S#.API - a free library for beginners and professionals in the field of algorithmic trading.
S#.API is oriented to program on C# in the Visual Studio environment, allowing to create absolutely any strategies:
from positional strategies with a long timeframe to the high-frequency strategies (HFT) using direct access (DMA) to trading.
S#.API is the foundation of all our products. Solutions like S#.Designer, S#.Data, etc. created on the basis of the library.
And also our adapters S#.Wealthlab and S#.MatLab.
S#.API uses special messages, which unify the development of adapters
and easy to create own connectors to any trading system.
The benefits and capabilities of the library:
- Portability - the algorithm does not depend on a broker or exchange API and can work with any connection.
For example, it is easy to move from Interactive Brokers to OpenECry, or from Forex to the stock exchange. Details are in the Architecture section.
- All markets -
the full support of the spot market, futures, options, forex and bitcoins.
- Global exchanges -
NASDAQ, NYSE, CME, etc. trading by means of OpenECry, Interactive Brokers, E*TRADE and
- Versatility - focused on private algorithmic traders, small teams, investment companies and banks.
- Performance - the simultaneous execution of hundreds of strategies on any instruments.
- Speed - the orders processing in the S#.API takes no more than a few microseconds.
- Direct connection -
trading via a direct connection to the exchange using FIX/FAST protocol, as well as proprietary protocol support (ITCH etc.).
- Realistic backtesting - the most accurate backtesting
on ticks and order books, determination of the actual slippage.
- Popularity - widely used C# language, popular programming environment Visual Studio.