(Excel) Read Bitfinex WebSocket Ticker Channel

Subscribes to the public Bitfinex websocket ticker channel and receives ticker updates.

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 api.bitfinex.com

success = rest.Connect("api.bitfinex.com",443,True,False)
success = ws.UseConnection(rest)
success = ws.AddClientHeaders()


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

'  After connecting, the bitfinex websocket server will send
'  an info message that contains the actual version of the websocket stream.
'  Receive that message..
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

'  We should get this:
'  {"event":"info","version":1.1,"platform":{"status":1}}
Debug.Print ws.GetFrameData()

'  Subscribe to the public ticker feed.
'  See https://docs.bitfinex.com/docs for more information.
Dim json As Chilkat.JsonObject
Set json = Chilkat.NewJsonObject
success = json.AppendString("event","subscribe")
success = json.AppendString("channel","ticker")
success = json.AppendString("pair","BTCUSD")


finalFrame = True
success = ws.SendFrame(json.Emit(),finalFrame)

'  Read the response.
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

'  Examine the response
'  We should get this:
'  {"event":"subscribed","channel":"ticker","chanId":2751,"pair":"BTCUSD"}
Debug.Print ws.GetFrameData()

'  Begin reading the ticker feed.
'  We'll just read the 1st 5 updates and then exit..

receivedFinalFrame = False

numUpdatesReceived = 0
Do While numUpdatesReceived < 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

        receivedText = ws.GetFrameData()
        Debug.Print receivedText
        '  Should receive a line of text such as this:
        '  [2751,7349,36.34269559,7349.1,41.01777063,-116.2,-0.0156,7349.1,22188.26055319,7560,7270.5]
        numUpdatesReceived = numUpdatesReceived + 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."