Read Live Algorithm
Portfolio State
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 Id of the project from which to read the live algorithm. |
| Example |
{
"projectId": 0
}
|
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. |
| success | boolean Indicate if the API request was successful. |
| errors | string Array List of errors with the API call. |
| Example |
{
"portfolio": {
"holdings": {
"a": 0,
"q": 0,
"p": 0,
"v": 0,
"u": 0,
"up": 0
},
"cash": {
"securitySymbols": [
"object"
],
"symbol": "string",
"amount": 0,
"conversionRate": 0,
"currencySymbol": "string",
"valueInAccountCurrency": 0
}
},
"success": true,
"errors": [
"string"
]
}
|
Portfolio Model - Portfolio object with the holdings and cash information. | |
|---|---|
| holdings | Holding object Dictionary of algorithm holdings information, where the key is the Symbol Id. |
| cash | Cash object Dictionary of algorithm cash currencies information, where the key is the currency ticker. |
| Example |
{
"holdings": {
"a": 0,
"q": 0,
"p": 0,
"v": 0,
"u": 0,
"up": 0
},
"cash": {
"securitySymbols": [
"object"
],
"symbol": "string",
"amount": 0,
"conversionRate": 0,
"currencySymbol": "string",
"valueInAccountCurrency": 0
}
}
|
Holding Model - Summary of asset holding. | |
|---|---|
| a | number Average purchase price of the holding in the currency it trades in. |
| q | number Quantity of the asset. |
| p | number Current market price of the asset in the currency it trades in. |
| v | number Current market value of the holding. |
| u | number Unrealized profit/loss of the position. |
| up | number Unrealized profit/loss percentage of the position. |
| Example |
{
"a": 0,
"q": 0,
"p": 0,
"v": 0,
"u": 0,
"up": 0
}
|
Cash Model - Represents a holding of a currency in cash. | |
|---|---|
| securitySymbols | object Array /. |
| 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 | string The symbol of the currency. |
| valueInAccountCurrency | number The value of the currency cash in the account base currency. |
| Example |
{
"securitySymbols": [
"object"
],
"symbol": "string",
"amount": 0,
"conversionRate": 0,
"currencySymbol": "string",
"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)