Crypto + Lean + QuantConnect + FIX Protocol (edit)
Algorithmic Trading with C#
Best Starting Kits for Algorithmic Trading with C# (alpaca.markets)
1/ List of .NET/C# Algo Trading Systems
QuantConnect
QuantConnect is one of the most popular online backtesting and live trading services, where you can learn and experiment your trading strategy to run with the real time market. The platform has been engineered in C# mainly, with additional language coverage such as python.
WealthLab
WealthLab is a C# platform where you can run your algorithms and auto-trade them. Available features include backtesting, survivorship, walk-forward optimatization, rotation systems and meta-strategies.
NinjaTrader and MultiCharts
NinjaTrader and MultiCharts are also popular choices for different kind of assets with various broker options.
2/ OpenSource Projects
In addition to these, StockSharp is an interesting open source project which is tailor for .NET algo traders and broker integrations.
You should also check out Lean which is an open source library developed by QuantConnect, who also uses this library for their flagship service, supporting multiple assets such as stocks and cryptocurrencies.
3/ List of Data Library
Deedle
Deedle is probably one of the most useful libraries when it comes to algorithmic trading. You would run some calculation using Frame and compare data, to get signals.
TALibraryInCSharp
TALibraryInCSharp is a great open source library that bridges TA-lib and .NET world, so that you can calculate common indicators such as moving average and RSI. Combining these libraries, you will get the power of trading tools.
IEX
Now the question is data to calculate those signals on, but if you are talking about US equities, you can leverage IEX’s free data API and there are libraries like IEXTradingApi that makes your life easy for getting the data instantly.
Others
There are quite a bit of .NET libraries out there for proprietary data sources (e.g. for Quandl) too, so you should check it out.
A complete guide for deserializing JSON to dynamic objects On The Fly in C# (Newtonsoft v12.0.3)
- Newtonsoft.Json.Linq.JObject
- Newtonsoft.Json.Linq.JArray
- Newtonsoft.Json.Linq.JValue
Iterating through a dynamic object in C#
- Trading: tiền điện tử
- Crypto: tiền điện tử
- Gold Price: https://goldprice.org/
- Lean (https://www.lean.io/): Radically Open-Source Algorithmic Trading Engine)
- Lean CLI https://www.lean.io/cli/: Local Development, Cloud Backtesting
- QuantConnect/n: https://github.com/QuantConnect/Lean/: Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
- Language:
QuantConnect Lean, how to locally install on Windows 10
https://www.youtube.com/watch?v=MBRO5fvnGXQ
QuantConnect - Pairs Trading with Python
https://www.youtube.com/watch?v=cZFqYJmQoTM
Walkthrough Quantconnect Lean local setup, run algo, debug, run report
https://www.youtube.com/watch?v=2cSUKV66Co8
1) QuantConnect.com - Research, Backtest and Trade Your Investments
Design and trade algorithmic trading strategies in a web browser, with free financial data, cloud backtesting and capital - QuantConnect.com
Thiết kế và giao dịch các chiến lược giao dịch theo thuật toán trong trình duyệt web, với dữ liệu tài chính miễn phí, dự phòng đám mây và vốn - QuantConnect.com
2) QuantConnect
QuantConnect is an open-source, cloud-based algorithmic trading platform for equities, FX, futures, options, derivatives and cryptocurrencies. QuantConnect serves over 100,000 quants from 170+ countries, with customers including hedge funds and brokerages, as well as individuals such as engineers, mathematicians, scientists, quants, students, traders, and programmers.
QuantConnect là một nền tảng giao dịch thuật toán mã nguồn mở, dựa trên đám mây cho cổ phiếu, FX, hợp đồng tương lai, quyền chọn, phái sinh và tiền điện tử. QuantConnect phục vụ hơn 100.000 quants từ hơn 170 quốc gia, với khách hàng bao gồm các quỹ đầu cơ và công ty môi giới, cũng như các cá nhân như kỹ sư, nhà toán học, nhà khoa học, quants, sinh viên, nhà giao dịch và lập trình viên.
3) Lean Engine
Lean Engine is an open-source algorithmic trading engine built for easy strategy research, backtesting and live trading. We integrate with common data providers and brokerages so you can quickly deploy algorithmic trading strategies.
The core of the LEAN Engine is written in C#; but it operates seamlessly on Linux, Mac and Windows operating systems. It supports algorithms written in Python 3.6 or C#. Lean drives the web-based algorithmic trading platform QuantConnect.
Lean Engine là một công cụ giao dịch theo thuật toán mã nguồn mở được xây dựng để dễ dàng nghiên cứu chiến lược, phản hồi và giao dịch trực tiếp. Chúng tôi tích hợp với các nhà cung cấp và môi giới dữ liệu phổ biến để bạn có thể nhanh chóng triển khai các chiến lược giao dịch theo thuật toán.
Cốt lõi của LEAN Engine được viết bằng C#; nhưng nó hoạt động trơn tru trên các hệ điều hành Linux, Mac và Windows. Nó hỗ trợ các thuật toán được viết bằng Python 3.6 hoặc C #. Lean thúc đẩy nền tảng giao dịch thuật toán dựa trên web QuantConnect.
LEAN Algorithmic Trading Engine - QuantConnect.com
LEAN Algorithmic Trading Engine - QuantConnect.com
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
QuantConnect/Lean: Lean Algorithmic Trading Engine by QuantConnect (Python, C#) (github.com)
Windows
- Install Visual Studio
- Open QuantConnect.Lean.sln in Visual Studio
- Build the solution by clicking Build Menu -> Build Solution (this should trigger the Nuget package restore)
- Press F5 to run
https://github.com/QuantConnect/Lean
4) QuickFIX/n & FIX protocol
QuickFIX/n implements the FIX protocol on .NET.
QuickFIX/n is 100% free and open source with a liberal license.
Free, Fast, Native. The best FIX Engine for .NET
QuickFIX/n
QuickFIX/n implements the FIX protocol on .NET
https://github.com/connamara/quickfixn
FIX Trading Community
5) Rafmati
QuickFIX/n implements the FIX protocol on .NET.
