StockSharp.Algo 5.0.25

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/

There is a newer version of this package available.
See the version list below for details.
Install-Package StockSharp.Algo -Version 5.0.25
dotnet add package StockSharp.Algo --version 5.0.25
<PackageReference Include="StockSharp.Algo" Version="5.0.25" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add StockSharp.Algo --version 5.0.25
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: StockSharp.Algo, 5.0.25"
#r directive can be used in F# Interactive, C# scripting and .NET Interactive. Copy this into the interactive tool or source code of the script to reference the package.
// Install StockSharp.Algo as a Cake Addin
#addin nuget:?package=StockSharp.Algo&version=5.0.25

// Install StockSharp.Algo as a Cake Tool
#tool nuget:?package=StockSharp.Algo&version=5.0.25
The NuGet Team does not provide support for this client. Please contact its maintainers for support.

Release Notes

TransactionOrderingMessageAdapter. Assign order's transaction id for trade only messages.
Connector. Fix handling null TradeStringId and OrderStringId.
SnapshotRegistry. Auto-delete error files (no any ok messages).
BatchEmulation. More stateless.
Level1CsvSerializer, PositionCsvSerializer. Reserved fields.
Level1BinarySnapshotSerializer, PositionBinarySnapshotSerializer supported all fields.
TransactionBinarySnapshotSerializer. Extracted extension methods.
Level1BinarySerializer. Index, Imbalance, UnderlyingPrice, OptionMargin, OptionSyntheticMargin supported.
Level1CsvSerializer, PositionCsvSerializer. Save changes count.
BinaryHelper. Optimize DataType storage.
IGeneratedMessage
Removed old code.
Strategy. Fix detect registered order.
PositionManager. Fix pos change time stamp.
StorageMetaInfoMessageAdapter. Save strategies positions.
StrategyPositionMessageAdapter replaced by PositionMessageAdapter.
StorageMetaInfoMessageAdapter. Mark out messages as ignore offline.
PositionReplyMessageAdapter
StrategyPositionManager. State restoration implemented.
PositionManager. Excluded thread safety.
PositionManager inherited from BaseLogReceiver.
Order. SeqNum property.
BasketMessageAdapter. Send error transaction replies if no adapters found.
MarketEmulator. Do not initialize all fields for trans replies.
StrategyPositionMessageAdapter
OrderStatusMessage. States property.
IMessageAdapter. IsPositionsEmulationRequired made as bool?
StorageBuffer. Send -> Process rename.
PositionManager. Extract strategy positions tracking into StrategyPositionManager.
Logs child SEC ALL as Debug.
Connector. Child subscriptions do not invoke events. Fix change state child subscriptions.
PositionManager. Uses OrderMessage.StrategyId to track strategies positions.
PositionChangeMessage. StrategyId property.
OrderMessage. StrategyId
PositionBinarySnapshotSerializer fix Key.
TraderHelper. GetPosition made as obsolete.
IMessageAdapter. IsPositionsEmulationRequired
Manager based adapters. Fix Reset message processing.
StrategyCommentModes
QuoteBinarySerializer. Fix save first empty incremental book.
BasketMessageAdapter. Storage adapter moved in front of OrderBookInc and OL adapters.
TransactionBinarySnapshotSerializer. New fields supported.
ExecutionMessage. SeqNum
MarketDataMessage. PassThroughOrderBookInrement -> DoNotBuildOrderBookInrement.
CandleSeries. IsFinished -> IsFinishedOnly
OrderBookIncrementMessageAdapter. SEC ALL subscriptions supported.
Connector. Skip SEC ALL mapping subscription.
SubscriptionSecurityAllMessageAdapter fixes.
IMessageAdapter. FeatureName
Loc fix.
Small refactoring.
StorageBuffer. Do not keep ExecMsg.IsCancellation replies.
IMessageAdapter. UseChannels property.
IMessageListener. Subscriptions members.
CsvEntityList. RemoveRange supported.
ISecurityStorage. DeleteRange added.
SecurityTrie. Patricia algo usage.
OrderBookIncrementBuilder. Fix non incremental mode.
Connector. LookupMessagesOnConnect changed from bool to MessageTypes set.
CandlePriceLevel made as struct.
CandleMessageVolumeProfile -> VolumeProfileBuilder.
CopyArray removed.
OrderBookSortMessageAdapter.
QuoteChangeMessage. IsSorted is true by default.
Level1Fields. LastTrade, BestBid, BestAsk marked as obsolete.
MarketDepth. Uses QuoteChange. Quote marked as obsolete.
OrderBookIncrementBuilder performance improved.
QuoteChange made as struct.
BufferMessageAdapter. Handle order replace messages.
ISnapshotSerializer. Removed CreateCopy
StorageBuffer. Handles order register and replace messages. StorageBuffer. EnabledPositions, EnabledTransactions options.
StorageBuffer. Removed SecId mapping.
Own trade trans id mapping. Moved logic from BufferMessageAdapter to TransactionOrderingMessageAdapter.
Connector. Log ErrorMessage with associated source adapter.
ICandleSource. Removed Error event.
GetSnapshotStorage overload accepts DataType.
Connector. Securities and Portfolio properties returns only own objects.
Connector. Non exist subscriptions logs refactoring.
Connector. RegisteredXXX returns only active subscriptions.
BasketMessageAdapter. Fix process subscription for multi-connections.
CandleManager marked as obsolete.
EmulationStates replaced by ChannelStates.
IMessageChannel. IsOpened -> State.
BasketEmulator. Fix Suspend, Resume, Stop.
BatchEmulation. Fix multi-CPU usage.
HistoryEmulationConnector. Removed temp in memory channels initialization.
HistoryEmulationConnector. Disconnect event invoke fix.
HistoryEmulationConnector. Turned off IsSupportTransactionLog, SupportSecurityAll.
HistoryEmulationConnector. Fix State switch. LastMessage removed.
IMarketDataProvider. GetMarketDepth marked as obsolete.
SubscriptionSecurityAllMessageAdapter. Fix clear sec info.
StorageHelper. Fix handle Delete nullable date bounds.
SubscriptionSecurityAllMessageAdapter. Fix unsubscribe (not complete).
SubscriptionSecurityAllMessageAdapter. Flush suspended in out messages thread.
OrderBookIncrementMessageAdapter.
MyTrade. Yield added.
StrategyInfoMessage. Fix CopyTo
StrategyPriceTypes -> ProductPriceTypes.
grammar fix.

NuGet packages (107)

Showing the top 5 NuGet packages that depend on StockSharp.Algo:

Package Downloads
StockSharp.Fix
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/
StockSharp.Quik
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/
StockSharp.Algo.Strategies
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/
StockSharp.Transaq
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/
StockSharp.Cqg.Continuum
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 History

Version Downloads Last updated
5.0.83 0 4/16/2021
5.0.82 151 4/13/2021
5.0.81 71 4/12/2021
5.0.80 731 4/8/2021
5.0.79 425 4/7/2021
5.0.78 416 4/6/2021
5.0.77 701 3/29/2021
5.0.76 535 3/28/2021
5.0.75 589 3/26/2021
5.0.74 445 3/26/2021
5.0.73 556 3/24/2021
5.0.72 730 3/23/2021
5.0.71 688 3/18/2021
5.0.70 523 3/17/2021
5.0.69 775 3/12/2021
5.0.68 852 3/4/2021
5.0.67 76 3/4/2021
5.0.66 727 2/26/2021
5.0.65 1,042 2/17/2021
5.0.64 605 2/15/2021
5.0.63 615 2/13/2021
5.0.62 542 2/12/2021
5.0.61 916 2/7/2021
5.0.60 754 2/2/2021
5.0.59 485 2/2/2021
5.0.58 843 1/26/2021
5.0.57 620 1/25/2021
5.0.56 486 1/25/2021
5.0.55 744 1/21/2021
5.0.54 513 1/20/2021
5.0.53 574 1/19/2021
5.0.52 662 1/16/2021
5.0.51 595 1/14/2021
5.0.50 1,298 12/29/2020
5.0.49 874 12/23/2020
5.0.48 893 12/18/2020
5.0.47 741 12/15/2020
5.0.46 591 12/14/2020
5.0.45 989 12/10/2020
5.0.45-preview1 173 12/3/2020
5.0.44 1,068 12/1/2020
5.0.44-a3 120 11/30/2020
5.0.44-a2 108 11/30/2020
5.0.43 180 11/30/2020
5.0.43-a1 115 11/30/2020
5.0.42 748 11/29/2020
5.0.41 923 11/22/2020
5.0.40 541 11/22/2020
5.0.40-a7 579 11/22/2020
5.0.40-a6 558 11/22/2020
5.0.40-a5 121 11/20/2020
5.0.40-a2 173 11/17/2020
5.0.40-a1 134 11/17/2020
5.0.39 1,005 11/13/2020
5.0.38 2,078 10/11/2020
5.0.37 2,143 9/20/2020
5.0.36 1,114 9/18/2020
5.0.35 1,195 9/15/2020
5.0.34 1,212 9/9/2020
5.0.33 1,231 9/3/2020
5.0.32 1,348 8/21/2020
5.0.31 1,284 8/11/2020
5.0.30 1,071 8/10/2020
5.0.29 1,152 8/10/2020
5.0.28 1,330 7/28/2020
5.0.27 1,346 7/19/2020
5.0.26 1,196 7/9/2020
5.0.25 1,179 7/7/2020
5.0.24 2,340 6/10/2020
5.0.23 2,025 6/9/2020
5.0.22 1,975 6/9/2020
5.0.21 2,076 6/4/2020
5.0.20 2,063 6/2/2020
5.0.19 2,040 5/29/2020
5.0.18 2,021 5/25/2020
5.0.17 2,038 5/21/2020
5.0.16 2,104 5/14/2020
5.0.15 2,022 5/12/2020
5.0.14 1,973 5/11/2020
5.0.13 2,366 5/9/2020
5.0.12 2,171 5/5/2020
5.0.11 2,189 5/4/2020
5.0.10 336 4/24/2020
5.0.9 410 4/22/2020
5.0.8 2,629 4/18/2020
5.0.7 2,191 4/16/2020
5.0.6 1,670 4/15/2020
5.0.5 210 4/14/2020
5.0.4 2,128 4/12/2020
5.0.3 293 4/6/2020
5.0.2 1,886 4/4/2020
5.0.1 1,593 3/27/2020
5.0.0 1,013 3/26/2020
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