Selerity Financial Market Data Feed conversion

This project was successfully completed by NoPro for $350 USD in 5 days.

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Project Budget
$250 - $750 USD
Completed In
5 days
Total Bids
Project Description

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)

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