10 06:07:57.108 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3716 for trade price 100.2447 and mid price 100.0589
2026-06-10 06:07:57.109 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91673638204787 from bid=99.68992894173344, ask=100.1435438223623
2026-06-10 06:07:57.109 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6560 for trade price 100.2447 and mid price after delay 99.9167
2026-06-10 06:07:57.110 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 124: Effective=0.3716, Realized=0.6560. Current spread_results length: 125
2026-06-10 06:07:57.112 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05891994283849 from bid=99.87066593054561, ask=100.24717395513136
2026-06-10 06:07:57.112 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3698 for trade price 99.8740 and mid price 100.0589
2026-06-10 06:07:57.113 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91673638204787 from bid=99.68992894173344, ask=100.1435438223623
2026-06-10 06:07:57.113 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0854 for trade price 99.8740 and mid price after delay 99.9167
2026-06-10 06:07:57.113 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 125: Effective=0.3698, Realized=0.0854. Current spread_results length: 126
2026-06-10 06:07:57.114 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05891994283849 from bid=99.87066593054561, ask=100.24717395513136
2026-06-10 06:07:57.114 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3681 for trade price 99.8749 and mid price 100.0589
2026-06-10 06:07:57.115 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91673638204787 from bid=99.68992894173344, ask=100.1435438223623
2026-06-10 06:07:57.115 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0837 for trade price 99.8749 and mid price after delay 99.9167
2026-06-10 06:07:57.115 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 126: Effective=0.3681, Realized=0.0837. Current spread_results length: 127
2026-06-10 06:07:57.116 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01461037833242 from bid=99.86648686768997, ask=100.16273388897487
2026-06-10 06:07:57.117 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2986 for trade price 99.8653 and mid price 100.0146
2026-06-10 06:07:57.118 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95131793553 from bid=99.92370481094038, ask=99.97893106011962
2026-06-10 06:07:57.118 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1720 for trade price 99.8653 and mid price after delay 99.9513
2026-06-10 06:07:57.118 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 127: Effective=0.2986, Realized=0.1720. Current spread_results length: 128
2026-06-10 06:07:57.119 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01489545826955 from bid=99.80097908471772, ask=100.22881183182137
2026-06-10 06:07:57.119 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4372 for trade price 100.2335 and mid price 100.0149
2026-06-10 06:07:57.120 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95131793553 from bid=99.92370481094038, ask=99.97893106011962
2026-06-10 06:07:57.120 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5644 for trade price 100.2335 and mid price after delay 99.9513
2026-06-10 06:07:57.120 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 128: Effective=0.4372, Realized=0.5644. Current spread_results length: 129
2026-06-10 06:07:57.121 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01489545826955 from bid=99.80097908471772, ask=100.22881183182137
2026-06-10 06:07:57.121 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4310 for trade price 99.7994 and mid price 100.0149
2026-06-10 06:07:57.122 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94367923327555 from bid=99.87089257840235, ask=100.01646588814874
2026-06-10 06:07:57.122 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2886 for trade price 99.7994 and mid price after delay 99.9437
2026-06-10 06:07:57.123 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 129: Effective=0.4310, Realized=0.2886. Current spread_results length: 130
2026-06-10 06:07:57.123 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98063362836699 from bid=99.74024279706475, ask=100.22102445966922
2026-06-10 06:07:57.124 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4869 for trade price 100.2241 and mid price 99.9806
2026-06-10 06:07:57.124 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.89406176287176 from bid=99.70013755323195, ask=100.08798597251156
2026-06-10 06:07:57.125 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6601 for trade price 100.2241 and mid price after delay 99.8941
2026-06-10 06:07:57.125 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 130: Effective=0.4869, Realized=0.6601. Current spread_results length: 131
2026-06-10 06:07:57.126 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98063362836699 from bid=99.74024279706475, ask=100.22102445966922
2026-06-10 06:07:57.126 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4846 for trade price 100.2229 and mid price 99.9806
2026-06-10 06:07:57.127 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.89406176287176 from bid=99.70013755323195, ask=100.08798597251156
2026-06-10 06:07:57.127 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6577 for trade price 100.2229 and mid price after delay 99.8941
2026-06-10 06:07:57.127 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 131: Effective=0.4846, Realized=0.6577. Current spread_results length: 132
2026-06-10 06:07:57.128 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93865290660845 from bid=99.88812579116818, ask=99.98918002204873
2026-06-10 06:07:57.128 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0991 for trade price 99.8891 and mid price 99.9387
2026-06-10 06:07:57.129 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90775857505241 from bid=99.838579535756, ask=99.97693761434883
2026-06-10 06:07:57.129 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0373 for trade price 99.8891 and mid price after delay 99.9078
2026-06-10 06:07:57.129 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 132: Effective=0.0991, Realized=0.0373. Current spread_results length: 133
2026-06-10 06:07:57.130 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93865290660845 from bid=99.88812579116818, ask=99.98918002204873
2026-06-10 06:07:57.130 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1010 for trade price 99.8882 and mid price 99.9387
2026-06-10 06:07:57.131 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90775857505241 from bid=99.838579535756, ask=99.97693761434883
2026-06-10 06:07:57.131 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0392 for trade price 99.8882 and mid price after delay 99.9078
2026-06-10 06:07:57.131 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 133: Effective=0.1010, Realized=0.0392. Current spread_results length: 134
2026-06-10 06:07:57.132 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93865290660845 from bid=99.88812579116818, ask=99.98918002204873
2026-06-10 06:07:57.133 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0943 for trade price 99.8915 and mid price 99.9387
2026-06-10 06:07:57.133 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90775857505241 from bid=99.838579535756, ask=99.97693761434883
2026-06-10 06:07:57.134 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0325 for trade price 99.8915 and mid price after delay 99.9078
2026-06-10 06:07:57.134 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 134: Effective=0.0943, Realized=0.0325. Current spread_results length: 135
2026-06-10 06:07:57.135 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93865290660845 from bid=99.88812579116818, ask=99.98918002204873
2026-06-10 06:07:57.135 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1029 for trade price 99.8872 and mid price 99.9387
2026-06-10 06:07:57.136 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90775857505241 from bid=99.838579535756, ask=99.97693761434883
2026-06-10 06:07:57.136 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0411 for trade price 99.8872 and mid price after delay 99.9078
2026-06-10 06:07:57.136 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 135: Effective=0.1029, Realized=0.0411. Current spread_results length: 136
2026-06-10 06:07:57.137 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92168470614858 from bid=99.88731248573154, ask=99.95605692656562
2026-06-10 06:07:57.137 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0709 for trade price 99.9571 and mid price 99.9217
2026-06-10 06:07:57.138 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92463303375823 from bid=99.91726395735418, ask=99.93200211016227
2026-06-10 06:07:57.140 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0650 for trade price 99.9571 and mid price after delay 99.9246
2026-06-10 06:07:57.140 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 136: Effective=0.0709, Realized=0.0650. Current spread_results length: 137
2026-06-10 06:07:57.141 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92168470614858 from bid=99.88731248573154, ask=99.95605692656562
2026-06-10 06:07:57.141 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0657 for trade price 99.9545 and mid price 99.9217
2026-06-10 06:07:57.142 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92463303375823 from bid=99.91726395735418, ask=99.93200211016227
2026-06-10 06:07:57.142 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0598 for trade price 99.9545 and mid price after delay 99.9246
2026-06-10 06:07:57.142 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 137: Effective=0.0657, Realized=0.0598. Current spread_results length: 138
2026-06-10 06:07:57.143 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92168470614858 from bid=99.88731248573154, ask=99.95605692656562
2026-06-10 06:07:57.144 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0611 for trade price 99.8911 and mid price 99.9217
2026-06-10 06:07:57.145 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92463303375823 from bid=99.91726395735418, ask=99.93200211016227
2026-06-10 06:07:57.145 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0670 for trade price 99.8911 and mid price after delay 99.9246
2026-06-10 06:07:57.145 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 138: Effective=0.0611, Realized=0.0670. Current spread_results length: 139
2026-06-10 06:07:57.146 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96068287209583 from bid=99.89536011188761, ask=100.02600563230405
2026-06-10 06:07:57.146 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1267 for trade price 100.0240 and mid price 99.9607
2026-06-10 06:07:57.148 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92463303375823 from bid=99.91726395735418, ask=99.93200211016227
2026-06-10 06:07:57.148 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1988 for trade price 100.0240 and mid price after delay 99.9246
2026-06-10 06:07:57.148 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 139: Effective=0.1267, Realized=0.1988. Current spread_results length: 140
2026-06-10 06:07:57.150 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96068287209583 from bid=99.89536011188761, ask=100.02600563230405
2026-06-10 06:07:57.150 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1284 for trade price 100.0249 and mid price 99.9607
2026-06-10 06:07:57.151 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88218943234726 from bid=99.66082836598872, ask=100.1035504987058
2026-06-10 06:07:57.151 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2854 for trade price 100.0249 and mid price after delay 99.8822
2026-06-10 06:07:57.152 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 140: Effective=0.1284, Realized=0.2854. Current spread_results length: 141
2026-06-10 06:07:57.153 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96068287209583 from bid=99.89536011188761, ask=100.02600563230405
2026-06-10 06:07:57.153 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1236 for trade price 99.8989 and mid price 99.9607
2026-06-10 06:07:57.154 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88218943234726 from bid=99.66082836598872, ask=100.1035504987058
2026-06-10 06:07:57.154 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0334 for trade price 99.8989 and mid price after delay 99.8822
2026-06-10 06:07:57.154 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 141: Effective=0.1236, Realized=0.0334. Current spread_results length: 142
2026-06-10 06:07:57.155 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97013107122753 from bid=99.81338260119617, ask=100.12687954125889
2026-06-10 06:07:57.156 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3235 for trade price 99.8084 and mid price 99.9701
2026-06-10 06:07:57.157 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92253470244894 from bid=99.78386508159359, ask=100.0612043233043
2026-06-10 06:07:57.159 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2283 for trade price 99.8084 and mid price after delay 99.9225
2026-06-10 06:07:57.159 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 142: Effective=0.3235, Realized=0.2283. Current spread_results length: 143
2026-06-10 06:07:57.160 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96205597542637 from bid=99.81405626455002, ask=100.11005568630272
2026-06-10 06:07:57.160 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2985 for trade price 99.8128 and mid price 99.9621
2026-06-10 06:07:57.161 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95596828493477 from bid=99.80825344114477, ask=100.10368312872477
2026-06-10 06:07:57.161 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2863 for trade price 99.8128 and mid price after delay 99.9560
2026-06-10 06:07:57.161 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 143: Effective=0.2985, Realized=0.2863. Current spread_results length: 144
2026-06-10 06:07:57.162 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96205597542637 from bid=99.81405626455002, ask=100.11005568630272
2026-06-10 06:07:57.162 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2899 for trade price 99.8171 and mid price 99.9621
2026-06-10 06:07:57.163 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95596828493477 from bid=99.80825344114477, ask=100.10368312872477
2026-06-10 06:07:57.163 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2777 for trade price 99.8171 and mid price after delay 99.9560
2026-06-10 06:07:57.163 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 144: Effective=0.2899, Realized=0.2777. Current spread_results length: 145
2026-06-10 06:07:57.164 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96205597542637 from bid=99.81405626455002, ask=100.11005568630272
2026-06-10 06:07:57.164 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2910 for trade price 99.8165 and mid price 99.9621
2026-06-10 06:07:57.166 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95596828493477 from bid=99.80825344114477, ask=100.10368312872477
2026-06-10 06:07:57.166 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2789 for trade price 99.8165 and mid price after delay 99.9560
2026-06-10 06:07:57.166 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 145: Effective=0.2910, Realized=0.2789. Current spread_results length: 146
2026-06-10 06:07:57.169 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96433338251164 from bid=99.73033034936621, ask=100.19833641565707
2026-06-10 06:07:57.169 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4639 for trade price 99.7324 and mid price 99.9643
2026-06-10 06:07:57.170 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92079315852568 from bid=99.88456900630156, ask=99.9570173107498
2026-06-10 06:07:57.170 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3768 for trade price 99.7324 and mid price after delay 99.9208
2026-06-10 06:07:57.170 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 146: Effective=0.4639, Realized=0.3768. Current spread_results length: 147
2026-06-10 06:07:57.171 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.934769850528 from bid=99.75430285933459, ask=100.11523684172141
2026-06-10 06:07:57.171 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3698 for trade price 100.1197 and mid price 99.9348
2026-06-10 06:07:57.172 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90163418076918 from bid=99.67638371602725, ask=100.12688464551111
2026-06-10 06:07:57.172 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4360 for trade price 100.1197 and mid price after delay 99.9016
2026-06-10 06:07:57.172 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 147: Effective=0.3698, Realized=0.4360. Current spread_results length: 148
2026-06-10 06:07:57.173 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.934769850528 from bid=99.75430285933459, ask=100.11523684172141
2026-06-10 06:07:57.174 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3546 for trade price 99.7575 and mid price 99.9348
2026-06-10 06:07:57.174 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90163418076918 from bid=99.67638371602725, ask=100.12688464551111
2026-06-10 06:07:57.175 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2883 for trade price 99.7575 and mid price after delay 99.9016
2026-06-10 06:07:57.175 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 148: Effective=0.3546, Realized=0.2883. Current spread_results length: 149
2026-06-10 06:07:57.176 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90865549134395 from bid=99.80668795888009, ask=100.01062302380781
2026-06-10 06:07:57.178 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2093 for trade price 100.0133 and mid price 99.9087
2026-06-10 06:07:57.179 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93121728294487 from bid=99.71534515035465, ask=100.14708941553509
2026-06-10 06:07:57.179 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1642 for trade price 100.0133 and mid price after delay 99.9312
2026-06-10 06:07:57.179 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 149: Effective=0.2093, Realized=0.1642. Current spread_results length: 150
2026-06-10 06:07:57.180 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90865549134395 from bid=99.80668795888009, ask=100.01062302380781
2026-06-10 06:07:57.180 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2139 for trade price 100.0156 and mid price 99.9087
2026-06-10 06:07:57.181 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93121728294487 from bid=99.71534515035465, ask=100.14708941553509
2026-06-10 06:07:57.181 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1688 for trade price 100.0156 and mid price after delay 99.9312
2026-06-10 06:07:57.181 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 150: Effective=0.2139, Realized=0.1688. Current spread_results length: 151
2026-06-10 06:07:57.184 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90865549134395 from bid=99.80668795888009, ask=100.01062302380781
2026-06-10 06:07:57.184 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2090 for trade price 99.8041 and mid price 99.9087
2026-06-10 06:07:57.185 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93121728294487 from bid=99.71534515035465, ask=100.14708941553509
2026-06-10 06:07:57.185 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2542 for trade price 99.8041 and mid price after delay 99.9312
2026-06-10 06:07:57.186 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 151: Effective=0.2090, Realized=0.2542. Current spread_results length: 152
2026-06-10 06:07:57.187 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9258088306809 from bid=99.84730954613019, ask=100.0043081152316
2026-06-10 06:07:57.187 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1571 for trade price 100.0043 and mid price 99.9258
2026-06-10 06:07:57.188 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93121728294487 from bid=99.71534515035465, ask=100.14708941553509
2026-06-10 06:07:57.188 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1462 for trade price 100.0043 and mid price after delay 99.9312
2026-06-10 06:07:57.188 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 152: Effective=0.1571, Realized=0.1462. Current spread_results length: 153
2026-06-10 06:07:57.189 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9258088306809 from bid=99.84730954613019, ask=100.0043081152316
2026-06-10 06:07:57.189 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1552 for trade price 99.8482 and mid price 99.9258
2026-06-10 06:07:57.190 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93121728294487 from bid=99.71534515035465, ask=100.14708941553509
2026-06-10 06:07:57.190 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1660 for trade price 99.8482 and mid price after delay 99.9312
2026-06-10 06:07:57.190 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 153: Effective=0.1552, Realized=0.1660. Current spread_results length: 154
2026-06-10 06:07:57.193 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.86473406511497 from bid=99.74745411207341, ask=99.98201401815653
2026-06-10 06:07:57.193 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2290 for trade price 99.9792 and mid price 99.8647
2026-06-10 06:07:57.194 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97403903424326 from bid=99.75242603238776, ask=100.19565203609876
2026-06-10 06:07:57.195 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0104 for trade price 99.9792 and mid price after delay 99.9740
2026-06-10 06:07:57.195 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 154: Effective=0.2290, Realized=0.0104. Current spread_results length: 155
2026-06-10 06:07:57.196 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.86473406511497 from bid=99.74745411207341, ask=99.98201401815653
2026-06-10 06:07:57.196 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2436 for trade price 99.9865 and mid price 99.8647
2026-06-10 06:07:57.197 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97403903424326 from bid=99.75242603238776, ask=100.19565203609876
2026-06-10 06:07:57.197 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0250 for trade price 99.9865 and mid price after delay 99.9740
2026-06-10 06:07:57.197 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 155: Effective=0.2436, Realized=0.0250. Current spread_results length: 156
2026-06-10 06:07:57.198 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91451208529448 from bid=99.66546845556998, ask=100.16355571501897
2026-06-10 06:07:57.198 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.5055 for trade price 99.6618 and mid price 99.9145
2026-06-10 06:07:57.200 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97403903424326 from bid=99.75242603238776, ask=100.19565203609876
2026-06-10 06:07:57.202 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6246 for trade price 99.6618 and mid price after delay 99.9740
2026-06-10 06:07:57.202 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 156: Effective=0.5055, Realized=0.6246. Current spread_results length: 157
2026-06-10 06:07:57.203 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91451208529448 from bid=99.66546845556998, ask=100.16355571501897
2026-06-10 06:07:57.203 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.5037 for trade price 99.6627 and mid price 99.9145
2026-06-10 06:07:57.204 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97403903424326 from bid=99.75242603238776, ask=100.19565203609876
2026-06-10 06:07:57.204 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6227 for trade price 99.6627 and mid price after delay 99.9740
2026-06-10 06:07:57.205 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 157: Effective=0.5037, Realized=0.6227. Current spread_results length: 158
2026-06-10 06:07:57.206 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91451208529448 from bid=99.66546845556998, ask=100.16355571501897
2026-06-10 06:07:57.206 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4991 for trade price 100.1641 and mid price 99.9145
2026-06-10 06:07:57.207 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96467920375986 from bid=99.80761713377294, ask=100.12174127374678
2026-06-10 06:07:57.209 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3988 for trade price 100.1641 and mid price after delay 99.9647
2026-06-10 06:07:57.209 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 158: Effective=0.4991, Realized=0.3988. Current spread_results length: 159
2026-06-10 06:07:57.210 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91451208529448 from bid=99.66546845556998, ask=100.16355571501897
2026-06-10 06:07:57.210 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4926 for trade price 99.6682 and mid price 99.9145
2026-06-10 06:07:57.211 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96467920375986 from bid=99.80761713377294, ask=100.12174127374678
2026-06-10 06:07:57.211 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5929 for trade price 99.6682 and mid price after delay 99.9647
2026-06-10 06:07:57.212 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 159: Effective=0.4926, Realized=0.5929. Current spread_results length: 160
2026-06-10 06:07:57.213 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87187463845551 from bid=99.81465183195009, ask=99.92909744496093
2026-06-10 06:07:57.213 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1136 for trade price 99.9287 and mid price 99.8719
2026-06-10 06:07:57.214 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93014673904423 from bid=99.69732589019928, ask=100.16296758788918
2026-06-10 06:07:57.214 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0029 for trade price 99.9287 and mid price after delay 99.9301
2026-06-10 06:07:57.214 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 160: Effective=0.1136, Realized=0.0029. Current spread_results length: 161
2026-06-10 06:07:57.215 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87187463845551 from bid=99.81465183195009, ask=99.92909744496093
2026-06-10 06:07:57.217 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1180 for trade price 99.8129 and mid price 99.8719
2026-06-10 06:07:57.218 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93014673904423 from bid=99.69732589019928, ask=100.16296758788918
2026-06-10 06:07:57.218 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2345 for trade price 99.8129 and mid price after delay 99.9301
2026-06-10 06:07:57.218 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 161: Effective=0.1180, Realized=0.2345. Current spread_results length: 162
2026-06-10 06:07:57.219 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88645345150383 from bid=99.66603224209511, ask=100.10687466091254
2026-06-10 06:07:57.219 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4476 for trade price 100.1103 and mid price 99.8865
2026-06-10 06:07:57.220 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9976486263443 from bid=99.77670165620178, ask=100.21859559648682
2026-06-10 06:07:57.220 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2252 for trade price 100.1103 and mid price after delay 99.9976
2026-06-10 06:07:57.221 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 162: Effective=0.4476, Realized=0.2252. Current spread_results length: 163
2026-06-10 06:07:57.224 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87342097512646 from bid=99.82977300119894, ask=99.91706894905398
2026-06-10 06:07:57.224 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0789 for trade price 99.9129 and mid price 99.8734
2026-06-10 06:07:57.225 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95012837993895 from bid=99.76467008435895, ask=100.13558667551894
2026-06-10 06:07:57.225 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0745 for trade price 99.9129 and mid price after delay 99.9501
2026-06-10 06:07:57.225 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 163: Effective=0.0789, Realized=0.0745. Current spread_results length: 164
2026-06-10 06:07:57.226 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87342097512646 from bid=99.82977300119894, ask=99.91706894905398
2026-06-10 06:07:57.226 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0969 for trade price 99.9219 and mid price 99.8734
2026-06-10 06:07:57.229 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95012837993895 from bid=99.76467008435895, ask=100.13558667551894
2026-06-10 06:07:57.229 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0565 for trade price 99.9219 and mid price after delay 99.9501
2026-06-10 06:07:57.229 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 164: Effective=0.0969, Realized=0.0565. Current spread_results length: 165
2026-06-10 06:07:57.230 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.87342097512646 from bid=99.82977300119894, ask=99.91706894905398
2026-06-10 06:07:57.231 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0786 for trade price 99.9127 and mid price 99.8734
2026-06-10 06:07:57.232 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95012837993895 from bid=99.76467008435895, ask=100.13558667551894
2026-06-10 06:07:57.232 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0748 for trade price 99.9127 and mid price after delay 99.9501
2026-06-10 06:07:57.232 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 165: Effective=0.0786, Realized=0.0748. Current spread_results length: 166
2026-06-10 06:07:57.233 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96498484167071 from bid=99.88663704738171, ask=100.04333263595971
2026-06-10 06:07:57.235 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1550 for trade price 99.8875 and mid price 99.9650
2026-06-10 06:07:57.236 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99462227497673 from bid=99.92425487612608, ask=100.06498967382738
2026-06-10 06:07:57.236 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2143 for trade price 99.8875 and mid price after delay 99.9946
2026-06-10 06:07:57.236 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 166: Effective=0.1550, Realized=0.2143. Current spread_results length: 167
2026-06-10 06:07:57.237 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96498484167071 from bid=99.88663704738171, ask=100.04333263595971
2026-06-10 06:07:57.237 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1642 for trade price 99.8829 and mid price 99.9650
2026-06-10 06:07:57.238 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02335818046919 from bid=99.99187475200047, ask=100.0548416089379
2026-06-10 06:07:57.238 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2810 for trade price 99.8829 and mid price after delay 100.0234
2026-06-10 06:07:57.238 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 167: Effective=0.1642, Realized=0.2810. Current spread_results length: 168
2026-06-10 06:07:57.241 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9813179920856 from bid=99.74628014112345, ask=100.21635584304774
2026-06-10 06:07:57.241 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4697 for trade price 99.7465 and mid price 99.9813
2026-06-10 06:07:57.242 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06058355189867 from bid=99.84522820532092, ask=100.27593889847643
2026-06-10 06:07:57.242 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6282 for trade price 99.7465 and mid price after delay 100.0606
2026-06-10 06:07:57.242 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 168: Effective=0.4697, Realized=0.6282. Current spread_results length: 169
2026-06-10 06:07:57.243 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9813179920856 from bid=99.74628014112345, ask=100.21635584304774
2026-06-10 06:07:57.244 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4799 for trade price 100.2212 and mid price 99.9813
2026-06-10 06:07:57.245 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06058355189867 from bid=99.84522820532092, ask=100.27593889847643
2026-06-10 06:07:57.245 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3213 for trade price 100.2212 and mid price after delay 100.0606
2026-06-10 06:07:57.245 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 169: Effective=0.4799, Realized=0.3213. Current spread_results length: 170
2026-06-10 06:07:57.246 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90547924318781 from bid=99.76493945117103, ask=100.0460190352046
2026-06-10 06:07:57.246 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2797 for trade price 99.7656 and mid price 99.9055
2026-06-10 06:07:57.247 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03281010770196 from bid=99.82774638933071, ask=100.23787382607321
2026-06-10 06:07:57.247 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5344 for trade price 99.7656 and mid price after delay 100.0328
2026-06-10 06:07:57.248 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 170: Effective=0.2797, Realized=0.5344. Current spread_results length: 171
2026-06-10 06:07:57.249 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90547924318781 from bid=99.76493945117103, ask=100.0460190352046
2026-06-10 06:07:57.249 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2869 for trade price 100.0489 and mid price 99.9055
2026-06-10 06:07:57.250 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02883912871471 from bid=99.94906736621675, ask=100.10861089121266
2026-06-10 06:07:57.250 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0401 for trade price 100.0489 and mid price after delay 100.0288
2026-06-10 06:07:57.250 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 171: Effective=0.2869, Realized=0.0401. Current spread_results length: 172
2026-06-10 06:07:57.251 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90547924318781 from bid=99.76493945117103, ask=100.0460190352046
2026-06-10 06:07:57.251 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2760 for trade price 99.7675 and mid price 99.9055
2026-06-10 06:07:57.252 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02883912871471 from bid=99.94906736621675, ask=100.10861089121266
2026-06-10 06:07:57.252 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5227 for trade price 99.7675 and mid price after delay 100.0288
2026-06-10 06:07:57.252 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 172: Effective=0.2760, Realized=0.5227. Current spread_results length: 173
2026-06-10 06:07:57.253 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88273558223855 from bid=99.72955227461615, ask=100.03591888986095
2026-06-10 06:07:57.253 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3026 for trade price 100.0340 and mid price 99.8827
2026-06-10 06:07:57.254 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05838219613686 from bid=99.99762130172196, ask=100.11914309055176
2026-06-10 06:07:57.254 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0487 for trade price 100.0340 and mid price after delay 100.0584
2026-06-10 06:07:57.254 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 173: Effective=0.3026, Realized=0.0487. Current spread_results length: 174
2026-06-10 06:07:57.255 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88273558223855 from bid=99.72955227461615, ask=100.03591888986095
2026-06-10 06:07:57.255 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3125 for trade price 99.7265 and mid price 99.8827
2026-06-10 06:07:57.256 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05838219613686 from bid=99.99762130172196, ask=100.11914309055176
2026-06-10 06:07:57.256 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6638 for trade price 99.7265 and mid price after delay 100.0584
2026-06-10 06:07:57.256 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 174: Effective=0.3125, Realized=0.6638. Current spread_results length: 175
2026-06-10 06:07:57.259 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9178822550945 from bid=99.84820619919505, ask=99.98755831099395
2026-06-10 06:07:57.259 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1366 for trade price 99.8496 and mid price 99.9179
2026-06-10 06:07:57.259 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99354518403594 from bid=99.77677871323851, ask=100.21031165483336
2026-06-10 06:07:57.260 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2879 for trade price 99.8496 and mid price after delay 99.9935
2026-06-10 06:07:57.260 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 175: Effective=0.1366, Realized=0.2879. Current spread_results length: 176
2026-06-10 06:07:57.261 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9178822550945 from bid=99.84820619919505, ask=99.98755831099395
2026-06-10 06:07:57.261 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1349 for trade price 99.9853 and mid price 99.9179
2026-06-10 06:07:57.262 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99354518403594 from bid=99.77677871323851, ask=100.21031165483336
2026-06-10 06:07:57.262 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0165 for trade price 99.9853 and mid price after delay 99.9935
2026-06-10 06:07:57.263 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 176: Effective=0.1349, Realized=0.0165. Current spread_results length: 177
2026-06-10 06:07:57.264 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91673638204787 from bid=99.68992894173344, ask=100.1435438223623
2026-06-10 06:07:57.264 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4472 for trade price 100.1403 and mid price 99.9167
2026-06-10 06:07:57.265 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04023108075754 from bid=99.96684545754067, ask=100.1136167039744
2026-06-10 06:07:57.266 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2002 for trade price 100.1403 and mid price after delay 100.0402
2026-06-10 06:07:57.266 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 177: Effective=0.4472, Realized=0.2002. Current spread_results length: 178
2026-06-10 06:07:57.267 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.91673638204787 from bid=99.68992894173344, ask=100.1435438223623
2026-06-10 06:07:57.267 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4579 for trade price 99.6878 and mid price 99.9167
2026-06-10 06:07:57.268 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04023108075754 from bid=99.96684545754067, ask=100.1136167039744
2026-06-10 06:07:57.268 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7048 for trade price 99.6878 and mid price after delay 100.0402
2026-06-10 06:07:57.268 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 178: Effective=0.4579, Realized=0.7048. Current spread_results length: 179
2026-06-10 06:07:57.269 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95131793553 from bid=99.92370481094038, ask=99.97893106011962
2026-06-10 06:07:57.269 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0535 for trade price 99.9781 and mid price 99.9513
2026-06-10 06:07:57.270 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05438494658155 from bid=99.95146374241334, ask=100.15730615074976
2026-06-10 06:07:57.271 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1526 for trade price 99.9781 and mid price after delay 100.0544
2026-06-10 06:07:57.271 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 179: Effective=0.0535, Realized=0.1526. Current spread_results length: 180
2026-06-10 06:07:57.272 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95131793553 from bid=99.92370481094038, ask=99.97893106011962
2026-06-10 06:07:57.272 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0629 for trade price 99.9199 and mid price 99.9513
2026-06-10 06:07:57.273 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05438494658155 from bid=99.95146374241334, ask=100.15730615074976
2026-06-10 06:07:57.273 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2691 for trade price 99.9199 and mid price after delay 100.0544
2026-06-10 06:07:57.273 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 180: Effective=0.0629, Realized=0.2691. Current spread_results length: 181
2026-06-10 06:07:57.274 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95131793553 from bid=99.92370481094038, ask=99.97893106011962
2026-06-10 06:07:57.275 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0489 for trade price 99.9757 and mid price 99.9513
2026-06-10 06:07:57.275 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05438494658155 from bid=99.95146374241334, ask=100.15730615074976
2026-06-10 06:07:57.275 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1573 for trade price 99.9757 and mid price after delay 100.0544
2026-06-10 06:07:57.276 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 181: Effective=0.0489, Realized=0.1573. Current spread_results length: 182
2026-06-10 06:07:57.277 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94367923327555 from bid=99.87089257840235, ask=100.01646588814874
2026-06-10 06:07:57.277 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1418 for trade price 100.0146 and mid price 99.9437
2026-06-10 06:07:57.278 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.10252608260141 from bid=99.96615322814412, ask=100.2388989370587
2026-06-10 06:07:57.278 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1759 for trade price 100.0146 and mid price after delay 100.1025
2026-06-10 06:07:57.278 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 182: Effective=0.1418, Realized=0.1759. Current spread_results length: 183
2026-06-10 06:07:57.279 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94367923327555 from bid=99.87089257840235, ask=100.01646588814874
2026-06-10 06:07:57.280 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1393 for trade price 99.8740 and mid price 99.9437
2026-06-10 06:07:57.281 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.10252608260141 from bid=99.96615322814412, ask=100.2388989370587
2026-06-10 06:07:57.281 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4570 for trade price 99.8740 and mid price after delay 100.1025
2026-06-10 06:07:57.281 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 183: Effective=0.1393, Realized=0.4570. Current spread_results length: 184
2026-06-10 06:07:57.283 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94367923327555 from bid=99.87089257840235, ask=100.01646588814874
2026-06-10 06:07:57.283 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1483 for trade price 100.0178 and mid price 99.9437
2026-06-10 06:07:57.284 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.10252608260141 from bid=99.96615322814412, ask=100.2388989370587
2026-06-10 06:07:57.284 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1694 for trade price 100.0178 and mid price after delay 100.1025
2026-06-10 06:07:57.284 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 184: Effective=0.1483, Realized=0.1694. Current spread_results length: 185
2026-06-10 06:07:57.285 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94367923327555 from bid=99.87089257840235, ask=100.01646588814874
2026-06-10 06:07:57.285 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1470 for trade price 100.0172 and mid price 99.9437
2026-06-10 06:07:57.286 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.10252608260141 from bid=99.96615322814412, ask=100.2388989370587
2026-06-10 06:07:57.287 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1707 for trade price 100.0172 and mid price after delay 100.1025
2026-06-10 06:07:57.287 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 185: Effective=0.1470, Realized=0.1707. Current spread_results length: 186
2026-06-10 06:07:57.288 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90775857505241 from bid=99.838579535756, ask=99.97693761434883
2026-06-10 06:07:57.288 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1353 for trade price 99.9754 and mid price 99.9078
2026-06-10 06:07:57.290 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.19360380225694 from bid=100.1448546872947, ask=100.2423529172192
2026-06-10 06:07:57.290 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4364 for trade price 99.9754 and mid price after delay 100.1936
2026-06-10 06:07:57.290 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 186: Effective=0.1353, Realized=0.4364. Current spread_results length: 187
2026-06-10 06:07:57.291 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.90775857505241 from bid=99.838579535756, ask=99.97693761434883
2026-06-10 06:07:57.291 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1401 for trade price 99.9778 and mid price 99.9078
2026-06-10 06:07:57.292 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.19360380225694 from bid=100.1448546872947, ask=100.2423529172192
2026-06-10 06:07:57.292 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4316 for trade price 99.9778 and mid price after delay 100.1936
2026-06-10 06:07:57.292 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 187: Effective=0.1401, Realized=0.4316. Current spread_results length: 188
2026-06-10 06:07:57.294 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93185941440447 from bid=99.79169771122851, ask=100.07202111758043
2026-06-10 06:07:57.294 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2716 for trade price 100.0676 and mid price 99.9319
2026-06-10 06:07:57.295 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23994678223531 from bid=100.16990752341718, ask=100.30998604105343
2026-06-10 06:07:57.295 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3446 for trade price 100.0676 and mid price after delay 100.2399
2026-06-10 06:07:57.295 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 188: Effective=0.2716, Realized=0.3446. Current spread_results length: 189
2026-06-10 06:07:57.297 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93185941440447 from bid=99.79169771122851, ask=100.07202111758043
2026-06-10 06:07:57.297 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2894 for trade price 100.0766 and mid price 99.9319
2026-06-10 06:07:57.298 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23994678223531 from bid=100.16990752341718, ask=100.30998604105343
2026-06-10 06:07:57.298 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3268 for trade price 100.0766 and mid price after delay 100.2399
2026-06-10 06:07:57.298 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 189: Effective=0.2894, Realized=0.3268. Current spread_results length: 190
2026-06-10 06:07:57.299 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92463303375823 from bid=99.91726395735418, ask=99.93200211016227
2026-06-10 06:07:57.299 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0135 for trade price 99.9314 and mid price 99.9246
2026-06-10 06:07:57.300 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.20069307440805 from bid=100.08922495355971, ask=100.3121611952564
2026-06-10 06:07:57.300 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5386 for trade price 99.9314 and mid price after delay 100.2007
2026-06-10 06:07:57.300 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 190: Effective=0.0135, Realized=0.5386. Current spread_results length: 191
2026-06-10 06:07:57.301 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.88218943234726 from bid=99.66082836598872, ask=100.1035504987058
2026-06-10 06:07:57.301 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4407 for trade price 100.1026 and mid price 99.8822
2026-06-10 06:07:57.302 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22359344788418 from bid=100.14174250590641, ask=100.30544438986196
2026-06-10 06:07:57.302 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2421 for trade price 100.1026 and mid price after delay 100.2236
2026-06-10 06:07:57.302 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 191: Effective=0.4407, Realized=0.2421. Current spread_results length: 192
2026-06-10 06:07:57.303 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92253470244894 from bid=99.78386508159359, ask=100.0612043233043
2026-06-10 06:07:57.304 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2797 for trade price 99.7827 and mid price 99.9225
2026-06-10 06:07:57.304 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22359344788418 from bid=100.14174250590641, ask=100.30544438986196
2026-06-10 06:07:57.304 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8818 for trade price 99.7827 and mid price after delay 100.2236
2026-06-10 06:07:57.305 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 192: Effective=0.2797, Realized=0.8818. Current spread_results length: 193
2026-06-10 06:07:57.305 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92253470244894 from bid=99.78386508159359, ask=100.0612043233043
2026-06-10 06:07:57.306 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2695 for trade price 99.7878 and mid price 99.9225
2026-06-10 06:07:57.306 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.2342380808185 from bid=100.10393943119948, ask=100.36453673043752
2026-06-10 06:07:57.306 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8930 for trade price 99.7878 and mid price after delay 100.2342
2026-06-10 06:07:57.307 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 193: Effective=0.2695, Realized=0.8930. Current spread_results length: 194
2026-06-10 06:07:57.307 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92253470244894 from bid=99.78386508159359, ask=100.0612043233043
2026-06-10 06:07:57.308 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2739 for trade price 99.7856 and mid price 99.9225
2026-06-10 06:07:57.308 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.2342380808185 from bid=100.10393943119948, ask=100.36453673043752
2026-06-10 06:07:57.309 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8973 for trade price 99.7856 and mid price after delay 100.2342
2026-06-10 06:07:57.309 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 194: Effective=0.2739, Realized=0.8973. Current spread_results length: 195
2026-06-10 06:07:57.310 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95596828493477 from bid=99.80825344114477, ask=100.10368312872477
2026-06-10 06:07:57.310 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2937 for trade price 99.8091 and mid price 99.9560
2026-06-10 06:07:57.311 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22273073255161 from bid=100.07646666189494, ask=100.36899480320828
2026-06-10 06:07:57.311 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8272 for trade price 99.8091 and mid price after delay 100.2227
2026-06-10 06:07:57.311 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 195: Effective=0.2937, Realized=0.8272. Current spread_results length: 196
2026-06-10 06:07:57.313 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92079315852568 from bid=99.88456900630156, ask=99.9570173107498
2026-06-10 06:07:57.313 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0672 for trade price 99.8872 and mid price 99.9208
2026-06-10 06:07:57.314 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.19814835232958 from bid=100.01949595779021, ask=100.37680074686895
2026-06-10 06:07:57.315 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6219 for trade price 99.8872 and mid price after delay 100.1981
2026-06-10 06:07:57.315 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 196: Effective=0.0672, Realized=0.6219. Current spread_results length: 197
2026-06-10 06:07:57.316 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.92079315852568 from bid=99.88456900630156, ask=99.9570173107498
2026-06-10 06:07:57.316 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0675 for trade price 99.8870 and mid price 99.9208
2026-06-10 06:07:57.317 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.19814835232958 from bid=100.01949595779021, ask=100.37680074686895
2026-06-10 06:07:57.317 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6222 for trade price 99.8870 and mid price after delay 100.1981
2026-06-10 06:07:57.318 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 197: Effective=0.0675, Realized=0.6222. Current spread_results length: 198
2026-06-10 06:07:57.319 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93121728294487 from bid=99.71534515035465, ask=100.14708941553509
2026-06-10 06:07:57.319 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4255 for trade price 99.7185 and mid price 99.9312
2026-06-10 06:07:57.320 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15206964011516 from bid=99.97080929032467, ask=100.33332998990565
2026-06-10 06:07:57.320 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8672 for trade price 99.7185 and mid price after delay 100.1521
2026-06-10 06:07:57.320 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 198: Effective=0.4255, Realized=0.8672. Current spread_results length: 199
2026-06-10 06:07:57.322 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93121728294487 from bid=99.71534515035465, ask=100.14708941553509
2026-06-10 06:07:57.322 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4401 for trade price 99.7111 and mid price 99.9312
2026-06-10 06:07:57.323 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15206964011516 from bid=99.97080929032467, ask=100.33332998990565
2026-06-10 06:07:57.323 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8818 for trade price 99.7111 and mid price after delay 100.1521
2026-06-10 06:07:57.323 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 199: Effective=0.4401, Realized=0.8818. Current spread_results length: 200
2026-06-10 06:07:57.324 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9460425244214 from bid=99.91585808711181, ask=99.97622696173099
2026-06-10 06:07:57.324 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0589 for trade price 99.9166 and mid price 99.9460
2026-06-10 06:07:57.325 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16269965038829 from bid=100.14055606666234, ask=100.18484323411424
2026-06-10 06:07:57.325 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4922 for trade price 99.9166 and mid price after delay 100.1627
2026-06-10 06:07:57.325 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 200: Effective=0.0589, Realized=0.4922. Current spread_results length: 201
2026-06-10 06:07:57.326 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9460425244214 from bid=99.91585808711181, ask=99.97622696173099
2026-06-10 06:07:57.326 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0530 for trade price 99.9196 and mid price 99.9460
2026-06-10 06:07:57.327 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16269965038829 from bid=100.14055606666234, ask=100.18484323411424
2026-06-10 06:07:57.327 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4863 for trade price 99.9196 and mid price after delay 100.1627
2026-06-10 06:07:57.327 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 201: Effective=0.0530, Realized=0.4863. Current spread_results length: 202
2026-06-10 06:07:57.328 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97403903424326 from bid=99.75242603238776, ask=100.19565203609876
2026-06-10 06:07:57.328 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4483 for trade price 99.7499 and mid price 99.9740
2026-06-10 06:07:57.329 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.17915014029333 from bid=100.09325113146289, ask=100.26504914912377
2026-06-10 06:07:57.329 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8585 for trade price 99.7499 and mid price after delay 100.1792
2026-06-10 06:07:57.330 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 202: Effective=0.4483, Realized=0.8585. Current spread_results length: 203
2026-06-10 06:07:57.331 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96467920375986 from bid=99.80761713377294, ask=100.12174127374678
2026-06-10 06:07:57.331 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3046 for trade price 99.8124 and mid price 99.9647
2026-06-10 06:07:57.333 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16050836776087 from bid=99.94774462428181, ask=100.37327211123993
2026-06-10 06:07:57.333 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6963 for trade price 99.8124 and mid price after delay 100.1605
2026-06-10 06:07:57.333 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 203: Effective=0.3046, Realized=0.6963. Current spread_results length: 204
2026-06-10 06:07:57.334 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9976486263443 from bid=99.77670165620178, ask=100.21859559648682
2026-06-10 06:07:57.334 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4326 for trade price 99.7814 and mid price 99.9976
2026-06-10 06:07:57.335 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16341272349578 from bid=100.05835646088407, ask=100.2684689861075
2026-06-10 06:07:57.335 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7641 for trade price 99.7814 and mid price after delay 100.1634
2026-06-10 06:07:57.335 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 204: Effective=0.4326, Realized=0.7641. Current spread_results length: 205
2026-06-10 06:07:57.336 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9976486263443 from bid=99.77670165620178, ask=100.21859559648682
2026-06-10 06:07:57.336 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4328 for trade price 99.7812 and mid price 99.9976
2026-06-10 06:07:57.337 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15363681318298 from bid=100.07620128856412, ask=100.23107233780185
2026-06-10 06:07:57.337 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7448 for trade price 99.7812 and mid price after delay 100.1536
2026-06-10 06:07:57.337 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 205: Effective=0.4328, Realized=0.7448. Current spread_results length: 206
2026-06-10 06:07:57.340 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9976486263443 from bid=99.77670165620178, ask=100.21859559648682
2026-06-10 06:07:57.340 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4372 for trade price 100.2162 and mid price 99.9976
2026-06-10 06:07:57.341 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15363681318298 from bid=100.07620128856412, ask=100.23107233780185
2026-06-10 06:07:57.341 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1252 for trade price 100.2162 and mid price after delay 100.1536
2026-06-10 06:07:57.341 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 206: Effective=0.4372, Realized=0.1252. Current spread_results length: 207
2026-06-10 06:07:57.342 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95012837993895 from bid=99.76467008435895, ask=100.13558667551894
2026-06-10 06:07:57.342 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3646 for trade price 99.7678 and mid price 99.9501
2026-06-10 06:07:57.343 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11630833077412 from bid=100.00829897899976, ask=100.22431768254847
2026-06-10 06:07:57.343 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6969 for trade price 99.7678 and mid price after delay 100.1163
2026-06-10 06:07:57.343 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 207: Effective=0.3646, Realized=0.6969. Current spread_results length: 208
2026-06-10 06:07:57.344 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95012837993895 from bid=99.76467008435895, ask=100.13558667551894
2026-06-10 06:07:57.344 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3762 for trade price 99.7620 and mid price 99.9501
2026-06-10 06:07:57.345 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11630833077412 from bid=100.00829897899976, ask=100.22431768254847
2026-06-10 06:07:57.345 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7086 for trade price 99.7620 and mid price after delay 100.1163
2026-06-10 06:07:57.345 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 208: Effective=0.3762, Realized=0.7086. Current spread_results length: 209
2026-06-10 06:07:57.346 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95012837993895 from bid=99.76467008435895, ask=100.13558667551894
2026-06-10 06:07:57.346 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3772 for trade price 99.7615 and mid price 99.9501
2026-06-10 06:07:57.347 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11630833077412 from bid=100.00829897899976, ask=100.22431768254847
2026-06-10 06:07:57.347 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7096 for trade price 99.7615 and mid price after delay 100.1163
2026-06-10 06:07:57.347 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 209: Effective=0.3772, Realized=0.7096. Current spread_results length: 210
2026-06-10 06:07:57.348 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.93335529591617 from bid=99.70030540383434, ask=100.16640518799801
2026-06-10 06:07:57.348 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4631 for trade price 99.7018 and mid price 99.9334
2026-06-10 06:07:57.349 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11630833077412 from bid=100.00829897899976, ask=100.22431768254847
2026-06-10 06:07:57.349 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8290 for trade price 99.7018 and mid price after delay 100.1163
2026-06-10 06:07:57.349 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 210: Effective=0.4631, Realized=0.8290. Current spread_results length: 211
2026-06-10 06:07:57.350 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96355866743849 from bid=99.74686298048655, ask=100.18025435439043
2026-06-10 06:07:57.351 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4313 for trade price 100.1792 and mid price 99.9636
2026-06-10 06:07:57.351 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16039591581061 from bid=99.98945301921879, ask=100.33133881240244
2026-06-10 06:07:57.352 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0376 for trade price 100.1792 and mid price after delay 100.1604
2026-06-10 06:07:57.352 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 211: Effective=0.4313, Realized=0.0376. Current spread_results length: 212
2026-06-10 06:07:57.354 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.96355866743849 from bid=99.74686298048655, ask=100.18025435439043
2026-06-10 06:07:57.354 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4325 for trade price 100.1798 and mid price 99.9636
2026-06-10 06:07:57.355 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16039591581061 from bid=99.98945301921879, ask=100.33133881240244
2026-06-10 06:07:57.355 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0388 for trade price 100.1798 and mid price after delay 100.1604
2026-06-10 06:07:57.355 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 212: Effective=0.4325, Realized=0.0388. Current spread_results length: 213
2026-06-10 06:07:57.356 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99462227497673 from bid=99.92425487612608, ask=100.06498967382738
2026-06-10 06:07:57.356 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1501 for trade price 100.0697 and mid price 99.9946
2026-06-10 06:07:57.357 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18079610866792 from bid=100.04155149144967, ask=100.32004072588617
2026-06-10 06:07:57.357 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2223 for trade price 100.0697 and mid price after delay 100.1808
2026-06-10 06:07:57.357 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 213: Effective=0.1501, Realized=0.2223. Current spread_results length: 214
2026-06-10 06:07:57.358 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02335818046919 from bid=99.99187475200047, ask=100.0548416089379
2026-06-10 06:07:57.358 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0592 for trade price 99.9938 and mid price 100.0234
2026-06-10 06:07:57.359 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18079610866792 from bid=100.04155149144967, ask=100.32004072588617
2026-06-10 06:07:57.359 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3740 for trade price 99.9938 and mid price after delay 100.1808
2026-06-10 06:07:57.359 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 214: Effective=0.0592, Realized=0.3740. Current spread_results length: 215
2026-06-10 06:07:57.360 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06058355189867 from bid=99.84522820532092, ask=100.27593889847643
2026-06-10 06:07:57.360 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4343 for trade price 99.8434 and mid price 100.0606
2026-06-10 06:07:57.361 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12372602610417 from bid=99.97662975471123, ask=100.2708222974971
2026-06-10 06:07:57.361 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5606 for trade price 99.8434 and mid price after delay 100.1237
2026-06-10 06:07:57.361 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 215: Effective=0.4343, Realized=0.5606. Current spread_results length: 216
2026-06-10 06:07:57.362 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06058355189867 from bid=99.84522820532092, ask=100.27593889847643
2026-06-10 06:07:57.362 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4361 for trade price 100.2786 and mid price 100.0606
2026-06-10 06:07:57.363 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12372602610417 from bid=99.97662975471123, ask=100.2708222974971
2026-06-10 06:07:57.363 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3098 for trade price 100.2786 and mid price after delay 100.1237
2026-06-10 06:07:57.363 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 216: Effective=0.4361, Realized=0.3098. Current spread_results length: 217
2026-06-10 06:07:57.364 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06058355189867 from bid=99.84522820532092, ask=100.27593889847643
2026-06-10 06:07:57.364 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4222 for trade price 100.2717 and mid price 100.0606
2026-06-10 06:07:57.365 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12372602610417 from bid=99.97662975471123, ask=100.2708222974971
2026-06-10 06:07:57.365 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2959 for trade price 100.2717 and mid price after delay 100.1237
2026-06-10 06:07:57.365 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 217: Effective=0.4222, Realized=0.2959. Current spread_results length: 218
2026-06-10 06:07:57.366 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03281010770196 from bid=99.82774638933071, ask=100.23787382607321
2026-06-10 06:07:57.366 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4027 for trade price 99.8315 and mid price 100.0328
2026-06-10 06:07:57.367 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13921572958651 from bid=100.020293622976, ask=100.25813783619702
2026-06-10 06:07:57.367 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6155 for trade price 99.8315 and mid price after delay 100.1392
2026-06-10 06:07:57.367 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 218: Effective=0.4027, Realized=0.6155. Current spread_results length: 219
2026-06-10 06:07:57.368 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02883912871471 from bid=99.94906736621675, ask=100.10861089121266
2026-06-10 06:07:57.368 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1578 for trade price 100.1077 and mid price 100.0288
2026-06-10 06:07:57.369 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13342365725126 from bid=100.07606681400893, ask=100.19078050049359
2026-06-10 06:07:57.369 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0514 for trade price 100.1077 and mid price after delay 100.1334
2026-06-10 06:07:57.369 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 219: Effective=0.1578, Realized=0.0514. Current spread_results length: 220
2026-06-10 06:07:57.370 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05838219613686 from bid=99.99762130172196, ask=100.11914309055176
2026-06-10 06:07:57.370 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1222 for trade price 99.9973 and mid price 100.0584
2026-06-10 06:07:57.371 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13073869824505 from bid=99.90494939591713, ask=100.35652800057298
2026-06-10 06:07:57.371 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2669 for trade price 99.9973 and mid price after delay 100.1307
2026-06-10 06:07:57.371 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 220: Effective=0.1222, Realized=0.2669. Current spread_results length: 221
2026-06-10 06:07:57.372 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05838219613686 from bid=99.99762130172196, ask=100.11914309055176
2026-06-10 06:07:57.372 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1156 for trade price 100.0006 and mid price 100.0584
2026-06-10 06:07:57.372 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13073869824505 from bid=99.90494939591713, ask=100.35652800057298
2026-06-10 06:07:57.373 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2603 for trade price 100.0006 and mid price after delay 100.1307
2026-06-10 06:07:57.373 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 221: Effective=0.1156, Realized=0.2603. Current spread_results length: 222
2026-06-10 06:07:57.374 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0107208300906 from bid=99.95840403195032, ask=100.06303762823089
2026-06-10 06:07:57.374 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1110 for trade price 100.0662 and mid price 100.0107
2026-06-10 06:07:57.375 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16037987614952 from bid=100.113805484081, ask=100.20695426821804
2026-06-10 06:07:57.375 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1883 for trade price 100.0662 and mid price after delay 100.1604
2026-06-10 06:07:57.375 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 222: Effective=0.1110, Realized=0.1883. Current spread_results length: 223
2026-06-10 06:07:57.376 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04023108075754 from bid=99.96684545754067, ask=100.1136167039744
2026-06-10 06:07:57.376 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1564 for trade price 99.9620 and mid price 100.0402
2026-06-10 06:07:57.377 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13210271737995 from bid=100.04498159480455, ask=100.21922383995535
2026-06-10 06:07:57.377 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3401 for trade price 99.9620 and mid price after delay 100.1321
2026-06-10 06:07:57.377 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 223: Effective=0.1564, Realized=0.3401. Current spread_results length: 224
2026-06-10 06:07:57.378 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04023108075754 from bid=99.96684545754067, ask=100.1136167039744
2026-06-10 06:07:57.378 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1476 for trade price 99.9664 and mid price 100.0402
2026-06-10 06:07:57.379 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13210271737995 from bid=100.04498159480455, ask=100.21922383995535
2026-06-10 06:07:57.379 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3314 for trade price 99.9664 and mid price after delay 100.1321
2026-06-10 06:07:57.379 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 224: Effective=0.1476, Realized=0.3314. Current spread_results length: 225
2026-06-10 06:07:57.380 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14649482989722 from bid=100.11323610069363, ask=100.17975355910082
2026-06-10 06:07:57.380 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0591 for trade price 100.1760 and mid price 100.1465
2026-06-10 06:07:57.381 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15115347878435 from bid=100.14016925879127, ask=100.16213769877743
2026-06-10 06:07:57.381 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0498 for trade price 100.1760 and mid price after delay 100.1512
2026-06-10 06:07:57.381 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 225: Effective=0.0591, Realized=0.0498. Current spread_results length: 226
2026-06-10 06:07:57.382 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23994678223531 from bid=100.16990752341718, ask=100.30998604105343
2026-06-10 06:07:57.382 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1373 for trade price 100.1713 and mid price 100.2399
2026-06-10 06:07:57.383 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16061686148007 from bid=100.13777394532984, ask=100.18345977763029
2026-06-10 06:07:57.383 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0214 for trade price 100.1713 and mid price after delay 100.1606
2026-06-10 06:07:57.383 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 226: Effective=0.1373, Realized=0.0214. Current spread_results length: 227
2026-06-10 06:07:57.384 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22359344788418 from bid=100.14174250590641, ask=100.30544438986196
2026-06-10 06:07:57.384 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1653 for trade price 100.3062 and mid price 100.2236
2026-06-10 06:07:57.385 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12144428376463 from bid=99.94583749239446, ask=100.2970510751348
2026-06-10 06:07:57.385 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3696 for trade price 100.3062 and mid price after delay 100.1214
2026-06-10 06:07:57.385 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 227: Effective=0.1653, Realized=0.3696. Current spread_results length: 228
2026-06-10 06:07:57.386 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22359344788418 from bid=100.14174250590641, ask=100.30544438986196
2026-06-10 06:07:57.386 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1653 for trade price 100.1409 and mid price 100.2236
2026-06-10 06:07:57.387 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12144428376463 from bid=99.94583749239446, ask=100.2970510751348
2026-06-10 06:07:57.387 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0390 for trade price 100.1409 and mid price after delay 100.1214
2026-06-10 06:07:57.387 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 228: Effective=0.1653, Realized=0.0390. Current spread_results length: 229
2026-06-10 06:07:57.388 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.2342380808185 from bid=100.10393943119948, ask=100.36453673043752
2026-06-10 06:07:57.388 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2651 for trade price 100.1017 and mid price 100.2342
2026-06-10 06:07:57.389 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12144428376463 from bid=99.94583749239446, ask=100.2970510751348
2026-06-10 06:07:57.389 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0395 for trade price 100.1017 and mid price after delay 100.1214
2026-06-10 06:07:57.389 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 229: Effective=0.2651, Realized=0.0395. Current spread_results length: 230
2026-06-10 06:07:57.390 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.2342380808185 from bid=100.10393943119948, ask=100.36453673043752
2026-06-10 06:07:57.390 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2557 for trade price 100.1064 and mid price 100.2342
2026-06-10 06:07:57.391 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12088131780499 from bid=100.05610513010826, ask=100.18565750550171
2026-06-10 06:07:57.391 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0289 for trade price 100.1064 and mid price after delay 100.1209
2026-06-10 06:07:57.391 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 230: Effective=0.2557, Realized=0.0289. Current spread_results length: 231
2026-06-10 06:07:57.392 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.2342380808185 from bid=100.10393943119948, ask=100.36453673043752
2026-06-10 06:07:57.392 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2686 for trade price 100.3685 and mid price 100.2342
2026-06-10 06:07:57.393 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12088131780499 from bid=100.05610513010826, ask=100.18565750550171
2026-06-10 06:07:57.393 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4953 for trade price 100.3685 and mid price after delay 100.1209
2026-06-10 06:07:57.393 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 231: Effective=0.2686, Realized=0.4953. Current spread_results length: 232
2026-06-10 06:07:57.394 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.2342380808185 from bid=100.10393943119948, ask=100.36453673043752
2026-06-10 06:07:57.394 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2617 for trade price 100.1034 and mid price 100.2342
2026-06-10 06:07:57.395 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12088131780499 from bid=100.05610513010826, ask=100.18565750550171
2026-06-10 06:07:57.395 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0349 for trade price 100.1034 and mid price after delay 100.1209
2026-06-10 06:07:57.395 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 232: Effective=0.2617, Realized=0.0349. Current spread_results length: 233
2026-06-10 06:07:57.396 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22273073255161 from bid=100.07646666189494, ask=100.36899480320828
2026-06-10 06:07:57.396 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2956 for trade price 100.0749 and mid price 100.2227
2026-06-10 06:07:57.397 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1365059834142 from bid=100.13014750297037, ask=100.14286446385802
2026-06-10 06:07:57.397 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1232 for trade price 100.0749 and mid price after delay 100.1365
2026-06-10 06:07:57.397 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 233: Effective=0.2956, Realized=0.1232. Current spread_results length: 234
2026-06-10 06:07:57.400 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14821874109927 from bid=99.916452825552, ask=100.37998465664654
2026-06-10 06:07:57.400 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4570 for trade price 99.9197 and mid price 100.1482
2026-06-10 06:07:57.401 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12223182895819 from bid=100.01307101144222, ask=100.23139264647416
2026-06-10 06:07:57.401 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4051 for trade price 99.9197 and mid price after delay 100.1222
2026-06-10 06:07:57.401 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 234: Effective=0.4570, Realized=0.4051. Current spread_results length: 235
2026-06-10 06:07:57.402 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14821874109927 from bid=99.916452825552, ask=100.37998465664654
2026-06-10 06:07:57.402 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4698 for trade price 100.3831 and mid price 100.1482
2026-06-10 06:07:57.403 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12223182895819 from bid=100.01307101144222, ask=100.23139264647416
2026-06-10 06:07:57.403 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5217 for trade price 100.3831 and mid price after delay 100.1222
2026-06-10 06:07:57.403 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 235: Effective=0.4698, Realized=0.5217. Current spread_results length: 236
2026-06-10 06:07:57.404 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15206964011516 from bid=99.97080929032467, ask=100.33332998990565
2026-06-10 06:07:57.404 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3537 for trade price 100.3289 and mid price 100.1521
2026-06-10 06:07:57.405 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08978088016516 from bid=99.85007919980667, ask=100.32948256052366
2026-06-10 06:07:57.405 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4782 for trade price 100.3289 and mid price after delay 100.0898
2026-06-10 06:07:57.405 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 236: Effective=0.3537, Realized=0.4782. Current spread_results length: 237
2026-06-10 06:07:57.406 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15206964011516 from bid=99.97080929032467, ask=100.33332998990565
2026-06-10 06:07:57.406 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3628 for trade price 100.3335 and mid price 100.1521
2026-06-10 06:07:57.407 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08978088016516 from bid=99.85007919980667, ask=100.32948256052366
2026-06-10 06:07:57.407 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4874 for trade price 100.3335 and mid price after delay 100.0898
2026-06-10 06:07:57.408 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 237: Effective=0.3628, Realized=0.4874. Current spread_results length: 238
2026-06-10 06:07:57.409 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15206964011516 from bid=99.97080929032467, ask=100.33332998990565
2026-06-10 06:07:57.409 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3642 for trade price 99.9700 and mid price 100.1521
2026-06-10 06:07:57.410 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08978088016516 from bid=99.85007919980667, ask=100.32948256052366
2026-06-10 06:07:57.410 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2396 for trade price 99.9700 and mid price after delay 100.0898
2026-06-10 06:07:57.410 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 238: Effective=0.3642, Realized=0.2396. Current spread_results length: 239
2026-06-10 06:07:57.411 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15206964011516 from bid=99.97080929032467, ask=100.33332998990565
2026-06-10 06:07:57.411 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3694 for trade price 99.9674 and mid price 100.1521
2026-06-10 06:07:57.412 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08978088016516 from bid=99.85007919980667, ask=100.32948256052366
2026-06-10 06:07:57.412 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2448 for trade price 99.9674 and mid price after delay 100.0898
2026-06-10 06:07:57.412 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 239: Effective=0.3694, Realized=0.2448. Current spread_results length: 240
2026-06-10 06:07:57.414 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16269965038829 from bid=100.14055606666234, ask=100.18484323411424
2026-06-10 06:07:57.414 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0455 for trade price 100.1854 and mid price 100.1627
2026-06-10 06:07:57.415 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06647512745114 from bid=99.85363272234999, ask=100.2793175325523
2026-06-10 06:07:57.415 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2379 for trade price 100.1854 and mid price after delay 100.0665
2026-06-10 06:07:57.415 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 240: Effective=0.0455, Realized=0.2379. Current spread_results length: 241
2026-06-10 06:07:57.416 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16269965038829 from bid=100.14055606666234, ask=100.18484323411424
2026-06-10 06:07:57.417 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0487 for trade price 100.1871 and mid price 100.1627
2026-06-10 06:07:57.418 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06647512745114 from bid=99.85363272234999, ask=100.2793175325523
2026-06-10 06:07:57.418 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2412 for trade price 100.1871 and mid price after delay 100.0665
2026-06-10 06:07:57.418 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 241: Effective=0.0487, Realized=0.2412. Current spread_results length: 242
2026-06-10 06:07:57.419 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.17915014029333 from bid=100.09325113146289, ask=100.26504914912377
2026-06-10 06:07:57.419 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1790 for trade price 100.2687 and mid price 100.1792
2026-06-10 06:07:57.421 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06211841579245 from bid=99.8607713483705, ask=100.2634654832144
2026-06-10 06:07:57.421 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4131 for trade price 100.2687 and mid price after delay 100.0621
2026-06-10 06:07:57.421 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 242: Effective=0.1790, Realized=0.4131. Current spread_results length: 243
2026-06-10 06:07:57.422 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16050836776087 from bid=99.94774462428181, ask=100.37327211123993
2026-06-10 06:07:57.424 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4249 for trade price 99.9481 and mid price 100.1605
2026-06-10 06:07:57.425 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07888659871436 from bid=99.83185294771309, ask=100.32592024971564
2026-06-10 06:07:57.425 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2616 for trade price 99.9481 and mid price after delay 100.0789
2026-06-10 06:07:57.425 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 243: Effective=0.4249, Realized=0.2616. Current spread_results length: 244
2026-06-10 06:07:57.426 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18251906646033 from bid=100.10394011074857, ask=100.26109802217209
2026-06-10 06:07:57.426 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1542 for trade price 100.1054 and mid price 100.1825
2026-06-10 06:07:57.427 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08843936047005 from bid=99.85067965640147, ask=100.32619906453863
2026-06-10 06:07:57.427 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0340 for trade price 100.1054 and mid price after delay 100.0884
2026-06-10 06:07:57.427 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 244: Effective=0.1542, Realized=0.0340. Current spread_results length: 245
2026-06-10 06:07:57.428 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16341272349578 from bid=100.05835646088407, ask=100.2684689861075
2026-06-10 06:07:57.428 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2025 for trade price 100.0621 and mid price 100.1634
2026-06-10 06:07:57.429 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12761657050964 from bid=99.97251675143302, ask=100.28271638958627
2026-06-10 06:07:57.429 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1309 for trade price 100.0621 and mid price after delay 100.1276
2026-06-10 06:07:57.429 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 245: Effective=0.2025, Realized=0.1309. Current spread_results length: 246
2026-06-10 06:07:57.430 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16341272349578 from bid=100.05835646088407, ask=100.2684689861075
2026-06-10 06:07:57.431 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2029 for trade price 100.2649 and mid price 100.1634
2026-06-10 06:07:57.431 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12761657050964 from bid=99.97251675143302, ask=100.28271638958627
2026-06-10 06:07:57.431 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2745 for trade price 100.2649 and mid price after delay 100.1276
2026-06-10 06:07:57.432 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 246: Effective=0.2029, Realized=0.2745. Current spread_results length: 247
2026-06-10 06:07:57.433 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15363681318298 from bid=100.07620128856412, ask=100.23107233780185
2026-06-10 06:07:57.433 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1576 for trade price 100.2324 and mid price 100.1536
2026-06-10 06:07:57.434 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14957194962818 from bid=100.0209012992462, ask=100.27824260001016
2026-06-10 06:07:57.434 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1657 for trade price 100.2324 and mid price after delay 100.1496
2026-06-10 06:07:57.434 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 247: Effective=0.1576, Realized=0.1657. Current spread_results length: 248
2026-06-10 06:07:57.435 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11630833077412 from bid=100.00829897899976, ask=100.22431768254847
2026-06-10 06:07:57.435 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2152 for trade price 100.2239 and mid price 100.1163
2026-06-10 06:07:57.436 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18267831047552 from bid=100.04344968257587, ask=100.32190693837518
2026-06-10 06:07:57.436 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0824 for trade price 100.2239 and mid price after delay 100.1827
2026-06-10 06:07:57.437 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 248: Effective=0.2152, Realized=0.0824. Current spread_results length: 249
2026-06-10 06:07:57.438 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16039591581061 from bid=99.98945301921879, ask=100.33133881240244
2026-06-10 06:07:57.438 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3510 for trade price 100.3359 and mid price 100.1604
2026-06-10 06:07:57.439 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22247168210406 from bid=100.03527609877496, ask=100.40966726543316
2026-06-10 06:07:57.439 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2269 for trade price 100.3359 and mid price after delay 100.2225
2026-06-10 06:07:57.439 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 249: Effective=0.3510, Realized=0.2269. Current spread_results length: 250
2026-06-10 06:07:57.440 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16039591581061 from bid=99.98945301921879, ask=100.33133881240244
2026-06-10 06:07:57.441 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3389 for trade price 99.9910 and mid price 100.1604
2026-06-10 06:07:57.441 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22247168210406 from bid=100.03527609877496, ask=100.40966726543316
2026-06-10 06:07:57.442 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4630 for trade price 99.9910 and mid price after delay 100.2225
2026-06-10 06:07:57.442 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 250: Effective=0.3389, Realized=0.4630. Current spread_results length: 251
2026-06-10 06:07:57.443 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.20074107874827 from bid=100.04493992434018, ask=100.35654223315635
2026-06-10 06:07:57.443 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3107 for trade price 100.3561 and mid price 100.2007
2026-06-10 06:07:57.444 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21993349156573 from bid=100.1514315621918, ask=100.28843542093965
2026-06-10 06:07:57.444 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2723 for trade price 100.3561 and mid price after delay 100.2199
2026-06-10 06:07:57.444 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 251: Effective=0.3107, Realized=0.2723. Current spread_results length: 252
2026-06-10 06:07:57.445 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18079610866792 from bid=100.04155149144967, ask=100.32004072588617
2026-06-10 06:07:57.445 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2847 for trade price 100.3232 and mid price 100.1808
2026-06-10 06:07:57.446 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21993349156573 from bid=100.1514315621918, ask=100.28843542093965
2026-06-10 06:07:57.446 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2064 for trade price 100.3232 and mid price after delay 100.2199
2026-06-10 06:07:57.446 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 252: Effective=0.2847, Realized=0.2064. Current spread_results length: 253
2026-06-10 06:07:57.447 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13074637797563 from bid=100.05545251734274, ask=100.20604023860851
2026-06-10 06:07:57.447 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1575 for trade price 100.2095 and mid price 100.1307
2026-06-10 06:07:57.448 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22123497114067 from bid=100.08851651699781, ask=100.35395342528354
2026-06-10 06:07:57.448 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0234 for trade price 100.2095 and mid price after delay 100.2212
2026-06-10 06:07:57.448 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 253: Effective=0.1575, Realized=0.0234. Current spread_results length: 254
2026-06-10 06:07:57.449 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12372602610417 from bid=99.97662975471123, ask=100.2708222974971
2026-06-10 06:07:57.449 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2848 for trade price 100.2661 and mid price 100.1237
2026-06-10 06:07:57.450 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23393785602565 from bid=100.16166148153086, ask=100.30621423052044
2026-06-10 06:07:57.450 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0643 for trade price 100.2661 and mid price after delay 100.2339
2026-06-10 06:07:57.451 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 254: Effective=0.2848, Realized=0.0643. Current spread_results length: 255
2026-06-10 06:07:57.453 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13073869824505 from bid=99.90494939591713, ask=100.35652800057298
2026-06-10 06:07:57.453 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4440 for trade price 100.3528 and mid price 100.1307
2026-06-10 06:07:57.454 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.17273711952362 from bid=100.13383547445216, ask=100.21163876459508
2026-06-10 06:07:57.455 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3600 for trade price 100.3528 and mid price after delay 100.1727
2026-06-10 06:07:57.455 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 255: Effective=0.4440, Realized=0.3600. Current spread_results length: 256
2026-06-10 06:07:57.456 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13073869824505 from bid=99.90494939591713, ask=100.35652800057298
2026-06-10 06:07:57.456 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4510 for trade price 100.3562 and mid price 100.1307
2026-06-10 06:07:57.457 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.17273711952362 from bid=100.13383547445216, ask=100.21163876459508
2026-06-10 06:07:57.457 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3670 for trade price 100.3562 and mid price after delay 100.1727
2026-06-10 06:07:57.457 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 256: Effective=0.4510, Realized=0.3670. Current spread_results length: 257
2026-06-10 06:07:57.458 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16037987614952 from bid=100.113805484081, ask=100.20695426821804
2026-06-10 06:07:57.458 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0904 for trade price 100.2056 and mid price 100.1604
2026-06-10 06:07:57.459 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14581684637854 from bid=99.97079914236527, ask=100.32083455039181
2026-06-10 06:07:57.459 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1195 for trade price 100.2056 and mid price after delay 100.1458
2026-06-10 06:07:57.459 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 257: Effective=0.0904, Realized=0.1195. Current spread_results length: 258
2026-06-10 06:07:57.460 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11879283938164 from bid=99.98750709695241, ask=100.25007858181087
2026-06-10 06:07:57.460 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2652 for trade price 99.9862 and mid price 100.1188
2026-06-10 06:07:57.461 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16648885993627 from bid=100.14575279151137, ask=100.18722492836116
2026-06-10 06:07:57.461 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3606 for trade price 99.9862 and mid price after delay 100.1665
2026-06-10 06:07:57.461 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 258: Effective=0.2652, Realized=0.3606. Current spread_results length: 259
2026-06-10 06:07:57.462 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11879283938164 from bid=99.98750709695241, ask=100.25007858181087
2026-06-10 06:07:57.462 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2544 for trade price 100.2460 and mid price 100.1188
2026-06-10 06:07:57.463 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16648885993627 from bid=100.14575279151137, ask=100.18722492836116
2026-06-10 06:07:57.463 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1590 for trade price 100.2460 and mid price after delay 100.1665
2026-06-10 06:07:57.463 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 259: Effective=0.2544, Realized=0.1590. Current spread_results length: 260
2026-06-10 06:07:57.464 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13210271737995 from bid=100.04498159480455, ask=100.21922383995535
2026-06-10 06:07:57.464 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1690 for trade price 100.0476 and mid price 100.1321
2026-06-10 06:07:57.465 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15723341322732 from bid=100.01929368380385, ask=100.29517314265078
2026-06-10 06:07:57.465 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2193 for trade price 100.0476 and mid price after delay 100.1572
2026-06-10 06:07:57.465 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 260: Effective=0.1690, Realized=0.2193. Current spread_results length: 261
2026-06-10 06:07:57.466 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15115347878435 from bid=100.14016925879127, ask=100.16213769877743
2026-06-10 06:07:57.467 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0227 for trade price 100.1398 and mid price 100.1512
2026-06-10 06:07:57.467 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14921984266516 from bid=99.97381671097315, ask=100.32462297435717
2026-06-10 06:07:57.467 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0188 for trade price 100.1398 and mid price after delay 100.1492
2026-06-10 06:07:57.468 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 261: Effective=0.0227, Realized=0.0188. Current spread_results length: 262
2026-06-10 06:07:57.469 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15115347878435 from bid=100.14016925879127, ask=100.16213769877743
2026-06-10 06:07:57.469 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0178 for trade price 100.1423 and mid price 100.1512
2026-06-10 06:07:57.470 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14921984266516 from bid=99.97381671097315, ask=100.32462297435717
2026-06-10 06:07:57.470 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0139 for trade price 100.1423 and mid price after delay 100.1492
2026-06-10 06:07:57.470 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 262: Effective=0.0178, Realized=0.0139. Current spread_results length: 263
2026-06-10 06:07:57.471 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12559916525508 from bid=100.00419076092147, ask=100.24700756958869
2026-06-10 06:07:57.471 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2352 for trade price 100.2432 and mid price 100.1256
2026-06-10 06:07:57.472 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1849462773933 from bid=99.99237560624437, ask=100.37751694854222
2026-06-10 06:07:57.472 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1165 for trade price 100.2432 and mid price after delay 100.1849
2026-06-10 06:07:57.472 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 263: Effective=0.2352, Realized=0.1165. Current spread_results length: 264
2026-06-10 06:07:57.473 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16061686148007 from bid=100.13777394532984, ask=100.18345977763029
2026-06-10 06:07:57.473 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0395 for trade price 100.1409 and mid price 100.1606
2026-06-10 06:07:57.474 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1849462773933 from bid=99.99237560624437, ask=100.37751694854222
2026-06-10 06:07:57.474 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0882 for trade price 100.1409 and mid price after delay 100.1849
2026-06-10 06:07:57.474 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 264: Effective=0.0395, Realized=0.0882. Current spread_results length: 265
2026-06-10 06:07:57.475 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15204722036356 from bid=99.99275470208282, ask=100.31133973864429
2026-06-10 06:07:57.475 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3252 for trade price 100.3147 and mid price 100.1520
2026-06-10 06:07:57.476 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15811249733774 from bid=99.96851109169819, ask=100.34771390297729
2026-06-10 06:07:57.476 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3131 for trade price 100.3147 and mid price after delay 100.1581
2026-06-10 06:07:57.476 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 265: Effective=0.3252, Realized=0.3131. Current spread_results length: 266
2026-06-10 06:07:57.477 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12144428376463 from bid=99.94583749239446, ask=100.2970510751348
2026-06-10 06:07:57.477 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3595 for trade price 99.9417 and mid price 100.1214
2026-06-10 06:07:57.478 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15811249733774 from bid=99.96851109169819, ask=100.34771390297729
2026-06-10 06:07:57.478 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4328 for trade price 99.9417 and mid price after delay 100.1581
2026-06-10 06:07:57.478 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 266: Effective=0.3595, Realized=0.4328. Current spread_results length: 267
2026-06-10 06:07:57.479 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12144428376463 from bid=99.94583749239446, ask=100.2970510751348
2026-06-10 06:07:57.479 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3414 for trade price 99.9507 and mid price 100.1214
2026-06-10 06:07:57.480 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1935131769328 from bid=99.95492274400762, ask=100.43210360985798
2026-06-10 06:07:57.480 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4856 for trade price 99.9507 and mid price after delay 100.1935
2026-06-10 06:07:57.480 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 267: Effective=0.3414, Realized=0.4856. Current spread_results length: 268
2026-06-10 06:07:57.481 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12144428376463 from bid=99.94583749239446, ask=100.2970510751348
2026-06-10 06:07:57.481 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3469 for trade price 100.2949 and mid price 100.1214
2026-06-10 06:07:57.483 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1935131769328 from bid=99.95492274400762, ask=100.43210360985798
2026-06-10 06:07:57.483 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2028 for trade price 100.2949 and mid price after delay 100.1935
2026-06-10 06:07:57.483 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 268: Effective=0.3469, Realized=0.2028. Current spread_results length: 269
2026-06-10 06:07:57.484 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12088131780499 from bid=100.05610513010826, ask=100.18565750550171
2026-06-10 06:07:57.484 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1256 for trade price 100.1837 and mid price 100.1209
2026-06-10 06:07:57.485 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18539963474691 from bid=99.99725829584729, ask=100.37354097364654
2026-06-10 06:07:57.485 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0034 for trade price 100.1837 and mid price after delay 100.1854
2026-06-10 06:07:57.485 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 269: Effective=0.1256, Realized=0.0034. Current spread_results length: 270
2026-06-10 06:07:57.486 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12088131780499 from bid=100.05610513010826, ask=100.18565750550171
2026-06-10 06:07:57.486 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1308 for trade price 100.1863 and mid price 100.1209
2026-06-10 06:07:57.486 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18539963474691 from bid=99.99725829584729, ask=100.37354097364654
2026-06-10 06:07:57.487 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0017 for trade price 100.1863 and mid price after delay 100.1854
2026-06-10 06:07:57.487 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 270: Effective=0.1308, Realized=0.0017. Current spread_results length: 271
2026-06-10 06:07:57.488 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12088131780499 from bid=100.05610513010826, ask=100.18565750550171
2026-06-10 06:07:57.488 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1226 for trade price 100.0596 and mid price 100.1209
2026-06-10 06:07:57.488 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18539963474691 from bid=99.99725829584729, ask=100.37354097364654
2026-06-10 06:07:57.488 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2517 for trade price 100.0596 and mid price after delay 100.1854
2026-06-10 06:07:57.489 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 271: Effective=0.1226, Realized=0.2517. Current spread_results length: 272
2026-06-10 06:07:57.489 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1365059834142 from bid=100.13014750297037, ask=100.14286446385802
2026-06-10 06:07:57.490 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0204 for trade price 100.1263 and mid price 100.1365
2026-06-10 06:07:57.491 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.19002141863368 from bid=100.03722453434307, ask=100.34281830292429
2026-06-10 06:07:57.491 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1274 for trade price 100.1263 and mid price after delay 100.1900
2026-06-10 06:07:57.491 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 272: Effective=0.0204, Realized=0.1274. Current spread_results length: 273
2026-06-10 06:07:57.492 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16163668922873 from bid=99.9679753730281, ask=100.35529800542936
2026-06-10 06:07:57.492 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3846 for trade price 100.3539 and mid price 100.1616
2026-06-10 06:07:57.493 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1620221844323 from bid=100.10326388395005, ask=100.22078048491456
2026-06-10 06:07:57.493 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3838 for trade price 100.3539 and mid price after delay 100.1620
2026-06-10 06:07:57.493 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 273: Effective=0.3846, Realized=0.3838. Current spread_results length: 274
2026-06-10 06:07:57.494 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08978088016516 from bid=99.85007919980667, ask=100.32948256052366
2026-06-10 06:07:57.494 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4878 for trade price 99.8459 and mid price 100.0898
2026-06-10 06:07:57.495 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13918284292457 from bid=99.96779308109262, ask=100.31057260475652
2026-06-10 06:07:57.495 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5866 for trade price 99.8459 and mid price after delay 100.1392
2026-06-10 06:07:57.495 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 274: Effective=0.4878, Realized=0.5866. Current spread_results length: 275
2026-06-10 06:07:57.496 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09157826747217 from bid=100.07427476311271, ask=100.10888177183163
2026-06-10 06:07:57.496 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0321 for trade price 100.1076 and mid price 100.0916
2026-06-10 06:07:57.497 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12960119236033 from bid=100.08416523321547, ask=100.17503715150518
2026-06-10 06:07:57.497 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0439 for trade price 100.1076 and mid price after delay 100.1296
2026-06-10 06:07:57.497 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 275: Effective=0.0321, Realized=0.0439. Current spread_results length: 276
2026-06-10 06:07:57.498 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06647512745114 from bid=99.85363272234999, ask=100.2793175325523
2026-06-10 06:07:57.498 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4257 for trade price 100.2793 and mid price 100.0665
2026-06-10 06:07:57.499 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12633598100801 from bid=100.09006717067413, ask=100.16260479134189
2026-06-10 06:07:57.499 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3060 for trade price 100.2793 and mid price after delay 100.1263
2026-06-10 06:07:57.499 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 276: Effective=0.4257, Realized=0.3060. Current spread_results length: 277
2026-06-10 06:07:57.500 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06647512745114 from bid=99.85363272234999, ask=100.2793175325523
2026-06-10 06:07:57.500 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4248 for trade price 99.8541 and mid price 100.0665
2026-06-10 06:07:57.501 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12633598100801 from bid=100.09006717067413, ask=100.16260479134189
2026-06-10 06:07:57.501 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5445 for trade price 99.8541 and mid price after delay 100.1263
2026-06-10 06:07:57.501 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 277: Effective=0.4248, Realized=0.5445. Current spread_results length: 278
2026-06-10 06:07:57.502 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07888659871436 from bid=99.83185294771309, ask=100.32592024971564
2026-06-10 06:07:57.502 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4935 for trade price 99.8321 and mid price 100.0789
2026-06-10 06:07:57.503 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13857712255852 from bid=100.12697034184175, ask=100.15018390327528
2026-06-10 06:07:57.503 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6129 for trade price 99.8321 and mid price after delay 100.1386
2026-06-10 06:07:57.503 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 278: Effective=0.4935, Realized=0.6129. Current spread_results length: 279
2026-06-10 06:07:57.504 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07888659871436 from bid=99.83185294771309, ask=100.32592024971564
2026-06-10 06:07:57.504 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4918 for trade price 100.3248 and mid price 100.0789
2026-06-10 06:07:57.505 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12796446182456 from bid=99.98468842598349, ask=100.27124049766563
2026-06-10 06:07:57.505 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3937 for trade price 100.3248 and mid price after delay 100.1280
2026-06-10 06:07:57.505 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 279: Effective=0.4918, Realized=0.3937. Current spread_results length: 280
2026-06-10 06:07:57.506 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07888659871436 from bid=99.83185294771309, ask=100.32592024971564
2026-06-10 06:07:57.506 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4935 for trade price 99.8322 and mid price 100.0789
2026-06-10 06:07:57.507 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12796446182456 from bid=99.98468842598349, ask=100.27124049766563
2026-06-10 06:07:57.507 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5916 for trade price 99.8322 and mid price after delay 100.1280
2026-06-10 06:07:57.507 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 280: Effective=0.4935, Realized=0.5916. Current spread_results length: 281
2026-06-10 06:07:57.508 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08843936047005 from bid=99.85067965640147, ask=100.32619906453863
2026-06-10 06:07:57.508 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4788 for trade price 100.3278 and mid price 100.0884
2026-06-10 06:07:57.509 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12796446182456 from bid=99.98468842598349, ask=100.27124049766563
2026-06-10 06:07:57.509 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3997 for trade price 100.3278 and mid price after delay 100.1280
2026-06-10 06:07:57.509 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 281: Effective=0.4788, Realized=0.3997. Current spread_results length: 282
2026-06-10 06:07:57.510 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12761657050964 from bid=99.97251675143302, ask=100.28271638958627
2026-06-10 06:07:57.510 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3119 for trade price 99.9716 and mid price 100.1276
2026-06-10 06:07:57.511 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04415473327249 from bid=99.92603861447988, ask=100.1622708520651
2026-06-10 06:07:57.511 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1450 for trade price 99.9716 and mid price after delay 100.0442
2026-06-10 06:07:57.511 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 282: Effective=0.3119, Realized=0.1450. Current spread_results length: 283
2026-06-10 06:07:57.512 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12761657050964 from bid=99.97251675143302, ask=100.28271638958627
2026-06-10 06:07:57.512 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3151 for trade price 99.9700 and mid price 100.1276
2026-06-10 06:07:57.513 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04415473327249 from bid=99.92603861447988, ask=100.1622708520651
2026-06-10 06:07:57.513 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1482 for trade price 99.9700 and mid price after delay 100.0442
2026-06-10 06:07:57.513 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 283: Effective=0.3151, Realized=0.1482. Current spread_results length: 284
2026-06-10 06:07:57.514 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12761657050964 from bid=99.97251675143302, ask=100.28271638958627
2026-06-10 06:07:57.514 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3080 for trade price 100.2816 and mid price 100.1276
2026-06-10 06:07:57.515 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04415473327249 from bid=99.92603861447988, ask=100.1622708520651
2026-06-10 06:07:57.515 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4749 for trade price 100.2816 and mid price after delay 100.0442
2026-06-10 06:07:57.515 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 284: Effective=0.3080, Realized=0.4749. Current spread_results length: 285
2026-06-10 06:07:57.516 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14957194962818 from bid=100.0209012992462, ask=100.27824260001016
2026-06-10 06:07:57.516 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2545 for trade price 100.0223 and mid price 100.1496
2026-06-10 06:07:57.517 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9991633395593 from bid=99.90128289283321, ask=100.0970437862854
2026-06-10 06:07:57.517 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0463 for trade price 100.0223 and mid price after delay 99.9992
2026-06-10 06:07:57.517 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 285: Effective=0.2545, Realized=0.0463. Current spread_results length: 286
2026-06-10 06:07:57.518 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18267831047552 from bid=100.04344968257587, ask=100.32190693837518
2026-06-10 06:07:57.518 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2799 for trade price 100.3226 and mid price 100.1827
2026-06-10 06:07:57.519 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97032960922289 from bid=99.88525238702697, ask=100.05540683141881
2026-06-10 06:07:57.519 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7046 for trade price 100.3226 and mid price after delay 99.9703
2026-06-10 06:07:57.519 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 286: Effective=0.2799, Realized=0.7046. Current spread_results length: 287
2026-06-10 06:07:57.520 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.18267831047552 from bid=100.04344968257587, ask=100.32190693837518
2026-06-10 06:07:57.520 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2733 for trade price 100.0460 and mid price 100.1827
2026-06-10 06:07:57.520 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97032960922289 from bid=99.88525238702697, ask=100.05540683141881
2026-06-10 06:07:57.520 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1514 for trade price 100.0460 and mid price after delay 99.9703
2026-06-10 06:07:57.521 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 287: Effective=0.2733, Realized=0.1514. Current spread_results length: 288
2026-06-10 06:07:57.521 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22247168210406 from bid=100.03527609877496, ask=100.40966726543316
2026-06-10 06:07:57.521 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3725 for trade price 100.4087 and mid price 100.2225
2026-06-10 06:07:57.522 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99644482922477 from bid=99.89855890641155, ask=100.09433075203799
2026-06-10 06:07:57.522 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8246 for trade price 100.4087 and mid price after delay 99.9964
2026-06-10 06:07:57.522 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 288: Effective=0.3725, Realized=0.8246. Current spread_results length: 289
2026-06-10 06:07:57.523 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22247168210406 from bid=100.03527609877496, ask=100.40966726543316
2026-06-10 06:07:57.523 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3819 for trade price 100.0315 and mid price 100.2225
2026-06-10 06:07:57.524 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99644482922477 from bid=99.89855890641155, ask=100.09433075203799
2026-06-10 06:07:57.524 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0702 for trade price 100.0315 and mid price after delay 99.9964
2026-06-10 06:07:57.524 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 289: Effective=0.3819, Realized=0.0702. Current spread_results length: 290
2026-06-10 06:07:57.525 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22247168210406 from bid=100.03527609877496, ask=100.40966726543316
2026-06-10 06:07:57.525 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3766 for trade price 100.4108 and mid price 100.2225
2026-06-10 06:07:57.526 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99644482922477 from bid=99.89855890641155, ask=100.09433075203799
2026-06-10 06:07:57.526 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.8287 for trade price 100.4108 and mid price after delay 99.9964
2026-06-10 06:07:57.526 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 290: Effective=0.3766, Realized=0.8287. Current spread_results length: 291
2026-06-10 06:07:57.527 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21993349156573 from bid=100.1514315621918, ask=100.28843542093965
2026-06-10 06:07:57.527 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1379 for trade price 100.1510 and mid price 100.2199
2026-06-10 06:07:57.528 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99644482922477 from bid=99.89855890641155, ask=100.09433075203799
2026-06-10 06:07:57.528 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3091 for trade price 100.1510 and mid price after delay 99.9964
2026-06-10 06:07:57.528 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 291: Effective=0.1379, Realized=0.3091. Current spread_results length: 292
2026-06-10 06:07:57.529 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.19460187486963 from bid=100.03337482285947, ask=100.3558289268798
2026-06-10 06:07:57.529 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3214 for trade price 100.3553 and mid price 100.1946
2026-06-10 06:07:57.530 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02164491564228 from bid=99.81282346577925, ask=100.23046636550532
2026-06-10 06:07:57.530 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6674 for trade price 100.3553 and mid price after delay 100.0216
2026-06-10 06:07:57.530 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 292: Effective=0.3214, Realized=0.6674. Current spread_results length: 293
2026-06-10 06:07:57.531 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.19460187486963 from bid=100.03337482285947, ask=100.3558289268798
2026-06-10 06:07:57.531 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3267 for trade price 100.3579 and mid price 100.1946
2026-06-10 06:07:57.532 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99686670675872 from bid=99.97179967973211, ask=100.02193373378533
2026-06-10 06:07:57.532 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7222 for trade price 100.3579 and mid price after delay 99.9969
2026-06-10 06:07:57.532 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 293: Effective=0.3267, Realized=0.7222. Current spread_results length: 294
2026-06-10 06:07:57.533 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.19460187486963 from bid=100.03337482285947, ask=100.3558289268798
2026-06-10 06:07:57.533 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3242 for trade price 100.3567 and mid price 100.1946
2026-06-10 06:07:57.534 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99686670675872 from bid=99.97179967973211, ask=100.02193373378533
2026-06-10 06:07:57.534 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7197 for trade price 100.3567 and mid price after delay 99.9969
2026-06-10 06:07:57.534 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 294: Effective=0.3242, Realized=0.7197. Current spread_results length: 295
2026-06-10 06:07:57.535 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23393785602565 from bid=100.16166148153086, ask=100.30621423052044
2026-06-10 06:07:57.535 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1362 for trade price 100.1658 and mid price 100.2339
2026-06-10 06:07:57.536 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99877173221701 from bid=99.90803144800556, ask=100.08951201642846
2026-06-10 06:07:57.536 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3341 for trade price 100.1658 and mid price after delay 99.9988
2026-06-10 06:07:57.536 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 295: Effective=0.1362, Realized=0.3341. Current spread_results length: 296
2026-06-10 06:07:57.537 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1915873487738 from bid=100.11658395181232, ask=100.26659074573527
2026-06-10 06:07:57.537 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1466 for trade price 100.1183 and mid price 100.1916
2026-06-10 06:07:57.538 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99877173221701 from bid=99.90803144800556, ask=100.08951201642846
2026-06-10 06:07:57.538 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2390 for trade price 100.1183 and mid price after delay 99.9988
2026-06-10 06:07:57.539 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 296: Effective=0.1466, Realized=0.2390. Current spread_results length: 297
2026-06-10 06:07:57.539 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1915873487738 from bid=100.11658395181232, ask=100.26659074573527
2026-06-10 06:07:57.540 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1452 for trade price 100.2642 and mid price 100.1916
2026-06-10 06:07:57.540 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99877173221701 from bid=99.90803144800556, ask=100.08951201642846
2026-06-10 06:07:57.540 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5309 for trade price 100.2642 and mid price after delay 99.9988
2026-06-10 06:07:57.540 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 297: Effective=0.1452, Realized=0.5309. Current spread_results length: 298
2026-06-10 06:07:57.541 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1915873487738 from bid=100.11658395181232, ask=100.26659074573527
2026-06-10 06:07:57.541 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1565 for trade price 100.2698 and mid price 100.1916
2026-06-10 06:07:57.542 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01378595712484 from bid=99.81738385997016, ask=100.21018805427951
2026-06-10 06:07:57.542 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5121 for trade price 100.2698 and mid price after delay 100.0138
2026-06-10 06:07:57.542 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 298: Effective=0.1565, Realized=0.5121. Current spread_results length: 299
2026-06-10 06:07:57.543 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1915873487738 from bid=100.11658395181232, ask=100.26659074573527
2026-06-10 06:07:57.543 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1464 for trade price 100.1184 and mid price 100.1916
2026-06-10 06:07:57.544 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01378595712484 from bid=99.81738385997016, ask=100.21018805427951
2026-06-10 06:07:57.544 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2092 for trade price 100.1184 and mid price after delay 100.0138
2026-06-10 06:07:57.544 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 299: Effective=0.1464, Realized=0.2092. Current spread_results length: 300
2026-06-10 06:07:57.547 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16871512298461 from bid=100.08538627872201, ask=100.2520439672472
2026-06-10 06:07:57.547 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1579 for trade price 100.2477 and mid price 100.1687
2026-06-10 06:07:57.548 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01378595712484 from bid=99.81738385997016, ask=100.21018805427951
2026-06-10 06:07:57.548 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4678 for trade price 100.2477 and mid price after delay 100.0138
2026-06-10 06:07:57.548 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 300: Effective=0.1579, Realized=0.4678. Current spread_results length: 301
2026-06-10 06:07:57.549 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16871512298461 from bid=100.08538627872201, ask=100.2520439672472
2026-06-10 06:07:57.550 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1594 for trade price 100.0890 and mid price 100.1687
2026-06-10 06:07:57.550 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0289635147324 from bid=99.83917637973781, ask=100.21875064972699
2026-06-10 06:07:57.550 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1201 for trade price 100.0890 and mid price after delay 100.0290
2026-06-10 06:07:57.551 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 301: Effective=0.1594, Realized=0.1201. Current spread_results length: 302
2026-06-10 06:07:57.551 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16871512298461 from bid=100.08538627872201, ask=100.2520439672472
2026-06-10 06:07:57.552 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1749 for trade price 100.2562 and mid price 100.1687
2026-06-10 06:07:57.552 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0289635147324 from bid=99.83917637973781, ask=100.21875064972699
2026-06-10 06:07:57.553 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4544 for trade price 100.2562 and mid price after delay 100.0290
2026-06-10 06:07:57.553 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 302: Effective=0.1749, Realized=0.4544. Current spread_results length: 303
2026-06-10 06:07:57.554 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16871512298461 from bid=100.08538627872201, ask=100.2520439672472
2026-06-10 06:07:57.554 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1601 for trade price 100.2487 and mid price 100.1687
2026-06-10 06:07:57.555 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0289635147324 from bid=99.83917637973781, ask=100.21875064972699
2026-06-10 06:07:57.555 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4396 for trade price 100.2487 and mid price after delay 100.0290
2026-06-10 06:07:57.555 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 303: Effective=0.1601, Realized=0.4396. Current spread_results length: 304
2026-06-10 06:07:57.556 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.17273711952362 from bid=100.13383547445216, ask=100.21163876459508
2026-06-10 06:07:57.556 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0799 for trade price 100.2127 and mid price 100.1727
2026-06-10 06:07:57.557 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07393771034003 from bid=100.02009434316122, ask=100.12778107751885
2026-06-10 06:07:57.557 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2775 for trade price 100.2127 and mid price after delay 100.0739
2026-06-10 06:07:57.557 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 304: Effective=0.0799, Realized=0.2775. Current spread_results length: 305
2026-06-10 06:07:57.558 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.17273711952362 from bid=100.13383547445216, ask=100.21163876459508
2026-06-10 06:07:57.558 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0855 for trade price 100.2155 and mid price 100.1727
2026-06-10 06:07:57.559 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07393771034003 from bid=100.02009434316122, ask=100.12778107751885
2026-06-10 06:07:57.559 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2831 for trade price 100.2155 and mid price after delay 100.0739
2026-06-10 06:07:57.559 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 305: Effective=0.0855, Realized=0.2831. Current spread_results length: 306
2026-06-10 06:07:57.560 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14581684637854 from bid=99.97079914236527, ask=100.32083455039181
2026-06-10 06:07:57.560 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3473 for trade price 100.3195 and mid price 100.1458
2026-06-10 06:07:57.561 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02594025006871 from bid=99.98360657535144, ask=100.06827392478598
2026-06-10 06:07:57.561 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5870 for trade price 100.3195 and mid price after delay 100.0259
2026-06-10 06:07:57.561 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 306: Effective=0.3473, Realized=0.5870. Current spread_results length: 307
2026-06-10 06:07:57.562 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14581684637854 from bid=99.97079914236527, ask=100.32083455039181
2026-06-10 06:07:57.562 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3508 for trade price 99.9704 and mid price 100.1458
2026-06-10 06:07:57.562 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02594025006871 from bid=99.98360657535144, ask=100.06827392478598
2026-06-10 06:07:57.563 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1110 for trade price 99.9704 and mid price after delay 100.0259
2026-06-10 06:07:57.563 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 307: Effective=0.3508, Realized=0.1110. Current spread_results length: 308
2026-06-10 06:07:57.564 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16648885993627 from bid=100.14575279151137, ask=100.18722492836116
2026-06-10 06:07:57.564 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0421 for trade price 100.1454 and mid price 100.1665
2026-06-10 06:07:57.565 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98855265163475 from bid=99.81953523470287, ask=100.15757006856663
2026-06-10 06:07:57.565 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3137 for trade price 100.1454 and mid price after delay 99.9886
2026-06-10 06:07:57.565 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 308: Effective=0.0421, Realized=0.3137. Current spread_results length: 309
2026-06-10 06:07:57.566 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16648885993627 from bid=100.14575279151137, ask=100.18722492836116
2026-06-10 06:07:57.566 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0367 for trade price 100.1848 and mid price 100.1665
2026-06-10 06:07:57.567 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98855265163475 from bid=99.81953523470287, ask=100.15757006856663
2026-06-10 06:07:57.567 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3926 for trade price 100.1848 and mid price after delay 99.9886
2026-06-10 06:07:57.567 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 309: Effective=0.0367, Realized=0.3926. Current spread_results length: 310
2026-06-10 06:07:57.568 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16648885993627 from bid=100.14575279151137, ask=100.18722492836116
2026-06-10 06:07:57.568 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0336 for trade price 100.1497 and mid price 100.1665
2026-06-10 06:07:57.568 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98855265163475 from bid=99.81953523470287, ask=100.15757006856663
2026-06-10 06:07:57.569 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3223 for trade price 100.1497 and mid price after delay 99.9886
2026-06-10 06:07:57.569 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 310: Effective=0.0336, Realized=0.3223. Current spread_results length: 311
2026-06-10 06:07:57.569 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15723341322732 from bid=100.01929368380385, ask=100.29517314265078
2026-06-10 06:07:57.570 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2765 for trade price 100.2955 and mid price 100.1572
2026-06-10 06:07:57.570 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98855265163475 from bid=99.81953523470287, ask=100.15757006856663
2026-06-10 06:07:57.570 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6138 for trade price 100.2955 and mid price after delay 99.9886
2026-06-10 06:07:57.571 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 311: Effective=0.2765, Realized=0.6138. Current spread_results length: 312
2026-06-10 06:07:57.571 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15723341322732 from bid=100.01929368380385, ask=100.29517314265078
2026-06-10 06:07:57.572 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2744 for trade price 100.0200 and mid price 100.1572
2026-06-10 06:07:57.572 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99494887754567 from bid=99.93654756502357, ask=100.05335019006776
2026-06-10 06:07:57.573 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0502 for trade price 100.0200 and mid price after delay 99.9949
2026-06-10 06:07:57.573 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 312: Effective=0.2744, Realized=0.0502. Current spread_results length: 313
2026-06-10 06:07:57.574 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14879759353298 from bid=100.09312316810194, ask=100.20447201896401
2026-06-10 06:07:57.574 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1176 for trade price 100.0900 and mid price 100.1488
2026-06-10 06:07:57.575 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01489436714829 from bid=99.82200433305101, ask=100.20778440124556
2026-06-10 06:07:57.575 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1503 for trade price 100.0900 and mid price after delay 100.0149
2026-06-10 06:07:57.575 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 313: Effective=0.1176, Realized=0.1503. Current spread_results length: 314
2026-06-10 06:07:57.576 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14879759353298 from bid=100.09312316810194, ask=100.20447201896401
2026-06-10 06:07:57.576 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1044 for trade price 100.2010 and mid price 100.1488
2026-06-10 06:07:57.577 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01489436714829 from bid=99.82200433305101, ask=100.20778440124556
2026-06-10 06:07:57.577 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3722 for trade price 100.2010 and mid price after delay 100.0149
2026-06-10 06:07:57.577 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 314: Effective=0.1044, Realized=0.3722. Current spread_results length: 315
2026-06-10 06:07:57.578 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14080006285793 from bid=99.91411463566459, ask=100.36748549005128
2026-06-10 06:07:57.578 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4461 for trade price 99.9178 and mid price 100.1408
2026-06-10 06:07:57.579 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9816683334146 from bid=99.82789269741133, ask=100.13544396941788
2026-06-10 06:07:57.579 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1278 for trade price 99.9178 and mid price after delay 99.9817
2026-06-10 06:07:57.579 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 315: Effective=0.4461, Realized=0.1278. Current spread_results length: 316
2026-06-10 06:07:57.580 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14921984266516 from bid=99.97381671097315, ask=100.32462297435717
2026-06-10 06:07:57.580 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3591 for trade price 100.3288 and mid price 100.1492
2026-06-10 06:07:57.581 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00645635371974 from bid=99.97339580023191, ask=100.03951690720757
2026-06-10 06:07:57.581 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6447 for trade price 100.3288 and mid price after delay 100.0065
2026-06-10 06:07:57.581 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 316: Effective=0.3591, Realized=0.6447. Current spread_results length: 317
2026-06-10 06:07:57.582 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1849462773933 from bid=99.99237560624437, ask=100.37751694854222
2026-06-10 06:07:57.582 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3917 for trade price 99.9891 and mid price 100.1849
2026-06-10 06:07:57.583 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00645635371974 from bid=99.97339580023191, ask=100.03951690720757
2026-06-10 06:07:57.583 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0348 for trade price 99.9891 and mid price after delay 100.0065
2026-06-10 06:07:57.583 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 317: Effective=0.3917, Realized=0.0348. Current spread_results length: 318
2026-06-10 06:07:57.584 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15811249733774 from bid=99.96851109169819, ask=100.34771390297729
2026-06-10 06:07:57.584 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3718 for trade price 99.9722 and mid price 100.1581
2026-06-10 06:07:57.585 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98037924112609 from bid=99.80942915584774, ask=100.15132932640444
2026-06-10 06:07:57.585 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0163 for trade price 99.9722 and mid price after delay 99.9804
2026-06-10 06:07:57.585 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 318: Effective=0.3718, Realized=0.0163. Current spread_results length: 319
2026-06-10 06:07:57.586 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1935131769328 from bid=99.95492274400762, ask=100.43210360985798
2026-06-10 06:07:57.586 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4766 for trade price 99.9552 and mid price 100.1935
2026-06-10 06:07:57.586 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0261875352479 from bid=99.92400719707632, ask=100.12836787341948
2026-06-10 06:07:57.587 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1420 for trade price 99.9552 and mid price after delay 100.0262
2026-06-10 06:07:57.587 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 319: Effective=0.4766, Realized=0.1420. Current spread_results length: 320
2026-06-10 06:07:57.588 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.19002141863368 from bid=100.03722453434307, ask=100.34281830292429
2026-06-10 06:07:57.588 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3065 for trade price 100.0368 and mid price 100.1900
2026-06-10 06:07:57.588 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06676516933659 from bid=99.90809078241433, ask=100.22543955625885
2026-06-10 06:07:57.588 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0600 for trade price 100.0368 and mid price after delay 100.0668
2026-06-10 06:07:57.589 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 320: Effective=0.3065, Realized=0.0600. Current spread_results length: 321
2026-06-10 06:07:57.589 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1620221844323 from bid=100.10326388395005, ask=100.22078048491456
2026-06-10 06:07:57.590 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1077 for trade price 100.2159 and mid price 100.1620
2026-06-10 06:07:57.590 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02692872075444 from bid=99.83267090394139, ask=100.22118653756749
2026-06-10 06:07:57.590 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3779 for trade price 100.2159 and mid price after delay 100.0269
2026-06-10 06:07:57.590 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 321: Effective=0.1077, Realized=0.3779. Current spread_results length: 322
2026-06-10 06:07:57.591 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1620221844323 from bid=100.10326388395005, ask=100.22078048491456
2026-06-10 06:07:57.591 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1248 for trade price 100.2244 and mid price 100.1620
2026-06-10 06:07:57.592 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02692872075444 from bid=99.83267090394139, ask=100.22118653756749
2026-06-10 06:07:57.592 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3950 for trade price 100.2244 and mid price after delay 100.0269
2026-06-10 06:07:57.592 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 322: Effective=0.1248, Realized=0.3950. Current spread_results length: 323
2026-06-10 06:07:57.593 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1620221844323 from bid=100.10326388395005, ask=100.22078048491456
2026-06-10 06:07:57.593 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1205 for trade price 100.1018 and mid price 100.1620
2026-06-10 06:07:57.594 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02692872075444 from bid=99.83267090394139, ask=100.22118653756749
2026-06-10 06:07:57.594 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1497 for trade price 100.1018 and mid price after delay 100.0269
2026-06-10 06:07:57.594 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 323: Effective=0.1205, Realized=0.1497. Current spread_results length: 324
2026-06-10 06:07:57.595 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15559538604164 from bid=100.1434843051547, ask=100.16770646692858
2026-06-10 06:07:57.595 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0251 for trade price 100.1682 and mid price 100.1556
2026-06-10 06:07:57.596 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06196747761214 from bid=99.90986663198201, ask=100.21406832324227
2026-06-10 06:07:57.596 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2124 for trade price 100.1682 and mid price after delay 100.0620
2026-06-10 06:07:57.596 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 324: Effective=0.0251, Realized=0.2124. Current spread_results length: 325
2026-06-10 06:07:57.597 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15559538604164 from bid=100.1434843051547, ask=100.16770646692858
2026-06-10 06:07:57.597 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0294 for trade price 100.1703 and mid price 100.1556
2026-06-10 06:07:57.598 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06196747761214 from bid=99.90986663198201, ask=100.21406832324227
2026-06-10 06:07:57.598 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2167 for trade price 100.1703 and mid price after delay 100.0620
2026-06-10 06:07:57.598 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 325: Effective=0.0294, Realized=0.2167. Current spread_results length: 326
2026-06-10 06:07:57.599 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15559538604164 from bid=100.1434843051547, ask=100.16770646692858
2026-06-10 06:07:57.599 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0309 for trade price 100.1402 and mid price 100.1556
2026-06-10 06:07:57.600 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06196747761214 from bid=99.90986663198201, ask=100.21406832324227
2026-06-10 06:07:57.600 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1564 for trade price 100.1402 and mid price after delay 100.0620
2026-06-10 06:07:57.600 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 326: Effective=0.0309, Realized=0.1564. Current spread_results length: 327
2026-06-10 06:07:57.601 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13918284292457 from bid=99.96779308109262, ask=100.31057260475652
2026-06-10 06:07:57.601 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3508 for trade price 99.9638 and mid price 100.1392
2026-06-10 06:07:57.602 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0240495018571 from bid=99.77800763573602, ask=100.2700913679782
2026-06-10 06:07:57.602 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1205 for trade price 99.9638 and mid price after delay 100.0240
2026-06-10 06:07:57.602 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 327: Effective=0.3508, Realized=0.1205. Current spread_results length: 328
2026-06-10 06:07:57.603 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12960119236033 from bid=100.08416523321547, ask=100.17503715150518
2026-06-10 06:07:57.603 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0926 for trade price 100.0833 and mid price 100.1296
2026-06-10 06:07:57.604 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0523198337325 from bid=99.96225491123192, ask=100.14238475623307
2026-06-10 06:07:57.604 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0620 for trade price 100.0833 and mid price after delay 100.0523
2026-06-10 06:07:57.604 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 328: Effective=0.0926, Realized=0.0620. Current spread_results length: 329
2026-06-10 06:07:57.605 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13857712255852 from bid=100.12697034184175, ask=100.15018390327528
2026-06-10 06:07:57.605 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0182 for trade price 100.1295 and mid price 100.1386
2026-06-10 06:07:57.605 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04515388780553 from bid=99.9493640231321, ask=100.14094375247895
2026-06-10 06:07:57.606 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1687 for trade price 100.1295 and mid price after delay 100.0452
2026-06-10 06:07:57.606 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 329: Effective=0.0182, Realized=0.1687. Current spread_results length: 330
2026-06-10 06:07:57.607 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13857712255852 from bid=100.12697034184175, ask=100.15018390327528
2026-06-10 06:07:57.607 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0193 for trade price 100.1289 and mid price 100.1386
2026-06-10 06:07:57.607 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04575023592606 from bid=99.95714859808506, ask=100.13435187376707
2026-06-10 06:07:57.607 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1663 for trade price 100.1289 and mid price after delay 100.0458
2026-06-10 06:07:57.608 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 330: Effective=0.0193, Realized=0.1663. Current spread_results length: 331
2026-06-10 06:07:57.608 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12796446182456 from bid=99.98468842598349, ask=100.27124049766563
2026-06-10 06:07:57.608 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2933 for trade price 99.9813 and mid price 100.1280
2026-06-10 06:07:57.609 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08072379179343 from bid=99.87425271686136, ask=100.2871948667255
2026-06-10 06:07:57.609 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1988 for trade price 99.9813 and mid price after delay 100.0807
2026-06-10 06:07:57.609 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 331: Effective=0.2933, Realized=0.1988. Current spread_results length: 332
2026-06-10 06:07:57.610 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12796446182456 from bid=99.98468842598349, ask=100.27124049766563
2026-06-10 06:07:57.610 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2911 for trade price 100.2735 and mid price 100.1280
2026-06-10 06:07:57.611 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08072379179343 from bid=99.87425271686136, ask=100.2871948667255
2026-06-10 06:07:57.611 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3856 for trade price 100.2735 and mid price after delay 100.0807
2026-06-10 06:07:57.611 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 332: Effective=0.2911, Realized=0.3856. Current spread_results length: 333
2026-06-10 06:07:57.612 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08061415232646 from bid=99.91814048856418, ask=100.24308781608875
2026-06-10 06:07:57.612 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3198 for trade price 100.2405 and mid price 100.0806
2026-06-10 06:07:57.613 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04124583645975 from bid=99.80085288249218, ask=100.28163879042732
2026-06-10 06:07:57.613 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3985 for trade price 100.2405 and mid price after delay 100.0412
2026-06-10 06:07:57.613 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 333: Effective=0.3198, Realized=0.3985. Current spread_results length: 334
2026-06-10 06:07:57.614 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08061415232646 from bid=99.91814048856418, ask=100.24308781608875
2026-06-10 06:07:57.614 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3162 for trade price 99.9225 and mid price 100.0806
2026-06-10 06:07:57.615 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04124583645975 from bid=99.80085288249218, ask=100.28163879042732
2026-06-10 06:07:57.615 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2374 for trade price 99.9225 and mid price after delay 100.0412
2026-06-10 06:07:57.615 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 334: Effective=0.3162, Realized=0.2374. Current spread_results length: 335
2026-06-10 06:07:57.616 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08061415232646 from bid=99.91814048856418, ask=100.24308781608875
2026-06-10 06:07:57.616 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3231 for trade price 99.9191 and mid price 100.0806
2026-06-10 06:07:57.617 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04124583645975 from bid=99.80085288249218, ask=100.28163879042732
2026-06-10 06:07:57.617 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2443 for trade price 99.9191 and mid price after delay 100.0412
2026-06-10 06:07:57.617 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 335: Effective=0.3231, Realized=0.2443. Current spread_results length: 336
2026-06-10 06:07:57.618 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9991633395593 from bid=99.90128289283321, ask=100.0970437862854
2026-06-10 06:07:57.618 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1922 for trade price 99.9031 and mid price 99.9992
2026-06-10 06:07:57.619 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07555216633581 from bid=99.96385781580894, ask=100.18724651686269
2026-06-10 06:07:57.619 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3450 for trade price 99.9031 and mid price after delay 100.0756
2026-06-10 06:07:57.619 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 336: Effective=0.1922, Realized=0.3450. Current spread_results length: 337
2026-06-10 06:07:57.620 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97032960922289 from bid=99.88525238702697, ask=100.05540683141881
2026-06-10 06:07:57.620 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1627 for trade price 100.0517 and mid price 99.9703
2026-06-10 06:07:57.621 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09894936047884 from bid=99.85740829632552, ask=100.34049042463216
2026-06-10 06:07:57.621 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0945 for trade price 100.0517 and mid price after delay 100.0989
2026-06-10 06:07:57.621 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 337: Effective=0.1627, Realized=0.0945. Current spread_results length: 338
2026-06-10 06:07:57.622 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.97032960922289 from bid=99.88525238702697, ask=100.05540683141881
2026-06-10 06:07:57.622 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1633 for trade price 99.8887 and mid price 99.9703
2026-06-10 06:07:57.622 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09894936047884 from bid=99.85740829632552, ask=100.34049042463216
2026-06-10 06:07:57.622 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4205 for trade price 99.8887 and mid price after delay 100.0989
2026-06-10 06:07:57.623 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 338: Effective=0.1633, Realized=0.4205. Current spread_results length: 339
2026-06-10 06:07:57.623 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99644482922477 from bid=99.89855890641155, ask=100.09433075203799
2026-06-10 06:07:57.624 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1883 for trade price 99.9023 and mid price 99.9964
2026-06-10 06:07:57.624 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07593484991774 from bid=99.8729260413101, ask=100.27894365852539
2026-06-10 06:07:57.624 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3473 for trade price 99.9023 and mid price after delay 100.0759
2026-06-10 06:07:57.624 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 339: Effective=0.1883, Realized=0.3473. Current spread_results length: 340
2026-06-10 06:07:57.625 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99644482922477 from bid=99.89855890641155, ask=100.09433075203799
2026-06-10 06:07:57.625 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2028 for trade price 99.8951 and mid price 99.9964
2026-06-10 06:07:57.626 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07593484991774 from bid=99.8729260413101, ask=100.27894365852539
2026-06-10 06:07:57.626 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3617 for trade price 99.8951 and mid price after delay 100.0759
2026-06-10 06:07:57.626 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 340: Effective=0.2028, Realized=0.3617. Current spread_results length: 341
2026-06-10 06:07:57.627 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02164491564228 from bid=99.81282346577925, ask=100.23046636550532
2026-06-10 06:07:57.627 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4138 for trade price 100.2286 and mid price 100.0216
2026-06-10 06:07:57.628 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07593484991774 from bid=99.8729260413101, ask=100.27894365852539
2026-06-10 06:07:57.628 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3052 for trade price 100.2286 and mid price after delay 100.0759
2026-06-10 06:07:57.628 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 341: Effective=0.4138, Realized=0.3052. Current spread_results length: 342
2026-06-10 06:07:57.629 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02164491564228 from bid=99.81282346577925, ask=100.23046636550532
2026-06-10 06:07:57.629 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4247 for trade price 99.8093 and mid price 100.0216
2026-06-10 06:07:57.630 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0797550392165 from bid=99.95629815076511, ask=100.20321192766788
2026-06-10 06:07:57.630 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5409 for trade price 99.8093 and mid price after delay 100.0798
2026-06-10 06:07:57.630 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 342: Effective=0.4247, Realized=0.5409. Current spread_results length: 343
2026-06-10 06:07:57.631 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99686670675872 from bid=99.97179967973211, ask=100.02193373378533
2026-06-10 06:07:57.631 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0543 for trade price 100.0240 and mid price 99.9969
2026-06-10 06:07:57.632 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0797550392165 from bid=99.95629815076511, ask=100.20321192766788
2026-06-10 06:07:57.632 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1114 for trade price 100.0240 and mid price after delay 100.0798
2026-06-10 06:07:57.632 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 343: Effective=0.0543, Realized=0.1114. Current spread_results length: 344
2026-06-10 06:07:57.633 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.94880654137683 from bid=99.81164887463581, ask=100.08596420811784
2026-06-10 06:07:57.633 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2749 for trade price 100.0863 and mid price 99.9488
2026-06-10 06:07:57.634 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05012992575355 from bid=99.83646020154882, ask=100.26379964995829
2026-06-10 06:07:57.634 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0723 for trade price 100.0863 and mid price after delay 100.0501
2026-06-10 06:07:57.634 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 344: Effective=0.2749, Realized=0.0723. Current spread_results length: 345
2026-06-10 06:07:57.635 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01378595712484 from bid=99.81738385997016, ask=100.21018805427951
2026-06-10 06:07:57.635 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3955 for trade price 99.8160 and mid price 100.0138
2026-06-10 06:07:57.636 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12141448476153 from bid=100.05666794215975, ask=100.18616102736331
2026-06-10 06:07:57.636 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6108 for trade price 99.8160 and mid price after delay 100.1214
2026-06-10 06:07:57.636 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 345: Effective=0.3955, Realized=0.6108. Current spread_results length: 346
2026-06-10 06:07:57.637 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01378595712484 from bid=99.81738385997016, ask=100.21018805427951
2026-06-10 06:07:57.637 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3955 for trade price 99.8161 and mid price 100.0138
2026-06-10 06:07:57.637 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12141448476153 from bid=100.05666794215975, ask=100.18616102736331
2026-06-10 06:07:57.638 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6107 for trade price 99.8161 and mid price after delay 100.1214
2026-06-10 06:07:57.638 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 346: Effective=0.3955, Realized=0.6107. Current spread_results length: 347
2026-06-10 06:07:57.638 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0289635147324 from bid=99.83917637973781, ask=100.21875064972699
2026-06-10 06:07:57.639 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3718 for trade price 99.8431 and mid price 100.0290
2026-06-10 06:07:57.639 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1178810465185 from bid=99.96334977898202, ask=100.27241231405499
2026-06-10 06:07:57.639 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5496 for trade price 99.8431 and mid price after delay 100.1179
2026-06-10 06:07:57.640 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 347: Effective=0.3718, Realized=0.5496. Current spread_results length: 348
2026-06-10 06:07:57.640 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0289635147324 from bid=99.83917637973781, ask=100.21875064972699
2026-06-10 06:07:57.640 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3766 for trade price 99.8407 and mid price 100.0290
2026-06-10 06:07:57.641 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1178810465185 from bid=99.96334977898202, ask=100.27241231405499
2026-06-10 06:07:57.641 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5544 for trade price 99.8407 and mid price after delay 100.1179
2026-06-10 06:07:57.641 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 348: Effective=0.3766, Realized=0.5544. Current spread_results length: 349
2026-06-10 06:07:57.642 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07393771034003 from bid=100.02009434316122, ask=100.12778107751885
2026-06-10 06:07:57.642 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1067 for trade price 100.1273 and mid price 100.0739
2026-06-10 06:07:57.643 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.10576571206386 from bid=100.09373421261019, ask=100.11779721151753
2026-06-10 06:07:57.643 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0430 for trade price 100.1273 and mid price after delay 100.1058
2026-06-10 06:07:57.643 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 349: Effective=0.1067, Realized=0.0430. Current spread_results length: 350
2026-06-10 06:07:57.644 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02594025006871 from bid=99.98360657535144, ask=100.06827392478598
2026-06-10 06:07:57.644 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0935 for trade price 99.9792 and mid price 100.0259
2026-06-10 06:07:57.645 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14089811447174 from bid=100.09134734946811, ask=100.19044887947537
2026-06-10 06:07:57.645 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3234 for trade price 99.9792 and mid price after delay 100.1409
2026-06-10 06:07:57.645 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 350: Effective=0.0935, Realized=0.3234. Current spread_results length: 351
2026-06-10 06:07:57.646 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02594025006871 from bid=99.98360657535144, ask=100.06827392478598
2026-06-10 06:07:57.646 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0928 for trade price 100.0724 and mid price 100.0259
2026-06-10 06:07:57.647 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14089811447174 from bid=100.09134734946811, ask=100.19044887947537
2026-06-10 06:07:57.647 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1371 for trade price 100.0724 and mid price after delay 100.1409
2026-06-10 06:07:57.647 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 351: Effective=0.0928, Realized=0.1371. Current spread_results length: 352
2026-06-10 06:07:57.648 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98855265163475 from bid=99.81953523470287, ask=100.15757006856663
2026-06-10 06:07:57.648 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3467 for trade price 99.8152 and mid price 99.9886
2026-06-10 06:07:57.649 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1120695377194 from bid=99.91160061029652, ask=100.3125384651423
2026-06-10 06:07:57.649 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5938 for trade price 99.8152 and mid price after delay 100.1121
2026-06-10 06:07:57.649 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 352: Effective=0.3467, Realized=0.5938. Current spread_results length: 353
2026-06-10 06:07:57.650 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98855265163475 from bid=99.81953523470287, ask=100.15757006856663
2026-06-10 06:07:57.650 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3380 for trade price 100.1576 and mid price 99.9886
2026-06-10 06:07:57.651 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1120695377194 from bid=99.91160061029652, ask=100.3125384651423
2026-06-10 06:07:57.651 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0910 for trade price 100.1576 and mid price after delay 100.1121
2026-06-10 06:07:57.651 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 353: Effective=0.3380, Realized=0.0910. Current spread_results length: 354
2026-06-10 06:07:57.652 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99494887754567 from bid=99.93654756502357, ask=100.05335019006776
2026-06-10 06:07:57.652 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1110 for trade price 99.9395 and mid price 99.9949
2026-06-10 06:07:57.652 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09608552888379 from bid=99.87540713384303, ask=100.31676392392455
2026-06-10 06:07:57.653 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3132 for trade price 99.9395 and mid price after delay 100.0961
2026-06-10 06:07:57.653 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 354: Effective=0.1110, Realized=0.3132. Current spread_results length: 355
2026-06-10 06:07:57.654 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99494887754567 from bid=99.93654756502357, ask=100.05335019006776
2026-06-10 06:07:57.654 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1154 for trade price 100.0527 and mid price 99.9949
2026-06-10 06:07:57.654 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09608552888379 from bid=99.87540713384303, ask=100.31676392392455
2026-06-10 06:07:57.654 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0869 for trade price 100.0527 and mid price after delay 100.0961
2026-06-10 06:07:57.655 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 355: Effective=0.1154, Realized=0.0869. Current spread_results length: 356
2026-06-10 06:07:57.655 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99494887754567 from bid=99.93654756502357, ask=100.05335019006776
2026-06-10 06:07:57.655 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1085 for trade price 99.9407 and mid price 99.9949
2026-06-10 06:07:57.656 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09608552888379 from bid=99.87540713384303, ask=100.31676392392455
2026-06-10 06:07:57.656 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3108 for trade price 99.9407 and mid price after delay 100.0961
2026-06-10 06:07:57.656 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 356: Effective=0.1085, Realized=0.3108. Current spread_results length: 357
2026-06-10 06:07:57.657 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9816683334146 from bid=99.82789269741133, ask=100.13544396941788
2026-06-10 06:07:57.657 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3142 for trade price 100.1388 and mid price 99.9817
2026-06-10 06:07:57.658 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0671814143859 from bid=99.82990608283053, ask=100.30445674594127
2026-06-10 06:07:57.658 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1432 for trade price 100.1388 and mid price after delay 100.0672
2026-06-10 06:07:57.659 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 357: Effective=0.3142, Realized=0.1432. Current spread_results length: 358
2026-06-10 06:07:57.659 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9816683334146 from bid=99.82789269741133, ask=100.13544396941788
2026-06-10 06:07:57.660 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3011 for trade price 100.1322 and mid price 99.9817
2026-06-10 06:07:57.660 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0671814143859 from bid=99.82990608283053, ask=100.30445674594127
2026-06-10 06:07:57.661 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1301 for trade price 100.1322 and mid price after delay 100.0672
2026-06-10 06:07:57.661 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 358: Effective=0.3011, Realized=0.1301. Current spread_results length: 359
2026-06-10 06:07:57.662 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00645635371974 from bid=99.97339580023191, ask=100.03951690720757
2026-06-10 06:07:57.662 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0755 for trade price 99.9687 and mid price 100.0065
2026-06-10 06:07:57.663 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02571487147438 from bid=99.84429657876885, ask=100.20713316417991
2026-06-10 06:07:57.663 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1141 for trade price 99.9687 and mid price after delay 100.0257
2026-06-10 06:07:57.663 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 359: Effective=0.0755, Realized=0.1141. Current spread_results length: 360
2026-06-10 06:07:57.664 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03838853267217 from bid=99.79703194327882, ask=100.27974512206552
2026-06-10 06:07:57.664 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4804 for trade price 99.7982 and mid price 100.0384
2026-06-10 06:07:57.665 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02457236244005 from bid=99.83382202233685, ask=100.21532270254326
2026-06-10 06:07:57.665 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4528 for trade price 99.7982 and mid price after delay 100.0246
2026-06-10 06:07:57.665 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 360: Effective=0.4804, Realized=0.4528. Current spread_results length: 361
2026-06-10 06:07:57.666 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03838853267217 from bid=99.79703194327882, ask=100.27974512206552
2026-06-10 06:07:57.666 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4866 for trade price 99.7951 and mid price 100.0384
2026-06-10 06:07:57.667 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02457236244005 from bid=99.83382202233685, ask=100.21532270254326
2026-06-10 06:07:57.667 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4590 for trade price 99.7951 and mid price after delay 100.0246
2026-06-10 06:07:57.667 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 361: Effective=0.4866, Realized=0.4590. Current spread_results length: 362
2026-06-10 06:07:57.668 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99918336312398 from bid=99.9878921488771, ask=100.01047457737086
2026-06-10 06:07:57.668 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0257 for trade price 100.0120 and mid price 99.9992
2026-06-10 06:07:57.669 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02457236244005 from bid=99.83382202233685, ask=100.21532270254326
2026-06-10 06:07:57.669 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0251 for trade price 100.0120 and mid price after delay 100.0246
2026-06-10 06:07:57.669 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 362: Effective=0.0257, Realized=0.0251. Current spread_results length: 363
2026-06-10 06:07:57.670 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99918336312398 from bid=99.9878921488771, ask=100.01047457737086
2026-06-10 06:07:57.670 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0229 for trade price 99.9877 and mid price 99.9992
2026-06-10 06:07:57.671 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04363798010648 from bid=99.88039176966994, ask=100.20688419054302
2026-06-10 06:07:57.671 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1118 for trade price 99.9877 and mid price after delay 100.0436
2026-06-10 06:07:57.671 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 363: Effective=0.0229, Realized=0.1118. Current spread_results length: 364
2026-06-10 06:07:57.672 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99918336312398 from bid=99.9878921488771, ask=100.01047457737086
2026-06-10 06:07:57.672 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0221 for trade price 99.9881 and mid price 99.9992
2026-06-10 06:07:57.673 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04363798010648 from bid=99.88039176966994, ask=100.20688419054302
2026-06-10 06:07:57.673 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1110 for trade price 99.9881 and mid price after delay 100.0436
2026-06-10 06:07:57.673 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 364: Effective=0.0221, Realized=0.1110. Current spread_results length: 365
2026-06-10 06:07:57.674 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99918336312398 from bid=99.9878921488771, ask=100.01047457737086
2026-06-10 06:07:57.675 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0225 for trade price 100.0104 and mid price 99.9992
2026-06-10 06:07:57.675 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04363798010648 from bid=99.88039176966994, ask=100.20688419054302
2026-06-10 06:07:57.676 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0664 for trade price 100.0104 and mid price after delay 100.0436
2026-06-10 06:07:57.676 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 365: Effective=0.0225, Realized=0.0664. Current spread_results length: 366
2026-06-10 06:07:57.677 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98037924112609 from bid=99.80942915584774, ask=100.15132932640444
2026-06-10 06:07:57.677 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3444 for trade price 99.8082 and mid price 99.9804
2026-06-10 06:07:57.678 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04271971307594 from bid=99.84345116038352, ask=100.24198826576836
2026-06-10 06:07:57.678 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4691 for trade price 99.8082 and mid price after delay 100.0427
2026-06-10 06:07:57.678 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 366: Effective=0.3444, Realized=0.4691. Current spread_results length: 367
2026-06-10 06:07:57.679 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04769463645802 from bid=100.02407549938647, ask=100.07131377352957
2026-06-10 06:07:57.679 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0409 for trade price 100.0682 and mid price 100.0477
2026-06-10 06:07:57.680 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0211867640609 from bid=99.94116628667904, ask=100.10120724144276
2026-06-10 06:07:57.680 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0939 for trade price 100.0682 and mid price after delay 100.0212
2026-06-10 06:07:57.680 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 367: Effective=0.0409, Realized=0.0939. Current spread_results length: 368
2026-06-10 06:07:57.681 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04769463645802 from bid=100.02407549938647, ask=100.07131377352957
2026-06-10 06:07:57.681 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0500 for trade price 100.0727 and mid price 100.0477
2026-06-10 06:07:57.682 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0211867640609 from bid=99.94116628667904, ask=100.10120724144276
2026-06-10 06:07:57.682 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1030 for trade price 100.0727 and mid price after delay 100.0212
2026-06-10 06:07:57.682 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 368: Effective=0.0500, Realized=0.1030. Current spread_results length: 369
2026-06-10 06:07:57.683 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04769463645802 from bid=100.02407549938647, ask=100.07131377352957
2026-06-10 06:07:57.683 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0502 for trade price 100.0728 and mid price 100.0477
2026-06-10 06:07:57.684 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0211867640609 from bid=99.94116628667904, ask=100.10120724144276
2026-06-10 06:07:57.684 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1032 for trade price 100.0728 and mid price after delay 100.0212
2026-06-10 06:07:57.684 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 369: Effective=0.0502, Realized=0.1032. Current spread_results length: 370
2026-06-10 06:07:57.687 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06676516933659 from bid=99.90809078241433, ask=100.22543955625885
2026-06-10 06:07:57.687 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3122 for trade price 100.2229 and mid price 100.0668
2026-06-10 06:07:57.688 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02934405049308 from bid=99.90839523074699, ask=100.15029287023917
2026-06-10 06:07:57.688 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3871 for trade price 100.2229 and mid price after delay 100.0293
2026-06-10 06:07:57.688 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 370: Effective=0.3122, Realized=0.3871. Current spread_results length: 371
2026-06-10 06:07:57.689 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06676516933659 from bid=99.90809078241433, ask=100.22543955625885
2026-06-10 06:07:57.689 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3158 for trade price 99.9089 and mid price 100.0668
2026-06-10 06:07:57.690 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02934405049308 from bid=99.90839523074699, ask=100.15029287023917
2026-06-10 06:07:57.690 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2410 for trade price 99.9089 and mid price after delay 100.0293
2026-06-10 06:07:57.690 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 371: Effective=0.3158, Realized=0.2410. Current spread_results length: 372
2026-06-10 06:07:57.691 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06676516933659 from bid=99.90809078241433, ask=100.22543955625885
2026-06-10 06:07:57.691 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3129 for trade price 99.9103 and mid price 100.0668
2026-06-10 06:07:57.692 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02934405049308 from bid=99.90839523074699, ask=100.15029287023917
2026-06-10 06:07:57.692 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2380 for trade price 99.9103 and mid price after delay 100.0293
2026-06-10 06:07:57.692 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 372: Effective=0.3129, Realized=0.2380. Current spread_results length: 373
2026-06-10 06:07:57.693 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02692872075444 from bid=99.83267090394139, ask=100.22118653756749
2026-06-10 06:07:57.693 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3863 for trade price 99.8338 and mid price 100.0269
2026-06-10 06:07:57.694 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03243715098236 from bid=99.92318871686959, ask=100.14168558509513
2026-06-10 06:07:57.694 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3973 for trade price 99.8338 and mid price after delay 100.0324
2026-06-10 06:07:57.694 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 373: Effective=0.3863, Realized=0.3973. Current spread_results length: 374
2026-06-10 06:07:57.695 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06196747761214 from bid=99.90986663198201, ask=100.21406832324227
2026-06-10 06:07:57.695 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2957 for trade price 100.2098 and mid price 100.0620
2026-06-10 06:07:57.696 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05703867209861 from bid=99.97099480428561, ask=100.14308253991162
2026-06-10 06:07:57.696 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3055 for trade price 100.2098 and mid price after delay 100.0570
2026-06-10 06:07:57.697 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 374: Effective=0.2957, Realized=0.3055. Current spread_results length: 375
2026-06-10 06:07:57.698 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0240495018571 from bid=99.77800763573602, ask=100.2700913679782
2026-06-10 06:07:57.698 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4831 for trade price 99.7825 and mid price 100.0240
2026-06-10 06:07:57.698 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07733573689372 from bid=100.00596121228455, ask=100.14871026150288
2026-06-10 06:07:57.699 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5897 for trade price 99.7825 and mid price after delay 100.0773
2026-06-10 06:07:57.699 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 375: Effective=0.4831, Realized=0.5897. Current spread_results length: 376
2026-06-10 06:07:57.700 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0240495018571 from bid=99.77800763573602, ask=100.2700913679782
2026-06-10 06:07:57.700 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4995 for trade price 99.7743 and mid price 100.0240
2026-06-10 06:07:57.700 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07733573689372 from bid=100.00596121228455, ask=100.14871026150288
2026-06-10 06:07:57.700 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6061 for trade price 99.7743 and mid price after delay 100.0773
2026-06-10 06:07:57.700 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 376: Effective=0.4995, Realized=0.6061. Current spread_results length: 377
2026-06-10 06:07:57.701 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0240495018571 from bid=99.77800763573602, ask=100.2700913679782
2026-06-10 06:07:57.701 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4926 for trade price 100.2703 and mid price 100.0240
2026-06-10 06:07:57.702 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07733573689372 from bid=100.00596121228455, ask=100.14871026150288
2026-06-10 06:07:57.702 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3860 for trade price 100.2703 and mid price after delay 100.0773
2026-06-10 06:07:57.702 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 377: Effective=0.4926, Realized=0.3860. Current spread_results length: 378
2026-06-10 06:07:57.703 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0240495018571 from bid=99.77800763573602, ask=100.2700913679782
2026-06-10 06:07:57.703 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4827 for trade price 100.2654 and mid price 100.0240
2026-06-10 06:07:57.704 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07733573689372 from bid=100.00596121228455, ask=100.14871026150288
2026-06-10 06:07:57.704 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3761 for trade price 100.2654 and mid price after delay 100.0773
2026-06-10 06:07:57.704 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 378: Effective=0.4827, Realized=0.3761. Current spread_results length: 379
2026-06-10 06:07:57.705 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04515388780553 from bid=99.9493640231321, ask=100.14094375247895
2026-06-10 06:07:57.705 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1816 for trade price 99.9543 and mid price 100.0452
2026-06-10 06:07:57.706 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0216991824105 from bid=99.98740827080302, ask=100.05599009401799
2026-06-10 06:07:57.706 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1347 for trade price 99.9543 and mid price after delay 100.0217
2026-06-10 06:07:57.706 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 379: Effective=0.1816, Realized=0.1347. Current spread_results length: 380
2026-06-10 06:07:57.707 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04515388780553 from bid=99.9493640231321, ask=100.14094375247895
2026-06-10 06:07:57.707 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1907 for trade price 99.9498 and mid price 100.0452
2026-06-10 06:07:57.708 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0216991824105 from bid=99.98740827080302, ask=100.05599009401799
2026-06-10 06:07:57.708 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1438 for trade price 99.9498 and mid price after delay 100.0217
2026-06-10 06:07:57.708 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 380: Effective=0.1907, Realized=0.1438. Current spread_results length: 381
2026-06-10 06:07:57.709 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08072379179343 from bid=99.87425271686136, ask=100.2871948667255
2026-06-10 06:07:57.709 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4166 for trade price 99.8724 and mid price 100.0807
2026-06-10 06:07:57.710 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99379337999783 from bid=99.93577914322756, ask=100.05180761676809
2026-06-10 06:07:57.710 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2427 for trade price 99.8724 and mid price after delay 99.9938
2026-06-10 06:07:57.710 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 381: Effective=0.4166, Realized=0.2427. Current spread_results length: 382
2026-06-10 06:07:57.711 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04124583645975 from bid=99.80085288249218, ask=100.28163879042732
2026-06-10 06:07:57.711 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4778 for trade price 99.8024 and mid price 100.0412
2026-06-10 06:07:57.712 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99221333679246 from bid=99.80969001152467, ask=100.17473666206025
2026-06-10 06:07:57.712 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3797 for trade price 99.8024 and mid price after delay 99.9922
2026-06-10 06:07:57.712 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 382: Effective=0.4778, Realized=0.3797. Current spread_results length: 383
2026-06-10 06:07:57.713 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04124583645975 from bid=99.80085288249218, ask=100.28163879042732
2026-06-10 06:07:57.713 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4852 for trade price 100.2839 and mid price 100.0412
2026-06-10 06:07:57.714 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99221333679246 from bid=99.80969001152467, ask=100.17473666206025
2026-06-10 06:07:57.714 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5833 for trade price 100.2839 and mid price after delay 99.9922
2026-06-10 06:07:57.714 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 383: Effective=0.4852, Realized=0.5833. Current spread_results length: 384
2026-06-10 06:07:57.715 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.054809939391 from bid=99.8467766481954, ask=100.26284323058661
2026-06-10 06:07:57.715 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4203 for trade price 99.8447 and mid price 100.0548
2026-06-10 06:07:57.716 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03987032790239 from bid=99.90633429497078, ask=100.17340636083401
2026-06-10 06:07:57.716 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3904 for trade price 99.8447 and mid price after delay 100.0399
2026-06-10 06:07:57.716 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 384: Effective=0.4203, Realized=0.3904. Current spread_results length: 385
2026-06-10 06:07:57.717 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.054809939391 from bid=99.8467766481954, ask=100.26284323058661
2026-06-10 06:07:57.717 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4080 for trade price 99.8508 and mid price 100.0548
2026-06-10 06:07:57.718 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03987032790239 from bid=99.90633429497078, ask=100.17340636083401
2026-06-10 06:07:57.718 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3781 for trade price 99.8508 and mid price after delay 100.0399
2026-06-10 06:07:57.718 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 385: Effective=0.4080, Realized=0.3781. Current spread_results length: 386
2026-06-10 06:07:57.719 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09894936047884 from bid=99.85740829632552, ask=100.34049042463216
2026-06-10 06:07:57.720 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4926 for trade price 99.8526 and mid price 100.0989
2026-06-10 06:07:57.721 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98756774882837 from bid=99.92683437377514, ask=100.0483011238816
2026-06-10 06:07:57.721 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2699 for trade price 99.8526 and mid price after delay 99.9876
2026-06-10 06:07:57.721 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 386: Effective=0.4926, Realized=0.2699. Current spread_results length: 387
2026-06-10 06:07:57.722 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09894936047884 from bid=99.85740829632552, ask=100.34049042463216
2026-06-10 06:07:57.722 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4769 for trade price 100.3374 and mid price 100.0989
2026-06-10 06:07:57.723 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98756774882837 from bid=99.92683437377514, ask=100.0483011238816
2026-06-10 06:07:57.723 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6997 for trade price 100.3374 and mid price after delay 99.9876
2026-06-10 06:07:57.723 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 387: Effective=0.4769, Realized=0.6997. Current spread_results length: 388
2026-06-10 06:07:57.724 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07593484991774 from bid=99.8729260413101, ask=100.27894365852539
2026-06-10 06:07:57.724 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4131 for trade price 100.2825 and mid price 100.0759
2026-06-10 06:07:57.725 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95551588846016 from bid=99.94704953848242, ask=99.9639822384379
2026-06-10 06:07:57.725 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6539 for trade price 100.2825 and mid price after delay 99.9555
2026-06-10 06:07:57.725 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 388: Effective=0.4131, Realized=0.6539. Current spread_results length: 389
2026-06-10 06:07:57.726 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07330735025805 from bid=99.8892059277533, ask=100.2574087727628
2026-06-10 06:07:57.726 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3584 for trade price 99.8941 and mid price 100.0733
2026-06-10 06:07:57.727 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00633789172925 from bid=99.86576494486359, ask=100.1469108385949
2026-06-10 06:07:57.727 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2244 for trade price 99.8941 and mid price after delay 100.0063
2026-06-10 06:07:57.727 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 389: Effective=0.3584, Realized=0.2244. Current spread_results length: 390
2026-06-10 06:07:57.728 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05012992575355 from bid=99.83646020154882, ask=100.26379964995829
2026-06-10 06:07:57.728 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4235 for trade price 100.2619 and mid price 100.0501
2026-06-10 06:07:57.729 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02608088223033 from bid=99.99014240645552, ask=100.06201935800514
2026-06-10 06:07:57.729 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4716 for trade price 100.2619 and mid price after delay 100.0261
2026-06-10 06:07:57.729 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 390: Effective=0.4235, Realized=0.4716. Current spread_results length: 391
2026-06-10 06:07:57.730 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05012992575355 from bid=99.83646020154882, ask=100.26379964995829
2026-06-10 06:07:57.730 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4283 for trade price 100.2643 and mid price 100.0501
2026-06-10 06:07:57.731 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02608088223033 from bid=99.99014240645552, ask=100.06201935800514
2026-06-10 06:07:57.731 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4764 for trade price 100.2643 and mid price after delay 100.0261
2026-06-10 06:07:57.731 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 391: Effective=0.4283, Realized=0.4764. Current spread_results length: 392
2026-06-10 06:07:57.732 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05012992575355 from bid=99.83646020154882, ask=100.26379964995829
2026-06-10 06:07:57.733 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4315 for trade price 99.8344 and mid price 100.0501
2026-06-10 06:07:57.733 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02608088223033 from bid=99.99014240645552, ask=100.06201935800514
2026-06-10 06:07:57.734 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3835 for trade price 99.8344 and mid price after delay 100.0261
2026-06-10 06:07:57.734 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 392: Effective=0.4315, Realized=0.3835. Current spread_results length: 393
2026-06-10 06:07:57.735 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.08321960716404 from bid=100.0569871971404, ask=100.10945201718768
2026-06-10 06:07:57.735 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0583 for trade price 100.1124 and mid price 100.0832
2026-06-10 06:07:57.736 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06293661174972 from bid=99.93767133159139, ask=100.18820189190805
2026-06-10 06:07:57.736 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0989 for trade price 100.1124 and mid price after delay 100.0629
2026-06-10 06:07:57.736 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 393: Effective=0.0583, Realized=0.0989. Current spread_results length: 394
2026-06-10 06:07:57.737 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.12141448476153 from bid=100.05666794215975, ask=100.18616102736331
2026-06-10 06:07:57.737 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1195 for trade price 100.0616 and mid price 100.1214
2026-06-10 06:07:57.738 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.10023204296682 from bid=99.95458630915837, ask=100.24587777677527
2026-06-10 06:07:57.738 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0772 for trade price 100.0616 and mid price after delay 100.1002
2026-06-10 06:07:57.738 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 394: Effective=0.1195, Realized=0.0772. Current spread_results length: 395
2026-06-10 06:07:57.739 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1178810465185 from bid=99.96334977898202, ask=100.27241231405499
2026-06-10 06:07:57.740 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3089 for trade price 99.9634 and mid price 100.1179
2026-06-10 06:07:57.740 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09716867005314 from bid=99.98425381450981, ask=100.21008352559646
2026-06-10 06:07:57.741 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2675 for trade price 99.9634 and mid price after delay 100.0972
2026-06-10 06:07:57.741 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 395: Effective=0.3089, Realized=0.2675. Current spread_results length: 396
2026-06-10 06:07:57.742 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1178810465185 from bid=99.96334977898202, ask=100.27241231405499
2026-06-10 06:07:57.742 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3085 for trade price 99.9636 and mid price 100.1179
2026-06-10 06:07:57.743 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09716867005314 from bid=99.98425381450981, ask=100.21008352559646
2026-06-10 06:07:57.743 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2671 for trade price 99.9636 and mid price after delay 100.0972
2026-06-10 06:07:57.743 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 396: Effective=0.3085, Realized=0.2671. Current spread_results length: 397
2026-06-10 06:07:57.744 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1178810465185 from bid=99.96334977898202, ask=100.27241231405499
2026-06-10 06:07:57.745 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3171 for trade price 99.9594 and mid price 100.1179
2026-06-10 06:07:57.745 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09716867005314 from bid=99.98425381450981, ask=100.21008352559646
2026-06-10 06:07:57.746 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2756 for trade price 99.9594 and mid price after delay 100.0972
2026-06-10 06:07:57.746 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 397: Effective=0.3171, Realized=0.2756. Current spread_results length: 398
2026-06-10 06:07:57.747 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.10576571206386 from bid=100.09373421261019, ask=100.11779721151753
2026-06-10 06:07:57.747 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0194 for trade price 100.0961 and mid price 100.1058
2026-06-10 06:07:57.748 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06557436712977 from bid=100.0479870714198, ask=100.08316166283974
2026-06-10 06:07:57.748 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0610 for trade price 100.0961 and mid price after delay 100.0656
2026-06-10 06:07:57.748 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 398: Effective=0.0194, Realized=0.0610. Current spread_results length: 399
2026-06-10 06:07:57.749 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.10576571206386 from bid=100.09373421261019, ask=100.11779721151753
2026-06-10 06:07:57.749 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0143 for trade price 100.1129 and mid price 100.1058
2026-06-10 06:07:57.750 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06557436712977 from bid=100.0479870714198, ask=100.08316166283974
2026-06-10 06:07:57.750 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0947 for trade price 100.1129 and mid price after delay 100.0656
2026-06-10 06:07:57.750 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 399: Effective=0.0143, Realized=0.0947. Current spread_results length: 400
2026-06-10 06:07:57.751 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.10576571206386 from bid=100.09373421261019, ask=100.11779721151753
2026-06-10 06:07:57.751 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0335 for trade price 100.1225 and mid price 100.1058
2026-06-10 06:07:57.752 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06557436712977 from bid=100.0479870714198, ask=100.08316166283974
2026-06-10 06:07:57.752 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1138 for trade price 100.1225 and mid price after delay 100.0656
2026-06-10 06:07:57.752 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 400: Effective=0.0335, Realized=0.1138. Current spread_results length: 401
2026-06-10 06:07:57.753 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14089811447174 from bid=100.09134734946811, ask=100.19044887947537
2026-06-10 06:07:57.753 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1017 for trade price 100.1917 and mid price 100.1409
2026-06-10 06:07:57.754 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1097096492728 from bid=99.98766599839271, ask=100.23175330015289
2026-06-10 06:07:57.754 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1640 for trade price 100.1917 and mid price after delay 100.1097
2026-06-10 06:07:57.754 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 401: Effective=0.1017, Realized=0.1640. Current spread_results length: 402
2026-06-10 06:07:57.755 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14089811447174 from bid=100.09134734946811, ask=100.19044887947537
2026-06-10 06:07:57.755 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1085 for trade price 100.1951 and mid price 100.1409
2026-06-10 06:07:57.756 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1097096492728 from bid=99.98766599839271, ask=100.23175330015289
2026-06-10 06:07:57.756 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1708 for trade price 100.1951 and mid price after delay 100.1097
2026-06-10 06:07:57.756 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 402: Effective=0.1085, Realized=0.1708. Current spread_results length: 403
2026-06-10 06:07:57.757 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1120695377194 from bid=99.91160061029652, ask=100.3125384651423
2026-06-10 06:07:57.757 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4092 for trade price 100.3167 and mid price 100.1121
2026-06-10 06:07:57.758 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14195655299721 from bid=100.03878322964549, ask=100.24512987634894
2026-06-10 06:07:57.758 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3494 for trade price 100.3167 and mid price after delay 100.1420
2026-06-10 06:07:57.759 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 403: Effective=0.4092, Realized=0.3494. Current spread_results length: 404
2026-06-10 06:07:57.759 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1120695377194 from bid=99.91160061029652, ask=100.3125384651423
2026-06-10 06:07:57.760 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3976 for trade price 100.3109 and mid price 100.1121
2026-06-10 06:07:57.760 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14195655299721 from bid=100.03878322964549, ask=100.24512987634894
2026-06-10 06:07:57.761 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3378 for trade price 100.3109 and mid price after delay 100.1420
2026-06-10 06:07:57.761 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 404: Effective=0.3976, Realized=0.3378. Current spread_results length: 405
2026-06-10 06:07:57.762 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09608552888379 from bid=99.87540713384303, ask=100.31676392392455
2026-06-10 06:07:57.762 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4433 for trade price 100.3177 and mid price 100.0961
2026-06-10 06:07:57.763 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14195655299721 from bid=100.03878322964549, ask=100.24512987634894
2026-06-10 06:07:57.763 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3516 for trade price 100.3177 and mid price after delay 100.1420
2026-06-10 06:07:57.763 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 405: Effective=0.4433, Realized=0.3516. Current spread_results length: 406
2026-06-10 06:07:57.764 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09608552888379 from bid=99.87540713384303, ask=100.31676392392455
2026-06-10 06:07:57.764 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4491 for trade price 100.3206 and mid price 100.0961
2026-06-10 06:07:57.765 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09930430819581 from bid=99.94009010999257, ask=100.25851850639906
2026-06-10 06:07:57.765 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4426 for trade price 100.3206 and mid price after delay 100.0993
2026-06-10 06:07:57.765 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 406: Effective=0.4491, Realized=0.4426. Current spread_results length: 407
2026-06-10 06:07:57.766 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09608552888379 from bid=99.87540713384303, ask=100.31676392392455
2026-06-10 06:07:57.766 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4391 for trade price 99.8766 and mid price 100.0961
2026-06-10 06:07:57.767 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09930430819581 from bid=99.94009010999257, ask=100.25851850639906
2026-06-10 06:07:57.767 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4455 for trade price 99.8766 and mid price after delay 100.0993
2026-06-10 06:07:57.767 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 407: Effective=0.4391, Realized=0.4455. Current spread_results length: 408
2026-06-10 06:07:57.769 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09608552888379 from bid=99.87540713384303, ask=100.31676392392455
2026-06-10 06:07:57.769 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4498 for trade price 99.8712 and mid price 100.0961
2026-06-10 06:07:57.770 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09930430819581 from bid=99.94009010999257, ask=100.25851850639906
2026-06-10 06:07:57.770 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4562 for trade price 99.8712 and mid price after delay 100.0993
2026-06-10 06:07:57.770 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 408: Effective=0.4498, Realized=0.4562. Current spread_results length: 409
2026-06-10 06:07:57.771 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09608552888379 from bid=99.87540713384303, ask=100.31676392392455
2026-06-10 06:07:57.771 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4491 for trade price 99.8715 and mid price 100.0961
2026-06-10 06:07:57.772 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09930430819581 from bid=99.94009010999257, ask=100.25851850639906
2026-06-10 06:07:57.772 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4556 for trade price 99.8715 and mid price after delay 100.0993
2026-06-10 06:07:57.772 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 409: Effective=0.4491, Realized=0.4556. Current spread_results length: 410
2026-06-10 06:07:57.773 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11622323476406 from bid=100.0435374337038, ask=100.18890903582432
2026-06-10 06:07:57.773 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1521 for trade price 100.1923 and mid price 100.1162
2026-06-10 06:07:57.774 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.054620887083 from bid=100.01306747888695, ask=100.09617429527906
2026-06-10 06:07:57.774 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2753 for trade price 100.1923 and mid price after delay 100.0546
2026-06-10 06:07:57.775 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 410: Effective=0.1521, Realized=0.2753. Current spread_results length: 411
2026-06-10 06:07:57.775 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0671814143859 from bid=99.82990608283053, ask=100.30445674594127
2026-06-10 06:07:57.776 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4716 for trade price 99.8314 and mid price 100.0672
2026-06-10 06:07:57.776 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06090827914599 from bid=99.98146857874464, ask=100.14034797954734
2026-06-10 06:07:57.777 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4590 for trade price 99.8314 and mid price after delay 100.0609
2026-06-10 06:07:57.777 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 411: Effective=0.4716, Realized=0.4590. Current spread_results length: 412
2026-06-10 06:07:57.778 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0671814143859 from bid=99.82990608283053, ask=100.30445674594127
2026-06-10 06:07:57.778 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4664 for trade price 100.3004 and mid price 100.0672
2026-06-10 06:07:57.779 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06090827914599 from bid=99.98146857874464, ask=100.14034797954734
2026-06-10 06:07:57.779 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4789 for trade price 100.3004 and mid price after delay 100.0609
2026-06-10 06:07:57.779 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 412: Effective=0.4664, Realized=0.4789. Current spread_results length: 413
2026-06-10 06:07:57.780 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02571487147438 from bid=99.84429657876885, ask=100.20713316417991
2026-06-10 06:07:57.781 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3683 for trade price 100.2098 and mid price 100.0257
2026-06-10 06:07:57.781 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11033017511991 from bid=100.0763095423781, ask=100.14435080786173
2026-06-10 06:07:57.782 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1990 for trade price 100.2098 and mid price after delay 100.1103
2026-06-10 06:07:57.782 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 413: Effective=0.3683, Realized=0.1990. Current spread_results length: 414
2026-06-10 06:07:57.782 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02457236244005 from bid=99.83382202233685, ask=100.21532270254326
2026-06-10 06:07:57.783 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3888 for trade price 99.8302 and mid price 100.0246
2026-06-10 06:07:57.783 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13680369574416 from bid=99.98325587118964, ask=100.29035152029869
2026-06-10 06:07:57.784 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6133 for trade price 99.8302 and mid price after delay 100.1368
2026-06-10 06:07:57.784 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 414: Effective=0.3888, Realized=0.6133. Current spread_results length: 415
2026-06-10 06:07:57.785 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02457236244005 from bid=99.83382202233685, ask=100.21532270254326
2026-06-10 06:07:57.785 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3856 for trade price 100.2174 and mid price 100.0246
2026-06-10 06:07:57.785 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13680369574416 from bid=99.98325587118964, ask=100.29035152029869
2026-06-10 06:07:57.785 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1612 for trade price 100.2174 and mid price after delay 100.1368
2026-06-10 06:07:57.786 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 415: Effective=0.3856, Realized=0.1612. Current spread_results length: 416
2026-06-10 06:07:57.787 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.04271971307594 from bid=99.84345116038352, ask=100.24198826576836
2026-06-10 06:07:57.787 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3904 for trade price 100.2379 and mid price 100.0427
2026-06-10 06:07:57.787 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16817855184135 from bid=100.05280250794361, ask=100.28355459573909
2026-06-10 06:07:57.788 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1395 for trade price 100.2379 and mid price after delay 100.1682
2026-06-10 06:07:57.788 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 416: Effective=0.3904, Realized=0.1395. Current spread_results length: 417
2026-06-10 06:07:57.789 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0020076634873 from bid=99.94271654537154, ask=100.06129878160307
2026-06-10 06:07:57.789 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1107 for trade price 99.9467 and mid price 100.0020
2026-06-10 06:07:57.790 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1624410191447 from bid=99.94670018601728, ask=100.3781818522721
2026-06-10 06:07:57.790 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4316 for trade price 99.9467 and mid price after delay 100.1624
2026-06-10 06:07:57.790 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 417: Effective=0.1107, Realized=0.4316. Current spread_results length: 418
2026-06-10 06:07:57.792 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0211867640609 from bid=99.94116628667904, ask=100.10120724144276
2026-06-10 06:07:57.792 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1559 for trade price 99.9432 and mid price 100.0212
2026-06-10 06:07:57.793 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1624410191447 from bid=99.94670018601728, ask=100.3781818522721
2026-06-10 06:07:57.793 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4384 for trade price 99.9432 and mid price after delay 100.1624
2026-06-10 06:07:57.793 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 418: Effective=0.1559, Realized=0.4384. Current spread_results length: 419
2026-06-10 06:07:57.794 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0211867640609 from bid=99.94116628667904, ask=100.10120724144276
2026-06-10 06:07:57.794 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1534 for trade price 99.9445 and mid price 100.0212
2026-06-10 06:07:57.795 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21152374636874 from bid=100.13170558651049, ask=100.29134190622699
2026-06-10 06:07:57.795 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5341 for trade price 99.9445 and mid price after delay 100.2115
2026-06-10 06:07:57.795 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 419: Effective=0.1534, Realized=0.5341. Current spread_results length: 420
2026-06-10 06:07:57.796 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0211867640609 from bid=99.94116628667904, ask=100.10120724144276
2026-06-10 06:07:57.796 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1596 for trade price 100.1010 and mid price 100.0212
2026-06-10 06:07:57.797 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21152374636874 from bid=100.13170558651049, ask=100.29134190622699
2026-06-10 06:07:57.797 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2211 for trade price 100.1010 and mid price after delay 100.2115
2026-06-10 06:07:57.798 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 420: Effective=0.1596, Realized=0.2211. Current spread_results length: 421
2026-06-10 06:07:57.800 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0211867640609 from bid=99.94116628667904, ask=100.10120724144276
2026-06-10 06:07:57.800 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1616 for trade price 100.1020 and mid price 100.0212
2026-06-10 06:07:57.805 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21152374636874 from bid=100.13170558651049, ask=100.29134190622699
2026-06-10 06:07:57.805 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2191 for trade price 100.1020 and mid price after delay 100.2115
2026-06-10 06:07:57.805 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 421: Effective=0.1616, Realized=0.2191. Current spread_results length: 422
2026-06-10 06:07:57.806 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0211867640609 from bid=99.94116628667904, ask=100.10120724144276
2026-06-10 06:07:57.806 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1587 for trade price 100.1005 and mid price 100.0212
2026-06-10 06:07:57.808 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21152374636874 from bid=100.13170558651049, ask=100.29134190622699
2026-06-10 06:07:57.808 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2220 for trade price 100.1005 and mid price after delay 100.2115
2026-06-10 06:07:57.808 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 422: Effective=0.1587, Realized=0.2220. Current spread_results length: 423
2026-06-10 06:07:57.809 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02934405049308 from bid=99.90839523074699, ask=100.15029287023917
2026-06-10 06:07:57.809 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2344 for trade price 99.9122 and mid price 100.0293
2026-06-10 06:07:57.810 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22365207862832 from bid=100.06929250512826, ask=100.37801165212838
2026-06-10 06:07:57.811 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6230 for trade price 99.9122 and mid price after delay 100.2237
2026-06-10 06:07:57.811 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 423: Effective=0.2344, Realized=0.6230. Current spread_results length: 424
2026-06-10 06:07:57.813 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02934405049308 from bid=99.90839523074699, ask=100.15029287023917
2026-06-10 06:07:57.813 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2402 for trade price 99.9092 and mid price 100.0293
2026-06-10 06:07:57.814 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22365207862832 from bid=100.06929250512826, ask=100.37801165212838
2026-06-10 06:07:57.814 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6288 for trade price 99.9092 and mid price after delay 100.2237
2026-06-10 06:07:57.814 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 424: Effective=0.2402, Realized=0.6288. Current spread_results length: 425
2026-06-10 06:07:57.815 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03243715098236 from bid=99.92318871686959, ask=100.14168558509513
2026-06-10 06:07:57.816 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2111 for trade price 99.9269 and mid price 100.0324
2026-06-10 06:07:57.818 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.247714705649 from bid=100.01055510656929, ask=100.48487430472872
2026-06-10 06:07:57.818 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6417 for trade price 99.9269 and mid price after delay 100.2477
2026-06-10 06:07:57.818 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 425: Effective=0.2111, Realized=0.6417. Current spread_results length: 426
2026-06-10 06:07:57.819 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05703867209861 from bid=99.97099480428561, ask=100.14308253991162
2026-06-10 06:07:57.819 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1678 for trade price 100.1409 and mid price 100.0570
2026-06-10 06:07:57.820 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21842111099846 from bid=100.16171993814864, ask=100.27512228384829
2026-06-10 06:07:57.820 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1550 for trade price 100.1409 and mid price after delay 100.2184
2026-06-10 06:07:57.820 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 426: Effective=0.1678, Realized=0.1550. Current spread_results length: 427
2026-06-10 06:07:57.821 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07733573689372 from bid=100.00596121228455, ask=100.14871026150288
2026-06-10 06:07:57.821 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1397 for trade price 100.1472 and mid price 100.0773
2026-06-10 06:07:57.822 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23449896560963 from bid=100.19101997773132, ask=100.27797795348795
2026-06-10 06:07:57.822 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1747 for trade price 100.1472 and mid price after delay 100.2345
2026-06-10 06:07:57.822 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 427: Effective=0.1397, Realized=0.1747. Current spread_results length: 428
2026-06-10 06:07:57.823 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07733573689372 from bid=100.00596121228455, ask=100.14871026150288
2026-06-10 06:07:57.823 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1463 for trade price 100.0042 and mid price 100.0773
2026-06-10 06:07:57.826 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23449896560963 from bid=100.19101997773132, ask=100.27797795348795
2026-06-10 06:07:57.826 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4607 for trade price 100.0042 and mid price after delay 100.2345
2026-06-10 06:07:57.826 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 428: Effective=0.1463, Realized=0.4607. Current spread_results length: 429
2026-06-10 06:07:57.827 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.07733573689372 from bid=100.00596121228455, ask=100.14871026150288
2026-06-10 06:07:57.828 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1523 for trade price 100.1535 and mid price 100.0773
2026-06-10 06:07:57.829 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23449896560963 from bid=100.19101997773132, ask=100.27797795348795
2026-06-10 06:07:57.829 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1620 for trade price 100.1535 and mid price after delay 100.2345
2026-06-10 06:07:57.829 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 429: Effective=0.1523, Realized=0.1620. Current spread_results length: 430
2026-06-10 06:07:57.830 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.05245687913391 from bid=100.0178961873696, ask=100.08701757089823
2026-06-10 06:07:57.831 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0626 for trade price 100.0838 and mid price 100.0525
2026-06-10 06:07:57.832 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.20180383005676 from bid=100.17841293717598, ask=100.22519472293754
2026-06-10 06:07:57.832 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.2361 for trade price 100.0838 and mid price after delay 100.2018
2026-06-10 06:07:57.832 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 430: Effective=0.0626, Realized=0.2361. Current spread_results length: 431
2026-06-10 06:07:57.834 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0252863571676 from bid=99.833549902844, ask=100.2170228114912
2026-06-10 06:07:57.834 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3829 for trade price 100.2167 and mid price 100.0253
2026-06-10 06:07:57.835 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16136641646996 from bid=100.08500789065735, ask=100.23772494228257
2026-06-10 06:07:57.835 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1107 for trade price 100.2167 and mid price after delay 100.1614
2026-06-10 06:07:57.835 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 431: Effective=0.3829, Realized=0.1107. Current spread_results length: 432
2026-06-10 06:07:57.838 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.0252863571676 from bid=99.833549902844, ask=100.2170228114912
2026-06-10 06:07:57.838 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3789 for trade price 100.2148 and mid price 100.0253
2026-06-10 06:07:57.839 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16136641646996 from bid=100.08500789065735, ask=100.23772494228257
2026-06-10 06:07:57.839 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1068 for trade price 100.2148 and mid price after delay 100.1614
2026-06-10 06:07:57.840 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 432: Effective=0.3789, Realized=0.1068. Current spread_results length: 433
2026-06-10 06:07:57.842 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99379337999783 from bid=99.93577914322756, ask=100.05180761676809
2026-06-10 06:07:57.842 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1202 for trade price 99.9337 and mid price 99.9938
2026-06-10 06:07:57.844 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16136641646996 from bid=100.08500789065735, ask=100.23772494228257
2026-06-10 06:07:57.844 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4554 for trade price 99.9337 and mid price after delay 100.1614
2026-06-10 06:07:57.844 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 433: Effective=0.1202, Realized=0.4554. Current spread_results length: 434
2026-06-10 06:07:57.845 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99379337999783 from bid=99.93577914322756, ask=100.05180761676809
2026-06-10 06:07:57.845 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1178 for trade price 100.0527 and mid price 99.9938
2026-06-10 06:07:57.846 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13447070920779 from bid=99.95626653088743, ask=100.31267488752815
2026-06-10 06:07:57.846 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1636 for trade price 100.0527 and mid price after delay 100.1345
2026-06-10 06:07:57.846 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 434: Effective=0.1178, Realized=0.1636. Current spread_results length: 435
2026-06-10 06:07:57.849 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99379337999783 from bid=99.93577914322756, ask=100.05180761676809
2026-06-10 06:07:57.849 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1185 for trade price 99.9345 and mid price 99.9938
2026-06-10 06:07:57.850 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13447070920779 from bid=99.95626653088743, ask=100.31267488752815
2026-06-10 06:07:57.850 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3999 for trade price 99.9345 and mid price after delay 100.1345
2026-06-10 06:07:57.851 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 435: Effective=0.1185, Realized=0.3999. Current spread_results length: 436
2026-06-10 06:07:57.852 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.99221333679246 from bid=99.80969001152467, ask=100.17473666206025
2026-06-10 06:07:57.852 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3627 for trade price 99.8109 and mid price 99.9922
2026-06-10 06:07:57.854 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15479676089807 from bid=100.03855908592834, ask=100.27103443586779
2026-06-10 06:07:57.854 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6879 for trade price 99.8109 and mid price after delay 100.1548
2026-06-10 06:07:57.855 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 436: Effective=0.3627, Realized=0.6879. Current spread_results length: 437
2026-06-10 06:07:57.855 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03987032790239 from bid=99.90633429497078, ask=100.17340636083401
2026-06-10 06:07:57.856 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2606 for trade price 99.9096 and mid price 100.0399
2026-06-10 06:07:57.856 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15479676089807 from bid=100.03855908592834, ask=100.27103443586779
2026-06-10 06:07:57.857 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4905 for trade price 99.9096 and mid price after delay 100.1548
2026-06-10 06:07:57.857 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 437: Effective=0.2606, Realized=0.4905. Current spread_results length: 438
2026-06-10 06:07:57.860 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.03987032790239 from bid=99.90633429497078, ask=100.17340636083401
2026-06-10 06:07:57.860 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2572 for trade price 100.1685 and mid price 100.0399
2026-06-10 06:07:57.861 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.17356425948385 from bid=99.94220605358564, ask=100.40492246538207
2026-06-10 06:07:57.861 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0102 for trade price 100.1685 and mid price after delay 100.1736
2026-06-10 06:07:57.861 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 438: Effective=0.2572, Realized=0.0102. Current spread_results length: 439
2026-06-10 06:07:57.862 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01816154631703 from bid=99.9885326498348, ask=100.04779044279927
2026-06-10 06:07:57.862 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0520 for trade price 99.9922 and mid price 100.0182
2026-06-10 06:07:57.863 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.20239701880683 from bid=100.0442578070516, ask=100.36053623056208
2026-06-10 06:07:57.863 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4204 for trade price 99.9922 and mid price after delay 100.2024
2026-06-10 06:07:57.863 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 439: Effective=0.0520, Realized=0.4204. Current spread_results length: 440
2026-06-10 06:07:57.864 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.01816154631703 from bid=99.9885326498348, ask=100.04779044279927
2026-06-10 06:07:57.864 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0600 for trade price 99.9882 and mid price 100.0182
2026-06-10 06:07:57.865 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.20239701880683 from bid=100.0442578070516, ask=100.36053623056208
2026-06-10 06:07:57.865 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4284 for trade price 99.9882 and mid price after delay 100.2024
2026-06-10 06:07:57.865 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 440: Effective=0.0600, Realized=0.4284. Current spread_results length: 441
2026-06-10 06:07:57.866 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98756774882837 from bid=99.92683437377514, ask=100.0483011238816
2026-06-10 06:07:57.866 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1140 for trade price 99.9306 and mid price 99.9876
2026-06-10 06:07:57.867 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21854794605953 from bid=99.98479917374038, ask=100.45229671837868
2026-06-10 06:07:57.867 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5760 for trade price 99.9306 and mid price after delay 100.2185
2026-06-10 06:07:57.867 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 441: Effective=0.1140, Realized=0.5760. Current spread_results length: 442
2026-06-10 06:07:57.868 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.98756774882837 from bid=99.92683437377514, ask=100.0483011238816
2026-06-10 06:07:57.868 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1306 for trade price 99.9223 and mid price 99.9876
2026-06-10 06:07:57.869 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21854794605953 from bid=99.98479917374038, ask=100.45229671837868
2026-06-10 06:07:57.869 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5926 for trade price 99.9223 and mid price after delay 100.2185
2026-06-10 06:07:57.869 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 442: Effective=0.1306, Realized=0.5926. Current spread_results length: 443
2026-06-10 06:07:57.870 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.95551588846016 from bid=99.94704953848242, ask=99.9639822384379
2026-06-10 06:07:57.870 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0167 for trade price 99.9472 and mid price 99.9555
2026-06-10 06:07:57.871 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21104548194475 from bid=100.07262769916066, ask=100.34946326472884
2026-06-10 06:07:57.871 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5277 for trade price 99.9472 and mid price after delay 100.2110
2026-06-10 06:07:57.871 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 443: Effective=0.0167, Realized=0.5277. Current spread_results length: 444
2026-06-10 06:07:57.872 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 99.9589278789178 from bid=99.8867216038559, ask=100.0311341539797
2026-06-10 06:07:57.872 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1359 for trade price 100.0269 and mid price 99.9589
2026-06-10 06:07:57.874 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22584011192635 from bid=99.99827930784926, ask=100.45340091600343
2026-06-10 06:07:57.874 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.3979 for trade price 100.0269 and mid price after delay 100.2258
2026-06-10 06:07:57.875 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 444: Effective=0.1359, Realized=0.3979. Current spread_results length: 445
2026-06-10 06:07:57.876 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.00633789172925 from bid=99.86576494486359, ask=100.1469108385949
2026-06-10 06:07:57.876 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2844 for trade price 99.8642 and mid price 100.0063
2026-06-10 06:07:57.877 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.25857699430901 from bid=100.23608158427933, ask=100.28107240433869
2026-06-10 06:07:57.877 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.7889 for trade price 99.8642 and mid price after delay 100.2586
2026-06-10 06:07:57.877 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 445: Effective=0.2844, Realized=0.7889. Current spread_results length: 446
2026-06-10 06:07:57.880 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02608088223033 from bid=99.99014240645552, ask=100.06201935800514
2026-06-10 06:07:57.880 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0772 for trade price 99.9875 and mid price 100.0261
2026-06-10 06:07:57.881 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.25857699430901 from bid=100.23608158427933, ask=100.28107240433869
2026-06-10 06:07:57.881 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.5422 for trade price 99.9875 and mid price after delay 100.2586
2026-06-10 06:07:57.881 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 446: Effective=0.0772, Realized=0.5422. Current spread_results length: 447
2026-06-10 06:07:57.882 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.02608088223033 from bid=99.99014240645552, ask=100.06201935800514
2026-06-10 06:07:57.882 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0638 for trade price 99.9942 and mid price 100.0261
2026-06-10 06:07:57.883 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22508288855005 from bid=100.14471799445955, ask=100.30544778264054
2026-06-10 06:07:57.883 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4618 for trade price 99.9942 and mid price after delay 100.2251
2026-06-10 06:07:57.883 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 447: Effective=0.0638, Realized=0.4618. Current spread_results length: 448
2026-06-10 06:07:57.884 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06293661174972 from bid=99.93767133159139, ask=100.18820189190805
2026-06-10 06:07:57.884 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2419 for trade price 100.1839 and mid price 100.0629
2026-06-10 06:07:57.885 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.25003469688022 from bid=100.10557896979704, ask=100.3944904239634
2026-06-10 06:07:57.885 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1323 for trade price 100.1839 and mid price after delay 100.2500
2026-06-10 06:07:57.886 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 448: Effective=0.2419, Realized=0.1323. Current spread_results length: 449
2026-06-10 06:07:57.887 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06293661174972 from bid=99.93767133159139, ask=100.18820189190805
2026-06-10 06:07:57.887 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2441 for trade price 99.9409 and mid price 100.0629
2026-06-10 06:07:57.888 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.25003469688022 from bid=100.10557896979704, ask=100.3944904239634
2026-06-10 06:07:57.888 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6183 for trade price 99.9409 and mid price after delay 100.2500
2026-06-10 06:07:57.888 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 449: Effective=0.2441, Realized=0.6183. Current spread_results length: 450
2026-06-10 06:07:57.889 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09716867005314 from bid=99.98425381450981, ask=100.21008352559646
2026-06-10 06:07:57.889 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2173 for trade price 100.2058 and mid price 100.0972
2026-06-10 06:07:57.890 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.2477538777634 from bid=100.07131912494435, ask=100.42418863058245
2026-06-10 06:07:57.890 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0838 for trade price 100.2058 and mid price after delay 100.2478
2026-06-10 06:07:57.890 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 450: Effective=0.2173, Realized=0.0838. Current spread_results length: 451
2026-06-10 06:07:57.891 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06557436712977 from bid=100.0479870714198, ask=100.08316166283974
2026-06-10 06:07:57.891 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0439 for trade price 100.0436 and mid price 100.0656
2026-06-10 06:07:57.892 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.29213117659305 from bid=100.16451549319915, ask=100.41974685998694
2026-06-10 06:07:57.892 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.4970 for trade price 100.0436 and mid price after delay 100.2921
2026-06-10 06:07:57.892 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 451: Effective=0.0439, Realized=0.4970. Current spread_results length: 452
2026-06-10 06:07:57.893 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1097096492728 from bid=99.98766599839271, ask=100.23175330015289
2026-06-10 06:07:57.893 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2381 for trade price 99.9907 and mid price 100.1097
2026-06-10 06:07:57.894 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.29150888591768 from bid=100.26680063220235, ask=100.31621713963301
2026-06-10 06:07:57.894 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.6017 for trade price 99.9907 and mid price after delay 100.2915
2026-06-10 06:07:57.894 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 452: Effective=0.2381, Realized=0.6017. Current spread_results length: 453
2026-06-10 06:07:57.895 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.14195655299721 from bid=100.03878322964549, ask=100.24512987634894
2026-06-10 06:07:57.895 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1985 for trade price 100.2412 and mid price 100.1420
2026-06-10 06:07:57.896 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.29150888591768 from bid=100.26680063220235, ask=100.31621713963301
2026-06-10 06:07:57.896 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.1006 for trade price 100.2412 and mid price after delay 100.2915
2026-06-10 06:07:57.896 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 453: Effective=0.1985, Realized=0.1006. Current spread_results length: 454
2026-06-10 06:07:57.897 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09930430819581 from bid=99.94009010999257, ask=100.25851850639906
2026-06-10 06:07:57.898 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3275 for trade price 100.2630 and mid price 100.0993
2026-06-10 06:07:57.899 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22754939267799 from bid=100.16120925658704, ask=100.29388952876893
2026-06-10 06:07:57.899 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0710 for trade price 100.2630 and mid price after delay 100.2275
2026-06-10 06:07:57.899 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 454: Effective=0.3275, Realized=0.0710. Current spread_results length: 455
2026-06-10 06:07:57.900 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09930430819581 from bid=99.94009010999257, ask=100.25851850639906
2026-06-10 06:07:57.900 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3259 for trade price 100.2622 and mid price 100.0993
2026-06-10 06:07:57.901 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22754939267799 from bid=100.16120925658704, ask=100.29388952876893
2026-06-10 06:07:57.901 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0694 for trade price 100.2622 and mid price after delay 100.2275
2026-06-10 06:07:57.901 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 455: Effective=0.3259, Realized=0.0694. Current spread_results length: 456
2026-06-10 06:07:57.902 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.09930430819581 from bid=99.94009010999257, ask=100.25851850639906
2026-06-10 06:07:57.902 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3237 for trade price 100.2611 and mid price 100.0993
2026-06-10 06:07:57.903 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22754939267799 from bid=100.16120925658704, ask=100.29388952876893
2026-06-10 06:07:57.903 | DEBUG | __main__:calculate_realized_spread:32 - Calculated realized spread: 0.0672 for trade price 100.2611 and mid price after delay 100.2275
2026-06-10 06:07:57.903 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 456: Effective=0.3237, Realized=0.0672. Current spread_results length: 457
2026-06-10 06:07:57.904 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.054620887083 from bid=100.01306747888695, ask=100.09617429527906
2026-06-10 06:07:57.904 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0789 for trade price 100.0941 and mid price 100.0546
2026-06-10 06:07:57.905 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:54:55.
2026-06-10 06:07:57.905 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 457: Effective=0.0789, Realized=NaN. Current spread_results length: 458
2026-06-10 06:07:57.906 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.054620887083 from bid=100.01306747888695, ask=100.09617429527906
2026-06-10 06:07:57.906 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0913 for trade price 100.0090 and mid price 100.0546
2026-06-10 06:07:57.906 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:54:55.
2026-06-10 06:07:57.907 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 458: Effective=0.0913, Realized=NaN. Current spread_results length: 459
2026-06-10 06:07:57.907 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.06090827914599 from bid=99.98146857874464, ask=100.14034797954734
2026-06-10 06:07:57.908 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1629 for trade price 99.9794 and mid price 100.0609
2026-06-10 06:07:57.908 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:55:06.
2026-06-10 06:07:57.908 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 459: Effective=0.1629, Realized=NaN. Current spread_results length: 460
2026-06-10 06:07:57.909 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11033017511991 from bid=100.0763095423781, ask=100.14435080786173
2026-06-10 06:07:57.909 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0647 for trade price 100.1427 and mid price 100.1103
2026-06-10 06:07:57.910 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:55:12.
2026-06-10 06:07:57.910 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 460: Effective=0.0647, Realized=NaN. Current spread_results length: 461
2026-06-10 06:07:57.911 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11033017511991 from bid=100.0763095423781, ask=100.14435080786173
2026-06-10 06:07:57.911 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0645 for trade price 100.1426 and mid price 100.1103
2026-06-10 06:07:57.912 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:55:17.
2026-06-10 06:07:57.912 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 461: Effective=0.0645, Realized=NaN. Current spread_results length: 462
2026-06-10 06:07:57.913 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.11033017511991 from bid=100.0763095423781, ask=100.14435080786173
2026-06-10 06:07:57.913 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0647 for trade price 100.0780 and mid price 100.1103
2026-06-10 06:07:57.913 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:55:19.
2026-06-10 06:07:57.914 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 462: Effective=0.0647, Realized=NaN. Current spread_results length: 463
2026-06-10 06:07:57.914 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.13680369574416 from bid=99.98325587118964, ask=100.29035152029869
2026-06-10 06:07:57.915 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3094 for trade price 99.9821 and mid price 100.1368
2026-06-10 06:07:57.915 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:55:23.
2026-06-10 06:07:57.915 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 463: Effective=0.3094, Realized=NaN. Current spread_results length: 464
2026-06-10 06:07:57.916 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.16591755314853 from bid=100.1056242045676, ask=100.22621090172946
2026-06-10 06:07:57.916 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1172 for trade price 100.2245 and mid price 100.1659
2026-06-10 06:07:57.917 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:55:30.
2026-06-10 06:07:57.917 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 464: Effective=0.1172, Realized=NaN. Current spread_results length: 465
2026-06-10 06:07:57.918 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.1624410191447 from bid=99.94670018601728, ask=100.3781818522721
2026-06-10 06:07:57.918 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4262 for trade price 100.3755 and mid price 100.1624
2026-06-10 06:07:57.919 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:55:54.
2026-06-10 06:07:57.919 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 465: Effective=0.4262, Realized=NaN. Current spread_results length: 466
2026-06-10 06:07:57.920 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21152374636874 from bid=100.13170558651049, ask=100.29134190622699
2026-06-10 06:07:57.920 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1675 for trade price 100.1278 and mid price 100.2115
2026-06-10 06:07:57.920 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:08.
2026-06-10 06:07:57.921 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 466: Effective=0.1675, Realized=NaN. Current spread_results length: 467
2026-06-10 06:07:57.922 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22365207862832 from bid=100.06929250512826, ask=100.37801165212838
2026-06-10 06:07:57.922 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3037 for trade price 100.3755 and mid price 100.2237
2026-06-10 06:07:57.922 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:12.
2026-06-10 06:07:57.922 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 467: Effective=0.3037, Realized=NaN. Current spread_results length: 468
2026-06-10 06:07:57.923 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22365207862832 from bid=100.06929250512826, ask=100.37801165212838
2026-06-10 06:07:57.923 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2994 for trade price 100.0740 and mid price 100.2237
2026-06-10 06:07:57.924 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:17.
2026-06-10 06:07:57.924 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 468: Effective=0.2994, Realized=NaN. Current spread_results length: 469
2026-06-10 06:07:57.925 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22365207862832 from bid=100.06929250512826, ask=100.37801165212838
2026-06-10 06:07:57.925 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3119 for trade price 100.3796 and mid price 100.2237
2026-06-10 06:07:57.926 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:18.
2026-06-10 06:07:57.926 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 469: Effective=0.3119, Realized=NaN. Current spread_results length: 470
2026-06-10 06:07:57.927 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21842111099846 from bid=100.16171993814864, ask=100.27512228384829
2026-06-10 06:07:57.927 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1188 for trade price 100.2778 and mid price 100.2184
2026-06-10 06:07:57.928 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:35.
2026-06-10 06:07:57.928 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 470: Effective=0.1188, Realized=NaN. Current spread_results length: 471
2026-06-10 06:07:57.929 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21842111099846 from bid=100.16171993814864, ask=100.27512228384829
2026-06-10 06:07:57.929 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1095 for trade price 100.1637 and mid price 100.2184
2026-06-10 06:07:57.930 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:38.
2026-06-10 06:07:57.933 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 471: Effective=0.1095, Realized=NaN. Current spread_results length: 472
2026-06-10 06:07:57.934 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21842111099846 from bid=100.16171993814864, ask=100.27512228384829
2026-06-10 06:07:57.934 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1179 for trade price 100.1595 and mid price 100.2184
2026-06-10 06:07:57.938 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:39.
2026-06-10 06:07:57.938 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 472: Effective=0.1179, Realized=NaN. Current spread_results length: 473
2026-06-10 06:07:57.941 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23449896560963 from bid=100.19101997773132, ask=100.27797795348795
2026-06-10 06:07:57.942 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0788 for trade price 100.2739 and mid price 100.2345
2026-06-10 06:07:57.945 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:46.
2026-06-10 06:07:57.946 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 473: Effective=0.0788, Realized=NaN. Current spread_results length: 474
2026-06-10 06:07:57.951 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.23449896560963 from bid=100.19101997773132, ask=100.27797795348795
2026-06-10 06:07:57.952 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0954 for trade price 100.1868 and mid price 100.2345
2026-06-10 06:07:57.952 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:46.
2026-06-10 06:07:57.952 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 474: Effective=0.0954, Realized=NaN. Current spread_results length: 475
2026-06-10 06:07:57.956 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.20180383005676 from bid=100.17841293717598, ask=100.22519472293754
2026-06-10 06:07:57.956 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0553 for trade price 100.1741 and mid price 100.2018
2026-06-10 06:07:57.957 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:56:53.
2026-06-10 06:07:57.957 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 475: Effective=0.0553, Realized=NaN. Current spread_results length: 476
2026-06-10 06:07:57.959 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15197104037308 from bid=100.03659763274175, ask=100.26734444800442
2026-06-10 06:07:57.959 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2407 for trade price 100.2723 and mid price 100.1520
2026-06-10 06:07:57.960 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:57:04.
2026-06-10 06:07:57.960 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 476: Effective=0.2407, Realized=NaN. Current spread_results length: 477
2026-06-10 06:07:57.961 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15197104037308 from bid=100.03659763274175, ask=100.26734444800442
2026-06-10 06:07:57.961 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2288 for trade price 100.0376 and mid price 100.1520
2026-06-10 06:07:57.964 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:57:07.
2026-06-10 06:07:57.964 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 477: Effective=0.2288, Realized=NaN. Current spread_results length: 478
2026-06-10 06:07:57.965 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15197104037308 from bid=100.03659763274175, ask=100.26734444800442
2026-06-10 06:07:57.967 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2211 for trade price 100.0414 and mid price 100.1520
2026-06-10 06:07:57.968 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:57:09.
2026-06-10 06:07:57.968 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 478: Effective=0.2211, Realized=NaN. Current spread_results length: 479
2026-06-10 06:07:57.969 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15479676089807 from bid=100.03855908592834, ask=100.27103443586779
2026-06-10 06:07:57.969 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2368 for trade price 100.0364 and mid price 100.1548
2026-06-10 06:07:57.970 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:57:32.
2026-06-10 06:07:57.970 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 479: Effective=0.2368, Realized=NaN. Current spread_results length: 480
2026-06-10 06:07:57.973 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.15479676089807 from bid=100.03855908592834, ask=100.27103443586779
2026-06-10 06:07:57.973 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2326 for trade price 100.2711 and mid price 100.1548
2026-06-10 06:07:57.974 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:57:38.
2026-06-10 06:07:57.974 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 480: Effective=0.2326, Realized=NaN. Current spread_results length: 481
2026-06-10 06:07:57.978 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.17356425948385 from bid=99.94220605358564, ask=100.40492246538207
2026-06-10 06:07:57.978 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4649 for trade price 100.4060 and mid price 100.1736
2026-06-10 06:07:57.978 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:57:41.
2026-06-10 06:07:57.979 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 481: Effective=0.4649, Realized=NaN. Current spread_results length: 482
2026-06-10 06:07:57.982 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.20239701880683 from bid=100.0442578070516, ask=100.36053623056208
2026-06-10 06:07:57.982 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3178 for trade price 100.0435 and mid price 100.2024
2026-06-10 06:07:57.983 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:57:50.
2026-06-10 06:07:57.983 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 482: Effective=0.3178, Realized=NaN. Current spread_results length: 483
2026-06-10 06:07:57.984 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.20239701880683 from bid=100.0442578070516, ask=100.36053623056208
2026-06-10 06:07:57.984 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3244 for trade price 100.0402 and mid price 100.2024
2026-06-10 06:07:57.985 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:57:53.
2026-06-10 06:07:57.985 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 483: Effective=0.3244, Realized=NaN. Current spread_results length: 484
2026-06-10 06:07:57.986 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21854794605953 from bid=99.98479917374038, ask=100.45229671837868
2026-06-10 06:07:57.986 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4605 for trade price 99.9883 and mid price 100.2185
2026-06-10 06:07:57.987 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:58:08.
2026-06-10 06:07:57.987 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 484: Effective=0.4605, Realized=NaN. Current spread_results length: 485
2026-06-10 06:07:57.988 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21104548194475 from bid=100.07262769916066, ask=100.34946326472884
2026-06-10 06:07:57.988 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2759 for trade price 100.3490 and mid price 100.2110
2026-06-10 06:07:57.989 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:58:13.
2026-06-10 06:07:57.989 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 485: Effective=0.2759, Realized=NaN. Current spread_results length: 486
2026-06-10 06:07:57.990 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.21104548194475 from bid=100.07262769916066, ask=100.34946326472884
2026-06-10 06:07:57.990 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2847 for trade price 100.0687 and mid price 100.2110
2026-06-10 06:07:57.991 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:58:15.
2026-06-10 06:07:57.991 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 486: Effective=0.2847, Realized=NaN. Current spread_results length: 487
2026-06-10 06:07:57.992 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22584011192635 from bid=99.99827930784926, ask=100.45340091600343
2026-06-10 06:07:57.992 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.4486 for trade price 100.0015 and mid price 100.2258
2026-06-10 06:07:57.992 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:58:26.
2026-06-10 06:07:57.992 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 487: Effective=0.4486, Realized=NaN. Current spread_results length: 488
2026-06-10 06:07:57.993 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.25857699430901 from bid=100.23608158427933, ask=100.28107240433869
2026-06-10 06:07:57.993 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0359 for trade price 100.2406 and mid price 100.2586
2026-06-10 06:07:57.994 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:58:39.
2026-06-10 06:07:57.994 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 488: Effective=0.0359, Realized=NaN. Current spread_results length: 489
2026-06-10 06:07:57.995 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22508288855005 from bid=100.14471799445955, ask=100.30544778264054
2026-06-10 06:07:57.995 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1512 for trade price 100.1495 and mid price 100.2251
2026-06-10 06:07:57.996 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:58:45.
2026-06-10 06:07:57.996 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 489: Effective=0.1512, Realized=NaN. Current spread_results length: 490
2026-06-10 06:07:57.997 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22508288855005 from bid=100.14471799445955, ask=100.30544778264054
2026-06-10 06:07:57.997 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.1595 for trade price 100.3048 and mid price 100.2251
2026-06-10 06:07:57.998 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:58:49.
2026-06-10 06:07:57.998 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 490: Effective=0.1595, Realized=NaN. Current spread_results length: 491
2026-06-10 06:07:57.999 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.25003469688022 from bid=100.10557896979704, ask=100.3944904239634
2026-06-10 06:07:57.999 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2962 for trade price 100.3981 and mid price 100.2500
2026-06-10 06:07:57.999 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:58:51.
2026-06-10 06:07:58.000 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 491: Effective=0.2962, Realized=NaN. Current spread_results length: 492
2026-06-10 06:07:58.000 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.25003469688022 from bid=100.10557896979704, ask=100.3944904239634
2026-06-10 06:07:58.001 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2912 for trade price 100.3956 and mid price 100.2500
2026-06-10 06:07:58.001 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:58:59.
2026-06-10 06:07:58.001 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 492: Effective=0.2912, Realized=NaN. Current spread_results length: 493
2026-06-10 06:07:58.002 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22884290102333 from bid=100.19337625477053, ask=100.26430954727613
2026-06-10 06:07:58.002 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0772 for trade price 100.2674 and mid price 100.2288
2026-06-10 06:07:58.003 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:59:04.
2026-06-10 06:07:58.003 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 493: Effective=0.0772, Realized=NaN. Current spread_results length: 494
2026-06-10 06:07:58.004 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.22884290102333 from bid=100.19337625477053, ask=100.26430954727613
2026-06-10 06:07:58.004 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.0636 for trade price 100.2606 and mid price 100.2288
2026-06-10 06:07:58.005 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:59:08.
2026-06-10 06:07:58.005 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 494: Effective=0.0636, Realized=NaN. Current spread_results length: 495
2026-06-10 06:07:58.006 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.2477538777634 from bid=100.07131912494435, ask=100.42418863058245
2026-06-10 06:07:58.006 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3537 for trade price 100.0709 and mid price 100.2478
2026-06-10 06:07:58.007 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:59:11.
2026-06-10 06:07:58.007 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 495: Effective=0.3537, Realized=NaN. Current spread_results length: 496
2026-06-10 06:07:58.008 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.2477538777634 from bid=100.07131912494435, ask=100.42418863058245
2026-06-10 06:07:58.008 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.3595 for trade price 100.4275 and mid price 100.2478
2026-06-10 06:07:58.008 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:59:16.
2026-06-10 06:07:58.008 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 496: Effective=0.3595, Realized=NaN. Current spread_results length: 497
2026-06-10 06:07:58.009 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.24536082966587 from bid=100.13451380694649, ask=100.35620785238525
2026-06-10 06:07:58.009 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2297 for trade price 100.1305 and mid price 100.2454
2026-06-10 06:07:58.010 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:59:40.
2026-06-10 06:07:58.010 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 497: Effective=0.2297, Realized=NaN. Current spread_results length: 498
2026-06-10 06:07:58.011 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.24536082966587 from bid=100.13451380694649, ask=100.35620785238525
2026-06-10 06:07:58.011 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2123 for trade price 100.3515 and mid price 100.2454
2026-06-10 06:07:58.012 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:59:44.
2026-06-10 06:07:58.012 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 498: Effective=0.2123, Realized=NaN. Current spread_results length: 499
2026-06-10 06:07:58.013 | DEBUG | __main__:calculate_mid_price:33 - Calculated mid-price: 100.24536082966587 from bid=100.13451380694649, ask=100.35620785238525
2026-06-10 06:07:58.013 | DEBUG | __main__:calculate_effective_spread:33 - Calculated effective spread: 0.2236 for trade price 100.3572 and mid price 100.2454
2026-06-10 06:07:58.014 | DEBUG | __main__:process_trades_for_spreads:75 - [DEBUG_INSIDE_LOOP] No OB snapshot found for realized spread after delay 300s for trade 2023-01-01 09:59:49.
2026-06-10 06:07:58.014 | DEBUG | __main__:process_trades_for_spreads:85 - [DEBUG_INSIDE_LOOP] Trade 499: Effective=0.2236, Realized=NaN. Current spread_results length: 500
2026-06-10 06:07:58.014 | INFO | __main__:process_trades_for_spreads:87 - Number of spreads calculated: 500
2026-06-10 06:07:58.016 | INFO | __main__:process_trades_for_spreads:89 - Finished calculating spreads for 500 trades.
2026-06-10 06:07:58.017 | INFO | __main__:<cell line: 0>:41 - Spread results generated: 500 records
First 5 Spread Results:
| trade_timestamp | effective_spread | realized_spread | |
|---|---|---|---|
| 0 | 2023-01-01 09:00:21 | 0.331963 | 0.295716 |
| 1 | 2023-01-01 09:00:33 | 0.051219 | 0.130341 |
| 2 | 2023-01-01 09:00:37 | 0.051241 | 0.027882 |
| 3 | 2023-01-01 09:00:38 | 0.044576 | 0.034547 |
| 4 | 2023-01-01 09:01:04 | 0.101552 | 0.034504 |
Visualization: Spreads Over Time
This plot shows the effective and realized spreads for each trade over the simulated time period. It helps to visually identify any trends or significant differences between the two spread measures.
[ ]
plt.figure(figsize=(14, 7))
sns.lineplot(
x=analysis_state['spread_results']['trade_timestamp'],
y=analysis_state['spread_results']['effective_spread'],
label='Effective Spread', color='blue', alpha=0.7
)
sns.lineplot(
x=analysis_state['spread_results']['trade_timestamp'],
y=analysis_state['spread_results']['realized_spread'],
label=f"Realized Spread ({analysis_state['realized_spread_delay_seconds']}s delay)", color='orange', alpha=0.7
)
plt.title('Effective vs. Realized Spread Over Time')
plt.xlabel('Trade Timestamp')
plt.ylabel('Spread Value')
plt.grid(True, linestyle='--', alpha=0.6)
plt.legend()
plt.tight_layout()
plt.show()
logger.info("Generated plot: Effective vs. Realized Spread Over Time.")
2026-06-10 06:07:59.907 | INFO | __main__:<cell line: 0>:21 - Generated plot: Effective vs. Realized Spread Over Time.
Visualization: Distribution of Spreads
These histograms and kernel density estimates (KDEs) illustrate the distribution of effective and realized spreads. This helps to understand their typical values, variability, and any skewness or kurtosis. The subplots allow for a direct comparison of their shapes.
[ ]
fig, axes = plt.subplots(1, 2, figsize=(16, 6))
# Plot for Effective Spread
sns.histplot(analysis_state['spread_results']['effective_spread'].dropna(), kde=True, ax=axes[0], color='blue', bins=50)
axes[0].set_title('Distribution of Effective Spread')
axes[0].set_xlabel('Effective Spread Value')
axes[0].set_ylabel('Frequency')
axes[0].grid(True, linestyle='--', alpha=0.6)
# Plot for Realized Spread
sns.histplot(analysis_state['spread_results']['realized_spread'].dropna(), kde=True, ax=axes[1], color='orange', bins=50)
axes[1].set_title(f"Distribution of Realized Spread ({analysis_state['realized_spread_delay_seconds']}s delay)")
axes[1].set_xlabel('Realized Spread Value')
axes[1].set_ylabel('Frequency')
axes[1].grid(True, linestyle='--', alpha=0.6)
plt.tight_layout()
plt.show()
logger.info("Generated plots: Distribution of Effective and Realized Spreads.")
2026-06-10 06:08:00.491 | INFO | __main__:<cell line: 0>:20 - Generated plots: Distribution of Effective and Realized Spreads.
Summary Statistics of Spreads
This table provides key statistical measures (mean, median, standard deviation) for both effective and realized spreads. These metrics offer a quantitative comparison of the average transaction costs and their volatility.
[ ]
summary_df = summarize_spread_metrics(analysis_state)
print("\nSummary Statistics of Spreads:")
display(summary_df)
logger.info("Displayed summary statistics for spreads.")2026-06-10 06:08:00.498 | INFO | __main__:summarize_spread_metrics:15 - Summarizing spread metrics... 2026-06-10 06:08:00.504 | DEBUG | __main__:summarize_spread_metrics:24 - Spread metrics summarized successfully. Summary Statistics of Spreads:
| Mean | Median | Std Dev | |
|---|---|---|---|
| effective_spread | 0.246827 | 0.255077 | 0.141505 |
| realized_spread | 0.303638 | 0.275564 | 0.216474 |
2026-06-10 06:08:00.518 | INFO | __main__:<cell line: 0>:5 - Displayed summary statistics for spreads.
Production Considerations
When implementing spread calculations and related analytics in a production environment, several best practices should be considered:
| Consideration | Best Practice |
|---|---|
| Data Granularity | Use high-frequency, tick-level data for accurate spread calculations. Downsampling or aggregated data can obscure nuances. |
| Real-time vs. Batch | Effective spread can be calculated in real-time or near real-time. Realized spread inherently requires a delay, making it more suitable for post-trade analysis or backtesting. |
| Data Quality & Cleansing | Implement robust data validation for order book and trade data. Filter out stale quotes, erroneous trades, or prices that violate bid/ask constraints (bid < ask). |
| Time Synchronization | Accurate timestamps are critical. Ensure all data sources (order book, trades) are precisely time-synchronized. Millisecond or microsecond precision is often required. |
| Market Microstructure | Be aware of market specific rules and nuances (e.g., market holidays, trading halts, circuit breakers, different order types) that might affect spread behavior and data interpretation. |
| Computational Efficiency | For high-frequency data, optimize spread calculation logic. Use vectorized operations with libraries like NumPy/Pandas where possible, or consider streaming architectures. |
| Logging & Monitoring | Implement comprehensive logging (as demonstrated with loguru) to track data ingress, calculation errors, and performance. Monitor spread values for anomalies that might indicate market disruptions or data issues. |
| Parameter Tuning | The realized_spread_delay_seconds is a critical parameter. Its optimal value can vary by asset and market conditions. Backtest different delays to find the most representative period for price impact. |
| Edge Cases | Handle empty order books, zero volume periods, or periods of extreme volatility gracefully. Ensure calculations don't result in division by zero or infinite values. |
| Scalability | Design the system to handle increasing data volumes and velocity. Consider distributed computing or cloud-based solutions for large-scale analysis. |
Conclusion
This notebook successfully demonstrated the concepts and calculations of Effective Spread and Realized Spread. We simulated realistic market data (order book snapshots and trades) and developed functions to compute these key transaction cost metrics.
Key takeaways include:
- Effective Spread captures the immediate cost of trading, reflecting the bid-ask spread and immediate price impact at the moment of execution.
- Realized Spread provides insight into the temporary price impact of a trade by comparing the execution price to the mid-price after a short delay. A positive realized spread indicates the trade pushed the market price in the direction of the trade.
- Visualizations over time and through distributions help in understanding the dynamics and typical values of these spreads.
- Summary statistics provide a quantitative comparison of their central tendencies and dispersion.
Understanding both effective and realized spreads is fundamental for evaluating execution quality, assessing market liquidity, and optimizing trading strategies.