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{"ts": "2026-08-10T10:07:27.431779-04:00", "symbol": "INSM", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-INSM-20260810T100727-entry", "alpaca_parent_id": "53a4c77b-67a0-42a0-81ab-1b8f0ba72270", "alpaca_tp_id": "dd0425d1-8c61-40b7-bd1c-4d97482b5970", "alpaca_sl_id": "6c68c447-8860-49e1-9740-20a69074e625", "shares": 442.0, "entry_anchor_price": 131.94, "entry_price_ref": 131.71162192798394, "entry_price_fill": 131.77, "entry_gate_price": 131.94, "signal_ts": "2026-08-10T10:07:11.671731-04:00", "entry_filled_at": "2026-08-10T14:07:28.394830+00:00", "decision_bar_wall": "2026-08-10T10:07:11.686052-04:00", "entry_confirmed_wall": "2026-08-10T10:07:27.431779-04:00", "decision_bar": {"signal_ts": "2026-08-10T10:07:11.671731-04:00", "decision_ts": "2026-08-10T10:07:26.671731-04:00", "open": 132.17, "high": 132.17, "low": 131.56, "close": 131.94, "fill": 131.94, "vwap": 131.71162192798394, "ticks": 12}, "tp_level": 133.39, "sl_level": 131.21, "sl_anchor_price": 131.94, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-10T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "723.03", "last 1m close": "723.69", "deviation": "+0.09%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "131.7116", "bar low": "131.69", "bar high": "132.17"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.17% = (131.94 \u2212 131.71) / 131.71", "close": "131.94 above VWAP 131.71", "open": "132.17 above VWAP 131.71", "local trend": "signal bar 0.46%/0.17% < 0.40%/0.20%  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +0.09% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:07:28.518450-04:00"}
{"ts": "2026-08-10T10:07:39.685587-04:00", "symbol": "ETN", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:07:24.390494-04:00", "decision_ts": "2026-08-10T10:07:39.390494-04:00", "open": 448.75, "high": 449.1, "low": 448.75, "close": 449.1, "fill": 449.1, "vwap": 448.86514028216624, "ticks": 5}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "449.10", "bar VWAP": "448.8651", "close \u2212 VWAP": "+0.2349"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:07:40.010547-04:00"}
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{"ts": "2026-08-10T10:10:17.988382-04:00", "symbol": "ARM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:10:02.135004-04:00", "decision_ts": "2026-08-10T10:10:17.135004-04:00", "open": 272.73, "high": 273.0, "low": 272.61, "close": 272.61, "fill": 272.61, "vwap": 272.8815555848246, "ticks": 13}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 272.88 -0.10% = 272.61; first tick (after delay) 272.61 @ 10:10:17; gap +0.10% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:10:18.038641-04:00"}
{"ts": "2026-08-10T10:10:18.057011-04:00", "symbol": "CTSH", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:10:02.971717-04:00", "decision_ts": "2026-08-10T10:10:17.971717-04:00", "open": 57.2, "high": 57.205, "low": 57.15, "close": 57.17, "fill": 57.15, "vwap": 57.206700710814545, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "57.17", "bar VWAP": "57.2067", "close \u2212 VWAP": "-0.0367"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:10:18.107352-04:00"}
{"ts": "2026-08-10T10:11:17.381484-04:00", "symbol": "GLW", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:11:02.086990-04:00", "decision_ts": "2026-08-10T10:11:17.086990-04:00", "open": 164.42, "high": 164.68, "low": 164.42, "close": 164.5, "fill": 164.5, "vwap": 164.37085090353577, "ticks": 48}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "164.50", "bar VWAP": "164.3709", "close \u2212 VWAP": "+0.1291"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:11:17.753126-04:00"}
{"ts": "2026-08-10T10:11:21.900828-04:00", "symbol": "TER", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:11:06.662139-04:00", "decision_ts": "2026-08-10T10:11:21.662139-04:00", "open": 375.3, "high": 375.78, "low": 375.3, "close": 375.53, "fill": 375.53, "vwap": 375.60382238164505, "ticks": 14}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 375.60 -0.10% = 375.23; first tick (after delay) 375.53 @ 10:11:21; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:11:21.962070-04:00"}
{"ts": "2026-08-10T10:12:12.368429-04:00", "symbol": "TXN", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:11:56.972073-04:00", "decision_ts": "2026-08-10T10:12:11.972073-04:00", "open": 284.7, "high": 285.01, "low": 284.478, "close": 285.01, "fill": 285.01, "vwap": 284.94305415885873, "ticks": 9}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "285.01", "bar VWAP": "284.9431", "close \u2212 VWAP": "+0.0669"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:12:12.368937-04:00"}
{"ts": "2026-08-10T10:12:23.543621-04:00", "symbol": "ASML", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "not_shortable", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:12:23.558660-04:00"}
{"ts": "2026-08-10T10:12:27.559476-04:00", "symbol": "AMAT", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-AMAT-20260810T101227-entry", "alpaca_parent_id": "475e3025-1fc3-4d6b-99b7-f58192d85162", "alpaca_tp_id": "6b573dd6-2c3c-46e6-a82d-5636a57e1c22", "alpaca_sl_id": "fece161e-b48a-4cfd-8e19-b875b3f47a26", "shares": 81.0, "entry_anchor_price": 543.98, "entry_price_ref": 544.6606283253739, "entry_price_fill": 543.663462, "entry_gate_price": 543.98, "signal_ts": "2026-08-10T10:12:12.312077-04:00", "entry_filled_at": "2026-08-10T14:12:30.311620+00:00", "decision_bar_wall": "2026-08-10T10:12:12.324025-04:00", "entry_confirmed_wall": "2026-08-10T10:12:27.559476-04:00", "decision_bar": {"signal_ts": "2026-08-10T10:12:12.312077-04:00", "decision_ts": "2026-08-10T10:12:27.312077-04:00", "open": 544.25, "high": 545.25, "low": 543.8601, "close": 543.98, "fill": 543.98, "vwap": 544.6606283253739, "ticks": 116}, "tp_level": 535.28, "sl_level": 548.33, "sl_anchor_price": 543.98, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-10T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SMH", "EOD close": "582.70", "last 1m close": "582.29", "deviation": "-0.07%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "544.6606", "bar low": "543.86", "bar high": "544.90"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.12% = (544.66 \u2212 543.98) / 544.66", "close": "543.98 below VWAP 544.66", "open": "544.25 below VWAP 544.66", "local trend": "signal bar: with-trade bar  \u00b7  prior 3/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev -0.07% vs band +1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:12:30.761984-04:00"}
{"ts": "2026-08-10T10:12:37.910309-04:00", "symbol": "LRCX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:12:22.118594-04:00", "decision_ts": "2026-08-10T10:12:37.118594-04:00", "open": 312.12, "high": 312.76, "low": 312.12, "close": 312.585, "fill": 312.585, "vwap": 312.44395220663563, "ticks": 16}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "312.58", "bar VWAP": "312.4440", "close \u2212 VWAP": "+0.1410"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:12:37.911580-04:00"}
{"ts": "2026-08-10T10:12:54.131967-04:00", "symbol": "STM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:12:38.844067-04:00", "decision_ts": "2026-08-10T10:12:53.844067-04:00", "open": 56.26, "high": 56.31, "low": 56.26, "close": 56.28, "fill": 56.28, "vwap": 56.306177221232595, "ticks": 14}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 56.31 -0.10% = 56.25; first tick (after delay) 56.28 @ 10:12:54; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:12:54.132862-04:00"}
{"ts": "2026-08-10T10:14:24.966088-04:00", "symbol": "META", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:14:09.845160-04:00", "decision_ts": "2026-08-10T10:14:24.845160-04:00", "open": 598.713, "high": 599.43, "low": 598.713, "close": 599.21, "fill": 599.21, "vwap": 599.3413928932433, "ticks": 69}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 599.34 -0.10% = 598.74; first tick (after delay) 599.21 @ 10:14:24; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:14:25.001368-04:00"}
{"ts": "2026-08-10T10:15:42.669754-04:00", "symbol": "MSTR", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MSTR-20260810T101542-entry", "alpaca_parent_id": "95ad2516-6724-4f45-93b5-9526ddcc135f", "alpaca_tp_id": "99c14dc7-4f3e-41d9-9670-0950116d58b7", "alpaca_sl_id": "d21b7079-6824-4466-9cab-07ecc98c1987", "shares": 345.0, "entry_anchor_price": 98.5839, "entry_price_ref": 98.7339329091509, "entry_price_fill": 98.568348, "entry_gate_price": 98.5839, "signal_ts": "2026-08-10T10:15:27.486950-04:00", "entry_filled_at": "2026-08-10T14:15:45.678795+00:00", "decision_bar_wall": "2026-08-10T10:15:27.500918-04:00", "entry_confirmed_wall": "2026-08-10T10:15:42.669754-04:00", "decision_bar": {"signal_ts": "2026-08-10T10:15:27.486950-04:00", "decision_ts": "2026-08-10T10:15:42.486950-04:00", "open": 98.465, "high": 98.7399, "low": 98.38, "close": 98.5728, "fill": 98.5839, "vwap": 98.7339329091509, "ticks": 47}, "tp_level": 97.5, "sl_level": 99.13, "sl_anchor_price": 98.5839, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-10T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "723.03", "last 1m close": "724.24", "deviation": "+0.17%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "98.7339", "bar low": "98.38", "bar high": "98.74"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.15% = (98.73 \u2212 98.58) / 98.73", "close": "98.57 below VWAP 98.73", "open": "98.47 below VWAP 98.73", "local trend": "signal bar 0.37%/0.11% < 0.40%/0.20%  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +0.17% vs band +1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:15:45.725424-04:00"}
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{"ts": "2026-08-10T10:19:29.347080-04:00", "symbol": "CHTR", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-CHTR-20260810T101929-entry", "alpaca_parent_id": "b1024a93-9f4a-4eca-8049-5020621a3ac7", "alpaca_tp_id": "38c0c7a2-59d7-415c-8456-a89b611b3c34", "alpaca_sl_id": "e71af393-375f-454c-b091-a347d46b6c97", "shares": 229.0, "entry_anchor_price": 149.425, "entry_price_ref": 149.70006902569128, "entry_price_fill": 149.41, "entry_gate_price": 149.425, "signal_ts": "2026-08-10T10:19:14.301431-04:00", "entry_filled_at": "2026-08-10T14:19:30.257704+00:00", "decision_bar_wall": "2026-08-10T10:19:14.316076-04:00", "entry_confirmed_wall": "2026-08-10T10:19:29.347080-04:00", "decision_bar": {"signal_ts": "2026-08-10T10:19:14.301431-04:00", "decision_ts": "2026-08-10T10:19:29.301431-04:00", "open": 149.545, "high": 149.74, "low": 149.41, "close": 149.41, "fill": 149.425, "vwap": 149.70006902569128, "ticks": 8}, "tp_level": 147.78, "sl_level": 150.25, "sl_anchor_price": 149.425, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-10T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "723.03", "last 1m close": "723.76", "deviation": "+0.10%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "149.7001", "bar low": "149.54", "bar high": "149.74"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.18% = (149.70 \u2212 149.43) / 149.70", "close": "149.41 below VWAP 149.70", "open": "149.54 below VWAP 149.70", "local trend": "signal bar: with-trade bar  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +0.10% vs band +1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:19:30.359334-04:00"}
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{"ts": "2026-08-10T10:21:35.853242-04:00", "symbol": "PGR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:21:20.309477-04:00", "decision_ts": "2026-08-10T10:21:35.309477-04:00", "open": 212.68, "high": 212.96, "low": 212.68, "close": 212.95, "fill": 212.95, "vwap": 212.85381633336195, "ticks": 5}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "212.95", "bar VWAP": "212.8538", "close \u2212 VWAP": "+0.0962"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:21:36.426725-04:00"}
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{"ts": "2026-08-10T10:42:32.590365-04:00", "symbol": "AMAT", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-AMAT-20260810T101227-entry", "alpaca_parent_id": "475e3025-1fc3-4d6b-99b7-f58192d85162", "alpaca_tp_id": "6b573dd6-2c3c-46e6-a82d-5636a57e1c22", "alpaca_sl_id": "fece161e-b48a-4cfd-8e19-b875b3f47a26", "shares": 81.0, "entry_anchor_price": 543.98, "entry_price_ref": 544.6606283253739, "entry_price_fill": 543.663462, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 535.28, "sl_level": 548.33, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-10T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 535.28, "exit_price_fill": 536.16, "exit_filled_at": "2026-08-10T14:42:33.263605+00:00", "pnl_ref": 759.8308943552852, "pnl_fill": 607.7804220000011, "return_pct_ref": 1.7222886762011447, "return_pct_fill": 1.38016668848715, "slip_entry_bps": 18.308030239670398, "slip_exit_bps": 16.439994021820272, "slip_total_bps": 34.74802426149067, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:42:33.426738-04:00"}
{"ts": "2026-08-10T10:43:43.312412-04:00", "symbol": "MCD", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:43:28.289104-04:00", "decision_ts": "2026-08-10T10:43:43.289104-04:00", "open": 272.83, "high": 272.948, "low": 272.815, "close": 272.885, "fill": 272.885, "vwap": 272.8973773224949, "ticks": 22}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 272.90 -0.10% = 272.62; first tick (after delay) 272.88 @ 10:43:43; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:43:43.518049-04:00"}
{"ts": "2026-08-10T10:51:57.302648-04:00", "symbol": "ON", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:51:41.708435-04:00", "decision_ts": "2026-08-10T10:51:56.708435-04:00", "open": 81.9, "high": 81.91, "low": 81.69, "close": 81.74, "fill": 81.74, "vwap": 81.69798715893732, "ticks": 12}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 81.70 +0.10% = 81.78; first tick (after delay) 81.74 @ 10:51:57; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:51:57.404467-04:00"}
{"ts": "2026-08-10T10:52:30.662833-04:00", "symbol": "ANET", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-ANET-20260810T102503-entry", "alpaca_parent_id": "848ae431-be83-4dd8-9369-2b75c2474253", "alpaca_tp_id": "d0898857-2be2-4246-a781-025668b60289", "alpaca_sl_id": "ea729117-08d3-432c-ba66-fdf2dc1ea1c6", "shares": 135.0, "entry_anchor_price": 192.33, "entry_price_ref": 191.8696387940326, "entry_price_fill": 192.584733, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 194.45, "sl_level": 191.27, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-10T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 191.27, "exit_price_fill": 191.203334, "exit_filled_at": "2026-08-10T14:52:27.639708+00:00", "pnl_ref": -80.95123719439911, "pnl_fill": -186.48886499999833, "return_pct_ref": -0.3125240646730365, "return_pct_fill": -0.7172941377445508, "slip_entry_bps": 37.26979476596816, "slip_exit_bps": 3.4854394311704864, "slip_total_bps": 40.75523419713864, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:52:30.682963-04:00"}
{"ts": "2026-08-10T10:53:24.963599-04:00", "symbol": "FTNT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:53:09.428174-04:00", "decision_ts": "2026-08-10T10:53:24.428174-04:00", "open": 165.25, "high": 165.25, "low": 164.77, "close": 164.885, "fill": 164.885, "vwap": 165.09026688401786, "ticks": 20}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "164.88", "bar VWAP": "165.0903", "close \u2212 VWAP": "-0.2053"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:53:25.069727-04:00"}
{"ts": "2026-08-10T10:55:13.477392-04:00", "symbol": "SNDK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T10:54:58.317073-04:00", "decision_ts": "2026-08-10T10:55:13.317073-04:00", "open": 1243.56, "high": 1244.0, "low": 1236.01, "close": 1237.0, "fill": 1237.0, "vwap": 1239.738225092893, "ticks": 224}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1237.00", "bar VWAP": "1239.7382", "close \u2212 VWAP": "-2.7382"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T10:55:13.566440-04:00"}
{"ts": "2026-08-10T11:00:20.756568-04:00", "symbol": "KDP", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T11:00:04.992288-04:00", "decision_ts": "2026-08-10T11:00:19.992288-04:00", "open": 29.145, "high": 29.165, "low": 29.145, "close": 29.165, "fill": 29.165, "vwap": 29.15213051824919, "ticks": 9}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "29.16", "bar VWAP": "29.1521", "close \u2212 VWAP": "+0.0129"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:00:20.897056-04:00"}
{"ts": "2026-08-10T11:00:52.120398-04:00", "symbol": "MSTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T11:00:36.593526-04:00", "decision_ts": "2026-08-10T11:00:51.593526-04:00", "open": 99.1709, "high": 99.22, "low": 99.0301, "close": 99.0526, "fill": 99.0526, "vwap": 99.05059542145719, "ticks": 13}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 99.05 +0.10% = 99.15; first tick (after delay) 99.05 @ 11:00:52; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:00:52.121773-04:00"}
{"ts": "2026-08-10T11:01:21.383113-04:00", "symbol": "TTWO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T11:01:05.791338-04:00", "decision_ts": "2026-08-10T11:01:20.791338-04:00", "open": 251.63, "high": 252.85, "low": 251.63, "close": 252.7, "fill": 252.7, "vwap": 252.6441646715343, "ticks": 43}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "252.70", "bar VWAP": "252.6442", "close \u2212 VWAP": "+0.0558"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:01:21.433337-04:00"}
{"ts": "2026-08-10T11:04:36.665176-04:00", "symbol": "INSM", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-INSM-20260810T100727-entry", "alpaca_parent_id": "53a4c77b-67a0-42a0-81ab-1b8f0ba72270", "alpaca_tp_id": "dd0425d1-8c61-40b7-bd1c-4d97482b5970", "alpaca_sl_id": "6c68c447-8860-49e1-9740-20a69074e625", "shares": 442.0, "entry_anchor_price": 131.94, "entry_price_ref": 131.71162192798394, "entry_price_fill": 131.77, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 133.39, "sl_level": 131.21, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-10T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 133.39, "exit_price_fill": 133.08, "exit_filled_at": "2026-08-10T15:04:38.074078+00:00", "pnl_ref": 741.8431078310919, "pnl_fill": 579.020000000001, "return_pct_ref": 1.2742824417831145, "return_pct_fill": 0.9941564847840922, "slip_entry_bps": 4.4322643029928175, "slip_exit_bps": 23.24012294774525, "slip_total_bps": 27.672387250738065, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:04:38.282493-04:00"}
{"ts": "2026-08-10T11:04:43.207666-04:00", "symbol": "IBM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T11:04:27.734380-04:00", "decision_ts": "2026-08-10T11:04:42.734380-04:00", "open": 238.3, "high": 238.32, "low": 238.15, "close": 238.18, "fill": 238.09, "vwap": 238.18001222204077, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "238.18", "bar VWAP": "238.1800", "close \u2212 VWAP": "-0.0000"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:04:43.289333-04:00"}
{"ts": "2026-08-10T11:07:36.557511-04:00", "symbol": "VRT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T11:07:21.110234-04:00", "decision_ts": "2026-08-10T11:07:36.110234-04:00", "open": 271.305, "high": 271.89, "low": 271.3, "close": 271.6825, "fill": 271.6825, "vwap": 271.79166817605187, "ticks": 12}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 271.79 -0.10% = 271.52; first tick (after delay) 271.68 @ 11:07:36; gap +0.04% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:07:36.590083-04:00"}
{"ts": "2026-08-10T11:11:12.021020-04:00", "symbol": "META", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T11:10:56.739600-04:00", "decision_ts": "2026-08-10T11:11:11.739600-04:00", "open": 601.72, "high": 601.7405, "low": 601.09, "close": 601.2, "fill": 601.2, "vwap": 601.1431641096285, "ticks": 62}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 601.14 +0.10% = 601.74; first tick (after delay) 601.20 @ 11:11:12; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:11:12.360745-04:00"}
{"ts": "2026-08-10T11:14:39.901796-04:00", "symbol": "CHTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T11:14:24.879278-04:00", "decision_ts": "2026-08-10T11:14:39.879278-04:00", "open": 150.22, "high": 150.27, "low": 149.89, "close": 149.89, "fill": 149.89, "vwap": 150.0265177593902, "ticks": 2}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "149.89", "bar VWAP": "150.0265", "close \u2212 VWAP": "-0.1365"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:14:40.066413-04:00"}
{"ts": "2026-08-10T11:18:37.502603-04:00", "symbol": "MSFT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T11:18:22.324184-04:00", "decision_ts": "2026-08-10T11:18:37.324184-04:00", "open": 508.315, "high": 508.32, "low": 507.89, "close": 508.2, "fill": 508.21, "vwap": 508.14753794850895, "ticks": 149}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 508.15 +0.10% = 508.66; first tick (after delay) 508.21 @ 11:18:37; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:18:37.606066-04:00"}
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{"ts": "2026-08-10T11:37:06.121858-04:00", "symbol": "ORCL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T11:36:50.939663-04:00", "decision_ts": "2026-08-10T11:37:05.939663-04:00", "open": 149.44, "high": 149.4788, "low": 149.01, "close": 149.03, "fill": 149.03, "vwap": 149.05285367458308, "ticks": 70}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "149.03", "bar VWAP": "149.0529", "close \u2212 VWAP": "-0.0229"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T11:37:06.218187-04:00"}
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{"ts": "2026-08-10T14:31:29.682666-04:00", "symbol": "NXPI", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T14:31:14.100429-04:00", "decision_ts": "2026-08-10T14:31:29.100429-04:00", "open": 235.95, "high": 236.085, "low": 235.94, "close": 236.085, "fill": 236.085, "vwap": 235.9895208092574, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "236.09", "bar VWAP": "235.9895", "close \u2212 VWAP": "+0.0955"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T14:31:30.039474-04:00"}
{"ts": "2026-08-10T14:34:58.186907-04:00", "symbol": "AXON", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-AXON-20260810T143458-entry", "alpaca_parent_id": "ff1b0fa6-e6fb-460b-a2fe-f9b6f834c846", "alpaca_tp_id": "a561f7f5-d7f4-4b35-a84c-a3d2d5a71aa4", "alpaca_sl_id": "bcb52cf6-9abf-4fae-a954-ac7e6a2571e6", "shares": 57.0, "entry_anchor_price": 591.065, "entry_price_ref": 590.3845903097039, "entry_price_fill": 591.58, "entry_gate_price": 591.065, "signal_ts": "2026-08-10T14:34:43.163886-04:00", "entry_filled_at": "2026-08-10T18:35:01.328543+00:00", "decision_bar_wall": "2026-08-10T14:34:43.180696-04:00", "entry_confirmed_wall": "2026-08-10T14:34:58.186907-04:00", "decision_bar": {"signal_ts": "2026-08-10T14:34:43.163886-04:00", "decision_ts": "2026-08-10T14:34:58.163886-04:00", "open": 591.79, "high": 592.0, "low": 590.02, "close": 591.065, "fill": 591.065, "vwap": 590.3845903097039, "ticks": 25}, "tp_level": 597.57, "sl_level": 587.81, "sl_anchor_price": 591.065, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-10T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "723.03", "last 1m close": "721.32", "deviation": "-0.24%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "590.3846", "bar low": "590.02", "bar high": "592.00"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.12% = (591.07 \u2212 590.38) / 590.38", "close": "591.07 above VWAP 590.38", "open": "591.79 above VWAP 590.38", "local trend": "signal bar 0.33%/0.12% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -0.24% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T14:35:01.752494-04:00"}
{"ts": "2026-08-10T14:39:23.785905-04:00", "symbol": "AXON", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-AXON-20260810T143458-entry", "alpaca_parent_id": "ff1b0fa6-e6fb-460b-a2fe-f9b6f834c846", "alpaca_tp_id": "a561f7f5-d7f4-4b35-a84c-a3d2d5a71aa4", "alpaca_sl_id": "bcb52cf6-9abf-4fae-a954-ac7e6a2571e6", "shares": 57.0, "entry_anchor_price": 591.065, "entry_price_ref": 590.3845903097039, "entry_price_fill": 591.58, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 597.57, "sl_level": 587.81, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-10T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 587.81, "exit_price_fill": 587.35, "exit_filled_at": "2026-08-10T18:39:15.421442+00:00", "pnl_ref": -146.75164765312354, "pnl_fill": -241.11000000000104, "return_pct_ref": -0.4360869765170139, "return_pct_fill": -0.7150343148855653, "slip_entry_bps": 20.24798258486194, "slip_exit_bps": 7.82565795069704, "slip_total_bps": 28.07364053555898, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T14:39:23.825872-04:00"}
{"ts": "2026-08-10T14:54:29.949273-04:00", "symbol": "WDC", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T14:54:14.014269-04:00", "decision_ts": "2026-08-10T14:54:29.014269-04:00", "open": 441.81, "high": 441.88, "low": 440.7, "close": 440.84, "fill": 440.84, "vwap": 441.119316867522, "ticks": 29}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "440.84", "bar VWAP": "441.1193", "close \u2212 VWAP": "-0.2793"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T14:54:30.015227-04:00"}
{"ts": "2026-08-10T15:02:42.380418-04:00", "symbol": "MCHP", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T15:02:26.914040-04:00", "decision_ts": "2026-08-10T15:02:41.914040-04:00", "open": 82.32, "high": 82.39, "low": 82.32, "close": 82.39, "fill": 82.39, "vwap": 82.34859440984559, "ticks": 16}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "82.39", "bar VWAP": "82.3486", "close \u2212 VWAP": "+0.0414"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T15:02:42.592048-04:00"}
{"ts": "2026-08-10T15:06:26.745564-04:00", "symbol": "TXN", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T15:06:11.049677-04:00", "decision_ts": "2026-08-10T15:06:26.049677-04:00", "open": 283.08, "high": 283.19, "low": 283.04, "close": 283.09, "fill": 283.09, "vwap": 283.098528222009, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 283.10 -0.10% = 282.82; first tick (after delay) 283.09 @ 15:06:26; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T15:06:26.819371-04:00"}
{"ts": "2026-08-10T15:15:05.726957-04:00", "symbol": "ON", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-10T15:14:50.433293-04:00", "decision_ts": "2026-08-10T15:15:05.433293-04:00", "open": 81.26, "high": 81.32, "low": 81.245, "close": 81.285, "fill": 81.285, "vwap": 81.29276325759925, "ticks": 12}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 81.29 -0.10% = 81.21; first tick (after delay) 81.28 @ 15:15:05; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-10T15:15:05.811725-04:00"}
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