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Crypto mutli feed/execution

1.can i connect lean to get tick data from 2 or more crypto exchanges? 

2. can i build smart order routing inside which will let me execute 100 BTC in thie 2 exchanges according to the best price/vwap/etc. ?

3. how fast will it tak to backtest based on tick data? (i assume i can load it from a file)

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1. Can i connect lean to get tick data from 2 or more crypto exchanges? 
> Yes,

2. No; adding two brokerages broke alot of things so at the moment we don't support it.

3. Depends on your computer. 100-300k ticks per second.

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Update Backtest





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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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