pythonenigma-catalyst

Error retrieving minute frequency data for Bittrex exchange using Enigma Catalyst

I am trying to ingest minute data from Bittrex exchange for currency pair ltc_btc using the Enigma Catalyst library:

From CLI:

$ catalyst ingest-exchange -x bittrex -f minute -i ltc_btc

got:

  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/__main__.py", line 545, in ingest_exchange
    csv=csv
  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 820, in ingest
    show_report=show_report
  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 596, in ingest_assets
    end_dt=end_dt
  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 509, in prepare_chunks
    start_dt, end_dt, [asset], data_frequency
  File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 469, in get_adj_dates
    if data_frequency == 'minute' else last_entry
AttributeError: 'NoneType' object has no attribute 'replace'

It seems that the problem comes from the particular asset being traded who's end_minute is set to 'N/A' causing end and last_entry to be null exchange_bundle.py#L467.

Is the error coming from a missing minute candlestick data or that Bittrex simply doesn't provide minute data through their api (but then if the ladder is the case Catalyst could construct the minute candlestick from all the data retrieved)

Solution

  • There are no minute bundles for Bittrex yet. https://github.com/enigmampc/catalyst/issues/90

    My preferred method is to run the backtest in poloniex and then execute the live trade in bittrex. Not all the pairs are available though.