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.