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 stock trading.
S#.API is the basis of all our products. On the basis of the library, solutions such as
S#.Designer, S#.Data etc., as well as our S#.MatLab adapter are created.
S#.API uses the Messages mechanism, which makes it possible to unify the development of adapters, and also allows you to create your
Adapters to any external 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
OpenECry to Interactive Brokers, or from Connectors (Forex) to the stock exchange. Details are in the
- Any markets and brokers - NASDAQ, NYSE, CME, etc. trading by means of OpenECry, Interactive Brokers, E*TRADE and
- Versatility - focused on private algorithmic traders, small teams, investment companies, 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 through a direct connection to exchanges,
as well as support for the FIX protocol.
- Realistic backtesting - the most accurate Backtesting/Emulation
on ticks and order books, determination of the actual slippage.
- Popularity - widely used C# language, popular programming environment Visual Studio.