From e56e1f8e21188df373182a8afcec5cdad97d0cfa Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Thu, 8 Feb 2018 17:26:48 -0500
Subject: [PATCH] BUG: fixed an issue with open orders

---
 catalyst/examples/buy_low_sell_high.py  |  6 +++---
 catalyst/exchange/exchange_algorithm.py | 10 ++++++++--
 2 files changed, 11 insertions(+), 5 deletions(-)

diff --git a/catalyst/examples/buy_low_sell_high.py b/catalyst/examples/buy_low_sell_high.py
index 7dc95b5b..075e2f71 100644
--- a/catalyst/examples/buy_low_sell_high.py
+++ b/catalyst/examples/buy_low_sell_high.py
@@ -60,7 +60,7 @@ def _handle_data(context, data):
         rsi=rsi,
     )
 
-    orders = get_open_orders(context.asset)
+    orders = context.blotter.open_orders
     if orders:
         log.info('skipping bar until all open orders execute')
         return
@@ -146,11 +146,11 @@ if __name__ == '__main__':
     live = True
     if live:
         run_algorithm(
-            capital_base=0.001,
+            capital_base=1000,
             initialize=initialize,
             handle_data=handle_data,
             analyze=analyze,
-            exchange_name='binance',
+            exchange_name='bittrex',
             live=True,
             algo_namespace=algo_namespace,
             base_currency='btc',
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index da4aee11..aeff9e4e 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -391,8 +391,6 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             log.warn("Can't initialize signal handler inside another thread."
                      "Exit should be handled by the user.")
 
-        log.info('initialized trading algorithm in live mode')
-
     def interrupt_algorithm(self):
         self.is_running = False
 
@@ -874,6 +872,13 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         raise NotImplementedError()
 
     def _get_open_orders(self, asset=None):
+        if self.simulate_orders:
+            raise ValueError(
+                'The get_open_orders() method only works in live mode. '
+                'The purpose is to list open orders on the exchange '
+                'regardless who placed them. To list the open orders of '
+                'this algo, use `context.blotter.open_orders`.'
+            )
         if asset:
             exchange = self.exchanges[asset.exchange]
             return exchange.get_open_orders(asset)
@@ -907,6 +912,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             If an asset is passed then this will return a list of the open
             orders for this asset.
         """
+        # TODO: should this be a shortcut to the open orders in the blotter?
         return retry(
             action=self._get_open_orders,
             attempts=self.attempts['get_open_orders_attempts'],