Share New Research 
Hi all,
Hope you can help me out.
I am live trading on GDAX and due to its geographical restrictions I have to trade the EUR pairs. However, when calculating my position sizings the algo converts everything into USD (available cash etc) except for the actual currency pair (e.g. BTCEUR). This leads to wrong position sizing and invalid order as I am calculating cash in USD but then use the EUR pair and not the USD pair to get to the position size.
Is there a way to set the account currency to EUR so everything is calculated in EUR? Or is there a way to access the conversion rate so I can manually convert the currencies?
Thanks you!
Jared Broad
Sorry at this time we don't support EUR (non-USD) base currency. We're aware of this limitation for international crypto users and are working on a solution.
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.
Thomas
Thanks Jared for your note and everyone working on this!!
Tolu Ogunseye
Hi Jared,
Just wondering if there is any update on this. I'm trying to simple triangular arbitrage on QuantConnect and I'm almost there but I can figure out how to use the MarketOrder("BTCETH", quantity) to convert ETH to BTC or BTC to ETH. Wondering if there is equivalent being done on FOREX for me to compare.
I was hoping MarketOrder("BTCETH", +/-quantity) converts one way or the other as long as you have holdings on either end. So far no luck
Regards
T
Louis Szeto
Hi Tolu
LEAN does not consider a trade the same as currency conversion, but the crypto you hold would be similar on what forex was doing. It would be hard to track your PnL for an arb. Refer to this post on how to check the cashbook.
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.
Thomas
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!