I Have A Fairly Large Area On My Shin Where

I have a fairly large area on my shin where the skin was scraped away. I have cleaned it with hydrogen peroxide and antibacterial soap as well as dressing it with triple antibiotic ointment and Clean cotton but its leaking an orange liquid. Is this a start to an infection or nothing to worry about, it is also in a good bit of pain and keeping me from sleeping. Any quick pain releving sugestions?