(C#) Binary.com Tick Stream

Tick Stream Request -- Initiate a continuous stream of spot price updates for a given symbol.

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 ws.binaryws.com
bool success = rest.Connect("ws.binaryws.com",443,true,false);
ws.UseConnection(rest);
ws.AddClientHeaders();

//  My app_id is 12332.  You'll wnat to use your own...
string responseBody = rest.FullRequestNoBody("GET","/websockets/v3?app_id=12332");
success = ws.ValidateServerHandshake();
if (success != true) {
    Debug.WriteLine(ws.LastErrorText);
    Debug.WriteLine(responseBody);
    Debug.WriteLine(rest.ResponseHeader);
    return;
}

//  Build and send the following message:

//  {
//    "ticks": "R_50",
//    "subscribe": 1
//  }

Chilkat.JsonObject json = new Chilkat.JsonObject();
json.AppendString("ticks","R_50");
json.AppendInt("subscribe",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 jsonTickData = new Chilkat.JsonObject();
jsonTickData.EmitCompact = false;

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

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

        numTicksReceived = numTicksReceived + 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:

//  {
//    "echo_req": {
//      "subscribe": 1,
//      "ticks": "R_50"
//    },
//    "msg_type": "tick",
//    "tick": {
//      "ask": "373.8725",
//      "bid": "373.8325",
//      "epoch": "1517437456",
//      "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
//      "quote": "373.8525",
//      "symbol": "R_50"
//    }
//  }
// 
//  {
//    "echo_req": {
//      "subscribe": 1,
//      "ticks": "R_50"
//    },
//    "msg_type": "tick",
//    "tick": {
//      "ask": "373.7952",
//      "bid": "373.7552",
//      "epoch": "1517437458",
//      "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
//      "quote": "373.7752",
//      "symbol": "R_50"
//    }
//  }
// 
//  {
//    "echo_req": {
//      "subscribe": 1,
//      "ticks": "R_50"
//    },
//    "msg_type": "tick",
//    "tick": {
//      "ask": "373.8638",
//      "bid": "373.8238",
//      "epoch": "1517437460",
//      "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
//      "quote": "373.8438",
//      "symbol": "R_50"
//    }
//  }
// 
//  {
//    "echo_req": {
//      "subscribe": 1,
//      "ticks": "R_50"
//    },
//    "msg_type": "tick",
//    "tick": {
//      "ask": "373.7636",
//      "bid": "373.7236",
//      "epoch": "1517437462",
//      "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
//      "quote": "373.7436",
//      "symbol": "R_50"
//    }
//  }
// 
//  {
//    "echo_req": {
//      "subscribe": 1,
//      "ticks": "R_50"
//    },
//    "msg_type": "tick",
//    "tick": {
//      "ask": "373.6870",
//      "bid": "373.6470",
//      "epoch": "1517437464",
//      "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
//      "quote": "373.6670",
//      "symbol": "R_50"
//    }
//  }
// 
//  Success.