Add_crypto for btcusdt on binance

Here is a diagnostic QCAlgorithm you can use to debug whether your security initializer method is being called for BTCUSDT with add_crypto. This code will log (via self.Debug) whenever the custom security initializer is invoked for each security, and clarifies setup steps:

from AlgorithmImports import *

class CustomSecurityInitializer(BrokerageModelSecurityInitializer):
    """Custom security initializer that logs when it’s invoked."""
    def __init__(self, algorithm: QCAlgorithm):
        self._algo = algorithm

    # NOTE: Method name must be `Initialize` (PascalCase) for the engine to recognize it
    def initialize(self, security: Security) -> None:
        # Log every security as it’s initialized
        self._algo.debug(f"Initializing: {security.symbol}")

class CustomSecurityInitializerAlgorithm(QCAlgorithm):
    """Diagnostic algorithm to verify that the custom security initializer
    is called for both an equity (AAPL) and a crypto pair (BTCUSDT)."""

    def initialize(self) -> None:
        self.debug("Entered Initialize()")

        # 1. Backtest timeframe
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2022, 1, 1)

        # 2. Brokerage model and account settings
        self.debug("Configuring Binance Cash account with USDT base currency")
        self.set_brokerage_model(BrokerageName.BINANCE, AccountType.CASH)
        self.set_account_currency("USDT")

        # 3. Register the custom security initializer BEFORE adding securities
        self.debug("Registering custom security initializer …")
        self.set_security_initializer(CustomSecurityInitializer(self))

        # 4. Add an equity security
        self.debug("Adding equity: AAPL")
        self.add_equity("AAPL", Resolution.DAILY)

        # 5. Add a crypto security (BTCUSDT from Binance)
        self.debug("Adding crypto: BTCUSDT (Binance, Hour resolution)")
        self.add_crypto("BTCUSDT", Resolution.HOUR, Market.BINANCE)

        self.debug("Initialize() completed")

    def on_data(self, data: Slice) -> None:
        # No trading logic needed; this algorithm is only for diagnostics
        pass

Key points:

• The custom security initializer logs every security it initializes.
• Securities are only added after setting the initializer.
• Both an equity and a crypto are added to test if both trigger your initializer.
• Watch the logs for Initializing: BTCUSDT (and Initializing: AAPL) to confirm if/when your method runs for each.

If you see the equity being initialized but not the crypto, that strongly suggests a QuantConnect platform or brokerage behavior issue. If neither shows up, double-check your initializer registration.

Sources: Custom Security Initializer Algorithm, Key Concepts - QuantConnect.com, Initialization - QuantConnect.com, Settings - QuantConnect.com, docs writing algorithms securities asset classes crypto requesting data