Live Trading

Zerodha

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 Zerodha brokerage.

Deploy Local Algorithms

Follow these steps to start local live trading with the Zerodha 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 Zerodha module.
    $ lean live "My Project"
    Select the organization with the Zerodha module subscription:
    1) Organization 1
    2) Organization 2
    3) Organization 3
    Enter an option: 1
  4. Enter your Kite Connect API key and access token.
    $ lean live "My Project"
    API key: hp9erb9ct0lqaxpm
    Access token: ********************
  5. Enter the product type.
    $ lean live "My Project"
    Product type (MIS, CNC, NRML):

    The following table describes the product types:

    Product TypeDescription
    MISIntraday products
    CNCDelivery products
    NRMLCarry forward products
  6. Enter the trading segment.
    $ lean live "My Project"
    Trading segment (EQUITY, COMMODITY):

    The following table describes when to use each trading segment:

    Trading SegmentDescription
    EQUITYFor trading Equities on the National Stock Exchange of India (NSE) or the Bombay Stock Exchange (BSE)
    COMMODITYFor trading commodities on the Multi Commodity Exchange of India (MCX)
  7. Enter whether you have a history API subscription.
    $ lean live "My Project"
    Do you have a history API subscription? [y/N]: y
  8. 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 Zerodha.

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