Best Practices

When developing a connector for a number of exchanges within the StockSharp platform, it is recommended to follow an established approach that involves dividing functionality into several key components:

1. Authentication - Handles API key management and request signature generation.
2. REST Client - Facilitates interaction with the exchange's REST API.
3. WebSocket Client - Manages real-time data through WebSocket connections.
4. Type Conversion - Provides methods for converting between StockSharp data types and exchange-specific formats.

This division allows for a more modular and maintainable code structure, facilitates testing, and enables the reuse of components in other projects.

When implementing each of these components, it's important to consider the specifics of the particular exchange, but the general structure remains similar for most exchanges.