HI, 

I installed LEAN CLI locally and tried to test Binance or Bitfinex paper trading, both of them cannot work. I already followed '

https://www.quantconnect.com/docs/v2/lean-cli/tutorials/live-trading/local-live-trading

' to setup lean.json correctly.

The script is simple like below:

class Test7(QCAlgorithm): def Initialize(self): self.AddCrypto("BTCUSD", Resolution.Minute, Market.Binance) def OnData(self, data): self.Debug(data.Time)

1. When I set live-paper data-queue-handler as 'BinanceBrokerage', the 'lean live test7 live-paper' output stop at as below, then just pause there

20210415 02:01:14.041 TRACE:: DataManager.AddSubscription(): Added BTCUSD,BTCUSD,Minute,TradeBar,Trade,Adjusted. Start: 4/15/2021 2:01:14 AM. End: 12/31/2050 5:00:00 AM
20210415 02:01:14.045 TRACE:: DataManager.AddSubscription(): Added BTCUSD,BTCUSD,Minute,QuoteBar,Quote,Adjusted. Start: 4/15/2021 2:01:14 AM. End: 12/31/2050 5:00:00 AM
20210415 02:01:14.049 TRACE:: DataManager.AddSubscription(): Added SPY,SPY,Minute,TradeBar,Trade,Adjusted,Internal. Start: 4/14/2021 7:59:00 PM. End: 12/31/2050 5:00:00 AM
20210415 02:01:14.049 TRACE:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed SPY,SPY,Minute,TradeBar,Trade,Adjusted,Internal
20210415 02:01:14.051 TRACE:: DataManager.RemoveSubscription(): Removed SPY,SPY,Minute,TradeBar,Trade,Adjusted,Internal
20210415 02:01:14.167 TRACE:: Debug: Paper Brokerage account base currency: USD
 

2. When I set live-paper data-queue-handler as 'BitfinexBrokerage' (I also update the scirpt to use Market.Bitfinex)

, the 'lean live test7 live-paper' output has error as below:

20210415 02:07:24.690 TRACE:: LiveTradingDataFeed.GetDataQueueHandler(): will use BitfinexBrokerage
20210415 02:07:24.694 ERROR:: Engine.Run():  System.MissingMethodException: Default constructor not found for type QuantConnect.Brokerages.Bitfinex.BitfinexBrokerage
at System.RuntimeType.CreateInstanceMono (System.Boolean nonPublic) [0x0007b] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at System.RuntimeType.CreateInstanceSlow (System.Boolean publicOnly, System.Boolean skipCheckThis, System.Boolean fillCache, System.Threading.StackCrawlMark& stackMark) [0x00009] in 
<b0e1ad7573a24fd5a9f2af9595e677e7>:0
at System.RuntimeType.CreateInstanceDefaultCtor (System.Boolean publicOnly, System.Boolean skipCheckThis, System.Boolean fillCache, System.Threading.StackCrawlMark& stackMark) 
[0x00027] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at System.Activator.CreateInstance (System.Type type, System.Boolean nonPublic) [0x00020] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at System.Activator.CreateInstance (System.Type type) [0x00000] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at QuantConnect.Util.Composer.GetExportedValueByTypeName[T] (System.String typeName) [0x000b1] in <efd746b365db4bf0ab2b88f1f55b9dce>:0
at QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed.GetDataQueueHandler () [0x00022] in <721fec37ec5f4038996cdd30e5719a40>:0
at QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed.Initialize (QuantConnect.Interfaces.IAlgorithm algorithm, QuantConnect.Packets.AlgorithmNodePacket job, 
QuantConnect.Lean.Engine.Results.IResultHandler resultHandler, QuantConnect.Interfaces.IMapFileProvider mapFileProvider, QuantConnect.Interfaces.IFactorFileProvider 
factorFileProvider, QuantConnect.Interfaces.IDataProvider dataProvider, QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager subscriptionManager, 
QuantConnect.Lean.Engine.DataFeeds.IDataFeedTimeProvider dataFeedTimeProvider, QuantConnect.Interfaces.IDataChannelProvider dataChannelProvider) [0x00099] in 
<721fec37ec5f4038996cdd30e5719a40>:0
at QuantConnect.Lean.Engine.Engine.Run (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Lean.Engine.AlgorithmManager manager, System.String assemblyPath, 
QuantConnect.Util.WorkerThread workerThread) [0x003e3] in <721fec37ec5f4038996cdd30e5719a40>:0
20210415 02:07:24.695 TRACE:: JOB HANDLERS:
20210415 02:07:24.695 TRACE::          DataFeed:     QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed
20210415 02:07:24.695 TRACE::          Setup:        QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler
20210415 02:07:24.695 TRACE::          RealTime:     QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
20210415 02:07:24.695 TRACE::          Results:      QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
20210415 02:07:24.695 TRACE::          Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler
20210415 02:07:24.695 TRACE::          Alpha:        QuantConnect.Lean.Engine.Alphas.DefaultAlphaHandler
20210415 02:07:24.695 TRACE::          ObjectStore:  QuantConnect.Lean.Engine.Storage.LocalObjectStore
20210415 02:07:24.695 TRACE::          Brokerage:      QuantConnect.Brokerages.Paper.PaperBrokerage
20210415 02:07:24.696 TRACE:: DefaultAlphaHandler.Exit(): Exiting...
20210415 02:07:24.701 TRACE:: DefaultAlphaHandler.Exit(): Ended
20210415 02:07:24.704 ERROR:: Algorithm.Initialize() Error: Default constructor not found for type QuantConnect.Brokerages.Bitfinex.BitfinexBrokerage Stack Trace: Default constructor 
not found for type QuantConnect.Brokerages.Bitfinex.BitfinexBrokerage
Default constructor not found for type QuantConnect.Brokerages.Bitfinex.BitfinexBrokerage
20210415 02:07:24.704 TRACE:: StopSafely(): waiting for 'Result Thread' thread to stop...
20210415 02:07:24.709 ERROR:: LiveTradingResultHandler.Update(): Algorithm not yet initialized.
20210415 02:07:24.709 TRACE:: LiveTradingResultHandler.Run(): Ending Thread...
20210415 02:07:24.710 TRACE:: LiveTradingResultHandler.SendFinalResult(): Starting...
20210415 02:07:24.761 TRACE:: LiveTradingResultHandler.SendFinalResult(): Finished storing results. Start sending...
20210415 02:07:24.761 TRACE:: LiveTradingResultHandler.SendFinalResult(): Ended
20210415 02:07:24.761 TRACE:: Engine.Run(): Disconnecting from brokerage...
20210415 02:07:24.761 TRACE:: Engine.Run(): Disposing of setup handler...
20210415 02:07:24.762 TRACE:: BrokerageSetupHandler.Setup(): did not find any data queue handler to dispose
20210415 02:07:24.762 TRACE:: Engine.Main(): Analysis Completed and Results Posted.
Engine.Main(): Analysis Complete.
20210415 02:07:24.762 TRACE:: Engine.Main(): Packet removed from queue: main
20210415 02:07:24.763 TRACE:: LeanEngineSystemHandlers.Dispose(): start...
20210415 02:07:24.763 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers.
20210415 02:07:24.763 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start...
20210415 02:07:24.763 TRACE:: BrokerageSetupHandler.Setup(): did not find any data queue handler to dispose
20210415 02:07:24.764 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers.
20210415 02:07:24.765 TRACE:: Program.Main(): Exiting Lean...
Error: Something went wrong while running 'test7' in the 'live-paper' environment,

 

Do we know why the local paper trading cannot work?

Thanks,

henry 

Author