(Delphi ActiveX) Binary.com Tick Stream

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

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;
jsonTickData: TChilkatJsonObject;
receivedFinalFrame: Integer;
numTicksReceived: 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 ws.binaryws.com
success := rest.Connect('ws.binaryws.com',443,1,0);
ws.UseConnection(rest.ControlInterface);
ws.AddClientHeaders();

// My app_id is 12332.  You'll wnat to use your own...
responseBody := rest.FullRequestNoBody('GET','/websockets/v3?app_id=12332');
success := ws.ValidateServerHandshake();
if (success <> 1) then
  begin
    Memo1.Lines.Add(ws.LastErrorText);
    Memo1.Lines.Add(responseBody);
    Memo1.Lines.Add(rest.ResponseHeader);
    Exit;
  end;

// Build and send the following message:

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

json := TChilkatJsonObject.Create(Self);
json.AppendString('ticks','R_50');
json.AppendInt('subscribe',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;

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

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

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

        numTicksReceived := numTicksReceived + 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:

// {
//   "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.
end;