Crypto Coarse Universe Selection is now Available

Hi QC Community!

We're thrilled to announce the new Crypto Coarse Fundamental Universe feature. This is the Crypto version of Coarse Universe Selection you may have been using for Equities. This new feature allows us to select a basket of Crypto pairs by its volume or price data, which is helpful to scale our universe to liquid tokens. With further engineering, we can use the filter to select Crypto assets based on the values of technical indicators. For an example of using technical indicators in a universe selection function, see the EmaCrossUniverseSelectionAlgorithm.

Similar to Coarse Universe Selection for Equities, when we add a CryptoCoarseFunamentalUniverse to an algorithm, we provide a filter function. For example:

self.AddUniverse(CryptoCoarseFundamentalUniverse(Market.Bitfinex, self.UniverseSettings, self.UniverseSelectionFilter))

The filter function receives CryptoCoarseFundamental objects, which have the following properties:

Open: Yesterday's open price
High: Yesterday's high price
Low: Yesterday's low price
Close: Yesterday's close price
Volume: Yesterday's trading volume on the selected Market, denominated in the base currency.
VolumeInQuoteCurrency: Yesterday's trading volume on the selected Market, denominated in the quote currency.
VolumeInUsd: Yesterday's trading volume on the selected Market, denominated in USD. We convert the volume into USD volume to allow fair comparison between Crypto pairs with different base currencies. In most cases, this data is available, however, it is not guaranteed since the conversion requires multiple inter-pair exchanges.

The universe consists of assets from a single exchange because it makes it easier for live trading and we can't get accurate transaction records from decentralized transactions. To analyze Crypto assets from multiple markets, add multiple universes, each with a different Market argument.

In live mode, the pipeline has a 16-hour delay, so the CryptoCoarseFundamental objects are injected into algorithms at around 16:00-16:30 UTC each day, depending on the data processing task. This is not a concern for the classic Equity coarse universe, but since the Crypto markets operate 24/7, some members may notice this delay.

To help everyone get started, we updated the documentation on dataset pages for each Crypto brokerage. To view the one-liner that adds universe selection for each Crypto brokerage, open the Dataset Market, click one of the Crypto Price datasets, and then scroll down to the Getting Started section. To see full C# and Python example algorithms that use CryptoCoarseFundamentalUniverse, on the Crypto dataset listing, click the Examples tab, or find out the C# and Python demonstration algorithms in the GH repo.

As always, let us know if you have any issues or concerns. We will look into them ASAP. Enjoy! 🚀

Best
Louis

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Hey Louis, this is awesome, thanks! However, when I tried to clone the algorithm, I receive an error that 'CryptoCoarseFundamentalUniverse' is not defined. Any idea why this is?

def UniverseSelectionFilter(self, data):
filtered = [datum for datum in data if datum.Price >= 1.00 and datum.VolumeInUsd >=10000000 and str(datum.Symbol.Value).endswith("USDT")]
sorted_by_volume_in_usd = sorted(filtered, key=lambda datum: datum.VolumeInUsd, reverse=True)[0:5]
symbols=[datum.Symbol for datum in sorted_by_volume_in_usd]
self.log(f"UNIVERSE:....{str([str(e.Value) for e in symbols])}")
return symbols

def UniverseSelectionFilter(self, data):
# weekly universe selection
if self.Time.weekday() != 6:
return self.symbols
filtered = [datum for datum in data if not datum.VolumeInUsd is None and str(datum.Symbol.Value).endswith("USDT")]
filtered = [datum for datum in filtered if not datum.VolumeInUsd>=10000000]
sorted_by_volume_in_usd = sorted(filtered, key=lambda datum: datum.VolumeInUsd, reverse=True)[0:15]
self.symbols=[datum.Symbol for datum in sorted_by_volume_in_usd]
self.Log(f"{self.Time} UNIVERSE={str([str(e.Value) for e in self.symbols])}")
return self.symbols

def UniverseSelectionFilter(self, data):
# weekly universe selection
if self.Time.weekday() != 6:
return self.symbols
filtered = [s for s in data if not s.VolumeInUsd is None and str(s.Symbol.Value).endswith("USDT")]
filtered = [s for s in filtered if str(s.Symbol.Value) != "USDCUSDT"]
sorted_by_volume_in_usd = sorted(filtered, key=lambda s: s.VolumeInUsd, reverse=True)[0:10]
self.symbols=[s.Symbol for s in sorted_by_volume_in_usd]
return self.symbols

from AlgorithmImports import *
from CryptoUniverseSelectionModel import CryptoUniverseSelectionModel
class CoinAPIDataAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 6, 1)
self.SetEndDate(2020, 7, 1)
self.SetCash(100000)
self.SetCash("BTC", 1000)
# Kraken accepts both Cash and Margin type account.
self.SetBrokerageModel(BrokerageName.Kraken, AccountType.Margin)
# Warm up the security with the last known price to avoid conversion error
self.SetSecurityInitializer(lambda security: security.SetMarketPrice(self.GetLastKnownPrice(security)))
self.UniverseSettings.Resolution = Resolution.Daily
# Add universe selection of cryptos based on coarse fundamentals
self.SetUniverseSelection(CryptoUniverseSelectionModel())
self.AddAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(days=1), 0.025, None))
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
def OnSecuritiesChanged(self, changes):
for security in changes.AddedSecurities:
# Historical data
history = self.History(security.Symbol, 30, Resolution.Daily)
self.Debug(f"We got {len(history)} items from our history request")

+ Expand

#region imports
from AlgorithmImports import *
# Your New Python File
class CryptoUniverseSelectionModel(CryptoCoarseFundamentalUniverse):
def UniverseSelectionFilter(self, crypto_coarse):
return [d.Symbol for d in sorted(crypto_coarse, key=lambda x: x.VolumeInUsd, reverse=True)[:5]]

During the algorithm initialization, the following exception has occurred: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the () method. Please checkout the API documentation.
at Initialize
self.SetUniverseSelection(CryptoUniverseSelectionModel())
at Python.Runtime.PythonException.ThrowLastAsClrException()
at Python.Runtime.PyObject.Invoke(PyTuple args in main.py: line 19
No method matches given arguments for .ctor: ()

#region imports
from AlgorithmImports import *
# Your New Python File
class CryptoUniverseSelectionModel(CryptoCoarseFundamentalUniverse(Market.Kraken, self.UniverseSettings, self.UniverseSelectionFilter)):
def UniverseSelectionFilter(self, crypto_coarse):
return [d.Symbol for d in sorted(crypto_coarse, key=lambda x: x.VolumeInUsd, reverse=True)[:5]]

During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ./cache/algorithm/project/main.pyc. AlgorithmPythonWrapper(): name 'self' is not defined
at
class CryptoUniverseSelectionModel(CryptoCoarseFundamentalUniverse(Market.Kraken in CryptoUniverseSelectionModel.py: line 6
at
from CryptoUniverseSelectionModel import CryptoUniverseSelectionModel
at Python.Runtime.PythonException.ThrowLastAsClrException()
at Python.Runtime.NewReferenceExtensions.BorrowOrThrow(NewReference& reference)
at Python.Runtime.PyModule.Import(String name)
at Python.Runtime.Py.Import(String name)
at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper..ctor(String moduleName) at AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs:line 74 in main.py: line 1
name 'self' is not defined

OvidiuS INVESTOR

May 2022

Looking forward to trying out the new feature. Keep up the great work!

Upvote

Dave Mueller INVESTOR

Louis Szeto INVESTOR

QuantConnect | May 2022

Hi Dave

This function is only available in IDE 3.0, since the latest LEAN version available for IDE 2.0 doesn't include it. Please upgrade to that by navigating to Your username at top right-hand corner -> My Account -> check "QuantConnect Algorithm Environment 3.0 Beta".

Santa24 INVESTOR

nodeflow GmbH | May 2022

Louis Szeto

I tried it for Market.Binance. It says that on 2021-01-01 the top5 symbols by dollar volume over 10million usd are the following. Is this plausible?

def UniverseSelectionFilter(self, data):
	filtered = [datum for datum in data if datum.Price >= 1.00 and datum.VolumeInUsd >=10000000 and str(datum.Symbol.Value).endswith("USDT")]
	sorted_by_volume_in_usd = sorted(filtered, key=lambda datum: datum.VolumeInUsd, reverse=True)[0:5]
	symbols=[datum.Symbol for datum in sorted_by_volume_in_usd]
	self.log(f"UNIVERSE:....{str([str(e.Value) for e in symbols])}")
	return symbols

2021-01-02 00:00:00, UNIVERSE:....['1INCHUSDT', 'DOTUSDT', 'THETAUSDT', 'UNIUSDT', 'EURUSDT']

1 person upvoted this

Tony GU INVESTOR

tianxingu | May 2022

Hi Louis,

I got same issue as mentioned by Santa24.

I tried your demo code using Bitfinex and Binance, with recent data like SetStartDate (2022, 5, 9), but found the Symbol list generated by UniverseSelectionFilter, sorted by VolumeInUsd, is apparently different from the list I got from Bitfinex or Binance APP.

Hi Santa24 and Tony

Unlike statistics provided on the brokers’ websites, our data processing mechanism is based on all available trading pairs in the exchange, not limited to stablecoin pairs only. Also, our data is processed based on the last 24 hours from 00:00 UTC, but not the last 24 hours in real-time. Thus, the data will have a discrepancy.

As per the “weird USDT pairs” query, please be noted that USDT pairs could also be in form of “USDTxxx”, so you may want to call:

"USDT" in datum.Symbol.Value

.ekz. INVESTOR

ThePrinters.io | May 2022

Yeah, something does feel odd here.

The list that Santa24 is seeing seems wrong. For example, I'd expect to see BTC/USDT high in this list.

For reference, here's a list of currency markets (pairs) ranked by trading volume:

https://coinranking.com/markets

Hi .ekz, Santas24 and Tony

Thank you for reporting the issue. This is due to a bug in the data processor that mistakenly took the base currency as the quote currency of the pair. It is now resolved. We're sorry for the inconvenience caused.

Jack Pizza INVESTOR

Sum Sum | May 2022

throws run time error about fundamental data

Hi Louis，

Thank you for your effort in addressing these issues. I tried again and found the issue seems still there - top USD volume crypto pair list generated by Coarse is totally different from what I got from Binance APP for the same period.

In addition, I also found:

If using your demo code, only change “filtered = [datum for datum in data if datum.Price >= 10 and datum.VolumeInUsd]” to “filtered = [datum for datum in data if datum.Price > 0 and datum.VolumeInUsd]”, the Coarse should return a full pair list (I tried Binance) which should have at least several hundred pairs, but the list returned by this demo code only has 29 pairs.
If change this filtered code to “filtered = [datum for datum in data if datum.VolumeInUsd > 1000000]”, I got the following Error Message:

Runtime Error: '>' not supported between instances of 'NoneType' and 'int' at filtered = [datum for datum at data if datum.VolumeInUsd > 1000000]

Tony

I am now receiving these coins as the top15 volume. This seems highly implausible

2021-01-03 00:00:00 :2021-01-03 00:00:00 UNIVERSE=['TUSDUSDT', 'CHZUSDT', 'SOLUSDT', 'NEOUSDT', 'RENUSDT', 'ETCUSDT', 'ONTUSDT', 'GBPUSDT', 'OCEANUSDT', 'BANDUSDT', 'STXUSDT', 'ALPHAUSDT', 'SRMUSDT', 'ARPAUSDT', 'QTUMUSDT']2021-01-10 00:00:00 :2021-01-10 00:00:00 UNIVERSE=['LUNAUSDT', 'OCEANUSDT', 'RUNEUSDT', 'KSMUSDT', 'RLCUSDT', 'ROSEUSDT', 'ZRXUSDT', 'CHZUSDT', 'UNFIUSDT', 'STORJUSDT', 'TRBUSDT', 'BALUSDT', 'RIFUSDT', 'COTIUSDT', 'JSTUSDT']2021-01-17 00:00:00 :2021-01-17 00:00:00 UNIVERSE=['PAXUSDT', 'CVCUSDT', 'BATUSDT', 'INJUSDT', 'FETUSDT', 'HBARUSDT', 'ENJUSDT', 'DIAUSDT', 'TOMOUSDT', 'SKLUSDT', 'HARDUSDT', 'STXUSDT', 'LUNAUSDT', 'BZRXUSDT', 'FTMUSDT']

def UniverseSelectionFilter(self, data):
	# weekly universe selection
	if self.Time.weekday() != 6:
		return self.symbols
	filtered = [datum for datum in data if not datum.VolumeInUsd is None and str(datum.Symbol.Value).endswith("USDT")]
	filtered = [datum for datum in filtered if not datum.VolumeInUsd>=10000000]
	sorted_by_volume_in_usd = sorted(filtered, key=lambda datum: datum.VolumeInUsd, reverse=True)[0:15]
	self.symbols=[datum.Symbol for datum in sorted_by_volume_in_usd]
	self.Log(f"{self.Time} UNIVERSE={str([str(e.Value) for e in self.symbols])}")
	return self.symbols

Santa24 : I think that is to be expected because, on line #7, You're *filtering out* symbols that have VolumeInUsd over 10000000.

Removing that line will give you the usual high volume symbols (BTC, ETH, etc).

2 people upvoted this

.ekz. oh yes you are right - sorry about that, my mistake, So for binance this ended up working for weekly universe selection top 10 by volume:

def UniverseSelectionFilter(self, data):
	# weekly universe selection
	if self.Time.weekday() != 6:
		return self.symbols
	filtered = [s for s in data if not s.VolumeInUsd is None and str(s.Symbol.Value).endswith("USDT")]
	filtered = [s for s in filtered if  str(s.Symbol.Value) != "USDCUSDT"]
	sorted_by_volume_in_usd = sorted(filtered, key=lambda s: s.VolumeInUsd, reverse=True)[0:10]
	self.symbols=[s.Symbol for s in sorted_by_volume_in_usd]
	return self.symbols

Hi Tony Gu

As we mentioned, although most situations will have this attribute available, some pairs in some unique days will not. It is recommended to check with:

[x for x in crypto_coarse if x.VolumeInUsd and x.VolumeInUsd > 100000]

Thank you for following up on this question. It works.

Tom M INVESTOR

This is great, thanks!

I am having trouble using a margin account with this framework. If I change the brokerage model AccountType from Cash to Margin, it still fails to execute my shorts with the message:

Backtest Handled Error: Unable to compute order quantity of LTCUSD E3. Reason: The cash model does not allow shorting. Returning null.

However, I find that if I comment out the below, short orders are accepted (but I don't want to do this, as it results in other problems with the script).

# Warm up the security with the last known price to avoid conversion error self.SetSecurityInitializer(lambda security: security.SetMarketPrice(self.GetLastKnownPrice(security)));

Any suggestions appreciated. Thanks!

QuantConnect | June 2022

Hi Tom

We cannot reproduce the problem, do you mind attaching some code snippets or a backtest to let us understand?

Napoleon INVESTOR

June 2022

I've tried to use CryptoCoarseFundamentalUniverse in backtest. However, there is error message in CloudTerminal and the message is as followed.

Backtest Handled Error: We could not fetch the requested data. This may not be valid data, or a failed download of custom data. Skipping source (/Data/crypto/binance/fundamental/coarse/20220221.csv).

May I know if this is normal? Thanks in advance.

Alexandre Catarino INVESTOR

Hi Napoleon,

We are aware of the issue and have contacted the data vendor to patch the missing dates of Binance data.

Mitch Christow INVESTOR

November 2022

Hi Louis.

I was hoping you could help me out. I cloned your sample code, and then tried to refactor the universe selection into its own class. However I am running into different errors depending on how I attempt to refactor the code.. I can't attach a backtest since they are failing to compile. So I am inserting the code here.

Here is the main python class


from AlgorithmImports import *
from CryptoUniverseSelectionModel import CryptoUniverseSelectionModel
class CoinAPIDataAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 6, 1)
        self.SetEndDate(2020, 7, 1)
        self.SetCash(100000)
        self.SetCash("BTC", 1000)
        # Kraken accepts both Cash and Margin type account.
        self.SetBrokerageModel(BrokerageName.Kraken, AccountType.Margin)
        # Warm up the security with the last known price to avoid conversion error
        self.SetSecurityInitializer(lambda security: security.SetMarketPrice(self.GetLastKnownPrice(security)))
        
        self.UniverseSettings.Resolution = Resolution.Daily
        # Add universe selection of cryptos based on coarse fundamentals
        self.SetUniverseSelection(CryptoUniverseSelectionModel())
        
        self.AddAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(days=1), 0.025, None))
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
    def OnSecuritiesChanged(self, changes):
        for security in changes.AddedSecurities:
            # Historical data
            history = self.History(security.Symbol, 30, Resolution.Daily)
            self.Debug(f"We got {len(history)} items from our history request")
+ Expand
- Collapse

Here is the CryptoUniverseSelectionModel class

#region imports
from AlgorithmImports import *
# Your New Python File
class CryptoUniverseSelectionModel(CryptoCoarseFundamentalUniverse):
    def UniverseSelectionFilter(self, crypto_coarse):
        return [d.Symbol for d in sorted(crypto_coarse, key=lambda x: x.VolumeInUsd, reverse=True)[:5]]

The project does not compile since the method signature does not match and it throws the following error:

During the algorithm initialization, the following exception has occurred: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the () method. Please checkout the API documentation.
  at Initialize
    self.SetUniverseSelection(CryptoUniverseSelectionModel())
   at Python.Runtime.PythonException.ThrowLastAsClrException()
   at Python.Runtime.PyObject.Invoke(PyTuple args in main.py: line 19
 No method matches given arguments for .ctor: ()

If I try it by passing the parameters in so I can match the method signature

#region imports
from AlgorithmImports import *
# Your New Python File
class CryptoUniverseSelectionModel(CryptoCoarseFundamentalUniverse(Market.Kraken, self.UniverseSettings, self.UniverseSelectionFilter)):
    def UniverseSelectionFilter(self, crypto_coarse):
        return [d.Symbol for d in sorted(crypto_coarse, key=lambda x: x.VolumeInUsd, reverse=True)[:5]]

Then the project fails to compile with the following error

During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ./cache/algorithm/project/main.pyc. AlgorithmPythonWrapper(): name 'self' is not defined
  at 
    class CryptoUniverseSelectionModel(CryptoCoarseFundamentalUniverse(Market.Kraken in CryptoUniverseSelectionModel.py: line 6
  at 
    from CryptoUniverseSelectionModel import CryptoUniverseSelectionModel
   at Python.Runtime.PythonException.ThrowLastAsClrException()
   at Python.Runtime.NewReferenceExtensions.BorrowOrThrow(NewReference& reference)
   at Python.Runtime.PyModule.Import(String name)
   at Python.Runtime.Py.Import(String name)
   at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper..ctor(String moduleName) at AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs:line 74 in main.py: line 1
 name 'self' is not defined

Would you by any chance be able to show me how to properly refactor the code so that the Universe selection lives in its own class? Thanks for your help.

Cheers,
Mitch

Derek Melchin INVESTOR

QuantConnect | November 2022

Hi Mitch,

See the attached backtest for reference.

Best,
Derek Melchin

Want to invest in QuantConnect as we build the Linux of quant finance? Checkout our Wefunder campaign to join the revolution.

Hi Derek,

Thank you very much for posting the code. I am trying to use this in a local LEAN-CLI implementation and I am not getting the import statement right since VS Code cannot find the definition for CryptoCoarseFundamental.Universe I tried locating the API documentation that would tell me which module I would need to import, but have not been able to find it. Could you let me know what the right import statement would be to make this work? Thanks for your help.

Quick follow up. It looks like CryptoCoarseFundamentalUniverse is not available in lean. I am running lean and the lean-cli on my local windows machine (lean version 1.0.124).

Try

from QuantConnect.DataSource import *
from QuantConnect.Data.UniverseSelection import *

We updated the dataset listing to include this information.

Thanks for the response. I had tried that approach and unfortunately I still get the same error. I wonder if it has something to do with the version of the lean engine that I am running locally? I checked and the lean version number is 1.0.124, I tried updating, but that seems to be the latest version. Do you have any additional suggestions what I could try?

Cheers,

Mitch

QuantConnect | December 2022

Hi Mitch

We're reducing the size of LEAN and making framework/brokerages models as plugin. Thus, the CryptoCoarseFundamentalUniverse is in a separate repo. You may try to download the below files in the repo and put them in /Lean/Common/Data/UniverseSelection/ directory in your local LEAN:

Mikolaj

Mikolaj | March 2024

Could anyone provide an update? These files are not available, and CryptoCoarseFundamentalUniverse function has been removed from new version of Lean cli.

Martin Molinero

QuantConnect | March 2024

Hello Mikolaj, please pull the latest lean image version docker pull quantconnect/lean where the issue has been fixed. We've updated the API & names to simplify and normalization, you can now do self.AddUniverse(CryptoUniverse.Bitfinex(self.UniverseSelectionFilter)) and similar for other markets. Can see more details on our updated documentation https://www.quantconnect.com/docs/v2/writing-algorithms/universes/crypto

Jacek Trociński INVESTOR

Jack Trocinski | December 2022

Louis Szeto Volume, as an indicator, can be particularly deceptive when filtering a universe of cryptocurrencies.
There is evidence of rampant wash trading on centralized exchanges that artificially inflate volume metrics:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3530220
Market capitalization is a better indicator for filtering and universe selection.
Will QuantConnect offer supply or market cap data for cryptocurrencies in the future?

Hi Jacek,

We are in the process of adding a Crypto market cap dataset.

Derek Melchin Awesome, looking forward to that!

January 2023

Haven't had time over the holidays to try this but now I got back to working on the local implementation of a crypto algorithm. As you prescribed I tried to copy the two cs files into the `/Lean/Common/Data/UniverseSelection/` directory. However I only found the UniverseSelection directory in my ‘\anaconda3\envs\qc\Lib\site-packages\QuantConnect\Data\UniverseSelection’ and inside of that folder was a __pycache__ folder and two __init__.py files.

I can only assume that since I am using the Lean CLI, that all the actual Lean files are located inside the lean docker image, which I cannot modify. If my explanation is correct, then is there another way to handle crypto universe selection on a local lean CLI installation? Thanks again for all your help.

Timothy INVESTOR

February 2023

Hello all.

How would one go about changing the frequency of the algorithm to work hourly? I would like the solution to work with a dynamic universe. I have tried a few things and i'm stuck for ideas.

Kind Regards,

Tim

nodeflow GmbH | February 2023

I think universe selection per se is only on daily basis and triggered once per day, same as the equities

QuantConnect | February 2023

Hi Timothy and Santa 24

Thank you for the answer. It is correct that only daily filtering is available for now.

Papa Bear INVESTOR

Levi Josman | March 2023

any update on the market cap data set?

QuantConnect | March 2023

Hi Papa Bear

Please refer to CoinGecko Market Cap dataset.

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