Hello,

I wanted to start trading crypto-pairs with bitfinex, but I can't seem to get it working correctly.

I just downloaded the branch bitfinex2 from github: https://github.com/jameschch/Lean/tree/bitfinex2

And I can see the live orders and the live ticker and am able to make orders or get the balance and so on.

But I am unable finding out how to get the OnData(Slice data) event called correctly... I subscribe to a crypto-pair and set the brokerage as following:

public class BasicTemplateAlgorithm : QCAlgorithm
{
private Symbol btcusd = QuantConnect.Symbol.Create
("BTCUSD", SecurityType.Crypto, Market.Bitfinex);

public override void Initialize()
{
SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin);
AddCrypto("BTCUSD", Resolution.Minute, Market.Bitfinex);
}

public override void OnData(Slice data)
{
decimal close = data.Bars[btcusd].Close;
Log("OnData FIRED");
Log("Data: " + close);
}
}

I just set some output in the OnData method and I set a breakpoint but the program does not call the method...

And I am absolutely clueless how I would go about "packaging" the brokerage ticks from bitfinex into the Slice-object or which steps I would follow to get the OnData method called directly.

Because in the end I want to add indicators that get updated with every OnData()-Tick.

Thanks for trying to help me,