C# naming conventions for acronyms

There is a convention, and it specifies initial uppercase, the rest lowercase, for all acronyms that are more than 2 characters long. Hence HttpContext and ClientID.

"Framework Design Guidelines" 2nd edition by Krzysztof Cwalina and Brad Abrams pp.40-42

3.1.2 Capitalizing Acronyms

DO capitalize both characters on two-character acronyms, except the first word of a camel-cased identifier.

System.IO
public void StartIO(Stream ioStream)

DO capitalize only the first character of acronyms with three or more characters, except the first word of a camel-cased identifier.

System.Xml
public void ProcessHtmlTag(string htmlTag)

DO NOT capitalize any of the characters of any acronyms, whatever their length, at the beginning of a camel-cased identifier.

Check Microsoft's official docs on Naming Guidelines & Capitalization Conventions:

To differentiate words in an identifier, capitalize the first letter of each word in the identifier. Do not use underscores to differentiate words, or for that matter, anywhere in identifiers. There are two appropriate ways to capitalize identifiers, depending on the use of the identifier:

• PascalCasing
• camelCasing

The PascalCasing convention, used for all identifiers except parameter names, capitalizes the first character of each word (including acronyms over two letters in length), as shown in the following examples:

• PropertyDescriptor
• HtmlTag

A special case is made for two-letter acronyms in which both letters are capitalized, as shown in the following identifier:

• IOStream

The camelCasing convention, used only for parameter names, capitalizes the first character of each word except the first word, as shown in the following examples. As the example also shows, two-letter acronyms that begin a camel-cased identifier are both lowercase.

• propertyDescriptor
• ioStream
• htmlTag

✓ DO use PascalCasing for all public member, type, and namespace names consisting of multiple words.

✓ DO use camelCasing for parameter names.

I've heard that you should avoid abbreviations, so it would become WindowsApplicationProgrammingInterface, then.

More seriously (folks seem to be mis-reading the above, despite the quote below), this page says:

Any acronyms of three or more letters should be Pascal case, not all caps.

Since API is considered a well-known acronym, the name WindowsApi is the one to pick if you want to follow the guidelines.

It's all just personal (or organizational) preference. As long as you're consistent, you'll be ok.

The .NET Framework itself would use WindowsApi.

Its personal preference. But .NET would use WindowsApi. It is akin to the naming of TcpClient.

Take a look at FxCop too. It's a nice utility that will help with issues like this.