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 Symbol.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.

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: CryptoUniverse.Binance / .BinanceUS / .Bitfinex / .Kraken / .Bybit / .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 .Take(N). Do NOT impose a top-N cap (e.g. .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 VolumeInUsd

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

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 — SetBrokerageModel(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. BrokerageName.Bitfinex + CryptoUniverse.Bitfinex).