StockSharp.BusinessEntities 5.0.217

StockSharp.BusinessEntities

StockSharp.BusinessEntities is the core library that defines the trading entities used throughout the S# platform. It contains models describing exchanges, instruments, orders, trades and other objects along with provider interfaces for market data and order management.

Key classes

• Exchange and ExchangeBoard — descriptions of an exchange and a specific electronic board.
• Security — represents a financial instrument with fields such as symbol, type, price step and currency.
• Portfolio and Position — trading account information and open positions.
• Order, MyTrade and Trade — objects that reflect registered orders and trades.
• MarketDepth — order book (best bid/ask and current quotes).
• News — news item information.
• Candle and its derivations (e.g. TimeFrameCandle, TickCandle) — candle models for analyzing market data.

Provider interfaces

The library declares base interfaces for interacting with various data sources and trading systems:

• IConnector is the main interface combining connectivity, subscriptions, orders and data access. It inherits from IMarketDataProvider, ITransactionProvider, ISecurityProvider and others. A fragment of the interface:

public interface IConnector : IMessageChannel, IPersistable, ILogReceiver,
        IMarketDataProvider, ITransactionProvider, ISecurityProvider,
        ISubscriptionProvider, ITimeProvider,
        IPortfolioProvider, IPositionProvider
{
    event Action<Message> NewMessage;
    event Action Connected;
    event Action Disconnected;
    // ...
}

• IMarketDataProvider — receiving market data and price levels.
• ITransactionProvider — registering, canceling and modifying orders.
• ISubscriptionProvider — managing real‑time data subscriptions.
• ISecurityProvider, IPortfolioProvider, IPositionProvider — access to lists of securities, portfolios and positions.
• ITimeProvider — current time source.

Extensions and helpers

EntitiesExtensions.cs contains many utilities:

• Converting price values to pips or points.
• Cloning and re-registering orders.
• Transforming entities to StockSharp.Messages types.
• Enumerating all registered exchanges and boards.

Example method:

public static IEnumerable<Exchange> EnumerateExchanges()
    => typeof(Exchange)
        .GetMembers<PropertyInfo>(_publicStatic, typeof(Exchange))
        .Select(prop => (Exchange)prop.GetValue(null, null));

Project structure

BusinessEntities.csproj connects shared settings and package dependencies:

<Project Sdk="Microsoft.NET.Sdk">
  <Import Project="..\common_target_net.props" />
  <PropertyGroup>
    <ProjectGuid>{DCE69DB8-53CA-4B7F-9368-02F175A31074}</ProjectGuid>
  </PropertyGroup>
  <ItemGroup>
    <PackageReference Include="Ecng.Configuration" Version="$(EcngVer)" />
    <PackageReference Include="Ecng.Drawing" Version="$(EcngVer)" />
  </ItemGroup>
  <ItemGroup>
    <ProjectReference Include="..\Messages\Messages.csproj" />
  </ItemGroup>
</Project>

Usage

BusinessEntities is used in all Samples projects and production connectors. Add the project to your solution or install the package from the private S# NuGet feed. You can then create Security objects, subscribe to data through the interfaces and register orders.

Example

A code fragment for subscribing to an instrument and receiving market data can be found in Samples/01_Basic/01_ConnectAndDownloadInstruments.