Primitives in OsEngine: An Introduction.

Everything you see in your web terminal on the exchange or in QUIK represents the basic data types for robots. And robots must be able to analyze them. Before that, however, a programmer who wants to create these robots must understand these data types.

In OsEngine, there are classes that model these entities, which are necessary for the operation of the program. The main types include: Trade, Candle, MarketDepth, MyTrade, Order, Portfolio, PositionOnBoard, and Position. To work effectively, you need a complete understanding of the structure of these objects, so we will now take a detailed look at the purpose of each of them.

Some of the aforementioned primitives are stored in the directory OsEngine\project\OsEngine\Entity. For clarity, here’s a snapshot of the Solution Explorer, where the mentioned types are highlighted with red lines:

Candles from June 2024 are stored in a separate directory:

The following will be detailed descriptions of each class. This will serve as your foundation for understanding the market and how to create trading robots that operate with this data.

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