Namespace StockSharp.Algo
Classes
AssociatedSecurityAdapter
Associated security adapter.
BasketCodeAttribute
Attribute, applied to derived from BasketSecurity class, to provide basket type code.
BasketMessageAdapter
Adapter-aggregator that allows simultaneously to operate multiple adapters connected to different trading systems.
BasketPortfolio
Basket portfolio.
BasketPosition
The basket with positions which belong to BasketPortfolio.
BasketSecurity
Instruments basket.
BasketSecurityBaseProcessor<TBasketSecurity>
Base basket securities processor.
BasketSecurityMessageAdapter
The messages adapter builds market data for basket securities.
BasketSecurityProcessorProvider
Basket security processors provider.
CollectionPortfolioProvider
Collection based implementation of IPortfolioProvider.
CollectionSecurityProvider
The supplier of information on instruments, getting data from the collection.
Connector
The class to create connections to trading systems.
ContinuousSecurity
Continuous security (generally, a futures contract), containing expirable securities.
ContinuousSecurityBaseProcessor<TBasketSecurity>
Base continuous securities processor.
ContinuousSecurityExpirationProcessor
Continuous securities processor for ContinuousSecurity.
ContinuousSecurityVolumeProcessor
Continuous securities processor for VolumeContinuousSecurity.
EntityFactory
ExpirationContinuousSecurity
Rollover by expiration date continuous security.
ExtendedInfoStorageMessageAdapter
The message adapter, that save ExtensionInfo into IExtendedInfoStorage.
ExtendedMessageTypes
Extended MessageTypes.
FilterableSecurityProvider
Provider of information about instruments supporting search using SecurityTrie.
FilteredMarketDepthAdapter
Filtered market depth adapter.
HeartbeatMessageAdapter
The messages adapter controlling the connection.
IndexSecurity
The index, built of instruments. For example, to specify spread at arbitrage or pair trading.
IndexSecurityBaseProcessor<TBasketSecurity>
Base index securities processor.
Level1DepthBuilderAdapter
Level1 depth builder adapter.
Level1ExtendBuilderAdapter
Level1 extend builder adapter.
LookupTrackingMessageAdapter
Message adapter that tracks multiple lookups requests and put them into single queue.
MarketPriceTypes
The type of market prices.
MarketRule<TToken, TArg>
The rule, activating action at market condition occurrence.
MarketRuleHelper
Extension class for IMarketRule.
MarketRuleList
Rule list.
MarketTimer
The timer, based on trading system time.
MessageConverterHelper
The auxiliary class for conversion of business-objects (StockSharp.BusinessEntities) into messages (StockSharp.Messages) and vice versa.
OfflineMessageAdapter
The messages adapter keeping message until connection will be done.
OrderBookIncrementBuilder
Order book builder, used incremental QuoteChangeMessage.
OrderBookIncrementMessageAdapter
The messages adapter build order book from incremental updates Increment.
OrderBookSortMessageAdapter
The messages adapter sort unsorted order books IsSorted.
OrderBookTruncateMessageAdapter
The messages adapter build order book from incremental updates Increment.
OrderLogCancelReasons
Reasons for orders cancelling in the orders log.
OrderLogHelper
Building order book by the orders log.
OrderLogMessageAdapter
The messages adapter build order book and tick data from order log flow.
PartialDownloadMessageAdapter
Message adapter that splits large market data requests on smaller.
ProcessStates
States of the process.
SecurityMappingMessageAdapter
Security identifier mappings message adapter.
SecurityNativeIdMessageAdapter
Security native id message adapter.
SecurityRemoveMessage
The message, containing security id to remove.
SecurityTrie
Security trie collection.
ServicesRegistry
Services registry.
SnapshotHolderMessageAdapter
The message adapter snapshots holder.
Subscription
Subscription.
SubscriptionMessageAdapter
Subscription counter adapter.
SubscriptionOnlineMessageAdapter
Online subscription counter adapter.
SubscriptionSecurityAllMessage
Subscription ALL parent-child mapping message.
SubscriptionSecurityAllMessageAdapter
Security ALL subscription counter adapter.
SubscriptionStates
Subscription states.
TimeQuoteChange
The quote with the time mark. It used for CSV files.
TraderHelper
The auxiliary class for provision of various algorithmic functionalities.
TransactionOrderingMessageAdapter
Transactional messages ordering adapter.
VolumeContinuousSecurity
Rollover by volume continuous security.
WeightedIndexSecurity
The instruments basket, based on weigh-scales Weights.
WeightedIndexSecurityProcessor
Index securities processor for WeightedIndexSecurity.
WeightedPortfolio
Portfolios basket based on the weights Weights.
Interfaces
ExpirationContinuousSecurity.IExpirationJumpList
The interface describing the internal instruments collection ExpirationJumps.
IEntityFactory
The interface of the business-essences factory (Security, Order etc.).
IInnerAdapterList
The interface describing the list of adapters to trading systems with which the aggregator operates.
IMarketRule
The interface of the rule, activating action at occurrence of market condition.
IMarketRuleContainer
The interface, describing the rules container.
IMarketRuleList
The interface, describing the rules list.
ISnapshotHolder
Interface, described snapshot holder.
ISubscriptionProvider
Subscription provider interface.