QuantConnect / QuantConnect/Lean
Adjust Symbol Properties For Alpaca Crypto
Open
@Romazes is already working on this.
Since Jul 24, 2024.
bug
depth
- Dominant language
- C#
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- Avg merge
- 2d 22h
- Merged PRs (30d)
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Description
Expected Behavior
- Alpaca crypto symbol properties are accurate
Actual Behavior
- Alpaca crypto brokerage is using coinbase market and it's SPDB properties but alpaca symbol properties are slightly different, it has a smaller lot size for example
Potential Solution
- Explore using the Alpaca Brokerage Model instance to adjust the symbol properties of the crypto assets to be precise. Maybe we could do this on the
GetBuyingPowerModelcall since we are given the security and it's done once
Reproducing the Problem
N/A
System Information
N/A
Checklist
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Assessment
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