Странная ситуация - почему-то долился 2мя контрактами, вместо одного (32я версия):
Плотность 500 стояла, отступ заявки для теста 2, фильтр по спросу включен.
Кусок журнала:
2020.01.09 10:54:00.011 Trades '58938': exchange buy 1.00 SBRF-3.20 at market
2020.01.09 10:54:00.018 Trades '58938': accepted exchange buy 1.00 SBRF-3.20 at market
2020.01.09 10:54:00.019 Trades '58938': exchange buy 1.00 SBRF-3.20 at market placed for execution
2020.01.09 10:54:00.032 Trades '58938': order #115254489 buy 1.00 / 1.00 SBRF-3.20 at market done in 21.926 ms
2020.01.09 10:54:00.034 Trades '58938': deal #69371687 buy 1.00 SBRF-3.20 at 26342 done (based on order #115254489)
2020.01.09 10:57:35.423 Trades '58938': modify #115248944 sell 1.00 GOLD-3.20 sl: 0.0, tp: 0.0 -> sl: 1554.9, tp: 0.0
2020.01.09 10:57:35.427 Trades '58938': accepted modify #115248944 sell 1.00 GOLD-3.20 sl: 0.0, tp: 0.0 -> sl: 1554.9, tp: 0.0
2020.01.09 10:57:35.432 Trades '58938': modify #115248944 sell 1.00 GOLD-3.20 -> sl: 1554.9, tp: 0.0 done in 9.852 ms
2020.01.09 11:03:22.956 Trades '58938': buy limit 1.00 SBRF-3.20 at 26289
2020.01.09 11:03:22.963 Trades '58938': accepted buy limit 1.00 SBRF-3.20 at 26289
2020.01.09 11:03:22.966 Trades '58938': buy limit 1.00 SBRF-3.20 at 26289 placed for execution
2020.01.09 11:03:22.974 Trades '58938': order #115255276 buy limit 1.00 / 1.00 SBRF-3.20 at 26289 done in 19.091 ms
2020.01.09 11:03:24.445 Trades '58938': cancel order #115255276 buy limit 1.00 SBRF-3.20 at 26289
2020.01.09 11:03:24.453 Trades '58938': accepted cancel order #115255276 buy limit 1.00 SBRF-3.20 at 26289
2020.01.09 11:03:24.456 Trades '58938': cancel order #115255276 buy limit 1.00 SBRF-3.20 at 26289 placed for execution
2020.01.09 11:03:24.469 Trades '58938': cancel #115255276 buy limit 1.00 SBRF-3.20 at market done in 24.797 ms
2020.01.09 11:03:35.803 Trades '58938': buy limit 1.00 SBRF-3.20 at 26287
2020.01.09 11:03:35.811 Trades '58938': accepted buy limit 1.00 SBRF-3.20 at 26287
2020.01.09 11:03:35.812 Trades '58938': buy limit 1.00 SBRF-3.20 at 26287 placed for execution
2020.01.09 11:03:35.817 Trades '58938': order #115255297 buy limit 1.00 / 1.00 SBRF-3.20 at 26287 done in 14.444 ms
2020.01.09 11:03:37.308 Trades '58938': deal #69372316 buy 1.00 SBRF-3.20 at 26287 done (based on order #115255297)
2020.01.09 11:03:37.432 Trades '58938': buy limit 1.00 SBRF-3.20 at 26287
2020.01.09 11:03:37.440 Trades '58938': accepted buy limit 1.00 SBRF-3.20 at 26287
2020.01.09 11:03:37.444 Trades '58938': buy limit 1.00 SBRF-3.20 at 26287 placed for execution
2020.01.09 11:03:37.454 Trades '58938': order #115255300 buy limit 1.00 / 1.00 SBRF-3.20 at 26287 done in 22.409 ms
2020.01.09 11:03:37.828 Trades '58938': deal #69372317 buy 1.00 SBRF-3.20 at 26287 done (based on order #115255300)
2020.01.09 11:13:44.546 Trades '58938': modify #115248944 sell 1.00 GOLD-3.20 sl: 1554.9, tp: 0.0 -> sl: 1554.3, tp: 0.0
2020.01.09 11:13:44.550 Trades '58938': accepted modify #115248944 sell 1.00 GOLD-3.20 sl: 1554.9, tp: 0.0 -> sl: 1554.3, tp: 0.0
2020.01.09 11:13:44.552 Trades '58938': modify #115248944 sell 1.00 GOLD-3.20 -> sl: 1554.3, tp: 0.0 done in 7.327 ms
2020.01.09 11:18:05.420 Trades '58938': deal #69373401 buy 1.00 GOLD-3.20 at 1554.3 done (based on order #115256696)
2020.01.09 11:18:05.896 Trades '58938': buy limit 1.00 SBRF-3.20 at 26194
2020.01.09 11:18:05.903 Trades '58938': accepted buy limit 1.00 SBRF-3.20 at 26194
2020.01.09 11:18:05.909 Trades '58938': buy limit 1.00 SBRF-3.20 at 26194 placed for execution
2020.01.09 11:18:05.914 Trades '58938': order #115256697 buy limit 1.00 / 1.00 SBRF-3.20 at 26194 done in 17.808 ms
2020.01.09 11:18:06.106 Trades '58938': deal #69373402 buy 1.00 SBRF-3.20 at 26194 done (based on order #115256697)
2020.01.09 11:27:23.238 Trades '58938': sell limit 1.00 Si-3.20 at 61685