Getting started with QuantConnect, and I have some entry level questions.

What is the latest on Visual Studio Support? The instructions ( are deprecated with a replacement coming in 2020.

What are the coding limitations / restrictions? Specifically, can I import my own libraries for machine learning or api data access (alternative data sources).

What are the hosting limitations? Can I self host / run the framework on a localhost or owned server?

I have trouble understanding the lifecycle of the QCAlgorithom. When methods get called, and why. For instance, when I set the resolution of the Universe, can I assume that asset filtering and all subsequent methods in the algo will run hourly? A high level flow might be nice. 

When is threading used? I noticed task 157 used concurrent dictionaries. When is threading a user concern?

I noticed level 1 quote data is in the works. What about Level 2 data? My current strategy includes looking at Level2 data for bid/ask walls.