Read Live Algorithm

Live Algorithm Statistics

Introduction

Read details of a live algorithm.

Request

Id of the project that contains the algorithm. The /live/read API accepts requests in the following format:

ReadLiveAlgorithmRequest Model - Request to read out a live algorithm.
projectId integer
required

Id of the project to read.
Example
{
  "projectId": 0
}

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)

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