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,