QuantConnect / QuantConnect/Lean
Ensure Currency Data Feed Does Not Handle Iliquid Crypto Futures Well
Open
Nobody has claimed this yet.
bug
impact-low
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Crypto Futures without an underlying can get a conversion rate.
Actual Behavior
ERROR:: No tradeable pair was found for currency API3, conversion rate to account currency (USDT) will be set to zero. Markets:
[Forex:oanda,Cfd:oanda,Crypto:bybit]
Reproducing the Problem
Deploy an algorithm to Bybit adding API3USDT.
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reproducing the issue with a Bybit deployment that adds API3USDT, then trace the currency conversion and market-selection handling described in the error. Done means a crypto future without an underlying receives a conversion rate instead of being set to zero; no source file or test is named in the issue.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 42/100