The S# library contains, as well as the system modules, already implemented small trading algorithms to simplify the coding of complex strategies working in the 24x7 format.
- Slippage - the slippage monitoring in algorithms.
- Profit-loss - the profit-loss monitoring in algorithms.
- Position - the position monitoring in algorithms.
- Latency - the monitoring of orders registration latency in algorithms.
- Base algorithms - base algorithms, on which abovementioned trading algorithms are based.
- Order book: sparse and grouped - order book changing to sparse and, vice versa, the grouping by price levels.
- Equity curve - the equity curve calculation by the profit-loss.