Contents

Introduction
Deploy Local Algorithms
Deploy Cloud Algorithms

Live Trading

Atreyu

Introduction

The Lean CLI supports local live trading with all brokerages supported by LEAN, which makes the transfer from backtesting to live trading as seamless as possible. The Lean CLI also supports starting live trading for a cloud project on any of the brokerages supported in the cloud. We recommend live trading your projects in our cloud because we provide a battle-tested, colocated infrastructure racked in Equinix, maintained by our engineers to ensure the best possible stability and uptime. This page contains instructions on how to start live trading with the Atreyu Trading brokerage.

Deploy Local Algorithms

Follow these steps to start local live trading with the Atreyu brokerage:

  1. Open a terminal in your CLI root directory.
  2. Run lean live "<projectName>" to start a live deployment wizard for the project in ./<projectName> and then enter the brokerage number. 
    $ lean live 'My Project'
Select a brokerage:
1) Paper Trading
2) Interactive Brokers
3) Tradier
4) OANDA
5) Bitfinex
6) Coinbase Pro
7) Binance
8) Zerodha
9) Samco
10) Terminal Link
11) Atreyu
12) Trading Technologies
13) Kraken
14) FTX 
Enter an option:
  3. Enter the number of the organization that has a subscription for the Atreyu module. 
    $ lean live "My Project"
Select the organization with the Atreyu module subscription:
1) Organization 1
2) Organization 2
3) Organization 3
Enter an option: 1
  4. Enter the Atreyu Trading server configuration. 
    $ lean live "My Project"
Host:
Request port:
Subscribe port:
  5. Enter your Atreyu Trading credentials. 
    $ lean live "My Project"
Username:
Password:
Client id:
  6. Enter the broker MPID to use. 
    $ lean live "My Project"
Broker MPID:
  7. Enter the locate rqd to use. 
    $ lean live "My Project"
Locate rqd:
  8. If you are on a Windows computer, enter the number of the data feed to use and then follow the steps required for the data connection. 
    $ lean live 'My Project'
Select a data feed:
1) Atreyu
2) IQFeed
Enter an option:

    9. If you select IQFeed, see IQFeed for set up instructions.

  9. View the result in the <projectName>/live/<timestamp> directory. Results are stored in real-time in JSON format. You can save results to a different directory by providing the --output <path> option in step 2.

If you already have a live environment configured in your Lean configuration file, you can skip the interactive wizard by providing the --environment <value> option in step 2. The value of this option must be the name of an environment which has live-mode set to true.

Deploy Cloud Algorithms

The CLI doesn't currently support deploying cloud algorithms with Atreyu Trading.

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