StockSharp Messages Library

The Messages project contains the essential message definitions shared across the StockSharp (S#) trading framework. Messages are the contracts used by connectors, adapters and other services for all interactions such as connecting to brokers, requesting market data or placing orders.

Overview

• Message Types Enumeration – MessageTypes lists every supported message kind.
• Base Classes – classes like Message, BaseConnectionMessage and BaseSubscriptionMessage provide common fields and behaviour.
• Asynchronous Processing – MessageAdapter and AsyncMessageProcessor handle messages asynchronously.
• Utility Helpers – classes such as ReConnectionSettings control reconnection and subscription options.

Core Messages

The library defines messages for all major trading activities:

• Connection – ConnectMessage, DisconnectMessage, ConnectionLostMessage and ConnectionRestoredMessage.
• Security Information – SecurityMessage, BoardMessage and BoardStateMessage.
• Market Data – , , , and related candle messages.