(Excel) 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

Download Excel Class Modules Chilkat Excel Class Modules

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

Dim ws As Chilkat.WebSocket
Set ws = Chilkat.NewWebSocket

' 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.

Dim rest As Chilkat.Rest
Set rest = Chilkat.NewRest

' Connect to wss://stream.binance.com:9443

success = rest.Connect("stream.binance.com",9443,True,False)
If (success = False) Then
    Debug.Print rest.LastErrorText
    Exit Sub
End If

success = ws.UseConnection(rest)
If (success = False) Then
    Debug.Print ws.LastErrorText
    Exit Sub
End If

Dim success As Boolean
success = ws.AddClientHeaders()

'  Raw streams are accessed at /ws/<streamName>

responseBody = rest.FullRequestNoBody("GET","/ws/btcusdt")
If (rest.LastMethodSuccess = False) Then
    Debug.Print rest.LastErrorText
    Exit Sub
End If

success = ws.ValidateServerHandshake()
If (success <> True) Then
    Debug.Print ws.LastErrorText
    Debug.Print responseBody
    Debug.Print rest.ResponseHeader
    Exit Sub
End If

Debug.Print responseBody
Debug.Print rest.ResponseHeader

' POST JSON to subscribe to a stream

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

Dim json As Chilkat.JsonObject
Set json = Chilkat.NewJsonObject
success = json.UpdateString("method","SUBSCRIBE")
success = json.UpdateString("params[0]","btcusdt@aggTrade")
success = json.UpdateString("params[1]","btcusdt@depth")
success = json.UpdateInt("id",1)

' Send a full message in a single frame

finalFrame = True
success = ws.SendFrame(json.Emit(),finalFrame)
If (success <> True) Then
    Debug.Print ws.LastErrorText
    Exit Sub
End If

Dim jsonTradeData As Chilkat.JsonObject
Set jsonTradeData = Chilkat.NewJsonObject
jsonTradeData.EmitCompact = False

' Begin reading the trade stream response.
' We'll just read the 1st 10 updates and then exit..

receivedFinalFrame = False

numTradesReceived = 0
Do While numTradesReceived < 5

    success = ws.ReadFrame()
    If (success <> True) Then
        Debug.Print "Failed to receive a frame"
        Debug.Print "ReadFrame fail reason = "; ws.ReadFrameFailReason
        Debug.Print ws.LastErrorText
        Exit Sub
    End If

    ' The responses we desire are in Text frames, where the opcode = 1.
    If (ws.FrameOpcodeInt = 1) Then

        receivedJson = ws.GetFrameData()

        success = jsonTradeData.Load(receivedJson)
        Debug.Print jsonTradeData.Emit()

        numTradesReceived = numTradesReceived + 1
    End If

Loop

' Close the websocket connection.
success = ws.SendClose(True,1000,"Closing this websocket.")
If (success <> True) Then
    Debug.Print ws.LastErrorText
    Exit Sub
End If

' Read the Close response.
success = ws.ReadFrame()
If (success <> True) Then
    Debug.Print "ReadFrame fail reason = "; ws.ReadFrameFailReason
    Debug.Print ws.LastErrorText
    Exit Sub
End If

Debug.Print "Success."

' The output of the above code is shown here: