Getting started

Lime C# SDK is a nuget package compatible with .Net Standard that allows you to send orders and receive order events as callbacks. The SDK uses async/await programming pattern, is friendly to dependency injection frameworks, introduces minimal footprint to latency. Install the package from nuget.org as nuget install LimeFinancial.Trading.Api.

Implement ICallback interface that receives events from the trading server:

public class MyEventProcessor : ICallback
{
    // other methods are omitted for simplicity

    public void OnOrderAck(long eventId, long orderId, long limeOrderId, AckOptions options)
    {
        Console.WriteLine($"Accepted, order id: {orderId}, lime order id: {limeOrderId}");
    }

    public void OnCancelAck(long eventId, long orderId)
    {
        Console.WriteLine($"Cancelled, order id: {orderId}");
    }
}

Connect to the trading server and send orders:

// create the Client object passing a logger and connection parameters
IClient client = new Client(callback, host, port, account, username, password, logger);

// an instance of a class implementing ICallback that will receive order updates
ICallback callback = new MyEventProcessor();

// establish the tcp connection and attempt to login
await client.ConnectAsync(0, false, false, CancellationToken.None);

// create and order with id 123 to buy 50 shares of PAR at $40 (forty dollars zero cents) via ARCP route
await client.PlaceAsync(123, 50, 400000, Side.Buy, "PAR", "ARCP");

// cancel the order known to server as 123
await client.CancelAsync(123);