QuantConnect Crypto GDAX CashBuyingPower SetHoldings issue

Main.cs

// QuantConnect Crypto GDAX CashBuyingPower SetHoldings issue
using NodaTime;

namespace QuantConnect
{
    public class ExampleAlgorithm : QCAlgorithm
    {
        private const string UnderlyingTicker = "BTCUSD";
        private const string UnderlyingCoin = "BTC";
        // slippage: NEED it for BTC
        private const decimal constSlippage = 0.002m;
        
        
        public override void Initialize()
        {
            // set UTC clock
            // https://www.quantconnect.com/forum/discussion/1995/time-zone-of-time
            SetTimeZone(TimeZones.Utc);
            
            SetStartDate(2015, 9, 1);
            SetEndDate(2015, 9, 5);
            
            SetCash(1000000);
            
            //// TODO Live trading caution:
            //// https://www.quantconnect.com/forum/discussion/3178/quotbtcusdquot---what-are-virtual-positions/p1
            //// use CashBook holdings instead of "BTCUSD" for algo restart consistency.
            SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
            AddCrypto(UnderlyingTicker, Resolution.Minute);
            Securities[UnderlyingTicker].SlippageModel = new ConstantSlippageModel(constSlippage);
            
            // buy-and-hold benchmark
            SetBenchmark(UnderlyingTicker);
        }
        
        
        public void OnData(TradeBars bars)
        {
        	if (bars == null) { return; }
        	
        	if (!Portfolio.Invested)
        	{
        		// initial entry: fractional holding
        		SetHoldings(UnderlyingTicker, 0.1m);
                
                return;
            }
            
            if (Time > new DateTime(2015, 9, 3, 20, 2, 59) && Time < new DateTime(2015, 9, 3, 20, 3, 59))
            {
            	decimal und_value_now = Portfolio.CashBook[UnderlyingCoin].Amount * bars[UnderlyingTicker].Close;
            	decimal und_frac_current = und_value_now / (und_value_now + Portfolio.CashBook["USD"].Amount);
            	
            	Debug(string.Format(@"Current fraction held = {0:0.00}", und_frac_current));
            	Debug(string.Format(@"Current cash available = {0:0.00}", Portfolio.CashBook["USD"].Amount));
            	
            	SetHoldings(UnderlyingTicker, 1.0m);
            }
            
            return;
        }
    }
}