C# RTD server

• Project ID:

  1413402

• Project Type:

  Fixed

• Budget:

  $30-$250 AUD
  (Approx. $32-$268 USD)

Project Description:

I have a working custom RTD server that interfaces a data vendor API (Spark) to receive live stock price information. It is written in C# and uses ExcelDNA to make data available via an Excel add-in. The RTD server code is not from a template product, however was written by trained software developer.

Currently the RTD server only retrieves data from the two of the API's structs; Stock and StockInfo. I would like to extend the add-in's functionality to retrieve data from three additional API's structs: Depth, DepthLevel and DepthDetail.

I would also like to add extra functionality to includes returning a value (indicating higher or lower) calculated from the current and previous value in a data feed. Return the higher/lower value for a defined period of time only then return to a default neutral state.

for example; using the "last" field
- if the current last price is higher the than previous last price return 1 for 3 seconds, then return to a default value of 0
- if the current last price is lower the than previous last price return -1 for 3 seconds, then return to a default value of 0

I would like to make available for the "last", "bid" and "ask" fields in the Stock struct

Details about the Spark API and the data available are here http://iguana2.com/spark-api
Information about ExcelDNA is available here http://exceldna.codeplex.com/
The RTD server code is attached. I use Excel 2010 (32 bit) on the Windows 7 (64 bit) platform.

Important considerations: at the moment if the Excel Add-in is left running for too long (with a live market) the RAM Excel uses rises above 1.4GB and Excel crashes. I don't want this to extra data/functionality to contribute further to that. If you can see why it happens and suggest a fix, even better.

Skills required:

.NET, C# Programming, Excel

Additional Files:

RTD+server.txt