Brokerages

Kraken

Introduction

The Lean CLI supports live trading on your local machine or in QuantConnect Cloud, which makes the transfer from backtesting to live trading as seamless as possible. You must log in using your QuantConnect account to deply your algorithm on your local machine or in QuantConnect Cloud. This page contains instructions on how to start live trading with the Kraken brokerage. If the Lean Configuration file in your organization workspace contains values for some of the command options, the CLI skips some of the prompts.

To view the implementation of the Kraken brokerage integration, see the Lean.Brokerages.Kraken repository.

Deploy Local Algorithms

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

  1. Log in to the CLI if you haven't done so already.
  2. Open a terminal in the organization workspace that contains the project.
  3. Run lean live deploy "<projectName>" to start a live deployment wizard for the project in . / <projectName> and then enter the brokerage number, 12.
    $ lean live deploy "My Project"
    Select a brokerage:
    1) Paper Trading
    2) Interactive Brokers
    3) Tradier
    4) OANDA
    5) Bitfinex
    6) Coinbase Advanced Trade
    7) Binance
    8) Zerodha
    9) Samco
    10) Terminal Link
    11) Trading Technologies
    12) Kraken
    13) TD Ameritrade
    14) Bybit
    15) TradeStation
    16) Alpaca
    Enter an option: 12
  4. Enter your API key and API secret.
    $ lean live "My Project"
    API key: 
    API secret: 
    To get your API credentials, see the API Management Settings page on the Kraken website.
  5. Enter your verification tier.
    $ lean live "My Project"
    Select the Verification Tier (Starter, Intermediate, Pro): 
    For more information about verification tiers, see Verification levels explained on the Kraken website.
  6. Enter the number of the live data provider(s) to use and then follow the steps required for the data connection.
    $ lean live deploy "My Project"
    Select a live data provider:
    1) Interactive Brokers
    2) Tradier
    3) Oanda
    4) Bitfinex
    5) Coinbase Advanced Trade
    6) Binance
    7) Zerodha
    8) Samco
    9) Terminal Link
    10) Trading Technologies
    11) Kraken
    12) TDAmeritrade
    13) IQFeed
    14) Polygon
    15) IEX
    16) CoinApi
    17) ThetaData
    18) Custom data only
    19) Bybit
    20) TradeStation
    21) Alpaca
    To enter multiple options, separate them with comma:
  7. If you select one of the following data providers, see the respective page for more instructions:

  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

Follow these steps to start live trading a project in the cloud with the Kraken brokerage and the Kraken data provider:

  1. Log in to the CLI if you haven't done so already.
  2. Open a terminal in the organization workspace that contains the project.
  3. Run lean cloud live deploy "<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.
  4. $ lean cloud live deploy "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'
  5. Enter 12 to select the Kraken brokerage.
  6. $ lean cloud live deploy "My Project" --push --open
    Select a brokerage:
    1) Paper Trading
    2) Interactive Brokers
    3) Tradier
    4) Oanda
    5) Bitfinex
    6) Coinbase Advanced Trade
    7) Binance
    8) Zerodha
    9) Samco
    10) Terminal Link
    11) Trading Technologies
    12) Kraken
    13) TD Ameritrade
    14) Bybit
    15) TradeStation
    16) Alpaca
    Enter an option: 12
  7. Enter your API key and API secret.
  8. $ lean cloud live "My Project" --push --open
    API key: 
    Secret key: 

    To get your API credentials, see the API Management Settings page on the Kraken website.

  9. Enter your verification tier.
  10. $ lean cloud live "My Project" --push --open
    Select the Verification Tier (Starter, Intermediate, Pro):

    For more information about verification tiers, see Verification levels explained on the Kraken website.

  11. Configure your notification settings.
  12. You can configure any combination of email, webhook, SMS, and Telegram notifications for order events and emitted insights. To view the number of notification you can send for free, see the Live Trading Notification Quotas.

    $ lean cloud live deploy "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
    4) Telegram
    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
    Telegram notifications: None
    Do you want to add another notification method? [y/N]: n
  13. Enable or disable automatic algorithm restarting.
  14. This feature attempts to restart your algorithm if it fails due to a runtime error, like a brokerage API disconnection.

    $ lean cloud live deploy "My Project" --push --open
    Do you want to enable automatic algorithm restarting? [Y/n]: y
  15. Set your initial cash balance.
  16. $ lean cloud live deploy "My Project" --push --open
    Previous cash balance: [{'currency': 'USD', 'amount': 100000.0}]
    Do you want to set a different initial cash balance? [y/N]: y
    Setting initial cash balance...
    Currency: USD
    Amount: 95800
    Cash balance: [{'currency': 'USD', 'amount': 95800.0}]
    Do you want to add more currency? [y/N]: n
  17. Set your initial portfolio holdings.
  18. $ lean cloud live deploy "My Project" --push --open
    Do you want to set the initial portfolio holdings? [y/N]: y
    Do you want to use the last portfolio holdings? [] [y/N]: n
    Setting custom initial portfolio holdings...
    Symbol: GOOG
    Symbol ID: GOOCV VP83T1ZUHROL
    Quantity: 10
    Average Price: 50
    Portfolio Holdings: [{'symbol': 'GOOG', 'symbolId': 'GOOCV VP83T1ZUHROL', 'quantity': 10, 'averagePrice': 50.0}]
    Do you want to add more holdings? [y/N]: n
  19. Select the live node that you want to use.
  20. If you only have one idle live trading node, it is selected automatically and this step is skipped.

    $ lean cloud live deploy "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
  21. Enter 12 to select the Kraken data provider.
  22. $ lean live "My Project"
    Select a live data feed:
    1) QuantConnect
    2) Interactive Brokers
    3) Tradier
    4) Oanda
    5) Bitfinex
    6) Coinbase Advanced Trade
    7) Binance
    8) Zerodha
    9) Samco
    10) Terminal Link
    11) Trading Technologies
    12) Kraken
    13) TDAmeritrade
    14) Polygon
    15) IEX
    16) CoinApi
    17) Bybit
    18) TradeStation
    19) Alpaca
    To enter multiple options, separate them with comma: 12

    If you select one of the following data providers, see the respective page for more instructions:

  23. Verify the configured settings and confirm them to start the live deployment in the cloud.
  24. $ lean cloud live deploy "My Project" --push --open
    Brokerage: Kraken
    Project id: 1234567
    Environment: Live
    Server name: L-MICRO node 89c90172
    Server type: L-MICRO
    Live Data providers: Kraken
    LEAN version: 11157
    Order event notifications: Yes
    Insight notifications: Yes
    Email notifications: john.doe@example.com
    Webhook notifications: None
    SMS notifications: None
    Telegram notifications: None
    Initial live cash balance: [{'currency': 'USD', 'amount': 95800.0}]
    Initial live portfolio holdings: [{'symbol': 'GOOG', 'symbolId': 'GOOCV VP83T1ZUHROL', 'quantity': 10, 'averagePrice': 50.0}]
    Automatic algorithm restarting: Yes
    Are you sure you want to start live trading for project 'My Project'? [y/N]: y
  25. Inspect the result in the browser, which opens automatically after the deployment starts.

Follow these steps to see the live status of a project:

  1. Log in to the CLI if you haven't done so already.
  2. Open a terminal in the organization workspace that contains the project.
  3. Run lean cloud status "<projectName>" to show the status of the cloud project named "<projectName>".
  4. $ 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: Kraken
    Launched: 2021-06-09 15:10:12 UTC

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