Live Trading
Trading Technologies
Introduction
The Lean CLI supports local live trading with all brokerages supported by LEAN, which makes the transfer from backtesting to live trading as seamless as possible. The Lean CLI also supports starting live trading for a cloud project on any of the brokerages supported in the cloud. We recommend live trading your projects in our cloud because we provide a battle-tested, colocated infrastructure racked in Equinix, maintained by our engineers to ensure the best possible stability and uptime. This page contains instructions on how to start live trading with the Trading Technologies brokerage.
Deploy Local Algorithms
Follow these steps to start local live trading with the Trading Technologies brokerage:
- Open a terminal in your CLI root directory.
- Run
lean live "<projectName>"
to start a live deployment wizard for the project in ./<projectName> and then enter the brokerage number.$ 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) Atreyu 12) Trading Technologies 13) Kraken 14) FTX Enter an option:
- Enter the number of the organization that has a subscription for the Trading Technologies module.
$ lean live "My Project" Select the organization with the Trading Technologies module subscription: 1) Organization 1 2) Organization 2 3) Organization 3 Enter an option: 1
- Enter your Trading Technologies credentials.
$ lean live "My Project" User name: john Session password: **************** Account name: jane
- Enter the REST configuration.
$ lean live "My Project" REST app key: my-rest-app-key REST app secret: ****************** REST environment: my-environment
- Enter the market data configuration.
$ lean live "My Project" Market data sender comp id: Market data target comp id: Market data host: Market data port:
- Enter the order routing configuration.
$ lean live "My Project" Order routing sender comp id: Order routing target comp id: Order routing host: Order routing port:
- Enter whether FIX messages must be logged.
$ lean live "My Project" Log FIX messages (yes/no): yes
- 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) Trading Technologies 11) Kraken 12) FTX 13) IQFeed 14) Polygon Data Feed 15) 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
.