Brokerages

Follow these steps to start local live trading with the QuantConnect Paper Trading brokerage:

1. Open a terminal in the organization workspace that contains the project.
2. Run lean live "<projectName>" to start a live deployment wizard for the project in . / <projectName> and then enter the brokerage number, 1.

   $ 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: 1

3. 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.:

If you select IQFeed, see IQFeed for set up instructions.

If you select Polygon Data Feed, see Polygon for set up instructions.

If your algorithm only uses custom data, you can select the "Custom data only" data feed option. This data feed doesn't require any brokerage credentials, but only works if your algorithm doesn't subscribe to non-custom data. Your algorithm crashes if it attempts to subscribe to non-custom data with this data feed in place, including the benchmark security. To avoid data issues with the benchmark security, either set the benchmark to the subscribed custom data or a constant.

SetBenchmark(x => 0);

self.SetBenchmark(lambda x: 0)

4. Set your initial cash balance.

   $ lean live "My Project"
   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

5. 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 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.

Follow these steps to start live trading a project in the cloud with the QuantConnect Paper Trading brokerage:

1. Log in to the CLI if you haven't done so already.
2. Open a terminal in the organization workspace that contains the project.
3. 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.

$ 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'

4. Enter 1 to select the QuantConnect Paper Trading brokerage.

$ 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: 1

5. Select the live node that you want to use.

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

6. Configure your notification settings.

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

7. Enable or disable automatic algorithm restarting.

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

8. Verify the configured settings and confirm them to start the live deployment in the cloud.

$ lean cloud live "My Project" --push --open
Brokerage: QuantConnect Paper TradingProject 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
    
    

Automatic algorithm restarting: Yes
Are you sure you want to start live trading for project 'My Project'? [y/N]: y

9. Inspect the result in the browser, which opens automatically after the deployment starts.

Follow these steps to see the live status of a project:

1. Log in to the CLI if you haven't done so already.
2. Open a terminal in the organization workspace that contains the project.
3. 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: QuantConnect Paper TradingLaunched: 2021-06-09 15:10:12 UTC