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A comprehensive multi-asset algorithmic trading framework and execution platform for .NET, supporting backtesting and live trading across 70+ brokers and exchanges.
Utility
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9,683
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StockSharp is a powerhouse in the retail and professional C# quantitative trading space. With a decade of development and nearly 10,000 stars, it has built a significant moat through its vast library of 70+ broker and exchange connectors. In trading, the 'integration surface' is the ultimate defensibility factor; maintaining connections to evolving APIs (FIX, WebSockets, REST) for diverse entities like Interactive Brokers, Binance, and various Russian/European exchanges is an immense task that discourages new entrants. It competes directly with QuantConnect (Lean) and MetaTrader, but remains a preferred choice for developers deeply embedded in the .NET ecosystem. Frontier labs pose almost zero risk here as the domain is highly regulated, specialized, and requires manual maintenance of legacy financial protocols that do not align with LLM scaling laws. The main risk is the broader industry shift toward Python (Pandas/VectorBT) for research, but for high-performance execution and specialized UI (WPF-based terminals), StockSharp remains a category leader with high switching costs.
TECH STACK
INTEGRATION
library_import
READINESS
The reusable building blocks distilled from this project — each a mechanism you could lift into your own.
GenericOrder -> BrokerExecutionReceipt
Map uniform transaction intents to broker-specific API schemas and connection protocols.
MarketSubscription -> Stream<Candle>
Subscribe to heterogeneous broker tick feeds and aggregate raw market events into uniform candle intervals.