QuantConnect/lean-cli

Lean CLI not using sandbox server for tradier paper trading account

Opened this issue · 2 comments

wlami commented

Expected Behavior

The cli parameter --tradier-environment paper should let lean access the paper trading environment at sandbox.tradier.com.

Actual Behavior

The log file shows the live endpoint and the application shuts down:

20240528 19:56:34.659 TRACE:: WebSocketClientWrapper connection task ended: wss://ws.tradier.com/v1/markets/events
20240528 19:56:34.660 TRACE:: WebSocketClientWrapper.OnClose(): Connection closed (IsOpen:False, State:Aborted): wss://ws.tradier.com/v1/markets/events

Potential Solution

I checked my lean.json and there is only an "live-tradier" environment, but no "paper-tradier" one. Maybe I am missing some config?

Reproducing the Problem

  1. Setup tradier paper trading account
  2. Start lean cli using the command given below

System Information

Register for tradier account, setup a paper trading account at and start lean live:

lean live deploy --brokerage Tradier \
    --data-provider-live Tradier \
    --tradier-account-id "xxxx" --tradier-access-token "xxxx" \
    --tradier-environment paper \
    ${projectname}

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch (No, could make the dotnet build work in my ubuntu environment)
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
Martin-Molinero commented

Hey @wlami!
Tradier does not support data streaming in the paper/sandbox environment, this is probably causing the issue ur experiencing. Will keep this issue open so we update the lean CLI not to allow this invalid configuration setup.

wlami commented

Hey @Martin-Molinero,
thanks for the explanation. Could you help me understand what --tradier-environment paper then is meant to do? Does it only work with other data providers?