Hi there,
Sorry if this question seems so straightforward, but i've not been able to figure it out!
I'm trying to papertrade with GDAX using the "live-paper" environment but am not having any success. I've tried to setting data-queue-handler to GDAXDataQueueHandler, but am probably missing something obvious. GDAX doesn't have a demo account for testing trades, but is this possible with LEAN?
I have no problems with GDAX and live trading, but wish to run my algorithm on paper before I set it free :)
Thanks so much in advance
Jared Broad
You have to merge the "live-paper" and "live-gdax" configuration settings to make a new one "paper-gdax".
Changed:
- to PaperBrokerage class
- to BacktestingTransactionHandler
"paper-gdax": { "live-mode": true, // real brokerage implementations require the BrokerageTransactionHandler "live-mode-brokerage": "PaperBrokerage", "data-queue-handler": "GDAXDataQueueHandler", "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler", "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler", "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed", "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler", "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler", "history-provider": "BrokerageHistoryProvider" }
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Potatowaffles
Thanks for your reply. I have tried with your configuration settings, but get thrown the following error:
ERROR:: Algorithm.Initialize() Error: Cannot create an instance of type 'QuantConnect.Brokerages.GDAX.GDAXDataQueueHandler' because a constructor could not be selected for construction. Ensure that the type either has a default constructor, or a single constructor marked with the 'System.ComponentModel.Composition.ImportingConstructorAttribute'.
Potatowaffles
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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