Read Live Algorithm
Insights
Description
This endpoint returns a page of the insights of one deployment. To get the insights of all the live deployments in one request, call the /live/export/insights endpoint, which returns a JSON file.
Request
Fetch the insights of a live algorithm for the project Id and steps provided. The /live/insights/read API accepts requests in the following format:
ReadLiveInsightsRequest Model - Request to read insights from a live algorithm. | |
|---|---|
| algorithmId | string Deploy Id (Algorithm Id) of the live running algorithm. |
| start | integer Starting index of the insights to be fetched. Required if end > 100. |
| end | integer Last index of the insights to be fetched. Note that end - start must be less than 100. |
| projectId | integer Id of the project from which to read the live algorithm. |
| Example |
{
"algorithmId": "L-6e9d8a78f5af89d401f630585be90e43",
"start": 0,
"end": 100,
"projectId": 23456789
}
|
Responses
The /live/insights/read API provides a response in the following format:
200 Success
LiveInsightsResponse Model - Contains insights and the number of insights of the live algorithm in the request criteria. | |
|---|---|
| insights | Insight Array Collection of insights. |
| length | integer Total number of returned insights. |
| success | boolean Indicate if the API request was successful. |
| Example |
{
"insights": [
{
"id": "81ff7c1daf404ee39d612df321df5931",
"groupId": "string",
"sourceModel": "952d6ff7-e513-4971-aa50-cbe13bf56898",
"generatedTime": 1753714506,
"closeTime": 1753800906,
"symbol": "BTCUSD 2XR",
"ticker": "BTCUSD",
"type": "price",
"reference": 118159.19,
"referenceFinal": 0,
"direction": "down",
"period": 0,
"magnitude": 0,
"confidence": 0,
"weight": 0,
"scoreFinal": true,
"scoreDirection": 0,
"scoreMagnitude": 0,
"estimatedValue": 0,
"tag": "string"
}
],
"length": 0,
"success": true
}
|
Insight Model - Insight struct for emitting new prediction. | |
|---|---|
| id | string Id of the insight. |
| groupId | string Id of the group of insights. |
| sourceModel | string An identifier for the source model that generated this insight. |
| generatedTime | integer Gets the Unix time this insight was generated. |
| closeTime | integer Gets the Unix time this insight was closed. |
| symbol | string Gets the symbol Id this insight is for. |
| ticker | string Gets the symbol ticker this insight is for. |
| type | string Enum Gets the type of insight. Options : ['price', 'volatility'] |
| reference | number Gets the initial reference value this insight is predicting against. That is, the price of the asset when the insight was created. |
| referenceFinal | number Gets the final reference value, used for scoring, this insight is predicting against. |
| direction | string Enum Gets the predicted direction. Options : ['down', 'flat', 'up'] |
| period | integer Gets the period, in seconds, over which this insight is expected to come to fruition. |
| magnitude | number Gets the predicted percent change in the insight type (price/volatility). This value can be null. |
| confidence | number Gets the confidence in this insight. This value can be null. |
| weight | number Gets the portfolio weight of this insight. This value can be null. |
| scoreFinal | boolean Gets whether or not this is the insight's final score. |
| scoreDirection | number Gets the direction score. |
| scoreMagnitude | number Gets the magnitude score. |
| estimatedValue | number Gets the estimated value of this insight in the account currency. |
| tag | string The insight's tag containing additional information. |
| Example |
{
"id": "81ff7c1daf404ee39d612df321df5931",
"groupId": "string",
"sourceModel": "952d6ff7-e513-4971-aa50-cbe13bf56898",
"generatedTime": 1753714506,
"closeTime": 1753800906,
"symbol": "BTCUSD 2XR",
"ticker": "BTCUSD",
"type": "price",
"reference": 118159.19,
"referenceFinal": 0,
"direction": "down",
"period": 0,
"magnitude": 0,
"confidence": 0,
"weight": 0,
"scoreFinal": true,
"scoreDirection": 0,
"scoreMagnitude": 0,
"estimatedValue": 0,
"tag": "string"
}
|
401 Authentication Error
UnauthorizedError Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash. | |
|---|---|
| www_authenticate | string Header |
Examples
The following example demonstrates listing, creating, reading, and updating live algorithms of a project through the cloud API.
from base64 import b64encode
from hashlib import sha256
from time import time
from requests import get, post
BASE_URL = 'https://www.quantconnect.com/api/v2/'
# You need to replace these with your actual credentials.
# You can request your credentials at https://www.quantconnect.com/settings/
# You can find our organization ID at https://www.quantconnect.com/organization/
USER_ID = 0
API_TOKEN = '____'
ORGANIZATION_ID = '____'
def get_headers():
# Get timestamp
timestamp = f'{int(time())}'
time_stamped_token = f'{API_TOKEN}:{timestamp}'.encode('utf-8')
# Get hased API token
hashed_token = sha256(time_stamped_token).hexdigest()
authentication = f'{USER_ID}:{hashed_token}'.encode('utf-8')
authentication = b64encode(authentication).decode('ascii')
# Create headers dictionary.
return {
'Authorization': f'Basic {authentication}',
'Timestamp': timestamp
}
# Authenticate to verify credentials
response = post(f'{BASE_URL}/authenticate', headers = get_headers())
print(response.json())
# --------------------
### List Live Algorithms
# Define placeholder IDs for project, compilation and node (replace with actual values)
project_id = 12345678
compile_id = "compile_id..."
node_id = "node_id..."
# Prepare data payload to list the past and current deployments of the project
payload = {
"projectId": project_id # ID of the project
}
# Send a POST request to the /live/list endpoint to list algorithms
response = post(f'{BASE_URL}/live/list', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
deployments = result['live'] if result['success'] else []
# The most recent deployment of the project, if any
latest = max(deployments, key=lambda x: x['launched'], default=None)
print(f"Live deployments: {len(deployments)}, latest: {latest['deployId'] if latest else None}")
### Create Live Algorithm
# Deploy only if the project has no running deployment
if latest is None or latest['status'] != 'Running':
# Prepare the data payload for creating a live algorithm with necessary details
payload = {
"versionId": -1, # Use the latest version of LEAN
"projectId": project_id, # ID of the project to deploy as a live algorithm
"compileId": compile_id, # Compilation ID for the algorithm code
"nodeId": node_id, # Node ID where the algorithm will run
"brokerage": { # Brokerage configuration for live trading
"id": "QuantConnectBrokerage" # Paper trading brokerage identifier
},
"dataProviders": { # Data provider configuration
"QuantConnectBrokerage": {
"id": "QuantConnectBrokerage" # Data provider identifier
}
},
"parameters": {} # Optional algorithm parameters (empty in this example)
}
# Send a POST request to the /live/create endpoint to deploy the algorithm
response = post(f'{BASE_URL}/live/create', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict from the API
result = response.json()
# Check if the request was successful and print the result
if result['success']:
print("Live Algorithm Created Successfully:")
print(result)
### Read Live Algorithm Statistics
# Prepare data payload with the project ID to fetch the statistics of its latest deployment
payload = {
"projectId": project_id # ID of the project
}
# Send a POST request to the /live/read endpoint to get algorithm statistics
response = post(f'{BASE_URL}/live/read', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the statistics
if result['success']:
print("Live Algorithm Statistics:")
print(result)
### Liquidate Live Algorithm
# Prepare data payload with project ID to liquidate the algorithm
payload = {
"projectId": project_id # ID of the project to liquidate
}
# Send a POST request to the /live/update/liquidate endpoint to liquidate
response = post(f'{BASE_URL}/live/update/liquidate', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the result
if result['success']:
print("Live Algorithm Liquidated Successfully:")
print(result)
### Stop Live Algorithm
# Prepare data payload with project ID to stop the algorithm
payload = {
"projectId": project_id # ID of the project to stop
}
# Send a POST request to the /live/update/stop endpoint to stop the algorithm
response = post(f'{BASE_URL}/live/update/stop', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the result
if result['success']:
print("Live Algorithm Stopped Successfully:")
print(result)
### Export Orders
from decimal import Decimal
from time import sleep
# Download the orders of the last 750 days as a CSV file
payload = {
"projectId": project_id # ID of the project
}
response = post(f'{BASE_URL}/live/export/orders', headers=get_headers(), json=payload)
rows = response.text.splitlines()
header, recent = rows[0], rows[1:]
# The export starts at its first row. Older orders come from the /live/orders/read endpoint.
cutoff = recent[0].split(',')[1][:19].replace('T', ' ') if recent else '9999'
# Map the order type and status enums to the names in the CSV file
order_types = ["Market", "Limit", "Stop Market", "Stop Limit", "Market On Open", "Market On Close",
"Option Exercise", "Limit If Touched", "Combo Market", "Combo Limit", "Combo Leg Limit", "Trailing Stop"]
order_statuses = ["New", "Submitted", "Partially Filled", "Filled", "", "Canceled", "None", "Invalid",
"Cancel Pending", "Update Submitted"]
def number(value):
text = format(Decimal(str(value)), 'f')
return text.rstrip('0').rstrip('.') if '.' in text else text
# Read the older orders of each deployment that started before the cutoff
older = []
response = post(f'{BASE_URL}/live/list', headers=get_headers(), json={"projectId": project_id})
deployments = sorted(response.json()['live'], key=lambda x: x['launched'])
for deployment in deployments:
if deployment['launched'] >= cutoff:
continue
start = 0
while True:
payload = {
"projectId": project_id, # ID of the project
"deployId": deployment['deployId'], # ID of the deployment
"start": start, # Starting index for orders
"end": start + 1000 # Ending index for orders
}
result = post(f'{BASE_URL}/live/orders/read', headers=get_headers(), json=payload).json()
# The first request can return a loading status while the orders are prepared
if result.get('status') == 'loading':
sleep(1)
continue
for order in result['orders']:
if order['time'][:19].replace('T', ' ') >= cutoff:
continue
older.append(','.join([
deployment['deployId'], order['time'], order['symbol']['value'],
number(order['price']), number(order['quantity']),
f'"{order_types[order["type"]]}"', f'"{order_statuses[order["status"]]}"',
number(order['value']), '"' + order['tag'].replace('"', '""') + '" '
]))
start += 1000
if start >= result['length']:
break
# Save all the orders in one CSV file
with open(f'orders-{project_id}.csv', 'w', newline='') as file:
file.write('\n'.join([header] + older + recent) + '\n')
print(f"Saved {len(older) + len(recent)} orders")
### Export Trades
# Download the closed trades that opened since the start time as a CSV file
payload = {
"projectId": project_id, # ID of the project
"start": 1717801200, # Start time (Unix timestamp) for the trade entry time
"end": 1743462000 # End time (Unix timestamp) for the trade exit time
}
response = post(f'{BASE_URL}/live/export/trades', headers=get_headers(), json=payload)
with open(f'trades-{project_id}.csv', 'w', newline='') as file:
file.write(response.text)
### Export Insights
# Download the insights of all the live deployments of the project as a JSON file
payload = {
"deployId": latest['deployId'] # ID of a deployment of the project
}
response = post(f'{BASE_URL}/live/export/insights', headers=get_headers(), json=payload)
with open(f'insights-{project_id}.json', 'w', newline='') as file:
file.write(response.text)
### Export Logs
# Download the logs of all the live deployments of the project as a text file
payload = {
"projectId": project_id, # ID of the project
"deployId": latest['deployId'] # ID of a deployment of the project, used to name the file
}
response = post(f'{BASE_URL}/live/export/logs', headers=get_headers(), json=payload)
with open(f'logs-{project_id}.txt', 'w', newline='') as file:
file.write(response.text)