Excel RTD server sourcing GDAX and BINANCE ticker data

The code is using the old .NET Framework 4.0 in order to allow it to run on Windows 7 machines.

1. Clone the repository and go to its folder.

2. Clone mdvx/CryptoExchange.Net and mdvx/Binance.Net from

   • https://github.com/mdvx/CryptoExchange.Net
   • https://github.com/mdvx/Binance.Net

3. Build the Release target for these two Projects, the forks include Strong name signing for Excel.

4. Compile the code using Visual Studio Open project in Visual Studio and fix up the references to Binance.net and CryptoExchange.Net

5. Register the COM server by running the following script in admin command prompt:

   register.cmd

Once the RTD server has been installed, you can use it from Excel via the RTD macro. This is the syntax:

• =RTD("crypto",,"GDAX", instrument, field)

• =RTD("crypto",,"CLOCK") // A high fidelity clock update every few milliseconds

• =RTD("crypto",,"BINANCE", instrument, field)

• =RTD("crypto",,"BINANCE_DEPTH",instrument, field,depth) // depth is 0-9

• =RTD("crypto",,"BINANCE_TRADE",instrument, field)

• =RTD("crypto",,"BINANCE_CANDLE",instrument, interval, field) // interval is 0-11

• =RTD("crypto",,"BINANCE_HISTORY",instrument) // Returns and string Array

• =RTD("crypto",,"BINANCE", "DRIFT") // drift between Binance Server and RTD Server

All currency pairs traded on GDAX are supported, including the main ones:

• BTC-USD
• ETH-USD
• LTC-USD

All currency pairs traded on BINANCE are supported, including the main ones:

• BTCUSDT
• ETHUSDT
• LTCUSDT

You can use the following fields for GDAX:

• BID, ASK, LAST_SIZE, LAST_PRICE, LAST_SIDE
• high_24h, low_24h, open_24h, volume_24h

You can use the following fields for BINANCE:

• BINANCE: SYMBOL LOW HIGH CLOSE OPEN BID_SIZE BID SPREAD ASK ASK_SIZE VOL QUOTE_VOL TRADES PRICE% PRICE_CHANGE
• BINANCE_24H: CLOSE OPEN +++ TODO
• BINACE_TRADE: SYMBOL TRADE_ID PRICE QUANTITY BUYER_IS_MAKER IGNORE FIRST_ID LAST_ID TRADE_TIME
• BINANCE_DEPTH: BID_DEPTH_SIZE BID_DEPTH
• BINANCE_CANDLE: OPEN HIGH LOW CLOSE OPEN_TIME CLOSE_TIME FINAL QUOTE_VOL VOL TAKE_BUY_VOL TAKE_BUY_QUOTE_VOL INTERVAL TRADES Event Event_Time FIRST_ID LAST_ID
• BINANCE_HISTORY: PRICE QUANTITY

Environment Variables: for BINANCE_HISTORY and coming APIs

• BINANCE_API_KEY=XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
• BINANCE_SECRET=xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx