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Live Management

Create Live Algorithm

Introduction

Create a live algorithm.

Request

Project, compile and brokerage login information for deploying a live algorithm. The /live/create API accepts requests in the following format:

CreateLiveAlgorithmRequest Model - Request to create a live algorithm.
versionId string
example: -1
The version of the Lean used to run the algorithm. -1 is master, however, sometimes this can create problems with live deployments. If you experience problems using, try specifying the version of Lean you would like to use.
projectId integer
required
example: 23456789
Project Id.
compileId string
required
example: c0edc6-49048b
Compile Id.
nodeId string
required
Id of the node that will run the algorithm.
brokerage object Enum
required
Brokerage configurations to be used in the live algorithm. Options : ['QuantConnectSettings', 'InteractiveBrokersSettings', 'BinanceSettings', 'BinanceFuturesUSDMSettings', 'BinanceFuturesCOINSettings', 'BinanceUSSettings', 'TradierSettings', 'BitfinexSettings', 'CoinbaseSettings', 'KrakenSettings', 'BybitSettings', 'OandaSettings', 'ZerodhaSettings', 'SamcoSettings', 'WolverineSettings', 'CharlesSchwabSettings', 'TradingTechnologiesSettings', 'RBIBrokerageSettings', 'TerminalLinkSettings']
dataProviders object
required
Dictionary of data provider configurations to be used in the live algorithm.
Example 
{
  "versionId": "-1",
  "projectId": 23456789,
  "compileId": "c0edc6-49048b",
  "nodeId": "string",
  "brokerage": {
    "id": "string",
    "holdings": [
      {
        "symbolId": "string",
        "symbol": "string",
        "quantity": 0,
        "averagePrice": 0
      }
    ],
    "cash": [
      {
        "amount": 0,
        "currency": "string"
      }
    ]
  },
  "dataProviders": {
    "QuantConnectBrokerage": {
      "id": "string",
      "holdings": [
        {
          "symbolId": "string",
          "symbol": "string",
          "quantity": 0,
          "averagePrice": 0
        }
      ],
      "cash": [
        {
          "amount": 0,
          "currency": "string"
        }
      ]
    }
  }
}
QuantConnectSettings Model - QuantConnect settings for using it as a brokerage or data provider.
id string
ID of QuantConnect, this is QuantConnectBrokerage.
holdings BrokerageHolding Array
List of holdings for the brokerage.
cash CashAmount Array
List of cash amount.
Example 
{
  "id": "string",
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ],
  "cash": [
    {
      "amount": 0,
      "currency": "string"
    }
  ]
}
InteractiveBrokersSettings Model - Settings for using Interactive Brokers as brokerage or data provider.
id string
ID of InteractiveBrokers, this is InteractiveBrokersBrokerage.
ib-user-name string
Your Interactive Brokers username.
ib-password string
Your Interactive Brokers password.
ib-trading-mode string Enum
Represents the types of environments supported by Interactive Brokers for trading. Options : ['live', 'paper']
ib-account string
Your Interactive Brokers account id.
ib-weekly-restart-utc-time string($date)
Weekly restart UTC time (hh:mm:ss).
Example 
{
  "id": "string",
  "ib-user-name": "string",
  "ib-password": "string",
  "ib-trading-mode": "live",
  "ib-account": "string",
  "ib-weekly-restart-utc-time": "2021-11-26T15:18:27.693Z"
}
BinanceSettings Model - Settings for using Binance as a data provider or brokerage.
id string
ID of the brokerage, this is, BinanceBrokerage.
binance-exchange-name string
Binance exchange, this is, Binance.
binance-api-secret string
Your Binance API secret.
binance-api-key string
Your Binance API key.
binance-api-url string
Binance configuration for spot/margin. The value for this property is https://api.binance.com.
binance-websocket-url string
Binance configuration for spot/margin. The value for this property is wss://stream.binance.com:9443/ws.
holdings BrokerageHolding Array
List of holdings for the brokerage.
Example 
{
  "id": "string",
  "binance-exchange-name": "string",
  "binance-api-secret": "string",
  "binance-api-key": "string",
  "binance-api-url": "string",
  "binance-websocket-url": "string",
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ]
}
BinanceFuturesUSDMSettings Model - Settings for using Binance Futures USDM as a data provider or brokerage.
id string
ID of the brokerage, this is, BinanceBrokerage.
binance-exchange-name string
Binance exchange, this is, Binance-USDM-Futures.
binance-api-secret string
Your Binance API secret.
binance-api-key string
Your Binance API key.
binance-fapi-url string
Binance Futures configuration for spot/margin. The value for this property is https://fapi.binance.com.
binance-fwebsocket-url string
Binance Futures configuration for spot/margin. The value for this property is wss://fstream.binance.com/ws.
holdings BrokerageHolding Array
List of holdings for the brokerage.
Example 
{
  "id": "string",
  "binance-exchange-name": "string",
  "binance-api-secret": "string",
  "binance-api-key": "string",
  "binance-fapi-url": "string",
  "binance-fwebsocket-url": "string",
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ]
}
BinanceFuturesCOINSettings Model - Settings for using Binance Futures COIN as a data provider or brokerage.
id string
ID of the brokerage, this is, BinanceBrokerage.
binance-exchange-name string
Binance exchange, this is, Binance-COIN-Futures.
binance-api-secret string
Your Binance API secret.
binance-api-key string
Your Binance API key.
binance-dapi-url string
Binance Futures configuration for spot/margin. The value for this property is https://dapi.binance.com.
binance-dwebsocket-url string
Binance Futures configuration for spot/margin. The value for this property is wss://dstream.binance.com/ws.
holdings BrokerageHolding Array
List of holdings for the brokerage.
Example 
{
  "id": "string",
  "binance-exchange-name": "string",
  "binance-api-secret": "string",
  "binance-api-key": "string",
  "binance-dapi-url": "string",
  "binance-dwebsocket-url": "string",
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ]
}
BinanceUSSettings Model - Settings for using Binance US as a data provider or brokerage.
id string
ID of the brokerage, this is, BinanceBrokerage.
binance-exchange-name string
Binance exchange, this is, BinanceUS.
binanceus-api-secret string
Your Binance US API secret.
binanceus-api-key string
Your Binance US API key.
binanceus-api-url string
Binance US configuration for spot/margin. The value for this property is https://api.binance.us.
binanceus-websocket-url string
Binance US configuration for spot/margin. The value for this property is wss://stream.binance.us:9443/ws.
holdings BrokerageHolding Array
List of holdings for the brokerage.
Example 
{
  "id": "string",
  "binance-exchange-name": "string",
  "binanceus-api-secret": "string",
  "binanceus-api-key": "string",
  "binanceus-api-url": "string",
  "binanceus-websocket-url": "string",
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ]
}
TradierSettings Model - Settings for using Tradier as a data provider.
id string
ID of the brokerage, this is, TradierBrokerage.
tradier-account-id string
Your Tradier account id.
tradier-access-token string
Your Tradier access token.
tradier-environment string Enum
Whether the developer sandbox should be used. Options : ['live', 'paper']
Example 
{
  "id": "string",
  "tradier-account-id": "string",
  "tradier-access-token": "string",
  "tradier-environment": "live"
}
BitfinexSettings Model - Settings for using Bitfinex as a data provider or brokerage.
id string
ID of the brokerage, this is, BitfinexBrokerage.
bitfinex-api-key string
Your Bitfinex API key.
bitfinex-api-secret string
Your Bitfinex API secret.
Example 
{
  "id": "string",
  "bitfinex-api-key": "string",
  "bitfinex-api-secret": "string"
}
CoinbaseSettings Model - Settings for using Coinbase as a data provider or brokerage.
id string
ID of the brokerage, this is, CoinbaseBrokerage.
coinbase-api-key string
Your Coinbase Advanced Trade API key.
coinbase-api-secret string
Your Coinbase Advanced Trade API secret.
coinbase-url string
Coinbase URL, this is, wss://advanced-trade-ws.coinbase.com.
coinbase-rest-api string
Coinbase REST API, this is, https://api.coinbase.com.
holdings BrokerageHolding Array
List of holdings for the brokerage.
Example 
{
  "id": "string",
  "coinbase-api-key": "string",
  "coinbase-api-secret": "string",
  "coinbase-url": "string",
  "coinbase-rest-api": "string",
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ]
}
KrakenSettings Model - Settings for using Kraken as a data provider.
id string
ID of the brokerage, this is, KrakenBrokerage.
kraken-api-key string
Your Kraken API key.
kraken-api-secret string
Your Kraken API secret.
kraken-verification-tier string
Your Kraken Verification Tier.
Example 
{
  "id": "string",
  "kraken-api-key": "string",
  "kraken-api-secret": "string",
  "kraken-verification-tier": "string"
}
BybitSettings Model - Settings for using Bybit as a data provider or brokerage.
id string
ID of the brokerage, this is, BybitBrokerage.
bybit-api-key string
Your Bybit API key.
bybit-api-secret string
Your Bybit API secret.
bybit-vip-level string
Your Bybit VIP Level.
bybit-use-testnet string Enum
Whether the testnet should be used. Options : ['live', 'paper']
bybit-api-url string
Bybit API URL, this is, https://api-testnet.bybit.com.
bybit-websocket-url string
Bybit Websocket URL, this is, wss://stream.bybit.com.
holdings BrokerageHolding Array
List of holdings for the brokerage.
Example 
{
  "id": "string",
  "bybit-api-key": "string",
  "bybit-api-secret": "string",
  "bybit-vip-level": "string",
  "bybit-use-testnet": "live",
  "bybit-api-url": "string",
  "bybit-websocket-url": "string",
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ]
}
OandaSettings Model - Settings for using Oanda as a data provider or brokerage.
id string
ID of the brokerage, this is, OandaBrokerage.
oanda-account-id string
Your OANDA account id can be found on your OANDA Account Statement page (https://www.oanda.com/account/statement/). It follows the following format '###-###-######-###'.
oanda-access-token string
Your OANDA API token. You can generate an API token from the Manage API Access page (https://www.oanda.com/account/tpa/personal_token).
oanda-environment string Enum
The environment to run in, Practice for fxTrade Practice, Trade for fxTrade. Options : ['Practice', 'Trade']
Example 
{
  "id": "string",
  "oanda-account-id": "string",
  "oanda-access-token": "string",
  "oanda-environment": "Practice"
}
ZerodhaSettings Model - Settings for using Zerodha as a data provider or brokerage.
id string
Brokerage ID, this is, ZerodhaBrokerage.
zerodha-api-key string
Your Kite Connect API key.
zerodha-access-token string
Your Kite Connect access token.
zerodha-product-type string Enum
The product type must be set to MIS if you are targeting intraday products, CNC if you are targeting delivery products or NRML if you are targeting carry forward products. Options : ['mis', 'cnc', 'nrml']
zerodha-trading-segment string Enum
The trading segment must be set to 'equity' if you are trading equities on NSE or BSE, or 'commodity' if you are trading commodities on MCX. Options : ['equity', 'commodity']
zerodha-history-subscription boolean
Whether you have a history API subscription for Zerodha.
Example 
{
  "id": "string",
  "zerodha-api-key": "string",
  "zerodha-access-token": "string",
  "zerodha-product-type": "mis",
  "zerodha-trading-segment": "equity",
  "zerodha-history-subscription": true
}
SamcoSettings Model - Settings for using Samco as a data provider or brokerage.
id string
Brokerage ID, this is, SamcoBrokerage.
samco-client-id string
Your Samco account Client ID.
samco-client-password string
Your Samco account password.
samco-year-of-birth integer
Your year of birth (YYYY) registered with Samco.
samco-product-type string Enum
MIS if you are targeting intraday products, CNC if you are targeting delivery products, NRML if you are targeting carry forward products. Options : ['mis', 'cnc', 'nrml']
samco-trading-segment string Enum
\'equity\' if you are trading equities on NSE or BSE, commodity if you are trading \'commodities\' on MCX. Options : ['equity', 'commodity']
Example 
{
  "id": "string",
  "samco-client-id": "string",
  "samco-client-password": "string",
  "samco-year-of-birth": 0,
  "samco-product-type": "mis",
  "samco-trading-segment": "equity"
}
WolverineSettings Model - Settings for using Wolverine Execution Services as a brokerage.
id string
Brokerage ID, this is, WolverineBrokerage.
wolverine-on-behalf-of-comp-id string
Value used to identify the trading firm.
wolverine-account string
Wolverine Execution Services account name.
cash CashAmount Array
List of cash amount.
holdings BrokerageHolding Array
List of holdings for the brokerage.
Example 
{
  "id": "string",
  "wolverine-on-behalf-of-comp-id": "string",
  "wolverine-account": "string",
  "cash": [
    {
      "amount": 0,
      "currency": "string"
    }
  ],
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ]
}
CharlesSchwabSettings Model - Settings for using Charles Schwab as a data provider or brokerage.
id string
Brokerage ID, this is, Charles Schwab.
charles-schwab-app-key string
Your Charles Schwab app key.
charles-schwab-secret string
Your Charles Schwab secret.
charles-schwab-account-number string
Your Charles Schwab account number.
Example 
{
  "id": "string",
  "charles-schwab-app-key": "string",
  "charles-schwab-secret": "string",
  "charles-schwab-account-number": "string"
}
TradingTechnologiesSettings Model - Settings for using Trading Technologies as a brokerage.
id string
Brokerage ID, this is, TradingTechnologiesBrokerage.
tt-user-name string
Trading Technologies user name.
tt-session-password string
Trading Technologies session password.
tt-account-name string
Trading Technologies account name.
tt-rest-app-key string
Trading Technologies App key.
tt-rest-app-secret string
Trading Technologies App secret.
tt-rest-environment string Enum
Environment in which the brokerage Trading Technologies will be used. Options : ['live', 'uat']
tt-order-routing-sender-comp-id string
Trading Technologies remote comp id.
cash CashAmount Array
List of cash amount.
Example 
{
  "id": "string",
  "tt-user-name": "string",
  "tt-session-password": "string",
  "tt-account-name": "string",
  "tt-rest-app-key": "string",
  "tt-rest-app-secret": "string",
  "tt-rest-environment": "live",
  "tt-order-routing-sender-comp-id": "string",
  "cash": [
    {
      "amount": 0,
      "currency": "string"
    }
  ]
}
RBIBrokerageSettings Model - Settings for using RBI as a brokerage.
id string
Brokerage ID, this is, RBIBrokerage.
rbi-on-behalf-of-comp-id string
Value used to identify the trading firm.
rbi-account string
RBI account name.
cash CashAmount Array
List of cash amount.
holdings BrokerageHolding Array
List of holdings for the brokerage.
Example 
{
  "id": "string",
  "rbi-on-behalf-of-comp-id": "string",
  "rbi-account": "string",
  "cash": [
    {
      "amount": 0,
      "currency": "string"
    }
  ],
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ]
}
TerminalLinkSettings Model - Settings for using TerminalLink as a brokerage.
id string
Brokerage ID, this is TerminalLinkBrokerage.
terminal-link-connection-type string Enum
Terminal Link Connection Type [DAPI, SAPI]. Options : ['DAPI', 'SAPI']
cash CashAmount Array
List of cash amount.
holdings BrokerageHolding Array
List of holdings for the brokerage.
Example 
{
  "id": "string",
  "terminal-link-connection-type": "DAPI",
  "cash": [
    {
      "amount": 0,
      "currency": "string"
    }
  ],
  "holdings": [
    {
      "symbolId": "string",
      "symbol": "string",
      "quantity": 0,
      "averagePrice": 0
    }
  ]
}
BrokerageHolding Model - Holding object class for creating a live algorithm.
symbolId string
Symbol ID of the holding.
symbol string
Symbol ticker of the holding.
quantity number
Quantity of the Symbol we hold.
averagePrice number
Average Price of our Holding in the currency the symbol is traded in.
Example 
{
  "symbolId": "string",
  "symbol": "string",
  "quantity": 0,
  "averagePrice": 0
}
CashAmount Model - Represents a cash amount which can be converted to account currency using a currency converter.
amount number
The amount of cash.
currency string
The currency in which the cash amount is denominated.
Example 
{
  "amount": 0,
  "currency": "string"
}

Responses

The /live/create API provides a response in the following format:

200 Success

CreateLiveAlgorithmResponse Model - Response received when deploying a live algorithm.
live LiveAlgorithm object
Live algorithm instance result from the QuantConnect Rest API.
success boolean
Indicate if the API request was successful.
errors string Array
List of errors with the API call.
Example 
{
  "live": {
    "projectId": 23456789,
    "deployId": "L-sdf86b7045bb83203e79d2aa6150b321",
    "status": "DeployError",
    "launched": "2021-11-26T15:18:27.693Z",
    "stopped": "2021-11-26T15:18:27.693Z",
    "brokerage": "Interactive",
    "subscription": "string",
    "error": "string",
    "success": true,
    "errors": [
      "string"
    ]
  },
  "success": true,
  "errors": [
    "string"
  ]
}
LiveAlgorithm Model - Live algorithm instance result from the QuantConnect Rest API.
projectId integer
required
example: 23456789
Project Id for the live instance.
deployId string
example: L-sdf86b7045bb83203e79d2aa6150b321
Unique live algorithm deployment identifier (similar to a backtest id).
status string Enum
States of a live deployment. Options : ['DeployError', 'InQueue', 'Running', 'Stopped', 'Liquidated', 'Deleted', 'Completed', 'RuntimeError', 'Invalid', 'LoggingIn', 'Initializing', 'History']
launched string($date-time)
Datetime the algorithm was launched in UTC.
stopped string($date-time)
Datetime the algorithm was stopped in UTC, null if its still running.
brokerage string Enum
Brokerage. Options : ['Interactive', 'FXCM', 'Oanda', 'Tradier', 'PaperBrokerage', 'Alpaca', 'Bitfinex', 'Binance', 'Coinbase']
subscription string
Chart we're subscribed to.
error string
Live algorithm error message from a crash or algorithm runtime error.
success boolean
Indicate if the API request was successful.
errors string Array
List of errors with the API call.
Example 
{
  "projectId": 23456789,
  "deployId": "L-sdf86b7045bb83203e79d2aa6150b321",
  "status": "DeployError",
  "launched": "2021-11-26T15:18:27.693Z",
  "stopped": "2021-11-26T15:18:27.693Z",
  "brokerage": "Interactive",
  "subscription": "string",
  "error": "string",
  "success": true,
  "errors": [
    "string"
  ]
}

401 Authentication Error

UnauthorizedError Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
www_authenticate string
Header

Examples

The following example demonstates creating, reading, updating, and listing live algorithms of a project through the cloud API.

from base64 import b64encode
from hashlib import sha256
from time import time
from requests import get, post
BASE_URL = 'https://www.quantconnect.com/api/v2/'

# You need to replace these with your actual credentials.
# You can request your credentials at https://www.quantconnect.com/settings/
# You can find our organization ID at https://www.quantconnect.com/organization/ 
USER_ID = 0
API_TOKEN = '____'
ORGANIZATION_ID = '____'

def get_headers():
    # Get timestamp
    timestamp = f'{int(time())}'
    time_stamped_token = f'{API_TOKEN}:{timestamp}'.encode('utf-8')

    # Get hased API token
    hashed_token = sha256(time_stamped_token).hexdigest()
    authentication = f'{USER_ID}:{hashed_token}'.encode('utf-8')
    authentication = b64encode(authentication).decode('ascii')

    # Create headers dictionary.
    return {
        'Authorization': f'Basic {authentication}',
        'Timestamp': timestamp
    }

# Authenticate to verify credentials
response = post(f'{BASE_URL}/authenticate', headers = get_headers())
print(response.json())

# --------------------


### Create Live Algorithm
# Define placeholder IDs for compilation and node (replace with actual values)
project_id = 12345678
compile_id = "compile_id..."
node_id = "node_id..."
# Prepare the data payload for creating a live algorithm with necessary details
payload = {
    "versionId": "-1",  # Use the latest version of the algorithm
    "projectId": project_id,  # ID of the project to deploy as a live algorithm
    "compileId": compile_id,  # Compilation ID for the algorithm code
    "nodeId": node_id,  # Node ID where the algorithm will run
    "brokerage": {  # Brokerage configuration for live trading
        "id": "QuantConnectBrokerage",  # Brokerage identifier
        "user": "",  # Brokerage username (replace with actual value)
        "password": "",  # Brokerage password (replace with actual value)
        "environment": "live-paper",  # Trading environment (live or paper)
        "account": ""  # Brokerage account ID (replace with actual value)
    },
    "dataProviders": {  # Data provider configuration
        "QuantConnectBrokerage": {
            "id": "QuantConnectBrokerage"  # Data provider identifier
        }
    },
    "parameters": {},  # Optional algorithm parameters (empty in this example)
    "notification": {}  # Optional notification settings (empty in this example)
}
# Send a POST request to the /live/create endpoint to deploy the algorithm
response = post(f'{BASE_URL}/live/create', headers=get_headers(), json=data)
# Parse the JSON response into python managable dict from the API
result = response.json()
# Extract the deploy ID from the response for future operations
deploy_id = result['deployId']
# Check if the request was successful and print the result
if result['success']:
    print("Live Algorithm Created Successfully:")
    print(result)

### Read Live Algorithm Statistics
# Prepare data payload with project and deploy IDs to fetch statistics
payload = {
    "projectId": project_id,  # ID of the project
    "deployId": deploy_id  # ID of the deployed live algorithm
}
# Send a POST request to the /live/read endpoint to get algorithm statistics
response = post(f'{BASE_URL}/live/read', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the statistics
if result['success']:
    print("Live Algorithm Statistics:")
    print(result)

### Liquidate Live Algorithm
# Prepare data payload with project ID to liquidate the algorithm
payload = {
    "projectId": project_id  # ID of the project to liquidate
}
# Send a POST request to the /live/update/liquidate endpoint to liquidate
response = post(f'{BASE_URL}/live/update/liquidate', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the result
if result['success']:
    print("Live Algorithm Liquidated Successfully:")
    print(result)

### Stop Live Algorithm
# Prepare data payload with project ID to stop the algorithm
payload = {
    "projectId": project_id  # ID of the project to stop
}
# Send a POST request to the /live/update/stop endpoint to stop the algorithm
response = post(f'{BASE_URL}/live/update/stop', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the result
if result['success']:
    print("Live Algorithm Stopped Successfully:")
    print(result)

### List Live Algorithms
# Prepare data payload with filters for listing live algorithms
payload = {
    "status": "Running",  # Filter to show only running algorithms
    "start": 1717801200,  # Start time (Unix timestamp) for the list range
    "end": 1743462000  # End time (Unix timestamp) for the list range
}
# Send a POST request to the /live/list endpoint to list algorithms
response = post(f'{BASE_URL}/live/list', headers=get_headers(), json=payload)
# Parse the JSON response into python managable dict
result = response.json()
# Check if the request was successful and print the list
if result['success']:
    print("List of Live Algorithms:")
    print(result)

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