(Delphi ActiveX) 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 for Delphi Downloads Chilkat ActiveX DLL for Delphi Chilkat non-ActiveX DLL for Delphi * The examples here use the ActiveX DLL.

uses
    Winapi.Windows, Winapi.Messages, System.SysUtils, System.Variants, System.Classes, Vcl.Graphics,
    Vcl.Controls, Vcl.Forms, Vcl.Dialogs, Vcl.StdCtrls, Chilkat_TLB;

...

procedure TForm1.Button1Click(Sender: TObject);
var
ws: TChilkatWebSocket;
rest: TChilkatRest;
success: Integer;
responseBody: WideString;
json: TChilkatJsonObject;
finalFrame: Integer;
jsonTradeData: TChilkatJsonObject;
receivedFinalFrame: Integer;
numTradesReceived: Integer;
receivedJson: WideString;

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

ws := TChilkatWebSocket.Create(Self);

// 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 := TChilkatRest.Create(Self);

// Connect to wss://stream.binance.com:9443
success := rest.Connect('stream.binance.com',9443,1,0);
if (success = 0) then
  begin
    Memo1.Lines.Add(rest.LastErrorText);
    Exit;
  end;
success := ws.UseConnection(rest.ControlInterface);
if (success = 0) then
  begin
    Memo1.Lines.Add(ws.LastErrorText);
    Exit;
  end;
ws.AddClientHeaders();

//  Raw streams are accessed at /ws/<streamName>
responseBody := rest.FullRequestNoBody('GET','/ws/btcusdt');
if (rest.LastMethodSuccess = 0) then
  begin
    Memo1.Lines.Add(rest.LastErrorText);
    Exit;
  end;
success := ws.ValidateServerHandshake();
if (success <> 1) then
  begin
    Memo1.Lines.Add(ws.LastErrorText);
    Memo1.Lines.Add(responseBody);
    Memo1.Lines.Add(rest.ResponseHeader);
    Exit;
  end;

Memo1.Lines.Add(responseBody);
Memo1.Lines.Add(rest.ResponseHeader);

// POST JSON to subscribe to a stream

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

json := TChilkatJsonObject.Create(Self);
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 := 1;
success := ws.SendFrame(json.Emit(),finalFrame);
if (success <> 1) then
  begin
    Memo1.Lines.Add(ws.LastErrorText);
    Exit;
  end;

jsonTradeData := TChilkatJsonObject.Create(Self);
jsonTradeData.EmitCompact := 0;

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

    success := ws.ReadFrame();
    if (success <> 1) then
      begin
        Memo1.Lines.Add('Failed to receive a frame');
        Memo1.Lines.Add('ReadFrame fail reason = ' + IntToStr(ws.ReadFrameFailReason));
        Memo1.Lines.Add(ws.LastErrorText);
        Exit;
      end;

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

        jsonTradeData.Load(receivedJson);
        Memo1.Lines.Add(jsonTradeData.Emit());

        numTradesReceived := numTradesReceived + 1;
      end;

  end;

// Close the websocket connection.
success := ws.SendClose(1,1000,'Closing this websocket.');
if (success <> 1) then
  begin
    Memo1.Lines.Add(ws.LastErrorText);
    Exit;
  end;

// Read the Close response.
success := ws.ReadFrame();
if (success <> 1) then
  begin
    Memo1.Lines.Add('ReadFrame fail reason = ' + IntToStr(ws.ReadFrameFailReason));
    Memo1.Lines.Add(ws.LastErrorText);
    Exit;
  end;

Memo1.Lines.Add('Success.');

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