Fixed issue with spot price on Bittrex

catalyst/examples/buy_low_sell_high_live.py

@@ -22,7 +22,7 @@ def initialize(context):
 
     context.TARGET_POSITIONS = 5000
     context.PROFIT_TARGET = 0.1
-    context.SLIPPAGE_ALLOWED = 0.02
+    context.SLIPPAGE_ALLOWED = 0.05
 
     context.retry_check_open_orders = 10
     context.retry_update_portfolio = 10

catalyst/exchange/algorithm_exchange.py

@@ -69,7 +69,7 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
         self.stats_minutes = 5
 
         super(self.__class__, self).__init__(*args, **kwargs)
-        self._create_minute_writer()
+        # self._create_minute_writer()
 
         signal.signal(signal.SIGINT, self.signal_handler)
 

catalyst/exchange/bittrex/bittrex.py

@@ -25,6 +25,9 @@ class Bittrex(Exchange):
         self.base_currency = base_currency
         self._portfolio = portfolio
 
+        self.minute_writer=None
+        self.minute_reader=None
+
         self.assets = dict()
         self.load_assets()
 
@@ -257,7 +260,7 @@ class Bittrex(Exchange):
 
             ordered_candles = list(reversed(candles))
             if bar_count is None:
-                ohlc_map[asset] = ohlc_from_candle(ordered_candles[-1])
+                ohlc_map[asset] = ohlc_from_candle(ordered_candles[0])
             else:
                 ohlc_bars = []
                 for candle in ordered_candles[:bar_count]: