Live Trading
Kraken
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 Kraken brokerage.
Deploy Local Algorithms
Follow these steps to start local live trading with the Kraken brokerage:
- Open a terminal in your CLI root directory.
- 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:
- Enter the number of the organization that has a subscription for the Kraken module.
$ lean live "My Project" Select the organization with the Kraken module subscription: 1) Organization 1 2) Organization 2 3) Organization 3 Enter an option: 1
- Enter your API key and API secret. You can gather these credentials from the API Management Settings page on the Kraken website.
$ lean live "My Project" API key: API secret:
- Enter your verification tier. For more information about verification tiers, see Verification levels explained on the Kraken website.
$ lean live "My Project" Select the Verification Tier: 1) Starter 2) Intermediate 3) Pro Enter an option:
-
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
Follow these steps to start live trading a project in the cloud with the Kraken brokerage:
- Log in to the CLI if you haven't done so already.
- Open a terminal in your CLI root directory.
- Run
lean cloud live '<projectName>' --push --open
to push ./<projectName>. to the cloud, start a live deployment wizard, and open the results in the browser once the deployment starts.$ lean cloud live "My Project" --push --open [1/1] Pushing 'My Project' Successfully updated cloud file 'My Project/main.py' Started compiling project 'My Project' Successfully compiled project 'My Project' Select a brokerage: 1) Paper Trading 2) Interactive Brokers 3) Tradier 4) OANDA 5) Bitfinex 6) Coinbase Pro 7) Binance 8) Kraken 9) FTX 10) Zerodha 11) Samco Enter an option:
- Enter the number of the Kraken brokerage.
- Enter your API key and API secret. You can gather these credentials from the API Management Settings page on the Kraken website.
$ lean cloud live "My Project" --push --open API key: Secret key:
- Enter your verification tier. For example,
Starter
. For more information about verification tiers, see Verification levels explained on the Kraken website.$ lean cloud live "My Project" --push --open Verification Tier:
- Select the live node that you want to use. If you only have one idle live trading node, it is selected automatically and this step is skipped.
$ lean cloud live "My Project" --push --open Select a node: 1) L-MICRO node 89c90172 - 1 CPU @ 2.4GHz, 0.5GB Ram 2) L-MICRO node 85a52135 - 1 CPU @ 2.4GHz, 0.5GB Ram Enter an option: 1
- Configure your notification settings. You can configure any combination of email notifications, webhook notifications, and SMS notifications for order events and emitted insights.
$ lean cloud live "My Project" --push --open Do you want to send notifications on order events? [y/N]: y Do you want to send notifications on insights? [y/N]: y Email notifications: None Webhook notifications: None SMS notifications: None Select a notification method: 1) Email 2) Webhook 3) SMS Enter an option: 1 Email address: john.doe@example.com Subject: Algorithm notification Email notifications: john.doe@example.com Webhook notifications: None SMS notifications: None Do you want to add another notification method? [y/N]: n
- Enable or disable automatic algorithm restarting. This feature attempts to restart your algorithm if it fails due to a runtime error, like a brokerage API disconnection.
$ lean cloud live "My Project" --push --open Do you want to enable automatic algorithm restarting? [Y/n]: y
- Verify the configured settings and confirm them to start the live deployment in the cloud.
$ lean cloud live "My Project" --push --open Brokerage: Kraken Project id: 1234567 Environment: Live Server name: L-MICRO node 89c90172 Server type: L-MICRO Data provider: QuantConnect LEAN version: 11157 Order event notifications: Yes Insight notifications: Yes Email notifications: john.doe@example.com Webhook notifications: None SMS notifications: None Automatic algorithm restarting: Yes Are you sure you want to start live trading for project 'My Project'? [y/N]: y
- Inspect the result in the browser, which opens automatically after the deployment starts.
Follow these steps to see the live status of a project:
- Log in to the CLI if you haven't done so already.
- Open a terminal in your CLI root directory.
- Run
lean cloud status "<projectName>"
to show the status of the cloud project named "<projectName>".$ lean cloud status "My Project" Project id: 1234567 Project name: My Project Project url: https://www.quantconnect.com/project/1234567 Live status: Running Live id: L-1234567a8901d234e5e678ddd9b0123c Live url: https://www.quantconnect.com/project/1234567/live Brokerage: Paper Trading Launched: 2021-06-09 15:10:12 UTC