[Update] Crypto-Currency & Decimalized Orders

Yes, Volume type has been changed accordingly by patch #992.

Follow the Project at Github: Crypto Currency Support.

Now that the functionality for decimal amounts has to added to the core engine will there soon be official support for the more popular cryptocurrency exchanges?

I am looking at trading multiple cryptocurrencies through coinigy. They apparently use REST API. I am trying to get an understanding of how the pieces fit together and what I would need to do to trade using Coinigy and QuantConnect. Are you also working on a Coinigy interface. If not, any suggestions on where to start?

Hi Joel; tomorrow we're launching with GDAX deeply integrated with QuantConnect/LEAN.

To add a brokerage integration we need a dialog with the brokerage as it is a time consuming process. If you're interested in Coingy please petition them to reach out to QuantConnect and we can investigate an integration.

 Jonathan Andre you might want to beta test GDAX =)

Great!  Thanks, I'll reach out to them and also check out your GDAX integration.

Jared Broad Are there any examples for crypto? I am trying to create a basic template just to show previous BTCUSD chart data from GDAX but nothing comes up. I've just shared it with you can you let me know what I'm doing wrong and a good basic template for crypto?

Nevermind someone just posted a basic example here

https://www.quantconnect.com/forum/discussion/2747/crypto-trading-on-quantconnect

Is there a way to place a market order using a decimal quantity?  Looking at the documentation it looks like it takes int. If I wanted to scale out of a position in halves let's say, and I try to do something like this:

I get an error.

What is your error? I guess you must have this error: "Runtime Error: Trying to perform a summation, subtraction, multiplication or division between 'float' and 'decimal.Decimal' objects throws a TypeError exception. To prevent the exception, ensure that both values share the same type."

Do as the error says: ensure that both values share the same type by casting -0.5 with d.Decimal() as follows:

Yes that was the error I was getting.  I tried casting -.5 with d.Decimal().  The problem however is that, as the documentation indicates, self.MarketOrder() takes integers for quantity.  It would have to take decimal for scaling out to work right.  Here's the excerpt from the documentation.

When using the algorithmic lab, click on the API tab. Then, search for "marketorder". You will end up on the documentation of the self.MarketOrder() method. You will actually see 3 different documentations for the same function: these differ by the type of paramaters they take. You will see that self.MarkerOrder() accepts Int32, Double and Decimal. 

Therefore, I doubt very much the fact that Decimal cannot be used from what we can see in the documentation and from the fact that I also run algorithms on crypto assets with decimal orders. 

If there is indeed an error, could you post the backtest so that we have a look at it?

Can see the three different type of parameters but how to choose Decimal for Equity backtest code?

Hi Glenn Pedley,
We can use an integer or a float in the above method ( we do not need to use Decimal since it's the same as float), and the algorithm will round down the quantity to the minimum lot size that is 1 for equity. If we do the following order:
 

self.MarketOrder("SPY", 100.123)

The algorithm will buy 100 quantities of the SPY
Best,
Varad Kabade