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Merged
Martin-Molinero merged 2 commits into from
Jan 16, 2026
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Merged

Add read me for dYdX brokerage #610

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c5a216f
add os files to gitignore
AdalyatNazirov Jan 16, 2026
b12b221
add dYdX documentation
AdalyatNazirov Jan 16, 2026
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3 changes: 3 additions & 0 deletions .gitignore
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Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,9 @@ __pycache__/
# JetBrains Rider
.idea/

# OS Files
.DS_Store

# Distribution / packaging
.Python
build/
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46 changes: 37 additions & 9 deletions README.md
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Expand Up @@ -165,7 +165,7 @@ Options:
-d, --detach Run the backtest in a detached Docker container and return immediately
--debug [pycharm|ptvsd|debugpy|vsdbg|rider|local-platform]
Enable a certain debugging method (see --help for more information)
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX]
Update the Lean configuration file to retrieve data from the given historical provider
--ib-user-name TEXT Your Interactive Brokers username
--ib-account TEXT Your Interactive Brokers account id
Expand Down Expand Up @@ -241,6 +241,10 @@ Options:
--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
--eze-user-name TEXT Your Eze Brokers username
--eze-password TEXT Your Eze Brokers password
--dydx-private-key-hex TEXT Your dYdX API private key in hex format
--dydx-address TEXT Your dYdX wallet address
--dydx-subaccount-number INTEGER
Your dYdX subaccount number
--download-data Update the Lean configuration file to download data from the QuantConnect API, alias
for --data-provider-historical QuantConnect
--data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the backtest when using
Expand Down Expand Up @@ -375,9 +379,9 @@ Usage: lean cloud live deploy [OPTIONS] PROJECT
--notify-insights.

Options:
--brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
--brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX]
The brokerage to use
--data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
--data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX]
The live data provider to use
--ib-user-name TEXT Your Interactive Brokers username
--ib-account TEXT Your Interactive Brokers account id
Expand Down Expand Up @@ -475,6 +479,12 @@ Options:
--eze-user-name TEXT Your Eze Brokers username
--eze-password TEXT Your Eze Brokers password
--eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT
--dydx-private-key-hex TEXT Your dYdX API private key in hex format
--dydx-address TEXT Your dYdX wallet address
--dydx-subaccount-number INTEGER
Your dYdX subaccount number
--dydx-environment [live|paper]
Whether the developer sandbox should be used
--polygon-api-key TEXT Your Polygon.io API Key
--polygon-license-type [Individual|Business]
Select your Polygon.io subscription plan (Optional).
Expand Down Expand Up @@ -884,7 +894,7 @@ Usage: lean data download [OPTIONS]
https://www.quantconnect.com/datasets

Options:
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX]
The name of the downloader data provider.
--ib-user-name TEXT Your Interactive Brokers username
--ib-account TEXT Your Interactive Brokers account id
Expand Down Expand Up @@ -960,6 +970,10 @@ Options:
--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
--eze-user-name TEXT Your Eze Brokers username
--eze-password TEXT Your Eze Brokers password
--dydx-private-key-hex TEXT Your dYdX API private key in hex format
--dydx-address TEXT Your dYdX wallet address
--dydx-subaccount-number INTEGER
Your dYdX subaccount number
--dataset TEXT The name of the dataset to download non-interactively
--overwrite Overwrite existing local data
-y, --yes Automatically confirm payment confirmation prompts
Expand Down Expand Up @@ -1328,11 +1342,11 @@ Options:
--environment TEXT The environment to use
--output DIRECTORY Directory to store results in (defaults to PROJECT/live/TIMESTAMP)
-d, --detach Run the live deployment in a detached Docker container and return immediately
--brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
--brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX]
The brokerage to use
--data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
--data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX]
The live data provider to use
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX]
Update the Lean configuration file to retrieve data from the given historical provider
--ib-user-name TEXT Your Interactive Brokers username
--ib-account TEXT Your Interactive Brokers account id
Expand Down Expand Up @@ -1445,6 +1459,12 @@ Options:
--eze-user-name TEXT Your Eze Brokers username
--eze-password TEXT Your Eze Brokers password
--eze-trading-account TEXT Format: BANK;BRANCH;CUSTOMER;DEPOSIT
--dydx-private-key-hex TEXT Your dYdX API private key in hex format
--dydx-address TEXT Your dYdX wallet address
--dydx-subaccount-number INTEGER
Your dYdX subaccount number
--dydx-environment [live|paper]
Whether the developer sandbox should be used
--ib-enable-delayed-streaming-data BOOLEAN
Whether delayed data may be used when your algorithm subscribes to a security you
don't have a market data subscription for (Optional).
Expand Down Expand Up @@ -1781,7 +1801,7 @@ Options:
--parameter <TEXT FLOAT FLOAT FLOAT>...
The 'parameter min max step' pairs configuring the parameters to optimize
--constraint TEXT The 'statistic operator value' pairs configuring the constraints of the optimization
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX]
Update the Lean configuration file to retrieve data from the given historical provider
--download-data Update the Lean configuration file to download data from the QuantConnect API, alias
for --data-provider-historical QuantConnect
Expand Down Expand Up @@ -1870,6 +1890,10 @@ Options:
--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
--eze-user-name TEXT Your Eze Brokers username
--eze-password TEXT Your Eze Brokers password
--dydx-private-key-hex TEXT Your dYdX API private key in hex format
--dydx-address TEXT Your dYdX wallet address
--dydx-subaccount-number INTEGER
Your dYdX subaccount number
--lean-config FILE The Lean configuration file that should be used (defaults to the nearest lean.json)
--verbose Enable debug logging
--help Show this message and exit.
Expand Down Expand Up @@ -2047,7 +2071,7 @@ Usage: lean research [OPTIONS] PROJECT

Options:
--port INTEGER The port to run Jupyter Lab on (defaults to 8888)
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze]
--data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX]
Update the Lean configuration file to retrieve data from the given historical provider
--ib-user-name TEXT Your Interactive Brokers username
--ib-account TEXT Your Interactive Brokers account id
Expand Down Expand Up @@ -2123,6 +2147,10 @@ Options:
--eze-locale TEXT Examples (broker provided): GLOBAL, AMERICAS, LIVE, DELAYED
--eze-user-name TEXT Your Eze Brokers username
--eze-password TEXT Your Eze Brokers password
--dydx-private-key-hex TEXT Your dYdX API private key in hex format
--dydx-address TEXT Your dYdX wallet address
--dydx-subaccount-number INTEGER
Your dYdX subaccount number
--download-data Update the Lean configuration file to download data from the QuantConnect API, alias
for --data-provider-historical QuantConnect
--data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the research session
Expand Down
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