Excel RTD server sourcing GDAX ticker data via websockets

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)

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

• BTC-USD
• ETH-USD
• LTC-USD
• ETH-BTC
• LTC-BTC

You can use the following fields:

• BID - best bid price
• ASK - best ask price
• LAST_PRICE - last traded price
• LAST_SIZE - last traded size
• LAST_SIDE - last trades side (buy or sell)