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. Compile the code using Visual Studio, MSBuild or via this handy script file:

   build.cmd

3. 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",,"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) // not yet working

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