S#.API - a free library for beginners and professionals in the field of algorithmic trading. S#.API
is focused on C# language programming.
Quickly (a few hours) and reliably to move from one connection to another (for example, from Interactive Brokers to OpenECry).
There is no need to rewrite the trading algorithm after the release of a new version of the gateway to the broker.
S#.API updated regularly - see Releases History.
Algorithm code has a unified format (HFT or position trading).
Big community unites different algorithmic traders, regardless of board, broker or connection type.
The increase of customers for trading strategies developers.
The library is divided into the following main components:
- StockSharp.BusinessEntities - basic trading objects (instrument, order, trade, etc.),
including the interface IConnector description.
- StockSharp.Algo - combines a large number of modules that are directly related to trading strategies writing
(for more details see Trading strategies). There are some auxiliary strategies,
such as market making under several schemes (for more details see Quoting) in this component.
Also there is the base implementation of IConnector interface -
Connector class in this component.
StockSharp.Algo.Strategies - the base classes for creating strategies.
StockSharp.Algo.Candles - here is all the necessary functionality to work with candles and graphic patterns recognition collected
(for more details see Candles).
StockSharp.Algo.Indicators - contains the base classes and interfaces for creating technical indicators, as well as built-in indicators.
StockSharp.Algo.Derivatives - classes for work with options.
StockSharp.Algo.Testing - classes for different types of strategies testing: on random and historical data,
on actual market data and also for optimization. See Testing.
StockSharp.Algo.Storages - classes for working with data storage.
See Market-Data storage.
Other modules - various additional modules associated with strategies development: commissions, slippages, profit-loss,
risk management, statistics, a number of auxiliary algorithms (order book cleaning from own orders, the calculation of the market price, rounding prices
to the instrument tick price, etc.) and so on, that simplify the creation of trading algorithms.
- StockSharp.Messages -
message classes, main enumerations, exchanges hours of operation, the Unit Unit class, etc.
- StockSharp.Xaml - graphical components for tabular information display (orders, trades, Level1, etc.),
instruments search, portfolios, order book display, options board, strategies performance monitoring, logging (and others), including:
- StockSharp.Logging - special tools to work with debug information. There are different
ways to output debug messages: to the debug window, to a file, to the graphical component, send via email or sound beep in case of problems in the algorithm.
- Connectors modules - include the connectors implementation to the trading systems with the same names
(for example, StockSharp.InteractiveBrokers contains the connector implementation to Interactive Brokers).