.NET + Lightstreamer Server for Financial Markets

Our project consists in Server-side .NET application using the Lightstreamer server (COMET Server; more info at [login to view URL]) to delivery real time and delayed financial market information. The application will be MSQM cluster and a .NET interface to receive and parse a market data feed and: 1. Record parts of the data in a SQL database (~1 million messages/day) 2. Inject the real time-data into the LightStreamer Data Adapter using the Lighstreamer Adapter Remoting Infrastructure (more info and a hello world example here: [login to view URL]) 3. Delay the data by 15 minutes and also inject the data into the Lightstreamer (some users will be able to get real time data, while others will receive just the delayed data). The MSQM must be implemented in order to be scalable. We must be able to launch new instances to process the datafeed and inject the data to the lightstreamer server. The lightstreamer server (Data Adapter + Meta Data Adapter) will be one or more instances at Amazon AWS, so the application running on the MSQM cluster must be able to send the information to each server. The Lighstreamer Metadata must be implemented in order to receive a user ID, check if what access level the user have using a SQL table and deliver either the real time data or the delayed data. We have 3 user levels: “A”, ”B” and “C”. Level “A” and “B” receives only delayed data. Levels greater than “B” receives real time data. The data consists in a “trades” and a “mini-book” datafeed for a list of predefined stock tickers. Both of then must be available for subscription under the Lightstreamer Server. 1. On the Trades signal, each item would represent a trade. The key will be the ticker of the stock. It will be subscribed by our HTML client using the MERGE and the DISTINCT mode. More info about the MERGE mode: [login to view URL] . More info about the DISTINCT: [login to view URL] 2. On the mini-book signal, the information on each message will be the top 5 buy and sell offers for each ticker. This information must be available to be subscribed through the MERGE mode by our HTML client. The application will run in Amazon EC2 instances and must be scalable (one or more instances reading the MSQM queue, parsing the data and both recording in the SQL and injecting the real time and the delayed data in predefined Lighstreamer Servers). The lightstreamer version is the VIVACE edition. No automatic bids, please write "TURN THE LIGHTS ON" on your bid. Conditions: - We will pay by escrow after completion, upload and debug. Your bid will be paid after project is complete. Escrow will be released to you when full website is complete, debugged, and uploaded to our server to our satisfaction. - We must emphasize, all software must be self contained. No outside services should be needed. You will put all software on our server(s). You will need to install/configure anything/everything that is necessary to make the system work. - Code must be modular and elegantly organized, and easy for anyone to build new modules - You will stay within your time schedule. If you are beyond your deadline date, we reserve the right to void and null the relationship and get escrow funds back. - All rights to software belong exclusively to us. You will not be able to share any part of any of this project with anyone else. We want 100% source code. No encrypted files. - Organized back-end design structure (so it can be scalable and have more features added by others in the future) - Good documentation - Useful and relevant comments in the codes used - Excellent customers support & assistance for trouble shooting and explanations once the site has been built - for a reasonable period until stable