(Delphi DLL) Binary.com Tick Stream

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

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;
jsonTickData: HCkJsonObject;
receivedFinalFrame: Boolean;
numTicksReceived: 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 ws.binaryws.com
success := CkRest_Connect(rest,'ws.binaryws.com',443,True,False);
CkWebSocket_UseConnection(ws,rest);
CkWebSocket_AddClientHeaders(ws);

//  My app_id is 12332.  You'll wnat to use your own...
responseBody := CkRest__fullRequestNoBody(rest,'GET','/websockets/v3?app_id=12332');
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;

//  Build and send the following message:

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

json := CkJsonObject_Create();
CkJsonObject_AppendString(json,'ticks','R_50');
CkJsonObject_AppendInt(json,'subscribe',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;

jsonTickData := CkJsonObject_Create();
CkJsonObject_putEmitCompact(jsonTickData,False);

//  Begin reading the tick stream response.
//  We'll just read the 1st 10 updates and then exit..
receivedFinalFrame := False;
numTicksReceived := 0;
while numTicksReceived < 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(jsonTickData,receivedJson);
        Memo1.Lines.Add(CkJsonObject__emit(jsonTickData));

        numTicksReceived := numTicksReceived + 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:

//  {
//    "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.

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

end;