crypto

name	crypto
description	Use whenever building a CRYPTO universe (a dynamic set of coins on an exchange), ranking coins by dollar volume, or trading crypto long/short — including short-selling crypto and which venues support margin.

Crypto universes and crypto long/short — use the exchange's own tradable set

Build the universe from the venue's NATIVE crypto universe

To select a dynamic set of cryptocurrencies, use the exchange-native CryptoUniverse for the venue you trade on. Do NOT pull a coin list from an external dataset (e.g. CoinGecko market cap) and then build tradable symbols with pySymbol.createcsSymbol.Create — that mapping fails for any coin the venue does not list (symbol could not be found ... for <market> market runtime error). Every symbol CryptoUniverse returns is tradable on that venue.

self.universe_settings.resolution = Resolution.DAILY
self.set_brokerage_model(BrokerageName.BITFINEX, AccountType.MARGIN)
self._universe = self.add_universe(CryptoUniverse.bitfinex(self._select_assets))

def _select_assets(self, data):         # data: list[CryptoUniverse]
    coins = [x for x in data if x.volume_in_usd]    # each x: .symbol .close .volume .volume_in_usd
    coins.sort(key=lambda x: x.volume_in_usd, reverse=True)
    return [x.symbol for x in coins]                # all qualifying coins (see breadth note below)

UniverseSettings.Resolution = Resolution.Daily;
SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Margin);
_universe = AddUniverse(CryptoUniverse.Bitfinex(SelectAssets));

private IEnumerable<Symbol> SelectAssets(IEnumerable<CryptoUniverse> data)
{
    return data
        .Where(x => x.VolumeInUsd != null)          // each x: .Symbol .Close .Volume .VolumeInUsd
        .OrderByDescending(x => x.VolumeInUsd)
        .Select(x => x.Symbol)
        .ToList();                                  // all qualifying coins (see breadth note below)
}

• Per-venue helpers: pyCryptoUniverse.binancecsCryptoUniverse.Binance / py.binance_uscs.BinanceUS / py.bitfinexcs.Bitfinex / py.krakencs.Kraken / py.bybitcs.Bybit / py.coinbasecs.Coinbase. Use the one that matches your brokerage model so the universe and the orders are on the same exchange.
• Breadth is the STRATEGY's call, not a default. How many coins to keep depends on the spec: a broad cross-section strategy returns them all (as above); a "top-N most liquid" strategy slices pycoins[:N]cs.Take(N). Do NOT impose a top-N cap (e.g. pycoins[:50]cs.Take(50)) unless the spec explicitly asks for one — silently capping a broad-universe strategy to the most-liquid handful changes the method.

Dollar volume — use pyvolume_in_usdcsVolumeInUsd

A crypto bar's pyvolumecsVolume is in base-asset units and is not comparable across coins. The CryptoUniverse element exposes USD volume directly as pyx.volume_in_usdcsx.VolumeInUsd — rank and weight by that, not raw unit volume. (Outside the universe callback, dollar volume = bar pyvolumecsVolume × pypricecsPrice.)

Short-selling crypto needs a MARGIN venue

A spot/cash crypto account cannot short. To hold short crypto positions, set a Margin account on a venue whose QC brokerage model supports it (verified against the Lean brokerage models):

• Margin / can short: Binance, BinanceUS, Bitfinex, Kraken, Bybit — pyset_brokerage_model(BrokerageName.<venue>, AccountType.MARGIN)csSetBrokerageModel(BrokerageName.<venue>, AccountType.Margin). Bitfinex defaults to margin.
• Cash-only, CANNOT short: Coinbase, GDAX (the model rejects a margin account).

Match the venue you short on to the CryptoUniverse helper you select with (e.g. pyBrokerageName.BITFINEXcsBrokerageName.Bitfinex + pyCryptoUniverse.bitfinexcsCryptoUniverse.Bitfinex).