Read Live Algorithm
Live Algorithm Statistics
Responses
The /live/read API provides a response in the following format:
200 Success
LiveAlgorithmResults Model - Details a live algorithm from the live/read API endpoint. | |
|---|---|
| message | string Error message. |
| deployId | string Unique live algorithm deployment identifier (similar to a backtest id). |
| status | string Enum State of the live deployment. Options : ['DeployError', 'InQueue', 'Running', 'Stopped', 'Liquidated', 'Deleted', 'Completed', 'RuntimeError', 'Invalid', 'LoggingIn', 'Initializing', 'History'] |
| cloneId | integer The snapshot project Id for cloning the live development's source code. |
| launched | string($date-time) Datetime the algorithm was launched in UTC. |
| stopped | string($date-time) Datetime the algorithm was stopped in UTC, null if its still running. |
| brokerage | string Brokerage. |
| securityTypes | string Security types detected in the algorithm. |
| datacenter | string Name of the datacenter where the algorithm is physically located. |
| isPublicStreaming | boolean Flag to indicate if public streaming is enabled. |
| public | boolean Flag to indicate if the algorithm is public. |
| files | ProjectFile Array Files present in the project that contains the algorithm. |
| runtimeStatistics | RuntimeStatistics object /. |
| charts | ChartSummary object Contains the names of all charts. |
| projectName | string Name of the project the live algorithm is in. |
| success | boolean Indicate if the API request was successful. |
| errors | string Array List of errors with the API call. |
| Example |
{
"message": "string",
"deployId": "string",
"status": "DeployError",
"cloneId": 0,
"launched": "2021-11-26T15:18:27.693Z",
"stopped": "2021-11-26T15:18:27.693Z",
"brokerage": "string",
"securityTypes": "string",
"datacenter": "string",
"isPublicStreaming": true,
"public": true,
"files": [
{
"id": 0,
"projectId": 0,
"name": "string",
"content": "string",
"modified": "2021-11-26T15:18:27.693Z",
"open": true,
"isLibrary": true
}
],
"runtimeStatistics": {
"Equity": "string",
"Fees": "string",
"Holdings": "string",
"Net Profit": "string",
"Probabilistic Sharpe Ratio": "string",
"Return": "string",
"Unrealized": "string",
"Volume": "string"
},
"charts": {
"name": "string"
},
"projectName": "string",
"success": true,
"errors": [
"string"
]
}
|
ProjectFile Model - File for a project. | |
|---|---|
| id | integer ID of the project file. This can also be null. |
| projectId | integer ID of the project. |
| name | string Name of a project file. |
| content | string Contents of the project file. |
| modified | string($date-time) DateTime project file was modified. |
| open | boolean Indicates if the project file is open or not. |
| isLibrary | boolean Indicates if the project file is a library or not. It's always false in live/read and backtest/read. |
| Example |
{
"id": 0,
"projectId": 0,
"name": "string",
"content": "string",
"modified": "2021-11-26T15:18:27.693Z",
"open": true,
"isLibrary": true
}
|
RuntimeStatistics Model | |
|---|---|
| Equity | string Total portfolio value. |
| Fees | string Transaction fee. |
| Holdings | string Equity value of security holdings. |
| Net Profit | string Net profit. |
| Probabilistic Sharpe Ratio | string Probabilistic Sharpe Ratio. |
| Return | string Return. |
| Unrealized | string Unrealized profit/loss. |
| Volume | string Total transaction volume. |
| Example |
{
"Equity": "string",
"Fees": "string",
"Holdings": "string",
"Net Profit": "string",
"Probabilistic Sharpe Ratio": "string",
"Return": "string",
"Unrealized": "string",
"Volume": "string"
}
|
ChartSummary Model - Contains the names of all charts | |
|---|---|
| name | string Name of the Chart. |
| Example |
{
"name": "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 demonstates creating, reading, updating, and listing 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())
# --------------------
### Create Live Algorithm
# Define placeholder IDs for compilation and node (replace with actual values)
project_id = 12345678
compile_id = "compile_id..."
node_id = "node_id..."
# Prepare the data payload for creating a live algorithm with necessary details
payload = {
"versionId": "-1", # Use the latest version of the algorithm
"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", # Brokerage identifier
"user": "", # Brokerage username (replace with actual value)
"password": "", # Brokerage password (replace with actual value)
"environment": "live-paper", # Trading environment (live or paper)
"account": "" # Brokerage account ID (replace with actual value)
},
"dataProviders": { # Data provider configuration
"QuantConnectBrokerage": {
"id": "QuantConnectBrokerage" # Data provider identifier
}
},
"parameters": {}, # Optional algorithm parameters (empty in this example)
"notification": {} # Optional notification settings (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=data)
# Parse the JSON response into python managable dict from the API
result = response.json()
# Extract the deploy ID from the response for future operations
deploy_id = result['deployId']
# 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 project and deploy IDs to fetch statistics
payload = {
"projectId": project_id, # ID of the project
"deployId": deploy_id # ID of the deployed live algorithm
}
# 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)
### List Live Algorithms
# Prepare data payload with filters for listing live algorithms
payload = {
"status": "Running", # Filter to show only running algorithms
"start": 1717801200, # Start time (Unix timestamp) for the list range
"end": 1743462000 # End time (Unix timestamp) for the list range
}
# 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()
# Check if the request was successful and print the list
if result['success']:
print("List of Live Algorithms:")
print(result)