Brokerages
Coinbase
Introduction
The Lean CLI supports live trading on your local machine or in QuantConnect Cloud, which makes the transfer from backtesting to live trading as seamless as possible. This page contains instructions on how to start live trading with the Coinbase brokerage. If the Lean Configuration file in your organization workspace contains values for some of the command options, the CLI skips some of the prompts.
To view the implementation of the Coinbase brokerage integration, see the Lean.Brokerages.CoinbasePro repository.
Deploy Local Algorithms
Follow these steps to start local live trading with the Coinbase brokerage:
- Open a terminal in the organization workspace that contains the project.
- Run
lean live "<projectName>"
to start a live deployment wizard for the project in . / <projectName> and then enter the brokerage number, 6.$ lean live "My Project" Select a brokerage: 1) Paper Trading 2) Interactive Brokers 3) Tradier 4) OANDA 5) Bitfinex 6) Coinbase Pro 7) Binance 8) Zerodha 9) Samco 10) Terminal Link 11) Trading Technologies 12) Kraken 13) TD Ameritrade 14) Bybit Enter an option: 6
- Enter the environment to use.
$ lean live "My Project" Use sandbox? (live, paper): live
- Enter your API key, API secret, and passphrase.
$ lean live "My Project" API key: 6d3ef5ca2d2fa52e4ee55624b0471261 API secret: **************************************************************************************** Passphrase: ****************
- Enter the number of the data feed to use and then follow the steps required for the data connection.
$ lean live "My Project" Select a data feed: 1) Interactive Brokers 2) Tradier 3) Oanda 4) Bitfinex 5) Coinbase Pro 6) Binance 7) Zerodha 8) Samco 9) Terminal Link 10) Kraken 11) TD Ameritrade 12) IQFeed 13) Polygon Data Feed 14) Custom data only To enter multiple options, separate them with comma.:
-
View the result in the <projectName> / live / <timestamp> directory.
Results are stored in real-time in JSON format.
You can save results to a different directory by providing the
--output <path>
option in step 2.
If you select IQFeed, see IQFeed for set up instructions.
If you select Polygon Data Feed, see Polygon for set up instructions.
If you already have a live environment configured in your Lean configuration file, you can skip the interactive wizard by providing the --environment <value>
option in step 2.
The value of this option must be the name of an environment which has live-mode
set to true
.
Deploy Cloud Algorithms
Follow these steps to start live trading a project in the cloud with the Coinbase brokerage:
- Log in to the CLI if you haven't done so already.
- Open a terminal in the organization workspace that contains the project.
- Run
lean cloud live "<projectName>" --push --open
to push . / <projectName>. to the cloud, start a live deployment wizard, and open the results in the browser once the deployment starts. - Enter 6 to select the Coinbase brokerage.
- Enter whether the sandbox should be used.
- Enter your API key, API secret, and passphrase.
- Select the live node that you want to use.
- Configure your notification settings.
- Enable or disable automatic algorithm restarting.
- Set your initial cash balance.
- Set your initial portfolio holdings.
- Verify the configured settings and confirm them to start the live deployment in the cloud.
- Inspect the result in the browser, which opens automatically after the deployment starts.
$ lean cloud live "My Project" --push --open [1/1] Pushing 'My Project' Successfully updated cloud file 'My Project/main.py' Started compiling project 'My Project' Successfully compiled project 'My Project'
$ lean cloud live "My Project" --push --open Select a brokerage: 1) Paper Trading 2) Interactive Brokers 3) Tradier 4) Oanda 5) Bitfinex 6) Coinbase Pro 7) Binance 8) Zerodha 9) Samco 10) Terminal Link 11) Trading Technologies 12) Kraken 13) TD Ameritrade 14) Bybit Enter an option: 6
$ lean cloud live "My Project" --push --open Use sandbox? (live, paper): live
$ lean cloud live "My Project" --push --open API key: 6d3ef5ca2d2fa52e4ee55624b0471261 API secret: **************************************************************************************** Passphrase: ****************
To create new API credentials, see the API settings page on the Coinbase website.
If you only have one idle live trading node, it is selected automatically and this step is skipped.
$ lean cloud live "My Project" --push --open Select a node: 1) L-MICRO node 89c90172 - 1 CPU @ 2.4GHz, 0.5GB Ram 2) L-MICRO node 85a52135 - 1 CPU @ 2.4GHz, 0.5GB Ram Enter an option: 1
You can configure any combination of email, webhook, SMS, and Telegram notifications for order events and emitted insights. To view the number of notification you can send for free, see the Live Trading Notification Quotas.
$ lean cloud live "My Project" --push --open Do you want to send notifications on order events? [y/N]: y Do you want to send notifications on insights? [y/N]: y Email notifications: None Webhook notifications: None SMS notifications: None Select a notification method: 1) Email 2) Webhook 3) SMS 4) Telegram Enter an option: 1 Email address: john.doe@example.com Subject: Algorithm notification Email notifications: john.doe@example.com Webhook notifications: None SMS notifications: None Telegram notifications: None Do you want to add another notification method? [y/N]: n
This feature attempts to restart your algorithm if it fails due to a runtime error, like a brokerage API disconnection.
$ lean cloud live "My Project" --push --open Do you want to enable automatic algorithm restarting? [Y/n]: y
$ lean cloud live "My Project" --push --open Previous cash balance: [{'currency': 'USD', 'amount': 100000.0}] Do you want to set a different initial cash balance? [y/N]: y Setting initial cash balance... Currency: USD Amount: 95800 Cash balance: [{'currency': 'USD', 'amount': 95800.0}] Do you want to add more currency? [y/N]: n
$ lean cloud live "My Project" --push --open Do you want to set the initial portfolio holdings? [y/N]: y Do you want to use the last portfolio holdings? [] [y/N]: n Setting custom initial portfolio holdings... Symbol: GOOG Symbol ID: GOOCV VP83T1ZUHROL Quantity: 10 Average Price: 50 Portfolio Holdings: [{'symbol': 'GOOG', 'symbolId': 'GOOCV VP83T1ZUHROL', 'quantity': 10, 'averagePrice': 50.0}] Do you want to add more holdings? [y/N]: n
$ lean cloud live "My Project" --push --open Brokerage: CoinbaseProject id: 1234567 Environment: Live Server name: L-MICRO node 89c90172 Server type: L-MICRO Data provider: QuantConnect LEAN version: 11157 Order event notifications: Yes Insight notifications: Yes Email notifications: john.doe@example.com Webhook notifications: None SMS notifications: None Telegram notifications: None Initial live cash balance: [{'currency': 'USD', 'amount': 95800.0}] Initial live portfolio holdings: [{'symbol': 'GOOG', 'symbolId': 'GOOCV VP83T1ZUHROL', 'quantity': 10, 'averagePrice': 50.0}] Automatic algorithm restarting: Yes Are you sure you want to start live trading for project 'My Project'? [y/N]: y
Follow these steps to see the live status of a project:
- Log in to the CLI if you haven't done so already.
- Open a terminal in the organization workspace that contains the project.
- Run
lean cloud status "<projectName>"
to show the status of the cloud project named "<projectName>".
$ lean cloud status "My Project" Project id: 1234567 Project name: My Project Project url: https://www.quantconnect.com/project/1234567 Live status: Running Live id: L-1234567a8901d234e5e678ddd9b0123c Live url: https://www.quantconnect.com/project/1234567/live Brokerage: CoinbaseLaunched: 2021-06-09 15:10:12 UTC