/StockSharp

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

Primary LanguageC#Apache License 2.0Apache-2.0

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 - 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 - 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

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 - 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 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. Release notes - RELEASE_NOTES.md.

License

StockSharp code is licensed under the Apache License 2.0.