StockSharp.Algo
5.0.229
Prefix Reserved
dotnet add package StockSharp.Algo --version 5.0.229
NuGet\Install-Package StockSharp.Algo -Version 5.0.229
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="StockSharp.Algo" Version="5.0.229" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Algo" Version="5.0.229" />
<PackageReference Include="StockSharp.Algo" />
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add StockSharp.Algo --version 5.0.229
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: StockSharp.Algo, 5.0.229"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package StockSharp.Algo@5.0.229
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=StockSharp.Algo&version=5.0.229
#tool nuget:?package=StockSharp.Algo&version=5.0.229
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
StockSharp Algo Library
Overview
StockSharp.Algo is the core algorithmic trading library used throughout the StockSharp platform. It provides the building blocks for creating trading bots, managing market data, handling order routing, and simulating strategies against historical data. The library targets .NET 6.0 and can be used in desktop, server, or cloud applications.
Features
- Connectors and Message Adapters – unified infrastructure for connecting to exchanges and data feeds. Includes offline adapters for simulation and adapters for incremental order books, snapshots, and extended order information.
- Strategy Framework – base classes for building algorithmic strategies with built‑in event model, parameter system, and rule management. Strategies can be composed and executed in parallel or as baskets.
- Market Data Storages – tools for storing quotes, trades, candles, and order books in various formats (binary, CSV) with caching and synchronization support.
- Risk and PnL – modules for risk management, slippage modeling, commission calculation, and real‑time profit‑and‑loss tracking.
- Testing and Emulation – historical emulation connectors and market data generators for backtesting strategies under conditions close to real trading.
- Services Registry – helper class to access common services (exchanges, securities, storages) across the application.
Getting Started
Prerequisites
- .NET SDK 6.0 or later.
- Visual Studio 2022 or any compatible IDE.
Basic Usage
The typical entry point for working with the library is the Connector class. Below is a very simplified example that demonstrates how to run a custom strategy using historical data:
using StockSharp.Algo;
using StockSharp.Algo.Strategies;
using StockSharp.Algo.Testing;
var connector = new HistoryEmulationConnector(securityProvider, portfolioProvider, storageRegistry);
var myStrategy = new MyStrategy { Connector = connector, Portfolio = myPortfolio, Security = mySecurity };
connector.NewStrategy += strategy => strategy.Start();
connector.Connect();
A full‑fledged application will include market data subscriptions, order registration, and more advanced strategy logic.
Documentation
Comprehensive documentation for the API and subsystems is available at the StockSharp documentation website.
Support
Questions and discussions are welcome in the community chat.
| Product | Versions Compatible and additional computed target framework versions. |
|---|---|
| .NET | net6.0 is compatible. net6.0-android was computed. net6.0-ios was computed. net6.0-maccatalyst was computed. net6.0-macos was computed. net6.0-tvos was computed. net6.0-windows was computed. net7.0 was computed. net7.0-android was computed. net7.0-ios was computed. net7.0-maccatalyst was computed. net7.0-macos was computed. net7.0-tvos was computed. net7.0-windows was computed. net8.0 was computed. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed. net9.0 was computed. net9.0-android was computed. net9.0-browser was computed. net9.0-ios was computed. net9.0-maccatalyst was computed. net9.0-macos was computed. net9.0-tvos was computed. net9.0-windows was computed. net10.0 was computed. net10.0-android was computed. net10.0-browser was computed. net10.0-ios was computed. net10.0-maccatalyst was computed. net10.0-macos was computed. net10.0-tvos was computed. net10.0-windows was computed. |
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.
-
net6.0
- Ecng.Compilation (>= 1.0.198)
- Ecng.Interop (>= 1.0.260)
- Ecng.IO (>= 1.0.208)
- Ecng.MathLight (>= 1.0.12)
- Ecng.Net (>= 1.0.398)
- Ecng.StringSearch (>= 1.0.182)
- GeneticSharp (>= 3.1.4)
- StockSharp.Charting.Interfaces (>= 5.0.100)
- StockSharp.Configuration (>= 5.0.218)
NuGet packages (8)
Showing the top 5 NuGet packages that depend on StockSharp.Algo:
| Package | Downloads |
|---|---|
|
StockSharp.Xaml
Misc graphical components. More info on web site https://stocksharp.com/store/ |
|
|
StockSharp.CSV
CSV connector. More info on web site https://stocksharp.com/store/ |
|
|
StockSharp.Studio.Core
Core types for UI applications. More info on web site https://stocksharp.com/store/ |
|
|
StockSharp.Xaml.Diagram
Visual designer to create trading strategies. More info on web site https://stocksharp.com/store/ |
|
|
StockSharp.QuikLua
Trading and algorithmic trading platform (stock markets, forex, bitcoins and options). .NET API for InteractiveBrokers, GainCapital, OANDA, FIX/FAST, Binance etc. More info on web site https://stocksharp.com/products/api/ |
GitHub repositories
This package is not used by any popular GitHub repositories.
| Version | Downloads | Last Updated |
|---|---|---|
| 5.0.229 | 329 | 9/11/2025 |
| 5.0.228 | 362 | 9/1/2025 |
| 5.0.227 | 276 | 8/30/2025 |
| 5.0.226 | 481 | 8/10/2025 |
| 5.0.225 | 855 | 7/23/2025 |
| 5.0.224 | 615 | 7/22/2025 |
| 5.0.223 | 440 | 7/20/2025 |
| 5.0.222 | 429 | 7/14/2025 |
| 5.0.221 | 339 | 7/8/2025 |
| 5.0.220 | 273 | 7/4/2025 |
| 5.0.219 | 339 | 6/30/2025 |
| 5.0.218 | 480 | 6/24/2025 |
| 5.0.217 | 289 | 6/20/2025 |
| 5.0.216 | 314 | 6/18/2025 |
| 5.0.215 | 445 | 6/2/2025 |
| 5.0.214 | 553 | 5/14/2025 |
| 5.0.213 | 918 | 4/1/2025 |
| 5.0.212 | 274 | 3/29/2025 |
| 5.0.211 | 280 | 3/27/2025 |
| 5.0.210 | 649 | 2/28/2025 |
| 5.0.209 | 368 | 2/26/2025 |
| 5.0.208 | 304 | 2/24/2025 |
| 5.0.207 | 543 | 2/15/2025 |
| 5.0.206 | 367 | 2/14/2025 |
| 5.0.205 | 867 | 1/7/2025 |
| 5.0.204 | 490 | 12/30/2024 |
| 5.0.203 | 1,013 | 11/18/2024 |
| 5.0.202 | 324 | 11/16/2024 |
| 5.0.201 | 808 | 10/14/2024 |
| 5.0.200 | 358 | 10/9/2024 |
| 5.0.199 | 305 | 10/7/2024 |
| 5.0.198 | 324 | 10/3/2024 |
| 5.0.197 | 432 | 9/23/2024 |
| 5.0.196 | 348 | 9/18/2024 |
| 5.0.195 | 351 | 9/16/2024 |
| 5.0.194 | 458 | 9/8/2024 |
| 5.0.193 | 656 | 8/24/2024 |
| 5.0.192 | 599 | 8/9/2024 |
| 5.0.191 | 575 | 8/1/2024 |
| 5.0.190 | 275 | 7/28/2024 |
| 5.0.189 | 608 | 7/4/2024 |
| 5.0.188 | 526 | 6/23/2024 |
| 5.0.187 | 463 | 6/13/2024 |
| 5.0.186 | 518 | 5/30/2024 |
| 5.0.185 | 297 | 5/22/2024 |
| 5.0.184 | 492 | 5/13/2024 |
| 5.0.183 | 516 | 5/5/2024 |
| 5.0.182 | 441 | 4/26/2024 |
| 5.0.181 | 378 | 4/25/2024 |
| 5.0.180 | 444 | 4/12/2024 |
| 5.0.179 | 551 | 4/4/2024 |
| 5.0.178 | 723 | 3/12/2024 |
| 5.0.177 | 743 | 2/23/2024 |
| 5.0.176 | 547 | 2/22/2024 |
| 5.0.175 | 699 | 2/21/2024 |
| 5.0.174 | 810 | 2/14/2024 |
| 5.0.173 | 731 | 2/12/2024 |
| 5.0.172 | 950 | 2/6/2024 |
| 5.0.171 | 996 | 1/31/2024 |
| 5.0.170 | 983 | 1/14/2024 |
| 5.0.169 | 1,119 | 1/10/2024 |
| 5.0.168 | 1,424 | 12/15/2023 |
| 5.0.167 | 1,207 | 12/8/2023 |
| 5.0.166 | 1,303 | 11/28/2023 |
| 5.0.165 | 1,098 | 11/28/2023 |
| 5.0.164 | 1,701 | 10/8/2023 |
| 5.0.163 | 1,405 | 9/29/2023 |
| 5.0.162 | 1,447 | 9/19/2023 |
| 5.0.161 | 1,125 | 9/18/2023 |
| 5.0.160 | 2,054 | 7/30/2023 |
| 5.0.159 | 1,671 | 7/10/2023 |
| 5.0.158 | 1,411 | 7/8/2023 |
| 5.0.157 | 1,525 | 7/5/2023 |
| 5.0.156 | 1,557 | 6/22/2023 |
| 5.0.155 | 1,511 | 6/19/2023 |
| 5.0.154 | 1,930 | 5/14/2023 |
| 5.0.153 | 1,526 | 5/8/2023 |
| 5.0.152 | 1,742 | 4/21/2023 |
| 5.0.151 | 1,894 | 4/17/2023 |
| 5.0.150 | 1,859 | 4/7/2023 |
| 5.0.149 | 1,742 | 4/3/2023 |
| 5.0.148 | 2,247 | 3/6/2023 |
| 5.0.147 | 2,579 | 2/23/2023 |
| 5.0.146 | 1,930 | 2/13/2023 |
| 5.0.145 | 1,929 | 2/9/2023 |
| 5.0.144 | 1,914 | 2/8/2023 |
| 5.0.143 | 2,042 | 2/2/2023 |
| 5.0.142 | 2,064 | 1/30/2023 |
| 5.0.141 | 2,995 | 1/3/2023 |
| 5.0.140 | 2,155 | 12/30/2022 |
| 5.0.139 | 2,596 | 12/12/2022 |
| 5.0.138 | 2,292 | 12/8/2022 |
| 5.0.137 | 2,945 | 11/11/2022 |
| 5.0.136 | 18,019 | 11/1/2022 |
| 5.0.135 | 20,216 | 10/16/2022 |
| 5.0.134 | 40,268 | 9/8/2022 |
| 5.0.133 | 40,145 | 8/29/2022 |
| 5.0.132 | 40,333 | 8/24/2022 |
| 5.0.131 | 41,157 | 7/26/2022 |
| 5.0.130 | 40,648 | 7/19/2022 |
| 5.0.129 | 41,750 | 5/13/2022 |
| 5.0.128 | 40,605 | 4/30/2022 |
| 5.0.127 | 7,024 | 3/29/2022 |
| 5.0.126 | 42,502 | 3/25/2022 |
| 5.0.125 | 40,871 | 3/17/2022 |
| 5.0.124 | 40,374 | 2/15/2022 |
| 5.0.123 | 42,482 | 2/11/2022 |
| 5.0.122 | 6,855 | 2/2/2022 |
| 5.0.121 | 6,823 | 1/28/2022 |
| 5.0.120 | 42,035 | 1/26/2022 |
| 5.0.119 | 39,611 | 1/21/2022 |
| 5.0.118 | 39,422 | 1/21/2022 |
| 5.0.117 | 38,012 | 1/13/2022 |
| 5.0.116 | 25,095 | 12/29/2021 |
| 5.0.115 | 24,966 | 12/20/2021 |
| 5.0.114 | 24,834 | 12/11/2021 |
| 5.0.113 | 24,812 | 12/6/2021 |
| 5.0.112 | 26,604 | 11/29/2021 |
| 5.0.111 | 24,662 | 11/22/2021 |
| 5.0.110 | 25,507 | 11/13/2021 |
| 5.0.109 | 27,466 | 11/8/2021 |
| 5.0.108 | 1,513 | 11/8/2021 |
| 5.0.107 | 27,305 | 11/5/2021 |
| 5.0.106 | 28,236 | 10/21/2021 |
| 5.0.105 | 28,082 | 10/14/2021 |
| 5.0.104 | 28,002 | 10/14/2021 |
| 5.0.103 | 1,488 | 10/13/2021 |
| 5.0.102 | 3,643 | 10/13/2021 |
| 5.0.101 | 28,749 | 10/11/2021 |
| 5.0.100 | 32,103 | 10/8/2021 |
| 5.0.99 | 3,313 | 10/7/2021 |
| 5.0.98 | 28,680 | 10/7/2021 |
| 5.0.97 | 29,071 | 9/23/2021 |
| 5.0.96 | 27,717 | 9/7/2021 |
| 5.0.95 | 28,624 | 7/31/2021 |
| 5.0.94 | 27,214 | 7/30/2021 |
| 5.0.93 | 26,824 | 7/30/2021 |
| 5.0.92 | 26,708 | 7/19/2021 |
| 5.0.91 | 27,468 | 7/13/2021 |
| 5.0.90 | 27,314 | 7/5/2021 |
| 5.0.89 | 28,732 | 6/16/2021 |
| 5.0.88 | 27,971 | 6/4/2021 |
| 5.0.87 | 27,464 | 5/15/2021 |
| 5.0.86 | 27,579 | 4/30/2021 |
| 5.0.85 | 27,505 | 4/26/2021 |
| 5.0.84 | 27,949 | 4/19/2021 |
| 5.0.83 | 27,244 | 4/16/2021 |
| 5.0.82 | 27,104 | 4/13/2021 |
| 5.0.81 | 26,951 | 4/12/2021 |
| 5.0.80 | 27,491 | 4/8/2021 |
| 5.0.79 | 26,893 | 4/7/2021 |
| 5.0.78 | 26,976 | 4/6/2021 |
| 5.0.77 | 27,125 | 3/29/2021 |
| 5.0.76 | 27,222 | 3/28/2021 |
| 5.0.75 | 27,353 | 3/26/2021 |
| 5.0.74 | 26,842 | 3/26/2021 |
| 5.0.73 | 28,134 | 3/24/2021 |
| 5.0.72 | 28,188 | 3/23/2021 |
| 5.0.71 | 25,443 | 3/18/2021 |
| 5.0.70 | 25,269 | 3/17/2021 |
| 5.0.69 | 25,731 | 3/12/2021 |
| 5.0.68 | 25,647 | 3/4/2021 |
| 5.0.67 | 2,506 | 3/4/2021 |
| 5.0.66 | 25,681 | 2/26/2021 |
| 5.0.65 | 25,833 | 2/17/2021 |
| 5.0.64 | 25,377 | 2/15/2021 |
| 5.0.63 | 25,015 | 2/13/2021 |
| 5.0.62 | 25,351 | 2/12/2021 |
| 5.0.61 | 25,883 | 2/7/2021 |
| 5.0.60 | 25,307 | 2/2/2021 |
| 5.0.59 | 25,304 | 2/2/2021 |
| 5.0.58 | 25,968 | 1/26/2021 |
| 5.0.57 | 25,491 | 1/25/2021 |
| 5.0.56 | 25,178 | 1/25/2021 |
| 5.0.55 | 25,664 | 1/21/2021 |
| 5.0.54 | 25,148 | 1/20/2021 |
| 5.0.53 | 25,123 | 1/19/2021 |
| 5.0.52 | 24,127 | 1/16/2021 |
| 5.0.51 | 25,567 | 1/14/2021 |
| 5.0.50 | 26,168 | 12/29/2020 |
| 5.0.49 | 26,404 | 12/23/2020 |
| 5.0.48 | 25,719 | 12/18/2020 |
| 5.0.47 | 26,967 | 12/15/2020 |
| 5.0.46 | 24,873 | 12/14/2020 |
| 5.0.45 | 28,337 | 12/10/2020 |
| 5.0.45-preview1 | 2,098 | 12/3/2020 |
| 5.0.44 | 25,633 | 12/1/2020 |
| 5.0.44-a3 | 1,847 | 11/30/2020 |
| 5.0.44-a2 | 1,833 | 11/30/2020 |
| 5.0.43 | 2,672 | 11/30/2020 |
| 5.0.43-a1 | 1,782 | 11/30/2020 |
| 5.0.42 | 27,298 | 11/29/2020 |
| 5.0.41 | 25,458 | 11/22/2020 |
| 5.0.40 | 25,134 | 11/22/2020 |
| 5.0.40-a7 | 19,003 | 11/22/2020 |
| 5.0.40-a6 | 19,406 | 11/22/2020 |
| 5.0.40-a5 | 1,699 | 11/20/2020 |
| 5.0.40-a2 | 2,049 | 11/17/2020 |
| 5.0.40-a1 | 1,590 | 11/17/2020 |
| 5.0.39 | 26,390 | 11/13/2020 |
| 5.0.38 | 26,374 | 10/11/2020 |
| 5.0.37 | 26,585 | 9/20/2020 |
| 5.0.36 | 25,007 | 9/18/2020 |
| 5.0.35 | 26,103 | 9/15/2020 |
| 5.0.34 | 25,143 | 9/9/2020 |
| 5.0.33 | 25,206 | 9/3/2020 |
| 5.0.32 | 25,724 | 8/21/2020 |
| 5.0.31 | 25,805 | 8/11/2020 |
| 5.0.30 | 25,296 | 8/10/2020 |
| 5.0.29 | 25,882 | 8/10/2020 |
| 5.0.28 | 25,227 | 7/28/2020 |
| 5.0.27 | 25,069 | 7/19/2020 |
| 5.0.26 | 24,940 | 7/9/2020 |
| 5.0.25 | 24,786 | 7/7/2020 |
| 5.0.24 | 25,957 | 6/10/2020 |
| 5.0.23 | 25,584 | 6/9/2020 |
| 5.0.22 | 25,625 | 6/9/2020 |
| 5.0.21 | 25,828 | 6/4/2020 |
| 5.0.20 | 25,856 | 6/2/2020 |
| 5.0.19 | 25,605 | 5/29/2020 |
| 5.0.18 | 25,751 | 5/25/2020 |
| 5.0.17 | 25,761 | 5/21/2020 |
| 5.0.16 | 25,788 | 5/14/2020 |
| 5.0.15 | 25,748 | 5/12/2020 |
| 5.0.14 | 26,237 | 5/11/2020 |
| 5.0.13 | 26,057 | 5/9/2020 |
| 5.0.12 | 25,959 | 5/5/2020 |
| 5.0.11 | 25,982 | 5/4/2020 |
| 5.0.10 | 2,450 | 4/24/2020 |
| 5.0.9 | 2,348 | 4/22/2020 |
| 5.0.8 | 27,274 | 4/18/2020 |
| 5.0.7 | 25,341 | 4/16/2020 |
| 5.0.6 | 21,488 | 4/15/2020 |
| 5.0.5 | 1,958 | 4/14/2020 |
| 5.0.4 | 22,254 | 4/12/2020 |
| 5.0.3 | 2,043 | 4/6/2020 |
| 5.0.2 | 21,953 | 4/4/2020 |
| 5.0.1 | 9,809 | 3/27/2020 |
| 5.0.0 | 8,799 | 3/26/2020 |
Level1BinarySerializer. Save last time for trades and quotes separately.