wehub-resource-sync
821 lines
37 KiB
JSON
821 lines
37 KiB
JSON
{
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// this configuration file works by first loading all top-level
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// configuration items and then will load the specified environment
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// on top, this provides a layering affect. environment names can be
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// anything, and just require definition in this file. There's
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// two predefined environments, 'backtesting' and 'live', feel free
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// to add more!
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"environment": "backtesting", // "live-paper", "backtesting", "live-interactive", "live-interactive-iqfeed"
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// algorithm class selector
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"algorithm-type-name": "BasicTemplateFrameworkAlgorithm",
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// Algorithm language selector - options CSharp, Python
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"algorithm-language": "CSharp",
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//Physical DLL location
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"algorithm-location": "QuantConnect.Algorithm.CSharp.dll",
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//"algorithm-location": "../../../Algorithm.Python/BasicTemplateFrameworkAlgorithm.py",
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//Research notebook
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//"composer-dll-directory": ".",
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// engine
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"data-folder": "../../../Data/",
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// debugging configuration - options for debugging-method LocalCmdLine, VisualStudio, Debugpy, PyCharm
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"debugging": false,
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"debugging-method": "LocalCmdline",
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// location of a python virtual env to use libraries from
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//"python-venv": "/venv",
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// handlers
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"log-handler": "QuantConnect.Logging.CompositeLogHandler",
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"messaging-handler": "QuantConnect.Messaging.Messaging",
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"job-queue-handler": "QuantConnect.Queues.JobQueue",
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"api-handler": "QuantConnect.Api.Api",
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"map-file-provider": "QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider",
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"factor-file-provider": "QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider",
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"data-provider": "QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider",
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"data-channel-provider": "DataChannelProvider",
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"object-store": "QuantConnect.Lean.Engine.Storage.LocalObjectStore",
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"data-aggregator": "QuantConnect.Lean.Engine.DataFeeds.AggregationManager",
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// limits on number of symbols to allow
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"symbol-minute-limit": 10000,
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"symbol-second-limit": 10000,
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"symbol-tick-limit": 10000,
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// retry lookback periods for automatic security seed history requests
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"seed-lookback-period": 5,
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"seed-retry-minute-lookback-period": 1440,
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"seed-retry-hour-lookback-period": 24,
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"seed-retry-daily-lookback-period": 10,
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// Ignore unknown asset types from brokerages
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"ignore-unknown-asset-holdings": true,
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// The maximum amount of transaction threads for concurrent order submissions if the brokerage supports it.
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// The pool starts at the minimum and grows up to the maximum on demand.
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//"minimum-transaction-threads": 2,
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//"maximum-transaction-threads": 10,
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// log missing data files, useful for debugging
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"show-missing-data-logs": false,
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// For live trading during warmup we limit the amount of historical data fetched from the history provider and expect the data to be on disk for older data
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"maximum-warmup-history-days-look-back": 5,
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// limits the amount of data points per chart series. Applies only for backtesting
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"maximum-data-points-per-chart-series": 1000000,
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"maximum-chart-series": 30,
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// if one uses true in following token, market hours will remain open all hours and all days.
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// if one uses false will make lean operate only during regular market hours.
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"force-exchange-always-open": false,
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// save list of transactions to the specified csv file
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"transaction-log": "",
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// Prefix for Windows reserved filenames
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"reserved-words-prefix": "@",
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// To get your api access token go to quantconnect.com/account
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"job-user-id": "0",
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"api-access-token": "",
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"job-organization-id": "",
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// live data configuration
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"live-data-url": "ws://www.quantconnect.com/api/v2/live/data/",
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"live-data-port": 8020,
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// live portfolio state
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"live-cash-balance": "",
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"live-holdings": "[]",
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// interactive brokers configuration
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"ib-account": "",
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"ib-user-name": "",
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"ib-password": "",
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"ib-host": "127.0.0.1",
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"ib-port": "4002",
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"ib-agent-description": "Individual",
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"ib-tws-dir": "C:\\Jts",
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"ib-trading-mode": "paper",
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"ib-enable-delayed-streaming-data": false,
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"ib-weekly-restart-utc-time": "22:00:00",
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"ib-financial-advisors-group-filter": "",
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// tradier configuration
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"tradier-environment": "paper",
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"tradier-account-id": "",
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"tradier-access-token": "",
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// oanda configuration
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"oanda-environment": "Practice",
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"oanda-access-token": "",
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"oanda-account-id": "",
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// fxcm configuration
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"fxcm-server": "http://www.fxcorporate.com/Hosts.jsp",
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"fxcm-terminal": "Demo", //Real or Demo
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"fxcm-user-name": "",
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"fxcm-password": "",
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"fxcm-account-id": "",
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// iqfeed configuration
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"iqfeed-host": "127.0.0.1",
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"iqfeed-username": "",
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"iqfeed-password": "",
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"iqfeed-productName": "",
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"iqfeed-version": "1.0",
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// coinbase configuration
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"coinbase-rest-api": "https://api.coinbase.com",
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"coinbase-url": "wss://advanced-trade-ws.coinbase.com",
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"coinbase-api-key": "",
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"coinbase-api-secret": "",
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// bitfinex configuration
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"bitfinex-api-secret": "",
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"bitfinex-api-key": "",
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// binance configuration
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"binance-api-secret": "",
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"binance-api-key": "",
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// spot/margin
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"binance-api-url": "https://api.binance.com",
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"binance-websocket-url": "wss://stream.binance.com:9443/ws",
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"binance-orders-websocket-url": "wss://ws-api.binance.com:9443/ws-api/v3",
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// USDT futures
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"binance-fapi-url": "https://fapi.binance.com",
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"binance-fwebsocket-url": "wss://fstream.binance.com/private/ws",
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// Coin futures
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"binance-dapi-url": "https://dapi.binance.com",
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"binance-dwebsocket-url": "wss://dstream.binance.com/ws",
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// binance.us configuration
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"binanceus-api-secret": "",
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"binanceus-api-key": "",
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"binanceus-api-url": "https://api.binance.us",
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"binanceus-websocket-url": "wss://stream.binance.us:9443/ws",
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// bybit configuration
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"bybit-api-secret": "",
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"bybit-api-key": "",
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"bybit-api-url": "https://api.bybit.com",
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"bybit-websocket-url": "wss://stream.bybit.com",
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// dydx configuration
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//"dydx-mnemonic": "",
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"dydx-private-key-hex": "",
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"dydx-address": "",
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"dydx-subaccount-number": 0,
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"dydx-node-api-rest": "https://dydx-ops-rest.kingnodes.com",
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"dydx-node-api-grpc": "https://dydx-ops-grpc.kingnodes.com:443",
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"dydx-indexer-api-rest": "https://indexer.dydx.trade/v4",
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"dydx-indexer-api-wss": "wss://indexer.dydx.trade/v4/ws",
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"dydx-chain-id": "dydx-mainnet-1",
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// Eze configuration
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"eze-api-address-url": "",
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"eze-port": "",
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"eze-domain": "",
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"eze-locale": "",
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"eze-password": "",
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"eze-user-name": "",
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"eze-trading-route": "",
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"eze-trading-account": "",
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// kraken configuration
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"kraken-api-secret": "",
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"kraken-api-key": "",
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"kraken-verification-tier": "Starter", // Starter, Intermediate, Pro
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// wolverine configuration
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"wolverine-host": "",
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"wolverine-port": "",
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"wolverine-account": "",
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"wolverine-sender-comp-id": "",
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"wolverine-target-comp-id": "",
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"wolverine-on-behalf-of-comp-id": "",
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"wolverine-log-fix-messages": false,
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// RBI configuration
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"rbi-host": "",
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"rbi-port": "",
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"rbi-account": "",
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"rbi-sender-comp-id": "",
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"rbi-target-comp-id": "",
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"rbi-on-behalf-of-comp-id": "",
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"rbi-log-fix-messages": false,
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// Trading Technologies configuration
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"tt-user-name": "",
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"tt-session-password": "",
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"tt-account-name": "",
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"tt-rest-app-key": "",
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"tt-rest-app-secret": "",
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"tt-rest-environment": "",
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"tt-market-data-sender-comp-id": "",
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"tt-market-data-target-comp-id": "",
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"tt-market-data-host": "",
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"tt-market-data-port": "",
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"tt-order-routing-sender-comp-id": "",
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"tt-order-routing-target-comp-id": "",
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"tt-order-routing-host": "",
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"tt-order-routing-port": "",
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"tt-log-fix-messages": false,
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// Trade Station configuration
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"trade-station-client-id": "",
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"trade-station-client-secret": "",
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"trade-station-redirect-url": "http://localhost",
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"trade-station-refresh-token": "",
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"trade-station-api-url": "https://sim-api.tradestation.com",
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"trade-station-account-type": "Cash|Margin|Futures",
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"trade-station-account-id": "",
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// Alpaca configuration
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"alpaca-api-key": "",
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"alpaca-api-secret": "",
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"alpaca-access-token": "",
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"alpaca-paper-trading": true,
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// Charles Schwab configuration
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"charles-schwab-api-url": "https://api.schwabapi.com",
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"charles-schwab-app-key": "",
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"charles-schwab-secret": "",
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"charles-schwab-account-number": "",
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// Case 1 (normal)
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"charles-schwab-refresh-token": "",
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// Case 2 (developing)
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"charles-schwab-authorization-code-from-url": "",
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"charles-schwab-redirect-url": "",
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// Webull configuration
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"webull-api-url": "https://api.webull.com",
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"webull-trade-grpc-url": "https://events-api.webull.com",
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"webull-app-key": "",
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"webull-app-secret": "",
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"webull-account-id": "",
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// Tastytrade configuration
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"tastytrade-api-url": "",
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"tastytrade-websocket-url": "",
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"tastytrade-username": "",
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"tastytrade-password": "",
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"tastytrade-account-number": "",
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// Public.com configuration
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"public-api-url": "https://api.public.com",
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"public-secret-key": "",
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// Users can have multiple different accounts
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"public-account-number": "",
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// Exante trading configuration
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// client-id, application-id, shared-key are required to access Exante REST API
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// Exante generates them at https://exante.eu/clientsarea/dashboard/ after adding an application
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"exante-client-id": "",
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"exante-application-id": "",
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"exante-shared-key": "",
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"exante-account-id": "", // Account-id is assigned after registration at Exante
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"exante-platform-type": "", // Environment of the application: live or demo
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// Required to access data from Nasdaq
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// To get your access token go to https://data.nasdaq.com/account/profile
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"nasdaq-auth-token": "",
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// Required to access data from Tiingo
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// To get your access token go to https://www.tiingo.com
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"tiingo-auth-token": "",
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// Required to access data from US Energy Information Administration
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// To get your access token go to https://www.eia.gov/opendata
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"us-energy-information-auth-token": "",
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// Required for IEX history requests
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"iex-cloud-api-key": "",
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// Required for market data from Coin API
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"coinapi-api-key": "",
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"coinapi-product": "free", // free, startup, streamer, professional, enterprise
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// Required for streaming Polygon.io data
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// To get your access token go to https://polygon.io
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"polygon-api-key": "",
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// zerodha configuration goto https://kite.trade
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"zerodha-access-token": "",
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"zerodha-api-key": "",
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"zerodha-product-type": "MIS", //MIS(Intraday) or CNC(Delivery) or NRML(Carry Forward)
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"zerodha-trading-segment": "EQUITY", // EQUITY(NSE,BSE) or COMMODITY (MCX)
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"zerodha-history-subscription": "false", // "true" if History API Subscription available
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//samco configuration go to https://www.samco.in/stocknote-api
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"samco-client-id": "",
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"samco-client-password": "",
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"samco-year-of-birth": "",
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"samco-product-type": "MIS", //MIS(Intraday) or CNC(Delivery) or NRML(Carry Forward)
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"samco-trading-segment": "EQUITY", // EQUITY(NSE,BSE) or COMMODITY (MCX)
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// FTX configuration
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"ftx-account-tier": "Tier1", // accept "Tier1", "Tier2", "Tier3", "Tier4", "Tier5", "Tier6", "VIP1", "VIP2", "VIP3", "MM1", "MM2", "MM3"
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"ftx-api-secret": "",
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"ftx-api-key": "",
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// FTX.US configuration
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"ftxus-account-tier": "Tier1", // accept "Tier1", "Tier2", "Tier3", "Tier4", "Tier5", "Tier6", "Tier7", "Tier8", "Tier9", "VIP1", "VIP2", "MM1", "MM2", "MM3"
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"ftxus-api-secret": "",
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"ftxus-api-key": "",
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// parameters to set in the algorithm (the below are just samples)
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"parameters": {
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// Intrinio account user and password
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"intrinio-username": "",
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"intrinio-password": "",
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"ema-fast": 10,
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"ema-slow": 20
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},
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// specify supported languages when running regression tests
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"regression-test-languages": [ "CSharp", "Python" ],
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// Additional paths to include in python for import resolution
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"python-additional-paths": [],
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"environments": {
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// defines the 'backtesting' environment
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"backtesting": {
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"live-mode": false,
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"setup-handler": "QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler",
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"result-handler": "QuantConnect.Lean.Engine.Results.BacktestingResultHandler",
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"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed",
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"real-time-handler": "QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler",
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"history-provider": [ "QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider" ],
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"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler"
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},
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// defines the 'live-paper' environment
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"live-paper": {
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"live-mode": true,
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// the paper brokerage requires the BacktestingTransactionHandler
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"live-mode-brokerage": "PaperBrokerage",
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"setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
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"result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
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"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
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"data-queue-handler": [ "QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue" ],
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"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
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"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler"
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},
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// defines 'live-zerodha' environment
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"live-zerodha": {
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"live-mode": true,
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// real brokerage implementations require the BrokerageTransactionHandler
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"live-mode-brokerage": "ZerodhaBrokerage",
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"data-queue-handler": [ "ZerodhaBrokerage" ],
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"setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
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"result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
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"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
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"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
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"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
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"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
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},
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// defines 'live-samco' environment
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"live-samco": {
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"live-mode": true,
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// real brokerage implementations require the BrokerageTransactionHandler
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"live-mode-brokerage": "SamcoBrokerage",
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"data-queue-handler": [ "SamcoBrokerage" ],
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"setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
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"result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
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"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
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"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
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"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
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"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
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},
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// defines the 'live-tradier' environment
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"live-tradier": {
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"live-mode": true,
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// this setting will save tradier access/refresh tokens to a tradier-tokens.txt file
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// that can be read in next time, this makes it easier to start/stop a tradier algorithm
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"tradier-save-tokens": true,
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// real brokerage implementations require the BrokerageTransactionHandler
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"live-mode-brokerage": "TradierBrokerage",
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"data-queue-handler": [ "TradierBrokerage" ],
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"setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
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"result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
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"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
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"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
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"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
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"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
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},
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// defines the 'live-interactive' environment
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"live-interactive": {
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"live-mode": true,
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// real brokerage implementations require the BrokerageTransactionHandler
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"live-mode-brokerage": "InteractiveBrokersBrokerage",
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"setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
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"result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
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"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
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"data-queue-handler": [ "InteractiveBrokersBrokerage" ],
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"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
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"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
// defines the 'live-interactive-iqfeed' environment
|
|
"live-interactive-iqfeed": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "InteractiveBrokersBrokerage",
|
|
"setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
|
|
"result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
|
|
"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
|
|
"data-queue-handler": [ "QuantConnect.IQFeed.IQFeedDataQueueHandler" ],
|
|
"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
|
|
"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
|
|
"history-provider": [ "QuantConnect.IQFeed.IQFeedDataQueueHandler", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
// defines the 'live-fxcm' environment
|
|
"live-fxcm": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "FxcmBrokerage",
|
|
"data-queue-handler": [ "FxcmBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
// defines the 'live-oanda' environment
|
|
"live-oanda": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "OandaBrokerage",
|
|
"data-queue-handler": [ "OandaBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-coinbase": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "CoinbaseBrokerage",
|
|
"data-queue-handler": [ "CoinbaseBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-bitfinex": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "BitfinexBrokerage",
|
|
"data-queue-handler": [ "BitfinexBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-binance": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "BinanceBrokerage",
|
|
"data-queue-handler": [ "BinanceBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-futures-binance": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "BinanceFuturesBrokerage",
|
|
"data-queue-handler": [ "BinanceFuturesBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-coin-futures-binance": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "BinanceCoinFuturesBrokerage",
|
|
"data-queue-handler": [ "BinanceCoinFuturesBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-binanceus": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "BinanceUSBrokerage",
|
|
"data-queue-handler": [ "BinanceUSBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-bybit": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "BybitBrokerage",
|
|
"data-queue-handler": [ "BybitBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-trade-station": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "TradeStationBrokerage",
|
|
"data-queue-handler": [ "TradeStationBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-alpaca": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "AlpacaBrokerage",
|
|
"data-queue-handler": [ "AlpacaBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-futures-bybit": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "BybitFuturesBrokerage",
|
|
"data-queue-handler": [ "BybitFuturesBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
// defines the 'live-trading-technologies' environment
|
|
"live-trading-technologies": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "TradingTechnologiesBrokerage",
|
|
"data-queue-handler": [ "TradingTechnologiesBrokerage" ],
|
|
"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.BrokerageTransactionHandler"
|
|
},
|
|
|
|
// defines the 'live-kraken' environment
|
|
"live-kraken": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "KrakenBrokerage",
|
|
"data-queue-handler": [ "KrakenBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
// defines the 'live-ftx' environment
|
|
"live-ftx": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "QuantConnect.FTXBrokerage.FTXBrokerage",
|
|
"data-queue-handler": [ "QuantConnect.FTXBrokerage.FTXBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-exante": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "QuantConnect.ExanteBrokerage.ExanteBrokerage",
|
|
"data-queue-handler": [ "QuantConnect.ExanteBrokerage.ExanteBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": "BrokerageHistoryProvider"
|
|
},
|
|
|
|
// defines the 'live-ftxus' environment
|
|
"live-ftxus": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "QuantConnect.FTXBrokerage.FTXUSBrokerage",
|
|
"data-queue-handler": [ "QuantConnect.FTXBrokerage.FTXUSBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-wolverine": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "WolverineBrokerage",
|
|
"history-provider": [ "SubscriptionDataReaderHistoryProvider" ],
|
|
"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.BrokerageTransactionHandler"
|
|
},
|
|
|
|
"live-charlesschwab": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "CharlesSchwabBrokerage",
|
|
"data-queue-handler": [ "CharlesSchwabBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-tastytrade": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "TastytradeBrokerage",
|
|
"data-queue-handler": [ "TastytradeBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
"live-rbi": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "RBIBrokerage",
|
|
"data-queue-handler": [ "QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue" ],
|
|
"history-provider": [ "SubscriptionDataReaderHistoryProvider" ],
|
|
"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.BrokerageTransactionHandler"
|
|
},
|
|
|
|
// defines the 'live-eze' environment
|
|
"live-eze": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "QuantConnect.EzeBrokerage.EzeBrokerage",
|
|
"data-queue-handler": [ "QuantConnect.EzeBrokerage.EzeBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
// defines the 'live-webull' environment
|
|
"live-webull": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "WebullBrokerage",
|
|
"data-queue-handler": [ "WebullBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
// defines the 'live-public' environment
|
|
"live-public": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "PublicBrokerage",
|
|
"data-queue-handler": [ "PublicBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
},
|
|
|
|
// defines the 'live-dydx' environment
|
|
"live-dydx": {
|
|
"live-mode": true,
|
|
|
|
// real brokerage implementations require the BrokerageTransactionHandler
|
|
"live-mode-brokerage": "dYdXBrokerage",
|
|
"data-queue-handler": [ "dYdXBrokerage" ],
|
|
"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.BrokerageTransactionHandler",
|
|
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
|
|
}
|
|
}
|
|
} |