I have a 50K-line C-code project that I can compile under gcc/g++ and create a DLL using Cygwin. (Under Unix/Linux I can create .so libraries which work fine.) This works fine in Excel or TradeStation. I have a top-level main() which just takes in a few double parameters, e.g., prices, volumes, current contracts, and outputs simple double parameters like future contract positions.
Some systems, e.g., Fidelity's Wealth-Station, require a COM wrapper for a DLL to be used within its tools.
If possible, I would like to have a COM wrapper written for just my short C main(), which would work fine to have my code make all its calls to its regular C functions. If all the functions need COM wrappers, I probably would not be interested, but I'm willing to discuss that path.
Please see several Clarifications which give additional details.