Add generic live command support

README.md

@@ -72,6 +72,7 @@ A locally-focused workflow (local development, local execution) with the CLI may
 - [`lean build`](#lean-build)
 - [`lean cloud backtest`](#lean-cloud-backtest)
 - [`lean cloud live`](#lean-cloud-live)
+- [`lean cloud live command`](#lean-cloud-live-command)
 - [`lean cloud live deploy`](#lean-cloud-live-deploy)
 - [`lean cloud live liquidate`](#lean-cloud-live-liquidate)
 - [`lean cloud live stop`](#lean-cloud-live-stop)
@@ -101,6 +102,7 @@ A locally-focused workflow (local development, local execution) with the CLI may
 - [`lean live`](#lean-live)
 - [`lean live add-security`](#lean-live-add-security)
 - [`lean live cancel-order`](#lean-live-cancel-order)
+- [`lean live command`](#lean-live-command)
 - [`lean live deploy`](#lean-live-deploy)
 - [`lean live liquidate`](#lean-live-liquidate)
 - [`lean live stop`](#lean-live-stop)
@@ -303,11 +305,30 @@ Options:
   --help  Show this message and exit.
 
 Commands:
+  command    Send a command to a running cloud live trading project.
   deploy     Start live trading for a project in the cloud.
   liquidate  Stops live trading and liquidates existing positions for a certain project.
   stop       Stops live trading for a certain project without liquidating existing positions.
 ```
 
+### `lean cloud live command`
+
+Send a command to a running cloud live trading project.
+
+```
+Usage: lean cloud live command [OPTIONS] PROJECT
+
+  Send a command to a running cloud live trading project.
+
+Options:
+  --data TEXT  The command to send, 'str' representation of a 'dict' e.g. "{ \"target\": \"BTCUSD\",
+               \"$type\":\"MyCommand\" }"
+  --verbose    Enable debug logging
+  --help       Show this message and exit.
+```
+
+_See code: [lean/commands/cloud/live/command.py](lean/commands/cloud/live/command.py)_
+
 ### `lean cloud live deploy`
 
 Start live trading for a project in the cloud.
@@ -1165,6 +1186,7 @@ Options:
 Commands:
   add-security  Represents a command to add a security to the algorithm.
   cancel-order  Represents a command to cancel a specific order by id.
+  command       Send a command to a local running live trading project.
   deploy        Start live trading a project locally using Docker.
   liquidate     Liquidate the given symbol from the latest deployment of the given project.
   stop          Stop an already running local live trading project.
@@ -1216,6 +1238,25 @@ Options:
 
 _See code: [lean/commands/live/cancel_order.py](lean/commands/live/cancel_order.py)_
 
+### `lean live command`
+
+Send a command to a local running live trading project.
+
+```
+Usage: lean live command [OPTIONS] PROJECT
+
+  Send a command to a local running live trading project.
+
+Options:
+  --data TEXT         The command to send, 'str' representation of a 'dict' e.g. "{ \"target\": \"BTCUSD\",
+                      \"$type\":\"MyCommand\" }"
+  --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.
+```
+
+_See code: [lean/commands/live/command.py](lean/commands/live/command.py)_
+
 ### `lean live deploy`
 
 Start live trading a project locally using Docker.

lean/commands/cloud/live/__init__.py

@@ -14,9 +14,11 @@
 from lean.commands.cloud.live.live import live
 from lean.commands.cloud.live.deploy import deploy
 from lean.commands.cloud.live.stop import stop
+from lean.commands.cloud.live.command import command
 from lean.commands.cloud.live.liquidate import liquidate
 
 
 live.add_command(deploy)
 live.add_command(stop)
-live.add_command(liquidate)
+live.add_command(command)
+live.add_command(liquidate)

lean/commands/cloud/live/command.py

@@ -0,0 +1,41 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean CLI v1.0. Copyright 2021 QuantConnect Corporation.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+
+from lean.container import container
+from click import command, argument, option
+from lean.click import LeanCommand
+
+
+@command(cls=LeanCommand)
+@argument("project", type=str)
+@option("--data", type=str, help="The command to send, 'str' representation of a 'dict' e.g. "
+                                 "\"{ \\\"target\\\": \\\"BTCUSD\\\", \\\"$type\\\":\\\"MyCommand\\\" }\"")
+def command(project: str, data: str) -> None:
+    """
+    Send a command to a running cloud live trading project.
+    """
+    data = eval(data)
+
+    logger = container.logger
+    api_client = container.api_client
+
+    cloud_project_manager = container.cloud_project_manager
+    cloud_project = cloud_project_manager.get_cloud_project(project, False)
+    logger.info(f"cloud.live.command(): sending command.")
+    response = api_client.live.command_create(cloud_project.projectId, data)
+    if response.success:
+        logger.info(f"cloud.live.command(): command executed successfully.")
+    else:
+        raise Exception("cloud.live.command(): Failed: to execute the command successfully.")
+

lean/commands/live/__init__.py

@@ -14,6 +14,7 @@
 from lean.commands.live.live import live
 from lean.commands.live.deploy import deploy
 from lean.commands.live.stop import stop
+from lean.commands.live.command import command
 from lean.commands.live.liquidate import liquidate
 from lean.commands.live.submit_order import submit_order
 from lean.commands.live.cancel_order import cancel_order
@@ -22,8 +23,9 @@
 
 live.add_command(deploy)
 live.add_command(stop)
+live.add_command(command)
 live.add_command(liquidate)
 live.add_command(submit_order)
 live.add_command(cancel_order)
 live.add_command(add_security)
-live.add_command(update_order)
+live.add_command(update_order)

lean/commands/live/command.py

@@ -0,0 +1,37 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean CLI v1.0. Copyright 2021 QuantConnect Corporation.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+
+from pathlib import Path
+from click import command, argument, option
+from lean.click import LeanCommand, PathParameter
+from lean.commands.live.live import get_result, send_command
+
+
+@command(cls=LeanCommand, requires_lean_config=True, requires_docker=True)
+@argument("project", type=PathParameter(exists=True, file_okay=True, dir_okay=True))
+@option("--data", type=str, help="The command to send, 'str' representation of a 'dict' e.g. "
+                                 "\"{ \\\"target\\\": \\\"BTCUSD\\\", \\\"$type\\\":\\\"MyCommand\\\" }\"")
+def command(project: Path,
+            data: str) -> None:
+    """
+    Send a command to a local running live trading project.
+    """
+    data = eval(data)
+    if "id" not in data:
+        from uuid import uuid4
+        data["id"] = uuid4().hex
+
+    docker_container_name = send_command(project, data)
+    get_result(data["id"], docker_container_name)
+

lean/components/api/live_client.py

@@ -123,3 +123,15 @@ def liquidate_and_stop(self, project_id: int) -> QCRestResponse:
             "projectId": project_id
         })
         return QCRestResponse(**data)
+
+    def command_create(self, project_id: int, command: dict) -> QCRestResponse:
+        """Sends a command to a live trading deployment
+
+        :param project_id: the id of the project
+        :param command: the command to send
+        """
+        data = self._api.post("live/commands/create", {
+            "projectId": project_id,
+            "command": command
+        })
+        return QCRestResponse(**data)