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BlitzTrader .NET Strategy Development Guide

Welcome to the .NET programmer’s guide for Blitz Trading Strategy development using C#.

Introduction

BlitzTrader empowers developers with a comprehensive framework to build trading strategies effortlessly, ranging from simple to highly complex systems.

Built on the BlitzTrader .NET framework, developers can efficiently design, develop, and deploy trading strategies that run within the BlitzTrader server application container.

Note

The BlitzTrader API is built using Microsoft® .NET Framework 4.7.1.
Its event-driven architecture decouples strategy logic from the trading platform, ensuring real-time delivery of critical events for informed decision-making.

The Blitz SDK is available for .NET Framework 4.7.1 and above. It includes a suite of libraries and tools designed to accelerate trading strategy development for .NET developers.

Whether building strategies for:

  • Individual trading
  • Proprietary trading firms
  • Institutional trading systems

The Blitz SDK provides a structured and scalable development environment.

BlitzTrader is designed to streamline the strategy development process across the algorithmic trading ecosystem. It enhances:

  • Development efficiency
  • Code consistency
  • Reusability of trading logic

This approach fosters innovation and encourages adoption of best practices.

Core Capabilities

The BlitzTrader library provides powerful abstractions to handle:

  • Communication with the trading platform
  • Market data processing
  • Order state management
  • Dashboard interaction
  • OMS and exchange connectivity

The strategy development API allows developers to focus on trading logic while the framework manages infrastructure-level complexity.

There are no limitations — strategies of any complexity can be built across multiple asset classes and markets.

Key Features of the API

  • Manage input/output communication with the trading dashboard directly through strategy variables
  • Work with instruments using the IVObject (market-neutral abstraction)
  • Access real-time exchange market data
  • Access historical and third-party data sources
  • Integrate with external systems and services
  • Use 100+ built-in indicators and create custom indicators
  • Develop high-frequency and mid-frequency trading strategies
  • Build and debug complex options execution strategies
  • Use Native Order API, Smart Order API, and Smart Order Executor API
  • Handle complex order state flows with minimal code
  • Receive callbacks for market data and order state events
  • Use IVInfo to access:
  • Instrument properties (name, lot size, strike price)
  • Market data (bid, ask, LTP)
  • Trading stats (Net Position, MTM, etc.)

Requirements

Before using the SDK, ensure your environment meets the following requirements:

Development Requirements

  • Knowledge of C# and Microsoft Visual Studio
  • Understanding of trading systems (recommended)

System Requirements

  • Windows operating system
  • Microsoft Visual Studio 2017 or higher
  • .NET Framework 4.7.1 installed
  • BlitzTrader SDK installed
  • BlitzTrader application installed

Additional Requirements

  • Sample or live market data for testing strategies
  • Valid BlitzTrader license file (placed in the application server folder)

Next Step

Proceed to the SDK Architecture section to understand how the framework components interact and how strategies are executed within the system.