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StockSharp.Algo Namespace

Trading algorithms.

Classes
  ClassDescription
Public classAnonymousRemoteAuthorization
The connection access check module which provides access to all connections.
Public classAssociatedSecurityAdapter
Associated security adapter.
Public classBasketMessageAdapter
Adapter-aggregator that allows simultaneously to operate multiple adapters connected to different trading systems.
Public classBasketPortfolio
Basket portfolio.
Public classBasketPosition
The basket with positions which belong to BasketPortfolio.
Public classBasketSecurity
Instruments basket.
Public classCollectionSecurityProvider
The supplier of information on instruments, getting data from the collection.
Public classConnector
The class to create connections to trading systems.
Public classContinuousSecurity
Continuous security (generally, a futures contract), containing expirable securities.
Public classDataType
Data type info.
Public classEntityFactory
Entity factory (Security, Order etc.).
Public classExtendedInfoStorageMessageAdapter
The message adapter, that save ExtensionInfo into IExtendedInfoStorage.
Public classFilterableSecurityProvider
Provider of information about instruments supporting search using SecurityTrie.
Public classFilteredMarketDepthAdapter
Filtered market depth adapter.
Public classHeartbeatMessageAdapter
The messages adapter controlling the connection.
Public classIndexSecurity
The index, built of instruments. For example, to specify spread at arbitrage or pair trading.
Public classLevel1DepthBuilderAdapter
Level1 depth builder adapter.
Public classMarketRuleTToken, TArg
The rule, activating action at market condition occurrence.
Public classMarketRuleHelper
Extension class for IMarketRule.
Public classMarketRuleList
Rule list.
Public classMarketTimer
The timer, based on trading system time.
Public classMessageConverterHelper
The auxiliary class for conversion of business-objects (StockSharp.BusinessEntities) into messages (StockSharp.Messages) and vice versa.
Public classOfflineMessageAdapter
The messages adapter keeping message until connection will be done.
Public classOrderLogHelper
Building order book by the orders log.
Public classSecurityIdGenerator
The instrument identifiers generator Id.
Public classSecurityMappingMessageAdapter
Security identifier mappings message adapter.
Public classSecurityNativeIdMessageAdapter
Security native id message adapter.
Public classSecurityRemoveMessage
The message, containing security id to remove.
Public classSecurityTrie
Security trie collection.
Public classSubscriptionMessageAdapter
Subscription counter adapter.
Public classTimeQuoteChange
The quote with the time mark. It used for CSV files.
Public classTraderHelper
The auxiliary class for provision of various algorithmic functionalities.
Public classWeightedIndexSecurity
The instruments basket, based on weigh-scales Weights.
Public classWeightedPortfolio
Portfolios basket based on the weights Weights.
Interfaces
  InterfaceDescription
Public interfaceContinuousSecurityIExpirationJumpList
The interface describing the internal instruments collection ExpirationJumps.
Public interfaceIEntityFactory
The interface of the business-essences factory (Security, Order etc.).
Public interfaceIInnerAdapterList
The interface describing the list of adapters to trading systems with which the aggregator operates.
Public interfaceIMarketRule
The interface of the rule, activating action at occurrence of market condition.
Public interfaceIMarketRuleContainer
The interface, describing the rules container.
Public interfaceIMarketRuleList
The interface, describing the rules list.
Public interfaceIRemoteAuthorization
The interface describing the connection access check module.
Enumerations
  EnumerationDescription
Public enumerationAuthorizationModes
Types of authorization.
Public enumerationMarketPriceTypes
The type of market prices.
Public enumerationOrderLogCancelReasons
Reasons for orders cancelling in the orders log.
Public enumerationProcessStates
States of the process.
Public enumerationShrinkRules
Price rounding rules.
Public enumerationUserPermissions
Available permissions which customer receives for work with data.