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StockSharp
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Created: by Jasonnator Attachments:1

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StockSharp

  #1 (permalink)
Elite Member
Jacksonville, Florida United States
 
Futures Experience: Intermediate
Platform: Fully custom
Broker/Data: Optimus Futures, Interactive Brokers
Favorite Futures: Profitable ones
 
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Posts: 67 since Dec 2014
Thanks: 18 given, 41 received

StockSharp

Creating a new thread specific for the open source platform, StockSharp, with the intent to centralize community support for this platform.

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  #2 (permalink)
Quick Summary
Quick Summary Post

General Info

StockSharp (S#) was recently released as open source mid-late 2014. It currently has 2 main "showcase" applications, S#.Studio and S#.Data (aka Hydra), demonstrating some of the possibilities and features which can be created with the API. There are many simple "sample" applications showing how the API can be used to accomplish many common tasks (connectivity testing, charting, backtesting, strategy development, etc). Many of the sample applications are listed here and include a quick description. These are meant to serve as a starting point to assist with learning how the S# API is best used.

Feedback

- I welcome all forms of feedback from suggestions to constructive criticism. I maintain this thread as well as work with and learn S# in my spare time in additional to a non-related full time job.
- My goal is to bring as much useful information as possible to the community and try to capture it in this thread. Feedback from people with different goals, backgrounds, and experience play a crucial role in helping me do as much as I can to help make S# more capable and user friendly to everyone.

Contacting me

- I am not on Futures.io excessively (perhaps once per week). If I do not answer immediately, I will get back to you as soon as I can.
- I do not mind members contacting me through my provided information. If I can help, I will try.
- I have had to get smart on a lot of development topics. If it is S# related and I can answer or help, I will try my very best. If it is more general dev topics (C#, WPF, etc), I would suggest Pluralsight which is what I used. I have no affiliation with Pluralsight site so it's an honest resource suggestion, not a plug. Good stuff on there though.


What S# is:
- S# is primarily an API for building custom, fully C# trading programs. Programs could be fully or partially automated, analytical, etc. If you can think it, you could probably build it with S# API
- S# is open source and uses only a few 3rd party libraries (which could be removed and/or replaced with open source libraries is desired).
- S# is currently best used by knowledgeable developers comfortable in a C# .NET environment. This is not the end goal but is the current stage.
- S# is currently supported by small group of core developers. Other developers contribute pull requests occasionally which are reviewed by the core developers. Such pull requests are often refactored to align with S# coding style and best practices
- S# has additional "showcase" applications in active development

What S# is not:
- S# is not an off the shelf replacement for commercial programs such as NinjaTrader, MultiCharts, etc. The API and supporting classes/libraries are definitely capable of such an application however.
- S# is open source and is not commercially supported. Bugs, issues, feature request, and feature additions are done on a community level.
- S# development path is not fixed and caters to community interest of specific features based on popularity and contribution.
- S# is not completely documented hence why it is most effectively used by developers at this stage. The S# wiki is in works and will begin getting populated in the future
- S# is not completely translated to multiple languages. It was developed primarily in Russian. There is a large localisation effort currently in works with English being implemented first. See my "Translation" bullet below for an intermediate solution.


Thread Quick Links

a table of contents to assist as the thread grows




Getting started
Installing - requires compilation with VS13 or higher (community/free edition is sufficient)
Github source
Issue + bug tracker
Ready made online installers - currently several versions behind GitHub repo (as of 7NOV2015)
Licensing instructions (Russian) - no longer required
Documentation (Russian)



Translation

Visual Studio translation extension - map to hotkey and you're off to the translating races (awesome tool)



Data/Broker Connections
Connectors supported by S# and their stage of development can be seen here.
IQFeed example
Interactive Brokers

connector tests
IQFeed working - simple program
Open E Cry successful connection



Data storage
S#.Data (referred to as Hydra on GitHub repo).
Status: active development (7NOV2015), stable.
Changelog: here



Real-time data
Sample application located here.



Chart trading
S#.Studio
Status: beta stage, secondary development priority (7NOV2015), not stable




Automation
No full scale S# app in repository at this time. Sample programs here show how strategies are created and tested. These are simple examples to demonstrate API capabilities.


Last edited by Jasonnator; November 7th, 2015 at 06:28 PM. Reason: update S# progress/status/general info
 
  #3 (permalink)
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Jasonnator View Post
Creating a new thread

adding @sam028

Regarding your reported post, do not change the title of the Quick Summary Post. Doing so causes you to not be able to make future edits. It's a bug that will not be resolved until futures.io (formerly BMT) 5.0.

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  #4 (permalink)
Elite Member
Jacksonville, Florida United States
 
Futures Experience: Intermediate
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Favorite Futures: Profitable ones
 
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Got it, thanks Mike.

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  #5 (permalink)
Elite Member
Jacksonville, Florida United States
 
Futures Experience: Intermediate
Platform: Fully custom
Broker/Data: Optimus Futures, Interactive Brokers
Favorite Futures: Profitable ones
 
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Posts: 67 since Dec 2014
Thanks: 18 given, 41 received

Frustrated

I continue to be running into brick walls with this platform. My initial attempts to connect to real-time and historical data through IQFeed have yet to produce a bar on the screen. In my troubleshooting, I found what I think is a bug and submitted it to the developer on github, link. I found this by using one of the sample projects.

Once I found this, I tried to implement the fix in the Studio and Hydra projects. These projects are not the same source projects as the .zip from StockSharp's website. When trying to run the Studio or Hydra projects, there are numerous Actipro license issues.

It appears that the majority of the focus is on the Russian connectors/exchanges. I would love to see more support for US/UK/etc but I think people will be slow to offer fixes for this platform.

Jason

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  #6 (permalink)
Elite Member
Jacksonville, Florida United States
 
Futures Experience: Intermediate
Platform: Fully custom
Broker/Data: Optimus Futures, Interactive Brokers
Favorite Futures: Profitable ones
 
Jasonnator's Avatar
 
Posts: 67 since Dec 2014
Thanks: 18 given, 41 received

After chatting with one of the developers, the projects downloaded from the website are in fact the same as the github source. It has been a license issue with ActiPro that has kept me from being able to use the debugger to step through Hydra or Studio. The Studio project is still in beta so I am focusing more on Hydra at the moment.

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  #7 (permalink)
 Vendor: www.iqfeed.net 
Omaha NE/USA
 
Futures Experience: None
Platform: DTN.IQ
Favorite Futures: Futures
 
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Jasonnator View Post
I continue to be running into brick walls with this platform. My initial attempts to connect to real-time and historical data through IQFeed have yet to produce a bar on the screen. In my troubleshooting, I found what I think is a bug and submitted it to the developer on github, link. I found this by using one of the sample projects.

Once I found this, I tried to implement the fix in the Studio and Hydra projects. These projects are not the same source projects as the .zip from StockSharp's website. When trying to run the Studio or Hydra projects, there are numerous Actipro license issues.

It appears that the majority of the focus is on the Russian connectors/exchanges. I would love to see more support for US/UK/etc but I think people will be slow to offer fixes for this platform.

Jason

@Jasonnator, thanks for the posting and all your time on the phone today. I'm glad this was brought to my attention. In order to get IQFeed data to work with this platform, we have to enable the access through a back-end manager that StockSharp has created for us. I'm not 100% sure why they do it this way, but as of now this is how it has to be done in order to use IQFeed data with this software. If anyone is getting an error message or showing a pending approval when requesting to use of IQFeed data, just PM me your IQFeed user credentials and I will enable your access.

Thanks

James

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  #8 (permalink)
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Futures Experience: Intermediate
Platform: Fully custom
Broker/Data: Optimus Futures, Interactive Brokers
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Posts: 67 since Dec 2014
Thanks: 18 given, 41 received

@IQFeed James After chatting with the developer again, they no longer use this license so the approval appears to not be needed. There appears to be a bug in the platform which I am trying to track down and solve now.

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  #9 (permalink)
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Futures Experience: Intermediate
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Broker/Data: Optimus Futures, Interactive Brokers
Favorite Futures: Profitable ones
 
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Posts: 67 since Dec 2014
Thanks: 18 given, 41 received

Giggidy!!!!

I can't trade off of it yet since it's just one of the small, simple sample applications, but this is a huge step in the right direction! This is actual IQFeed futures data downloaded and charted. The developer beat me to the fix but it is being checked in regardless.

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  #10 (permalink)
Elite Member
Jacksonville, Florida United States
 
Futures Experience: Intermediate
Platform: Fully custom
Broker/Data: Optimus Futures, Interactive Brokers
Favorite Futures: Profitable ones
 
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Posts: 67 since Dec 2014
Thanks: 18 given, 41 received


Now that I am able to get IQFeed data onto a chart, albeit in a small sample application, I moved back to the Studio project. Everything still compiles but I can't figure out why I only have one connector option, FIX

I thought looking at Studio/app.config would hold the answer but there are 18 connections listed there. Why is only the FIX connector making it into the SessionHoldersPanel.xaml/SessionHoldersPanel.xaml.cs???



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