QuantConnect LEAN Brokerage Model Development and Strategy Implementation

Job ID: 39058049

Budget: ₹12,500 – ₹37,500 INR

Project Title:

Custom Brokerage Model Development for QuantConnect LEAN Platform and Strategy Implementation

Introduction:

I am seeking an experienced and proactive developer to create a custom brokerage model for the QuantConnect LEAN platform. This platform will be deployed locally, and the selected candidate will integrate a pseudocode-based trading strategy into the LEAN platform. The developer will also be responsible for implementing an automated authentication mechanism for the broker's API via OAuth protocols and deploying the platform on an AWS EC2 instance. This is a hands-on role requiring a candidate who is highly familiar with the LEAN engine and its integration capabilities.

The ideal candidate will be responsible for conceptualizing and executing clear, quality code, ensuring smooth functionality, and troubleshooting issues. You will write clear, quality code, test and debug it, and ensure that the final solution meets the project’s requirements. Furthermore, you will prepare documentation that will allow end-users to troubleshoot minor software-related issues and efficiently use the platform.

Responsibilities:

Brokerage Model Development:
Develop and integrate a custom brokerage model to the QuantConnect LEAN platform.
Ensure the brokerage model handles order execution, risk management, and other necessary brokerage functions.

Strategy Conversion:
Convert the provided pseudocode trading strategy into a fully functioning strategy using the LEAN platform’s supported languages (C# or Python).
Ensure the strategy performs well in live trading, handling market data and order placement appropriately.

OAuth-Based API Authentication:
Develop and implement an automated OAuth authentication mechanism for secure, hands-off broker API access.
Leverage QuantConnect’s OAuth features or develop a custom solution based on broker API specifications.
Ensure that the authentication process operates without manual intervention, allowing seamless broker connectivity.

AWS EC2 Deployment:
Deploy the QuantConnect LEAN platform on an AWS EC2 instance.
Set up, configure, and optimize the EC2 instance for the platform’s needs, ensuring security and scalability.

Testing and Debugging:
Detect, troubleshoot, and fix any software issues that arise during development or after deployment.
Conduct extensive testing to verify the functionality of the brokerage model, the strategy, and the OAuth authentication.

API Development & Integration:
Develop, implement, and test REST APIs to enable smooth communication between the LEAN platform and external broker APIs.

Required Qualifications:

QuantConnect LEAN Experience:
Extensive experience with the QuantConnect LEAN platform, including brokerage model creation and integration.
Familiarity with the LEAN codebase and its APIs for connecting with broker systems.

Programming & API Development:
Strong experience in programming languages supported by LEAN, specifically C# or Python.
Expertise in developing and testing REST APIs, with a focus on security and scalability.

OAuth Authentication Expertise:
Proven experience with OAuth protocols for secure, automated authentication mechanisms in trading systems.

Cloud Infrastructure (AWS):
Experience deploying applications to AWS EC2 instances.
Ability to configure, secure, and optimize cloud infrastructure to support performance and scalability.

Troubleshooting & Debugging:
Strong debugging and problem-solving skills, with the ability to detect and fix issues quickly.
Ability to test, review, and refine code to ensure high-quality results.

Development Experience:
2+ years of development experience, preferably in trading systems, APIs, or similar complex applications.
Comfortable working with relational databases and backend systems.

Note: Only candidates with prior experience working with the QuantConnect LEAN platform and related technologies should apply. Proposals from individuals lacking direct experience with LEAN will not be considered. Please submit a proposal detailing your experience, particularly with QuantConnect, brokerage API integration, OAuth implementation, and AWS EC2 deployment. Include examples of similar projects and any relevant technical skills.

I look forward to reviewing your expertise for this exciting opportunity!
Related categories: Python Algorithm C# Programming Trading REST API