API - a free algorithmic trading API. StockSharp

Author: StockSharp
N: 5
v5.0.156 (11/18/2024)
Downloads: 61783
Documentation

API is a free library both for beginners and for experts in algorithmic trading.


API has been designed for C# programmers who use Visual Studio. API lets you create any trading strategy, from long-timeframe positional strategies to high frequency strategies (HFT) with direct access to the exchange (DMA).

Many types of connections: FIX/FAST, LMAX, Rithmic, Fusion/Blackwood, Interactive Brokers, CQG, Oanda, FXCM, OpenECry, Sterling, BarChart, IQFeed, E*Trade, BTCE, BitStamp, 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, ITCH, QuantFEED.

All our products are based on S#.API. Using it, we created such solutions as Designer and Hydra. Our integration tools like MatLab are based on API as well.

API architecture


Advantages of using API:

  • Cross platform solution — If your robot doesn’t depend on any particular broker’s or exchange’s API, you can use any connection. For example, you can easily switch from Interactive Broker to E*TRADE, or from Forex to a stock exchange.
  • Support for all markets — You can trade on NASDAQ, NYSE, or CME, having full support for spot market, futures, and options.
  • Versatility — When developing API, we focused on the needs of individual algo traders, small teams, investment companies, and banks.
  • High performance — You can backtest hundreds of strategies based on different instruments.
  • Low Latency — Processing an order takes just a few microseconds.
  • Direct connection — Trade is conducted via a direct connection to the exchange. Moreover, you can use the FIX protocol.
  • Realistic testing — We provide the most accurate testing for ticks and order books, as well as determine the actual slip.
  • Popular development tools — You can use Visual Studio to create your own applications in C#.