You can get that in VS via the Interactive Window (View->Other Windows->C# Interactive).

Theoretically you could implement a completion system for the terminal but we reused the WPF editor layers for the completion system rather than building a new one from scratch, so it isn't available in the terminal.

Also, all that is open source at https://github.com/dotnet/roslyn and the scripting core can be rehosted as an API.