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(C++) Binary.com Tick Stream

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

Chilkat C/C++ Library Downloads

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

void ChilkatSample(void)
    {
    //  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 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...
    const char *responseBody = rest.fullRequestNoBody("GET","/websockets/v3?app_id=12332");
    success = ws.ValidateServerHandshake();
    if (success != true) {
        std::cout << ws.lastErrorText() << "\r\n";
        std::cout << responseBody << "\r\n";
        std::cout << rest.responseHeader() << "\r\n";
        return;
    }

    //  Build and send the following message:

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

    CkJsonObject json;
    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) {
        std::cout << ws.lastErrorText() << "\r\n";
        return;
    }

    CkJsonObject jsonTickData;
    jsonTickData.put_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) {
            std::cout << "Failed to receive a frame" << "\r\n";
            std::cout << "ReadFrame fail reason = " << ws.get_ReadFrameFailReason() << "\r\n";
            std::cout << ws.lastErrorText() << "\r\n";
            return;
        }

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

            jsonTickData.Load(receivedJson);
            std::cout << jsonTickData.emit() << "\r\n";

            numTicksReceived = numTicksReceived + 1;
        }

    }

    //  Close the websocket connection.
    success = ws.SendClose(true,1000,"Closing this websocket.");
    if (success != true) {
        std::cout << ws.lastErrorText() << "\r\n";
        return;
    }

    //  Read the Close response.
    success = ws.ReadFrame();
    if (success != true) {
        std::cout << "ReadFrame fail reason = " << ws.get_ReadFrameFailReason() << "\r\n";
        std::cout << ws.lastErrorText() << "\r\n";
        return;
    }

    std::cout << "Success." << "\r\n";

    //  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.
    }

 

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