(Chilkat2-Python) 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

Chilkat2 Python Downloads install with pip pip3 install chilkat2 or download... Python Module for Windows, Linux, Alpine Linux, MacOS, Solaris

import sys
import chilkat2

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

ws = chilkat2.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.

rest = chilkat2.Rest()

# Connect to wss://stream.binance.com:9443
success = rest.Connect("stream.binance.com",9443,True,False)
if (success == False):
    print(rest.LastErrorText)
    sys.exit()

success = ws.UseConnection(rest)
if (success == False):
    print(ws.LastErrorText)
    sys.exit()

ws.AddClientHeaders()

#  Raw streams are accessed at /ws/<streamName>
responseBody = rest.FullRequestNoBody("GET","/ws/btcusdt")
if (rest.LastMethodSuccess == False):
    print(rest.LastErrorText)
    sys.exit()

success = ws.ValidateServerHandshake()
if (success != True):
    print(ws.LastErrorText)
    print(responseBody)
    print(rest.ResponseHeader)
    sys.exit()

print(responseBody)
print(rest.ResponseHeader)

# POST JSON to subscribe to a stream

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

json = chilkat2.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
finalFrame = True
success = ws.SendFrame(json.Emit(),finalFrame)
if (success != True):
    print(ws.LastErrorText)
    sys.exit()

jsonTradeData = chilkat2.JsonObject()
jsonTradeData.EmitCompact = False

# Begin reading the trade stream response.
# We'll just read the 1st 10 updates and then exit..
receivedFinalFrame = False
numTradesReceived = 0
while numTradesReceived < 5 :

    success = ws.ReadFrame()
    if (success != True):
        print("Failed to receive a frame")
        print("ReadFrame fail reason = " + str(ws.ReadFrameFailReason))
        print(ws.LastErrorText)
        sys.exit()

    # The responses we desire are in Text frames, where the opcode = 1.
    if (ws.FrameOpcodeInt == 1):
        receivedJson = ws.GetFrameData()

        jsonTradeData.Load(receivedJson)
        print(jsonTradeData.Emit())

        numTradesReceived = numTradesReceived + 1

# Close the websocket connection.
success = ws.SendClose(True,1000,"Closing this websocket.")
if (success != True):
    print(ws.LastErrorText)
    sys.exit()

# Read the Close response.
success = ws.ReadFrame()
if (success != True):
    print("ReadFrame fail reason = " + str(ws.ReadFrameFailReason))
    print(ws.LastErrorText)
    sys.exit()

print("Success.")

# The output of the above code is shown here: