#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using System.Text.RegularExpressions;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Algorithm.Selection;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion

using QuantConnect.DataSource;

namespace QuantConnect
{
    public class CoinAPIDataAlgorithm : QCAlgorithm
    {
        private Symbol _btcusd;
        private decimal? _minimumOrderSize;
        private decimal? _threshold = 0.5m;
        
        public override void Initialize()
        {
            SetStartDate(2020, 6, 1);
            SetEndDate(2021, 6, 1);
            SetCash(500000);
            UniverseSettings.Asynchronous = true;
            // Kraken accepts both Cash and Margin type account.
            SetBrokerageModel(BrokerageName.Kraken, AccountType.Margin);

            // Warm up the security with the last known price to avoid conversion error
            SetSecurityInitializer(security => security.SetMarketPrice(GetLastKnownPrice(security)));
            
            // Requesting data
            var crypto = AddCrypto("BTCUSD", Resolution.Minute, Market.Kraken);
            _btcusd = crypto.Symbol;
            _minimumOrderSize = crypto.SymbolProperties.MinimumOrderSize;
        
             // Historical data
            var history = History(_btcusd, 30, Resolution.Daily);
            Debug($"We got {history.Count()} items from our history request");

            // Add Crypto Coarse Fundamental Universe Selection
            AddUniverse(CryptoUniverse.Kraken(UniverseSelectionFilter));
        }

        private IEnumerable<Symbol> UniverseSelectionFilter(IEnumerable<CryptoUniverse> cryptoCoarse)
        {
            return from datum in cryptoCoarse
                   where datum.Volume >= 100m 
                   && datum.VolumeInUsd > 10000m
                   select datum.Symbol;
        }

        public override void OnData(Slice slice)
        {
            if (Portfolio.CashBook["BTC"].Amount == 0)
            {
                var freeCash = Portfolio.CashBook["USD"].Amount * (1-Settings.FreePortfolioValuePercentage);
                var quantity = _threshold*freeCash / slice[_btcusd].Price;
                quantity -= quantity % _minimumOrderSize;
                if (quantity > 0m)
                {
                    MarketOrder(_btcusd, quantity);
                }
            }
        }
    }
}