StockSharp Tinkoff Connector

Overview

This project contains the StockSharp (S#) connector for Tinkoff Invest API. The connector implements a message adapter that communicates with Tinkoff via gRPC and exposes market data and trading capabilities inside the S# infrastructure. Both the live and sandbox (demo) environments are supported.

The source code can be used as a reference for building custom integrations or included directly into your trading applications that rely on StockSharp.

Features

• Authentication using a personal API token
• Demo mode via the sandbox API when IsDemo is enabled
• Market data subscriptions for:
  • Candles
  • Trades (tick data)
  • Level1 quotes (best bid/ask and last trade)
  • Market depth (order book)
• Historical candle loading from the history service
• Security lookup for stocks, futures, options, currencies and bonds
• Order management: place, cancel and replace both regular and stop orders
• Streaming updates for orders, trades and portfolios with automatic reconnection
• Portfolio and position requests

Requirements

• .NET 6.0 or newer
• Access to the Tinkoff Invest API and a valid API token

Usage Example

Instantiate TinkoffMessageAdapter, supply your token and specify whether the sandbox should be used:

var adapter = new TinkoffMessageAdapter(TransactionIdGenerator.Default)
{
    Token = "<YOUR_TOKEN>".ToSecureString(),
    IsDemo = false // true for sandbox trading
};

Attach the adapter to a Connector instance or another component that works with message adapters. You can then subscribe to market data, send orders and track portfolio changes in the usual StockSharp style.

Documentation

General StockSharp documentation is available at doc.stocksharp.com. The Russian documentation page for the Tinkoff adapter is located here.