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Hello, I'm running an algorithm, locally, on GDAX in live mode and I have the following error:
20210225 18:56:03.274 ERROR:: Brokerage.OnMessage(): Error - Code: 0 - GetConversionRate: Prices endpoint is no longer supportedthen followed by:
20210225 18:56:03.316 ERROR:: Engine.HandleAlgorithmError(): Breaking out of parent try catch: System.Exception: GetConversionRate: Prices endpoint is no longer supportedand as last:
20210225 18:57:14.622 ERROR:: Runtime Error: GetConversionRate: Prices endpoint is no longer supported
System.Exception: GetConversionRate: Prices endpoint is no longer supported
20210225 18:57:15.036 TRACE:: LiveTradingRealTimeHandler.Run(): Exiting thread... Exit triggered: True
20210225 18:57:16.657 TRACE:: EventBasedDataQueueHandlerSubscriptionManager.Unsubscribe(): EURUSD
20210225 18:57:16.681 ERROR:: DataQueueHandlerSubscriptionManager.Unsubscribe(): System.ArgumentException: Invalid market: oanda
at QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper.GetBrokerageSymbol(Symbol symbol) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Brokerages\SymbolPropertiesDatabaseSymbolMapper.cs:line 82
at QuantConnect.Brokerages.GDAX.GDAXBrokerage.<Unsubscribe>b__54_0(Symbol s) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Brokerages\GDAX\GDAXBrokerage.Messaging.cs:line 502
at System.Linq.Enumerable.WhereSelectArrayIterator`2.MoveNext()
at System.Linq.Buffer`1..ctor(IEnumerable`1 source)
at System.Linq.Enumerable.ToArray[TSource](IEnumerable`1 source)
at QuantConnect.Brokerages.GDAX.GDAXBrokerage.Unsubscribe(IEnumerable`1 symbols) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Brokerages\GDAX\GDAXBrokerage.Messaging.cs:line 501
at QuantConnect.Brokerages.GDAX.GDAXDataQueueHandler.<.ctor>b__0_1(IEnumerable`1 s, TickType t) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Brokerages\GDAX\GDAXDataQueueHandler.cs:line 45
at QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.Unsubscribe(IEnumerable`1 symbols, TickType tickType) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Common\Data\EventBasedDataQueueHandlerSubscriptionManager.cs:line 79
at QuantConnect.Data.DataQueueHandlerSubscriptionManager.Unsubscribe(SubscriptionDataConfig dataConfig) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Common\Data\DataQueueHandlerSubscriptionManager.cs:line 81
20210225 18:57:16.694 ERROR:: DataManager.RemoveAllSubscriptions(): DataManager.RemoveAllSubscriptions():Error removing: EURUSD,EURUSD,Minute,QuoteBar,Quote,Adjusted,Internal System.ArgumentException: Invalid market: oanda
at QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper.GetBrokerageSymbol(Symbol symbol) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Brokerages\SymbolPropertiesDatabaseSymbolMapper.cs:line 82
at QuantConnect.Brokerages.GDAX.GDAXBrokerage.<Unsubscribe>b__54_0(Symbol s) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Brokerages\GDAX\GDAXBrokerage.Messaging.cs:line 502
at System.Linq.Enumerable.WhereSelectArrayIterator`2.MoveNext()
at System.Linq.Buffer`1..ctor(IEnumerable`1 source)
at System.Linq.Enumerable.ToArray[TSource](IEnumerable`1 source)
at QuantConnect.Brokerages.GDAX.GDAXBrokerage.Unsubscribe(IEnumerable`1 symbols) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Brokerages\GDAX\GDAXBrokerage.Messaging.cs:line 501
at QuantConnect.Brokerages.GDAX.GDAXDataQueueHandler.<.ctor>b__0_1(IEnumerable`1 s, TickType t) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Brokerages\GDAX\GDAXDataQueueHandler.cs:line 45
at QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.Unsubscribe(IEnumerable`1 symbols, TickType tickType) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Common\Data\EventBasedDataQueueHandlerSubscriptionManager.cs:line 79
at QuantConnect.Data.DataQueueHandlerSubscriptionManager.Unsubscribe(SubscriptionDataConfig dataConfig) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Common\Data\DataQueueHandlerSubscriptionManager.cs:line 90
at QuantConnect.Brokerages.GDAX.GDAXDataQueueHandler.Unsubscribe(SubscriptionDataConfig dataConfig) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Brokerages\GDAX\GDAXDataQueueHandler.cs:line 88
at QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed.RemoveSubscription(Subscription subscription) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Engine\DataFeeds\LiveTradingDataFeed.cs:line 142
at QuantConnect.Lean.Engine.DataFeeds.DataManager.RemoveSubscription(SubscriptionDataConfig configuration, Universe universe) in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Engine\DataFeeds\DataManager.cs:line 240
at QuantConnect.Lean.Engine.DataFeeds.DataManager.RemoveAllSubscriptions() in F:\SourceCode\ExternalProjects\QuantitativeTrading\Lean\Engine\DataFeeds\DataManager.cs:line 157If I run on paper-gdax mode I don't have the last exception that close the application but I still have one of the first error.
Does anyone know why?
Derek Melchin
Hi Oranges,
Is your account in EUR? Note that EUR accounts are not able to have USD or trade any coin pair with USD, because they will need a data-feed that converts EUR to USD.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Paolo Oranges
Hi Derek,
thanks for your answer. I have an account in EUR, correct. However my algorithm is subscribing only to coin pair with EUR. It is true that from the log I'm subscribing to something paired with USD but that is quite confusing. I will investigate based on your comment.
Thanks
Paolo Oranges
I've just found out that Engine force to set CashBook to USD.
public CashBook() { _currencies = new ConcurrentDictionary<string, Cash>(); AccountCurrency = Currencies.USD; }in CashBook.cs
that means that the Engine will look for the conversion of EURUSD or viceversa and by default it looks for that on Oanda. Does it mean that I have to set an Oanda Account too, even if I'm only operating on CoinbasePro?
Derek Melchin
Hi Oranges,
Thanks for opening a GitHub issue for this.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Paolo Oranges
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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