I think I figured out what the issue is. I tried using Gunbot 7.0.1, and got the error message, Error: MIN_TRADE_REQUIREMENT_NOT_MET. After doing some research, it looked to me that MIN_TRADE_REQUIREMENT_NOT_MET means that the buy order didn't meet Bittrex's minimum trading requirement of 0.001 BTC.
Each Gunbot strategy has the parameter TRADING_LIMIT with default value 0.001. So if I'm trading ETH-XLM pair, and the price of Lumen in Ethereum is 0.00094 ETH/XLM, then Gunbot could buy at most (0.001 ETH) / (0.00094 ETH/XLM), which is around 1.063830 XLM. Given the price of of Lumen in Bitcoin is 0.00005910 BTC/XLM, 1.063830 XLM is about (0.00005910 BTC/XLM) * (1.063830 XLM) = 0.000062872 BTC, which is less than Bittrex's minimum trade requirement of 0.001 BTC.
I changed the value of the TRADING_LIMIT parameter from 0.001 to 0.15 for bbstepgain strategy. In this case, Gunbot could buy at most (0.15 ETH) / (0.00094 ETH/XLM), which is around 159.57447 XML, which is about (0.00005910 BTC/XLM) * (159.57447 XML) ~ 0.009431 BTC, greater than Bittrex's minimum trading requirement of 0.001 BTC.
After the TRADING_LIMIT value was updated, Gunbot was able to place a buy order, and the order was completed in Bittrex. Thanks!
Error: MIN_TRADE_REQUIREMENT_NOT_MET
at errorHandler (C:\snapshot\Gunbot-master\ctx-wrapper.js:0:0)
at <anonymous>
at process._tickCallback (internal/process/next_tick.js:169:7)