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.
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 Forex to the stock exchange. Details are in the Architecture S#.API section.
- Supports many sources:Connectors.
- 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.