(C#) 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 .NET Downloads Chilkat .NET Framework Chilkat for .NET Core

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

Chilkat.WebSocket ws = new Chilkat.WebSocket();

// 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.

Chilkat.Rest rest = new Chilkat.Rest();

// Connect to wss://stream.binance.com:9443
bool success = rest.Connect("stream.binance.com",9443,true,false);
if (success == false) {
    Debug.WriteLine(rest.LastErrorText);
    return;
}

success = ws.UseConnection(rest);
if (success == false) {
    Debug.WriteLine(ws.LastErrorText);
    return;
}

ws.AddClientHeaders();

//  Raw streams are accessed at /ws/<streamName>
string responseBody = rest.FullRequestNoBody("GET","/ws/btcusdt");
if (rest.LastMethodSuccess == false) {
    Debug.WriteLine(rest.LastErrorText);
    return;
}

success = ws.ValidateServerHandshake();
if (success != true) {
    Debug.WriteLine(ws.LastErrorText);
    Debug.WriteLine(responseBody);
    Debug.WriteLine(rest.ResponseHeader);
    return;
}

Debug.WriteLine(responseBody);
Debug.WriteLine(rest.ResponseHeader);

// POST JSON to subscribe to a stream

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

Chilkat.JsonObject json = new Chilkat.JsonObject();
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) {
    Debug.WriteLine(ws.LastErrorText);
    return;
}

Chilkat.JsonObject jsonTradeData = new Chilkat.JsonObject();
jsonTradeData.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) {
        Debug.WriteLine("Failed to receive a frame");
        Debug.WriteLine("ReadFrame fail reason = " + Convert.ToString(ws.ReadFrameFailReason));
        Debug.WriteLine(ws.LastErrorText);
        return;
    }

    // The responses we desire are in Text frames, where the opcode = 1.
    if (ws.FrameOpcodeInt == 1) {
        string receivedJson = ws.GetFrameData();

        jsonTradeData.Load(receivedJson);
        Debug.WriteLine(jsonTradeData.Emit());

        numTradesReceived = numTradesReceived + 1;
    }

}

// Close the websocket connection.
success = ws.SendClose(true,1000,"Closing this websocket.");
if (success != true) {
    Debug.WriteLine(ws.LastErrorText);
    return;
}

// Read the Close response.
success = ws.ReadFrame();
if (success != true) {
    Debug.WriteLine("ReadFrame fail reason = " + Convert.ToString(ws.ReadFrameFailReason));
    Debug.WriteLine(ws.LastErrorText);
    return;
}

Debug.WriteLine("Success.");

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