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Read Live Algorithm

Portfolio State

Introduction

Read out the portfolio state of a live algorithm.

Request

Fetch the live portfolio state for the project Id provided. The /live/portfolio/read API accepts requests in the following format:

ReadLivePortfolioRequest Model - Request to read the portfolio state from a live algorithm.
projectId integer
required
example: 23456789

Id of the project from which to read the live algorithm.
Example
{
  "projectId": 23456789
}

Responses

The /live/portfolio/read API provides a response in the following format:

200 Success

LivePortfolioResponse Model - Contains holdings and cash of the live algorithm in the request criteria.
portfolio Portfolio object
Portfolio object with the holdings and cash information.
Example
{
  "portfolio": {
    "holdings": {
      "AAPL R735QTJ8XC9X": {
        "symbol": {
          "value": "string",
          "id": "string",
          "permtick": "string"
        },
        "type": "Base",
        "currencySymbol": "$",
        "averagePrice": 0,
        "quantity": 0,
        "marketPrice": 0,
        "conversionRate": 0,
        "marketValue": 0,
        "unrealizedPnl": 0
      }
    },
    "cash": {
      "USD": {
        "symbol": "string",
        "amount": 0,
        "conversionRate": 0,
        "currencySymbol": ,
        "valueInAccountCurrency": 0
      }
    }
  }
}
Portfolio Model - Portfolio object with the holdings and cash information.
holdings object
Dictionary of algorithm holdings information.
cash object
Dictionary of algorithm cash currencies information.
Example
{
  "holdings": {
    "AAPL R735QTJ8XC9X": {
      "symbol": {
        "value": "string",
        "id": "string",
        "permtick": "string"
      },
      "type": "Base",
      "currencySymbol": "$",
      "averagePrice": 0,
      "quantity": 0,
      "marketPrice": 0,
      "conversionRate": 0,
      "marketValue": 0,
      "unrealizedPnl": 0
    }
  },
  "cash": {
    "USD": {
      "symbol": "string",
      "amount": 0,
      "conversionRate": 0,
      "currencySymbol": ,
      "valueInAccountCurrency": 0
    }
  }
}
Holding Model - Live results object class for packaging live result data.
symbol Symbol object
Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security.
type string Enum
Type of tradable security / underlying asset. Options : ['Base', 'Equity', 'Option', 'Commodity', 'Forex', 'Future', 'Cfd', 'Crypto']
currencySymbol string
example: $

The currency symbol of the holding.
averagePrice number
Average Price of our Holding in the currency the symbol is traded in.
quantity number
Quantity of the Symbol we hold.
marketPrice number
Current Market Price of the Asset in the currency the symbol is traded in.
conversionRate number
Current market conversion rate into the account currency.
marketValue number
Current market value of the holding.
unrealizedPnl number
Current unrealized P/L of the holding.
Example
{
  "symbol": {
    "value": "string",
    "id": "string",
    "permtick": "string"
  },
  "type": "Base",
  "currencySymbol": "$",
  "averagePrice": 0,
  "quantity": 0,
  "marketPrice": 0,
  "conversionRate": 0,
  "marketValue": 0,
  "unrealizedPnl": 0
}
Symbol Model - Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security.
value string
The current symbol for this ticker.
id string
The security identifier for this symbol.
permtick string
The current symbol for this ticker.
Example
{
  "value": "string",
  "id": "string",
  "permtick": "string"
}
Cash Model - Represents a holding of a currency in cash.
symbol string
Gets the symbol used to represent this cash.
amount number
Gets or sets the amount of cash held.
conversionRate number
The currency conversion rate to the account base currency.
currencySymbol object
The symbol of the currency, such as $.
valueInAccountCurrency number
The value of the currency cash in the account base currency.
Example
{
  "symbol": "string",
  "amount": 0,
  "conversionRate": 0,
  "currencySymbol": ,
  "valueInAccountCurrency": 0
}

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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