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StockSharp.Algo Namespace

Trading algorithms.

Public classAssociatedSecurityAdapter
Associated security adapter.
Public classBasketCodeAttribute
Attribute, applied to derived from BasketSecurity class, to provide basket type code.
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 classBasketSecurityBaseProcessorTBasketSecurity
Base basket securities processor.
Public classBasketSecurityMessageAdapter
The messages adapter builds market data for basket securities.
Public classBasketSecurityProcessorProvider
Basket security processors provider.
Public classCollectionPortfolioProvider
Collection based implementation of IPortfolioProvider.
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 classContinuousSecurityBaseProcessorTBasketSecurity
Base continuous securities processor.
Public classContinuousSecurityExpirationProcessor
Continuous securities processor for ContinuousSecurity.
Public classContinuousSecurityVolumeProcessor
Continuous securities processor for VolumeContinuousSecurity.
Public classEntityFactory
Entity factory (Security, Order etc.).
Public classExpirationContinuousSecurity
Rollover by expiration date continuous security.
Public classExtendedInfoStorageMessageAdapter
The message adapter, that save ExtensionInfo into IExtendedInfoStorage.
Public classExtendedMessageTypes
Extended MessageTypes.
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 classIndexSecurityBaseProcessorTBasketSecurity
Base index securities processor.
Public classLevel1DepthBuilderAdapter
Level1 depth builder adapter.
Public classLevel1ExtendBuilderAdapter
Level1 extend builder adapter.
Public classLookupTrackingMessageAdapter
Message adapter that tracks multiple lookups requests and put them into single queue.
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 classOrderBookIncrementBuilder
Order book builder, used incremental QuoteChangeMessage.
Public classOrderBookIncrementMessageAdapter
The messages adapter build order book from incremental updates Increment.
Public classOrderBookSortMessageAdapter
The messages adapter sort unsorted order books IsSorted.
Public classOrderBookTruncateMessageAdapter
The messages adapter build order book from incremental updates Increment.
Public classOrderLogHelper
Building order book by the orders log.
Public classOrderLogMessageAdapter
The messages adapter build order book and tick data from order log flow.
Public classPartialDownloadMessageAdapter
Message adapter that splits large market data requests on smaller.
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 classServicesRegistry
Services registry.
Public classSnapshotHolderMessageAdapter
The message adapter snapshots holder.
Public classSubscription
Public classSubscriptionMessageAdapter
Subscription counter adapter.
Public classSubscriptionOnlineMessageAdapter
Online subscription counter adapter.
Public classSubscriptionSecurityAllMessage
Subscription ALL parent-child mapping message.
Public classSubscriptionSecurityAllMessageAdapter
Security ALL 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 classTransactionOrderingMessageAdapter
Transactional messages ordering adapter.
Public classVolumeContinuousSecurity
Rollover by volume continuous security.
Public classWeightedIndexSecurity
The instruments basket, based on weigh-scales Weights.
Public classWeightedIndexSecurityProcessor
Index securities processor for WeightedIndexSecurity.
Public classWeightedPortfolio
Portfolios basket based on the weights Weights.
Public interfaceExpirationContinuousSecurityIExpirationJumpList
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 interfaceISnapshotHolder
Interface, described snapshot holder.
Public interfaceISubscriptionProvider
Subscription provider interface.
Public enumerationMarketPriceTypes
The type of market prices.
Public enumerationOrderLogCancelReasons
Reasons for orders cancelling in the orders log.
Public enumerationProcessStates
States of the process.
Public enumerationSubscriptionStates
Subscription states.