diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py index bf59bf35..5a55b83c 100644 --- a/catalyst/examples/mean_reversion_simple.py +++ b/catalyst/examples/mean_reversion_simple.py @@ -248,7 +248,7 @@ if __name__ == '__main__': if live: run_algorithm( - capital_base=0.1, + capital_base=0.01, initialize=initialize, handle_data=handle_data, analyze=analyze, @@ -257,7 +257,7 @@ if __name__ == '__main__': algo_namespace=NAMESPACE, base_currency='btc', live_graph=False, - simulate_orders=True, + simulate_orders=False, stats_output=None, ) diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py index 6d8c2110..959daa27 100644 --- a/catalyst/exchange/ccxt/ccxt_exchange.py +++ b/catalyst/exchange/ccxt/ccxt_exchange.py @@ -707,6 +707,12 @@ class CCXT(Exchange): else: adj_amount = abs(amount) + if adj_amount == 0: + raise CreateOrderError( + exchange=self.name, + e='order amount lower than the smallest lot: {}'.format(amount) + ) + try: result = self.api.create_order( symbol=symbol,