StockSharp

Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

Code Quality Rank: L2

Programming language: C#

License: Apache License 2.0

Tags: Exchange     Trading     Finance     Algotrading     Forex     Bitcoin     Stock     Derivatives     Options     C#    

Latest version: v5.0.0

README

StockSharp - trading platform

Documentation | Download | Support | Algotrading training

Introduction

StockSharp (shortly S#) – are free programs for trading at any markets of the world (American, European, Asian, Russian, stocks, futures, options, Bitcoins, forex, etc.). You will be able to trade manually or automated trading (algorithmic trading robots, conventional or HFT).

Available connections: FIX/FAST, ITCH (LSE, NASDAQ), Blackwood/Fusion, BarChart, CQG, E*Trade, IQFeed, InteractiveBrokers, LMAX, MatLab, Oanda, FXCM, OpenECry, Rithmic, RSS, Sterling, BTCE, BitStamp, Bitfinex, Coinbase, Kraken, Poloniex, GDAX, Bittrex, Bithumb, HitBTC, OKCoin, Coincheck, Binance, Liqui, CEX.IO, Cryptopia, OKEx, BitMEX, YoBit, Livecoin, EXMO, Deribit, Huobi, KuCoin, BITEXBOOK, CoinExchange, QuantFEED and many other.

S#.Designer

S#.Designer - free universal algorithmic strategies application for easy strategy creation:

• Visual designer to create strategies by mouse clicking
• Embedded C# editor
• Easy to create own indicators
• Build in debugger
• Connections to the multiple electronic boards and brokers
• All world platforms
• Schema sharing with own team

S#.Data

S#.Data - free software to automatically load and store market data:

• Supports many sources
• High compression ratio
• Any data type
• Program access to stored data via API
• Export to csv, excel, xml or database
• Import from csv
• Scheduled tasks
• Auto-sync over the Internet between several running programs S#.Data

S#.Terminal

Terminal - free trading charting application (trading terminal):

• Connections to the multiple electronic boards and brokers
• Trading from charts by clicking
• Arbitrary timeframes
• Volume, Tick, Range, P&F, Renko candles
• Cluster charts
• Box charts
• Volume Profile

S#.Shell

S#.Shell - the ready-made graphical framework with the ability to quickly change to your needs and with fully open source code in C#:

• Complete source code
• Support for all StockSharp platform connections
• Support for S#.Designer schemas
• Flexible user interface
• Strategy testing (statistics, equity, reports)
• Save and load strategy settings
• Launch strategies in parallel
• Detailed information on strategy performance
• Launch strategies on schedule

S#.API

S#.API is a free C# library for programmers who use Visual Studio. S#.API lets you create any trading strategy, from long-timeframe positional strategies to high frequency strategies (HFT) with direct access to the exchange (DMA). More info...

Strategy example

public class SimpleStrategy : Strategy
{
    [Display(Name = "CandleSeries",
         GroupName = "Base settings")]
    public CandleSeries CandleSeries { get; set; }
    public SimpleStrategy(){}

    protected override void OnStarted()
    {
        var connector = (Connector)Connector;
        connector.WhenCandlesFinished(CandleSeries).Do(CandlesFinished).Apply(this);
        connector.SubscribeCandles(CandleSeries);
        base.OnStarted();
    }

    private void CandlesFinished(Candle candle)
    {
        if (candle.OpenPrice < candle.ClosePrice && Position <= 0)
        {
            RegisterOrder(this.BuyAtMarket(Volume + Math.Abs(Position)));
        }
        else if (candle.OpenPrice > candle.ClosePrice && Position >= 0)
        {
            RegisterOrder(this.SellAtMarket(Volume + Math.Abs(Position)));
        }
    }
}

American Stock, Futures and Options

Logo	Name	Documentation Eng	Documentation Ru
	AlphaVantage	Eng	Ru
	Bachart	Eng	Ru
	Blackwood (Fusion)	Eng	Ru
	CQG	Eng	Ru
	E*TRADE	Eng	Ru
	Google	Eng	Ru
	IEX	Eng	Ru
	Interactive Brokers	Eng	Ru
	IQFeed	Eng	Ru
	ITCH	Eng	Ru
	OpenECry	Eng	Ru
	Quandl	Eng	Ru
	QuantFEED	Eng	Ru
	Rithmic	Eng	Ru
	Sterling	Eng	Ru
	Tradier	Eng	Ru
	Xignite	Eng	Ru
	Yahoo	Eng	Ru

Russian Stock, Futures and Options

Logo	Name	Documentation Ru
	Mfd	Ru
	Micex (TEAP)	Ru
	Plaza II	Ru
	Quik	Ru
	Quik FIX	Ru
	SmartCOM	Ru
	SPB Exchange	Ru
	Transaq	Ru
	Twime	Ru
	UX (сайт)	Ru
	Алор Трейд	Ru
	Альфа-Директ	Ru
	ЛЧИ	Ru
	РТС	Ru
	Финам	Ru

Forex

Logo	Name	Documentation Eng	Documentation Ru
	DukasCopy	Eng	Ru
	FinViz	Eng	Ru
	FXCM	Eng	Ru
	GAIN Capital	Eng	Ru
	LMAX	Eng	Ru
	MB Trading	Eng	Ru
	Oanda	Eng	Ru
	TrueFX	Eng	Ru

Cryptocurrencies

Logo	Name	Documentation Eng	Documentation Ru
	Bibox	Eng	Ru
	Binance	Eng	Ru
	Bitalong	Eng	Ru
	Bitbank	Eng	Ru
	Bitexbook	Eng	Ru
	Bitfinex	Eng	Ru
	Bithumb	Eng	Ru
	BitMax	Eng	Ru
	BitMEX	Eng	Ru
	BitStamp	Eng	Ru
	Bittrex	Eng	Ru
	BitZ	Eng	Ru
	BW	Eng	Ru
	CEX.IO	Eng	Ru
	Coinbase	Eng	Ru
	CoinBene	Eng	Ru
	CoinCap	Eng	Ru
	Coincheck	Eng	Ru
	CoinEx	Eng	Ru
	CoinExchange	Eng	Ru
	Coinigy	Eng	Ru
	CoinHub	Eng	Ru
	Cryptopia	Eng	Ru
	Deribit	Eng	Ru
	DigiFinex	Eng	Ru
	DigitexFutures	Eng	Ru
	EXMO	Eng	Ru
	FatBTC	Eng	Ru
	GDAX	Eng	Ru
	GOPAX	Eng	Ru
	HitBTC	Eng	Ru
	Hotbit	Eng	Ru
	Huobi	Eng	Ru
	IDAX	Eng	Ru
	Kraken	Eng	Ru
	KuCoin	Eng	Ru
	LATOKEN	Eng	Ru
	LBank	Eng	Ru
	Liqui	Eng	Ru
	Livecoin	Eng	Ru
	OKCoin	Eng	Ru
	OKEx	Eng	Ru
	Poloniex	Eng	Ru
	PrizmBit	Eng	Ru
	QuoineX	Eng	Ru
	TradeOgre	Eng	Ru
	Upbit	Eng	Ru
	YoBit	Eng	Ru
	Zaif	Eng	Ru
	ZB	Eng	Ru

Development stage

Current stage of all components - [RELEASE_STAGES.md](../master/_ReleaseNotes/RELEASE_STAGES.md). Release notes - [RELEASE_NOTES.md](../master/_ReleaseNotes/CHANGE_LOG_API.md).

License

StockSharp code is licensed under the [Apache License 2.0](../master/LICENSE).