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

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

...

procedure TForm1.Button1Click(Sender: TObject);
var
ws: HCkWebSocket;
rest: HCkRest;
success: Boolean;
responseBody: PWideChar;
json: HCkJsonObject;
finalFrame: Boolean;
jsonTradeData: HCkJsonObject;
receivedFinalFrame: Boolean;
numTradesReceived: Integer;
receivedJson: PWideChar;

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

ws := CkWebSocket_Create();

// 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 := CkRest_Create();

// Connect to wss://stream.binance.com:9443
success := CkRest_Connect(rest,'stream.binance.com',9443,True,False);
if (success = False) then
  begin
    Memo1.Lines.Add(CkRest__lastErrorText(rest));
    Exit;
  end;
success := CkWebSocket_UseConnection(ws,rest);
if (success = False) then
  begin
    Memo1.Lines.Add(CkWebSocket__lastErrorText(ws));
    Exit;
  end;
CkWebSocket_AddClientHeaders(ws);

//  Raw streams are accessed at /ws/<streamName>
responseBody := CkRest__fullRequestNoBody(rest,'GET','/ws/btcusdt');
if (CkRest_getLastMethodSuccess(rest) = False) then
  begin
    Memo1.Lines.Add(CkRest__lastErrorText(rest));
    Exit;
  end;
success := CkWebSocket_ValidateServerHandshake(ws);
if (success <> True) then
  begin
    Memo1.Lines.Add(CkWebSocket__lastErrorText(ws));
    Memo1.Lines.Add(responseBody);
    Memo1.Lines.Add(CkRest__responseHeader(rest));
    Exit;
  end;

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

// POST JSON to subscribe to a stream

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

json := CkJsonObject_Create();
CkJsonObject_UpdateString(json,'method','SUBSCRIBE');
CkJsonObject_UpdateString(json,'params[0]','btcusdt@aggTrade');
CkJsonObject_UpdateString(json,'params[1]','btcusdt@depth');
CkJsonObject_UpdateInt(json,'id',1);

// Send a full message in a single frame
finalFrame := True;
success := CkWebSocket_SendFrame(ws,CkJsonObject__emit(json),finalFrame);
if (success <> True) then
  begin
    Memo1.Lines.Add(CkWebSocket__lastErrorText(ws));
    Exit;
  end;

jsonTradeData := CkJsonObject_Create();
CkJsonObject_putEmitCompact(jsonTradeData,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 do
  begin

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

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

        CkJsonObject_Load(jsonTradeData,receivedJson);
        Memo1.Lines.Add(CkJsonObject__emit(jsonTradeData));

        numTradesReceived := numTradesReceived + 1;
      end;

  end;

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

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

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

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

CkWebSocket_Dispose(ws);
CkRest_Dispose(rest);
CkJsonObject_Dispose(json);
CkJsonObject_Dispose(jsonTradeData);

end;