Merge branch 'exchange-trading' of github.com:enigmampc/catalyst into exchange-trading

catalyst/examples/buy_low_sell_high_live.py

@@ -33,7 +33,7 @@ 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()
 
@@ -85,8 +88,9 @@ class Bittrex(Exchange):
         return std_balances
 
     def create_order(self, asset, amount, is_buy, style):
-        log.info('creating order')
+        log.info('creating {} order'.format('buy' if is_buy else 'sell'))
         exchange_symbol = self.get_symbol(asset)
+
         if isinstance(style, LimitOrder) or isinstance(style, StopLimitOrder):
             if isinstance(style, StopLimitOrder):
                 log.warn('{} will ignore the stop price'.format(self.name))
@@ -94,9 +98,11 @@ class Bittrex(Exchange):
             price = style.get_limit_price(is_buy)
             try:
                 if is_buy:
-                    order_status = self.api.buylimit(exchange_symbol, amount, price)
+                    order_status = self.api.buylimit(exchange_symbol, amount,
+                                                     price)
                 else:
-                    order_status = self.api.selllimit(exchange_symbol, amount, price)
+                    order_status = self.api.selllimit(exchange_symbol,
+                                                      abs(amount), price)
             except Exception as e:
                 raise ExchangeRequestError(error=e)
 
@@ -161,7 +167,7 @@ class Bittrex(Exchange):
         return order, executed_price
 
     def get_order(self, order_id):
-        log.info('retrieving order')
+        log.info('retrieving order {}'.format(order_id))
         try:
             order_status = self.api.getorder(order_id)
         except Exception as e:
@@ -170,8 +176,7 @@ class Bittrex(Exchange):
         if order_status is None:
             raise OrderNotFound(order_id=order_id, exchange=self.name)
 
-        order, executed_price = self._create_order(order_status)
-        return order
+        return self._create_order(order_status)
 
     def cancel_order(self, order_param):
         order_id = order_param.id \
@@ -255,7 +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]: