local mylib = require "mylib"

local fRun = true

function OnParam(class_code, sec_code)
    if class_code =="TQBR" and sec_code == "SBER" then
        local bid   = getParamEx(class_code, sec_code, "BID")
        local offer = getParamEx(class_code, sec_code, "OFFER")
        if bid.result == "1" and offer.result == "1" then
            message("mylib.spread = "..mylib.spread(tonumber(bid.param_value), tonumber(offer.param_value)))
        end
    end
end

function main()
    while fRun do
        sleep(1000)
    end
end

function OnStop(s)
    fRun = false
end

#include <windows.h>

#define LUA_LIB
#define LUA_BUILD_AS_DLL
#ifdef __cplusplus
extern "C" {
#endif
#include <lua.h>
#include <lualib.h>
#include <lauxlib.h>
#ifdef __cplusplus
}
#endif

static int spread(lua_State *L)
{
    double bid   = luaL_checknumber(L, 1);
    double offer = luaL_checknumber(L, 2);

    /* здесь наши вычисления */

    lua_pushnumber(L, offer-bid);
    return 1;
}

static const luaL_Reg mylib_funcs[] = {
    {"spread", spread},
    {NULL, NULL}
};

#ifdef __cplusplus
extern "C" 
#endif
LUALIB_API int luaopen_mylib(lua_State *L)
{
    luaL_register(L, "mylib", mylib_funcs);
    return 1;
}

BOOL WINAPI DllMain(HINSTANCE hinstDLL, DWORD fdwReason, LPVOID lpvReserved) {return TRUE;}