Hi,

I tried to add over 20 cryptos in the algorithm, but always has error or cannot get the data in minute, Is there any limitation for how many data I can subscribe same time when using LEAN CLI?

 

class Live1(QCAlgorithm): def Initialize(self): # The default currency is USD, which Binance doesn't offer self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash) self.UniverseSettings.Resolution = Resolution.Minute self.SetAccountCurrency("USDT") # Use BTCUSDT from Binance as benchmark self.SetBenchmark(Symbol.Create("BTCUSDT", SecurityType.Crypto, Market.Binance)) symbols=['AAVEUSDT', 'ADAUSDT', 'AIONUSDT', 'ALGOUSDT', 'ALPHAUSDT', 'ANKRUSDT', 'ANTUSDT', 'ARDRUSDT', 'ARPAUSDT', 'ATOMUSDT', 'AUDIOUSDT', 'AUDUSDT', 'AVAXUSDT', 'BALUSDT', 'BANDUSDT', 'BATUSDT', 'BCCUSDT', 'BCHABCUSDT', 'BCHSVUSDT', 'BCHUSDT'] for symbol in symbols: try: self.AddCrypto(symbol, Resolution.Minute, Market.Binance) except: self.Debug('%s symbol has error' %symbol) self.count = 0 def OnData(self, data): self.count+=1 self.Debug(data.Time) for symbol in data.keys(): self.Debug(symbol.Value)  20210421 03:46:52.666 TRACE:: Cash.EnsureCurrencyDataFeed(): Adding IOSTUSDT for cash IOST currency feed 20210421 03:46:52.732 ERROR:: LiveTradingResultHandler.Update(): Algorithm not yet initialized. 20210421 03:46:56.372 ERROR:: Engine.Run(): During the algorithm initialization, the following exception has occurred: System.InvalidOperationException: Sequence contains no elements at System.Linq.Enumerable.Last[TSource] (System.Collections.Generic.IEnumerable`1[T] source) [0x00010] in <92922d9bda2f4e1cba9242d052be6d43>:0 at QuantConnect.Brokerages.Binance.BinanceRestApiClient+<GetHistory>d__29.MoveNext () [0x001ac] in <07a9093c75f148e2bbec3f5667d02a9a>:0 at QuantConnect.Brokerages.Binance.BinanceBrokerage+<GetHistory>d__19.MoveNext () [0x001b8] in <07a9093c75f148e2bbec3f5667d02a9a>:0 at QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator.MoveNext () [0x00088] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator.MoveNext () [0x00001] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Lean.Engine.DataFeeds.Subscription.MoveNext () [0x00010] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider+<CreateSliceEnumerableFromSubscriptions>d__3.MoveNext () [0x000b9] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Data.SliceExtensions.PushThrough (System.Collections.Generic.IEnumerable`1[T] slices, System.Action`1[T] handler) [0x000b5] in <3f25e994a47f486daae31b960e968fc5>:0 at QuantConnect.Lean.Engine.Setup.BaseSetupHandler.SetupCurrencyConversions (QuantConnect.Interfaces.IAlgorithm algorithm, QuantConnect.Lean.Engine.DataFeeds.UniverseSelection  universeSelection) [0x00169] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.Setup (QuantConnect.Lean.Engine.Setup.SetupHandlerParameters parameters) [0x0030b] in <41d49fab4cfb4dc7a517dc0e8743c717>:0  Sequence contains no elements 20210421 03:46:56.373 TRACE:: JOB HANDLERS: 20210421 03:46:56.373 TRACE::          DataFeed:     QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed 20210421 03:46:56.374 TRACE::          Setup:        QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler 20210421 03:46:56.374 TRACE::          RealTime:     QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler 20210421 03:46:56.374 TRACE::          Results:      QuantConnect.Lean.Engine.Results.LiveTradingResultHandler 20210421 03:46:56.374 TRACE::          Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler 20210421 03:46:56.374 TRACE::          Alpha:        QuantConnect.Lean.Engine.Alphas.DefaultAlphaHandler 20210421 03:46:56.374 TRACE::          ObjectStore:  QuantConnect.Lean.Engine.Storage.LocalObjectStore 20210421 03:46:56.374 TRACE::          History Provider:     QuantConnect.Lean.Engine.HistoricalData.BrokerageHistoryProvider 20210421 03:46:56.374 TRACE::          Brokerage:      QuantConnect.Brokerages.Binance.BinanceBrokerage 20210421 03:46:56.374 TRACE:: LiveTradingDataFeed.Exit(): Start. Setting cancellation token... 20210421 03:46:56.374 TRACE:: BaseDataExchange(CustomDataExchange) Stopping... 20210421 03:46:56.374 TRACE:: LiveTradingDataFeed.Exit(): Exit Finished. 20210421 03:46:56.374 TRACE:: DefaultAlphaHandler.Exit(): Exiting... 20210421 03:46:56.375 TRACE:: BaseDataExchange(CustomDataExchange).ConsumeQueue(): Cancellation requested.  Exiting... 20210421 03:46:56.381 TRACE:: DefaultAlphaHandler.Exit(): Ended 20210421 03:46:56.390 ERROR:: During the algorithm initialization, the following exception has occurred: System.InvalidOperationException: Sequence contains no elements at System.Linq.Enumerable.Last[TSource] (System.Collections.Generic.IEnumerable`1[T] source) [0x00010] in <92922d9bda2f4e1cba9242d052be6d43>:0 at QuantConnect.Brokerages.Binance.BinanceRestApiClient+<GetHistory>d__29.MoveNext () [0x001ac] in <07a9093c75f148e2bbec3f5667d02a9a>:0 at QuantConnect.Brokerages.Binance.BinanceBrokerage+<GetHistory>d__19.MoveNext () [0x001b8] in <07a9093c75f148e2bbec3f5667d02a9a>:0 at QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator.MoveNext () [0x00088] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator.MoveNext () [0x00001] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Lean.Engine.DataFeeds.Subscription.MoveNext () [0x00010] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider+<CreateSliceEnumerableFromSubscriptions>d__3.MoveNext () [0x000b9] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Data.SliceExtensions.PushThrough (System.Collections.Generic.IEnumerable`1[T] slices, System.Action`1[T] handler) [0x000b5] in <3f25e994a47f486daae31b960e968fc5>:0 at QuantConnect.Lean.Engine.Setup.BaseSetupHandler.SetupCurrencyConversions (QuantConnect.Interfaces.IAlgorithm algorithm, QuantConnect.Lean.Engine.DataFeeds.UniverseSelection  universeSelection) [0x00169] in <41d49fab4cfb4dc7a517dc0e8743c717>:0 at QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.Setup (QuantConnect.Lean.Engine.Setup.SetupHandlerParameters parameters) [0x0030b] in <41d49fab4cfb4dc7a517dc0e8743c717>:0  Sequence contains no elements 20210421 03:46:56.390 ERROR:: LiveTradingResultHandler.Update(): Algorithm not yet initialized. 20210421 03:46:56.390 TRACE:: Debug: Binance account base currency: USD Changing account currency from USD to USDT... 20210421 03:46:56.390 TRACE:: LiveTradingResultHandler.Run(): Ending Thread... 20210421 03:46:56.392 TRACE:: StopSafely(): waiting for 'Result Thread' thread to stop... 20210421 03:46:56.393 TRACE:: LiveTradingResultHandler.SendFinalResult(): Starting... 20210421 03:46:56.464 TRACE:: LiveTradingResultHandler.SendFinalResult(): Finished storing results. Start sending... 20210421 03:46:56.464 TRACE:: LiveTradingResultHandler.SendFinalResult(): Ended 20210421 03:46:56.464 TRACE:: Engine.Run(): Disconnecting from brokerage... 20210421 03:46:56.479 TRACE:: WebSocketClientWrapper connection task ended: wss://stream.binance.com:9443/ws/SMSA5BitsEGj3joaK7bU5NItfe02dlJsyFTJGcqfdu6CRHNEUkYPQX6ChPIj 20210421 03:46:56.479 TRACE:: WebSocketClientWrapper.OnClose(): Connection closed (IsOpen:False, State:Aborted):  wss://stream.binance.com:9443/ws/SMSA5BitsEGj3joaK7bU5NItfe02dlJsyFTJGcqfdu6CRHNEUkYPQX6ChPIj 20210421 03:46:56.638 TRACE:: Engine.Run(): Disposing of setup handler... 20210421 03:46:56.639 TRACE:: BrokerageSetupHandler.Setup(): Found data queue handler to dispose: QuantConnect.Brokerages.Binance.BinanceBrokerage 20210421 03:46:56.639 TRACE:: Engine.Main(): Analysis Completed and Results Posted. Engine.Main(): Analysis Complete. 20210421 03:46:56.640 TRACE:: Engine.Main(): Packet removed from queue: main 20210421 03:46:56.641 TRACE:: LeanEngineSystemHandlers.Dispose(): start... 20210421 03:46:56.641 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers. 20210421 03:46:56.641 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start... 20210421 03:46:56.641 TRACE:: BrokerageSetupHandler.Setup(): Found data queue handler to dispose: QuantConnect.Brokerages.Binance.BinanceBrokerage 20210421 03:46:56.642 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers. 20210421 03:46:56.643 TRACE:: Program.Main(): Exiting Lean... Error: Something went wrong while running 'live-1' in the 'live-binance' environment, the output is stored in 'live-1/live/2021-04-20_23-46-41'  Thanks,henry