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Set up custom Brokerage, OnData(Slice data) does not trigger

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,

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Welcome Pascal! Please use the google group for open source support.
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Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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