#include <windows.h>
#define LUA_LIB
#define LUA_BUILD_AS_DLL
#ifdef __cplusplus
extern "C" {
#endif
#include <D:\_c++\contrib\lua.h>
#include <D:\_c++\contrib\lualib.h>
#include <D:\_c++\contrib\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;}