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Selerity Financial Market Data Feed conversion

You need to add a new data-feed handler to an existing c# application: the new feed handler is a UDP connection to Selerity, a financial data provider. The received data then gets sent back via an exiting socket server to clients; and it is processed (via a xml settings file; multiplied by multiplyer and mapped to our internal EIID).

UDP Spec:

a) It is a binary format; defined in the PDF file.

b) A sample is defined in the attached c++ code.

c) We do not need all data sent via UDP; need the “release value” (a double), and the EIID (our timeseries ID)

Use of existing libraries: high precision logging, outgoing socket server, xml-mapping conversion.

Use of existing app: the app currently exists; it only uses currently not a UDP socket, but reads the data via a TCP socket it receives via Winpcap from a different application (and also in a different format). So the only thing that differs is that a new incoming protocol needs to be implemented.

The mapping is done via “SS-OS-ID” in the XML File.

The values that are received need to be multiplied by a mulitplyier in the XML file SS-Mulitplyer)

Skills: C# Programming, Socket IO

See more: uses of binary, udp socket programming in c, market needs, logging handler, binary code sample, xml conversion, tcp socket, socketio, need xml file programming, financial programming, financial app, data mapping, data file conversion, socket programming server, incoming xml, udp application, socket app, server tcp udp, timeseries, market mapping, app socket, tcp connection programming, tcp socket connection, binary logging, winpcap sample code

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Project ID: #4727853

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NoPro

Habe bereits etliche Client/Server-Lösungen programmiert und installiert, darunter war auch ein sehr stark frequentierter scalable server für TCP-sockets. Wenn ich richtig verstehe, wird hier lediglich ein neues Input- More

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oxarbitrage

this is a very interesting project. please send me attachments. thanks.

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sivari

Socket programming is my profession.

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soroushkhosravi

Currently socket programmer at [url removed, login to view] :) The socket programming is my favorite :)

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