Contributions

Creating a fully supported brokerage is a challenging endeavor. LEAN requires a number of individual pieces which work together to form a complete brokerage implementation. This guide aims to describe in as much detail as possible what you need to do for each module.

The end goal is to submit a pull request that passes all tests. Partially-completed brokerage implementations are acceptable if they are merged to a branch. It's easy to fall behind master, so be sure to keep your branch updated with the master branch. Before you start, read LEAN's coding style guidelines to comply with the code commenting and design standards.

The root of the brokerage system is the algorithm job packets, which hold configuration information about how to run LEAN. The program logic is a little convoluted. It moves from config.json > create job packet > create brokerage factory matching name > set job packet brokerage data > factory creates brokerage instance. As a result, we'll start creating a brokerage at the root, the configuration and brokerage factory.