(MFC) WebSocket Binance Trade Stream (subscribe and receive updates)

Subscribe to a binance trade stream and receive updates.

For more information, see https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams

Chilkat C/C++ Library Downloads MS Visual C/C++ Libs

See Also: Using MFC CString in Chilkat

#include <CkWebSocket.h>
#include <CkRest.h>
#include <CkJsonObject.h>

void ChilkatSample(void)
    {
    CkString strOut;

    // This example requires the Chilkat API to have been previously unlocked.
    // See Global Unlock Sample for sample code.

    CkWebSocket ws;

    // For brevity, this example does not check for errors when etablishing the WebSocket connection.
    // See Establish WebSocket Connection for more complete sample code for making the connection.

    CkRest rest;

    // Connect to wss://stream.binance.com:9443
    bool success = rest.Connect("stream.binance.com",9443,true,false);
    if (success == false) {
        strOut.append(rest.lastErrorText());
        strOut.append("\r\n");
        SetDlgItemText(IDC_EDIT1,strOut.getUnicode());
        return;
    }

    success = ws.UseConnection(rest);
    if (success == false) {
        strOut.append(ws.lastErrorText());
        strOut.append("\r\n");
        SetDlgItemText(IDC_EDIT1,strOut.getUnicode());
        return;
    }

    ws.AddClientHeaders();

    //  Raw streams are accessed at /ws/<streamName>
    const char *responseBody = rest.fullRequestNoBody("GET","/ws/btcusdt");
    if (rest.get_LastMethodSuccess() == false) {
        strOut.append(rest.lastErrorText());
        strOut.append("\r\n");
        SetDlgItemText(IDC_EDIT1,strOut.getUnicode());
        return;
    }

    success = ws.ValidateServerHandshake();
    if (success != true) {
        strOut.append(ws.lastErrorText());
        strOut.append("\r\n");
        strOut.append(responseBody);
        strOut.append("\r\n");
        strOut.append(rest.responseHeader());
        strOut.append("\r\n");
        SetDlgItemText(IDC_EDIT1,strOut.getUnicode());
        return;
    }

    strOut.append(responseBody);
    strOut.append("\r\n");
    strOut.append(rest.responseHeader());
    strOut.append("\r\n");

    // POST JSON to subscribe to a stream

    // {
    // "method": "SUBSCRIBE",
    // "params":
    // [
    // "btcusdt@aggTrade",
    // "btcusdt@depth"
    // ],
    // "id": 1
    // }

    CkJsonObject json;
    json.UpdateString("method","SUBSCRIBE");
    json.UpdateString("params[0]","btcusdt@aggTrade");
    json.UpdateString("params[1]","btcusdt@depth");
    json.UpdateInt("id",1);

    // Send a full message in a single frame
    bool finalFrame = true;
    success = ws.SendFrame(json.emit(),finalFrame);
    if (success != true) {
        strOut.append(ws.lastErrorText());
        strOut.append("\r\n");
        SetDlgItemText(IDC_EDIT1,strOut.getUnicode());
        return;
    }

    CkJsonObject jsonTradeData;
    jsonTradeData.put_EmitCompact(false);

    // Begin reading the trade stream response.
    // We'll just read the 1st 10 updates and then exit..
    bool receivedFinalFrame = false;
    int numTradesReceived = 0;
    while (numTradesReceived < 5) {

        success = ws.ReadFrame();
        if (success != true) {
            strOut.append("Failed to receive a frame");
            strOut.append("\r\n");
            strOut.append("ReadFrame fail reason = ");
            strOut.appendInt(ws.get_ReadFrameFailReason());
            strOut.append("\r\n");
            strOut.append(ws.lastErrorText());
            strOut.append("\r\n");
            SetDlgItemText(IDC_EDIT1,strOut.getUnicode());
            return;
        }

        // The responses we desire are in Text frames, where the opcode = 1.
        if (ws.get_FrameOpcodeInt() == 1) {
            const char *receivedJson = ws.getFrameData();

            jsonTradeData.Load(receivedJson);
            strOut.append(jsonTradeData.emit());
            strOut.append("\r\n");

            numTradesReceived = numTradesReceived + 1;
        }

    }

    // Close the websocket connection.
    success = ws.SendClose(true,1000,"Closing this websocket.");
    if (success != true) {
        strOut.append(ws.lastErrorText());
        strOut.append("\r\n");
        SetDlgItemText(IDC_EDIT1,strOut.getUnicode());
        return;
    }

    // Read the Close response.
    success = ws.ReadFrame();
    if (success != true) {
        strOut.append("ReadFrame fail reason = ");
        strOut.appendInt(ws.get_ReadFrameFailReason());
        strOut.append("\r\n");
        strOut.append(ws.lastErrorText());
        strOut.append("\r\n");
        SetDlgItemText(IDC_EDIT1,strOut.getUnicode());
        return;
    }

    strOut.append("Success.");
    strOut.append("\r\n");

    // The output of the above code is shown here:


    SetDlgItemText(IDC_EDIT1,strOut.getUnicode());

    }