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config.json
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config.json
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{
// this configuration file works by first loading all top-level
// configuration items and then will load the specified environment
// on top, this provides a layering affect. environment names can be
// anything, and just require definition in this file. There's
// two predefined environments, 'backtesting' and 'live', feel free
// to add more!
"environment": "backtesting", // "live-paper", "backtesting", "live-interactive", "live-interactive-iqfeed"
// algorithm class selector
"algorithm-type-name": "BasicTemplateFrameworkAlgorithm",
// Algorithm language selector - options CSharp, Python
"algorithm-language": "CSharp",
//Physical DLL location
"algorithm-location": "QuantConnect.Algorithm.CSharp.dll",
//"algorithm-location": "../../../Algorithm.Python/BasicTemplateFrameworkAlgorithm.py",
//Research notebook
//"composer-dll-directory": ".",
// engine
"data-folder": "../../../Data/",
// debugging configuration - options for debugging-method LocalCmdLine, VisualStudio, Debugpy, PyCharm
"debugging": false,
"debugging-method": "LocalCmdline",
// location of a python virtual env to use libraries from
//"python-venv": "/venv",
// handlers
"log-handler": "QuantConnect.Logging.CompositeLogHandler",
"messaging-handler": "QuantConnect.Messaging.Messaging",
"job-queue-handler": "QuantConnect.Queues.JobQueue",
"api-handler": "QuantConnect.Api.Api",
"map-file-provider": "QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider",
"factor-file-provider": "QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider",
"data-provider": "QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider",
"data-channel-provider": "DataChannelProvider",
"object-store": "QuantConnect.Lean.Engine.Storage.LocalObjectStore",
"data-aggregator": "QuantConnect.Lean.Engine.DataFeeds.AggregationManager",
// limits on number of symbols to allow
"symbol-minute-limit": 10000,
"symbol-second-limit": 10000,
"symbol-tick-limit": 10000,
// log missing data files, useful for debugging
"show-missing-data-logs": false,
// 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
"maximum-warmup-history-days-look-back": 5,
// limits the amount of data points per chart series. Applies only for backtesting
"maximum-data-points-per-chart-series": 1000000,
"maximum-chart-series": 30,
// if one uses true in following token, market hours will remain open all hours and all days.
// if one uses false will make lean operate only during regular market hours.
"force-exchange-always-open": false,
// save list of transactions to the specified csv file
"transaction-log": "",
// Prefix for Windows reserved filenames
"reserved-words-prefix": "@",
// To get your api access token go to quantconnect.com/account
"job-user-id": "0",
"api-access-token": "",
"job-organization-id": "",
// live data configuration
"live-data-url": "ws://www.quantconnect.com/api/v2/live/data/",
"live-data-port": 8020,
// live portfolio state
"live-cash-balance": "",
"live-holdings": "[]",
// interactive brokers configuration
"ib-account": "",
"ib-user-name": "",
"ib-password": "",
"ib-host": "127.0.0.1",
"ib-port": "4002",
"ib-agent-description": "Individual",
"ib-tws-dir": "C:\\Jts",
"ib-trading-mode": "paper",
"ib-enable-delayed-streaming-data": false,
"ib-version": "974",
"ib-weekly-restart-utc-time": "22:00:00",
// tradier configuration
"tradier-environment": "paper",
"tradier-account-id": "",
"tradier-access-token": "",
// oanda configuration
"oanda-environment": "Practice",
"oanda-access-token": "",
"oanda-account-id": "",
// fxcm configuration
"fxcm-server": "http://www.fxcorporate.com/Hosts.jsp",
"fxcm-terminal": "Demo", //Real or Demo
"fxcm-user-name": "",
"fxcm-password": "",
"fxcm-account-id": "",
// iqfeed configuration
"iqfeed-host": "127.0.0.1",
"iqfeed-username": "",
"iqfeed-password": "",
"iqfeed-productName": "",
"iqfeed-version": "1.0",
// coinbase configuration
"coinbase-rest-api": "https://api.coinbase.com",
"coinbase-url": "wss://advanced-trade-ws.coinbase.com",
"coinbase-api-key": "",
"coinbase-api-secret": "",
// bitfinex configuration
"bitfinex-api-secret": "",
"bitfinex-api-key": "",
// binance configuration
"binance-api-secret": "",
"binance-api-key": "",
// spot/margin
"binance-api-url": "https://api.binance.com",
"binance-websocket-url": "wss://stream.binance.com:9443/ws",
// USDT futures
"binance-fapi-url": "https://fapi.binance.com",
"binance-fwebsocket-url": "wss://fstream.binance.com/ws",
// Coin futures
"binance-dapi-url": "https://dapi.binance.com",
"binance-dwebsocket-url": "wss://dstream.binance.com/ws",
// binance.us configuration
"binanceus-api-secret": "",
"binanceus-api-key": "",
"binanceus-api-url": "https://api.binance.us",
"binanceus-websocket-url": "wss://stream.binance.us:9443/ws",
// bybit configuration
"bybit-api-secret": "",
"bybit-api-key": "",
"bybit-api-url": "https://api.bybit.com",
"bybit-websocket-url": "wss://stream.bybit.com",
// Eze configuration
"eze-api-address-url": "",
"eze-port": "",
"eze-domain": "",
"eze-locale": "",
"eze-password": "",
"eze-user-name": "",
// kraken configuration
"kraken-api-secret": "",
"kraken-api-key": "",
"kraken-verification-tier": "Starter", // Starter, Intermediate, Pro
// wolverine configuration
"wolverine-host": "",
"wolverine-port": "",
"wolverine-account": "",
"wolverine-sender-comp-id": "",
"wolverine-target-comp-id": "",
"wolverine-on-behalf-of-comp-id": "",
"wolverine-log-fix-messages": false,
// RBI configuration
"rbi-host": "",
"rbi-port": "",
"rbi-account": "",
"rbi-sender-comp-id": "",
"rbi-target-comp-id": "",
"rbi-on-behalf-of-comp-id": "",
"rbi-log-fix-messages": false,
// Trading Technologies configuration
"tt-user-name": "",
"tt-session-password": "",
"tt-account-name": "",
"tt-rest-app-key": "",
"tt-rest-app-secret": "",
"tt-rest-environment": "",
"tt-market-data-sender-comp-id": "",
"tt-market-data-target-comp-id": "",
"tt-market-data-host": "",
"tt-market-data-port": "",
"tt-order-routing-sender-comp-id": "",
"tt-order-routing-target-comp-id": "",
"tt-order-routing-host": "",
"tt-order-routing-port": "",
"tt-log-fix-messages": false,
// Trade Station configuration
"trade-station-client-id": "",
"trade-station-client-secret": "",
"trade-station-redirect-url": "http://localhost",
"trade-station-refresh-token": "",
"trade-station-api-url": "https://sim-api.tradestation.com",
"trade-station-account-type": "Cash|Margin|Futures",
"trade-station-account-id": "",
// Alpaca configuration
"alpaca-api-key": "",
"alpaca-api-secret": "",
"alpaca-access-token": "",
"alpaca-paper-trading": true,
// Charles Schwab configuration
"charles-schwab-api-url": "https://api.schwabapi.com",
"charles-schwab-app-key": "",
"charles-schwab-secret": "",
"charles-schwab-account-number": "",
// Case 1 (normal)
"charles-schwab-refresh-token": "",
// Case 2 (developing)
"charles-schwab-authorization-code-from-url": "",
"charles-schwab-redirect-url": "",
// Exante trading configuration
// client-id, application-id, shared-key are required to access Exante REST API
// Exante generates them at https://exante.eu/clientsarea/dashboard/ after adding an application
"exante-client-id": "",
"exante-application-id": "",
"exante-shared-key": "",
"exante-account-id": "", // Account-id is assigned after registration at Exante
"exante-platform-type": "", // Environment of the application: live or demo
// Required to access data from Nasdaq
// To get your access token go to https://data.nasdaq.com/account/profile
"nasdaq-auth-token": "",
// Required to access data from Tiingo
// To get your access token go to https://www.tiingo.com
"tiingo-auth-token": "",
// Required to access data from US Energy Information Administration
// To get your access token go to https://www.eia.gov/opendata
"us-energy-information-auth-token": "",
// Required for IEX history requests
"iex-cloud-api-key": "",
// Required for market data from Coin API
"coinapi-api-key": "",
"coinapi-product": "free", // free, startup, streamer, professional, enterprise
// Required for streaming Polygon.io data
// To get your access token go to https://polygon.io
"polygon-api-key": "",
// zerodha configuration goto https://kite.trade
"zerodha-access-token": "",
"zerodha-api-key": "",
"zerodha-product-type": "MIS", //MIS(Intraday) or CNC(Delivery) or NRML(Carry Forward)
"zerodha-trading-segment": "EQUITY", // EQUITY(NSE,BSE) or COMMODITY (MCX)
"zerodha-history-subscription": "false", // "true" if History API Subscription available
//samco configuration go to https://www.samco.in/stocknote-api
"samco-client-id": "",
"samco-client-password": "",
"samco-year-of-birth": "",
"samco-product-type": "MIS", //MIS(Intraday) or CNC(Delivery) or NRML(Carry Forward)
"samco-trading-segment": "EQUITY", // EQUITY(NSE,BSE) or COMMODITY (MCX)
// FTX configuration
"ftx-account-tier": "Tier1", // accept "Tier1", "Tier2", "Tier3", "Tier4", "Tier5", "Tier6", "VIP1", "VIP2", "VIP3", "MM1", "MM2", "MM3"
"ftx-api-secret": "",
"ftx-api-key": "",
// FTX.US configuration
"ftxus-account-tier": "Tier1", // accept "Tier1", "Tier2", "Tier3", "Tier4", "Tier5", "Tier6", "Tier7", "Tier8", "Tier9", "VIP1", "VIP2", "MM1", "MM2", "MM3"
"ftxus-api-secret": "",
"ftxus-api-key": "",
// parameters to set in the algorithm (the below are just samples)
"parameters": {
// Intrinio account user and password
"intrinio-username": "",
"intrinio-password": "",
"ema-fast": 10,
"ema-slow": 20
},
// specify supported languages when running regression tests
"regression-test-languages": [ "CSharp", "Python" ],
// Additional paths to include in python for import resolution
"python-additional-paths": [],
"environments": {
// defines the 'backtesting' environment
"backtesting": {
"live-mode": false,
"setup-handler": "QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler",
"result-handler": "QuantConnect.Lean.Engine.Results.BacktestingResultHandler",
"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed",
"real-time-handler": "QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler",
"history-provider": [ "QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider" ],
"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler"
},
// defines the 'live-paper' environment
"live-paper": {
"live-mode": true,
// the paper brokerage requires the BacktestingTransactionHandler
"live-mode-brokerage": "PaperBrokerage",
"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.Lean.Engine.DataFeeds.Queues.LiveDataQueue" ],
"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler"
},
// defines 'live-zerodha' environment
"live-zerodha": {
"live-mode": true,
// real brokerage implementations require the BrokerageTransactionHandler
"live-mode-brokerage": "ZerodhaBrokerage",
"data-queue-handler": [ "ZerodhaBrokerage" ],
"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 'live-samco' environment
"live-samco": {
"live-mode": true,
// real brokerage implementations require the BrokerageTransactionHandler
"live-mode-brokerage": "SamcoBrokerage",
"data-queue-handler": [ "SamcoBrokerage" ],
"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-tradier' environment
"live-tradier": {
"live-mode": true,
// this setting will save tradier access/refresh tokens to a tradier-tokens.txt file
// that can be read in next time, this makes it easier to start/stop a tradier algorithm
"tradier-save-tokens": true,
// real brokerage implementations require the BrokerageTransactionHandler
"live-mode-brokerage": "TradierBrokerage",
"data-queue-handler": [ "TradierBrokerage" ],
"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-interactive' environment
"live-interactive": {
"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": [ "InteractiveBrokersBrokerage" ],
"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
"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-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" ]
}
}
}