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

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Mar 14, 2020

README.md

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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

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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

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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

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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

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

Russian Stock, Futures and Options

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

Forex

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

Cryptocurrencies

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

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