(Visual FoxPro) 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 ActiveX Downloads ActiveX for 32-bit and 64-bit Windows

LOCAL loWs
LOCAL loRest
LOCAL lnSuccess
LOCAL lcResponseBody
LOCAL loJson
LOCAL lnFinalFrame
LOCAL loJsonTradeData
LOCAL lnReceivedFinalFrame
LOCAL lnNumTradesReceived
LOCAL lcReceivedJson

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

* For versions of Chilkat < 10.0.0, use CreateObject('Chilkat_9_5_0.WebSocket')
loWs = CreateObject('Chilkat.WebSocket')

* 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.

* For versions of Chilkat < 10.0.0, use CreateObject('Chilkat_9_5_0.Rest')
loRest = CreateObject('Chilkat.Rest')

* Connect to wss://stream.binance.com:9443
lnSuccess = loRest.Connect("stream.binance.com",9443,1,0)
IF (lnSuccess = 0) THEN
    ? loRest.LastErrorText
    RELEASE loWs
    RELEASE loRest
    CANCEL
ENDIF

lnSuccess = loWs.UseConnection(loRest)
IF (lnSuccess = 0) THEN
    ? loWs.LastErrorText
    RELEASE loWs
    RELEASE loRest
    CANCEL
ENDIF

loWs.AddClientHeaders()

*  Raw streams are accessed at /ws/<streamName>
lcResponseBody = loRest.FullRequestNoBody("GET","/ws/btcusdt")
IF (loRest.LastMethodSuccess = 0) THEN
    ? loRest.LastErrorText
    RELEASE loWs
    RELEASE loRest
    CANCEL
ENDIF

lnSuccess = loWs.ValidateServerHandshake()
IF (lnSuccess <> 1) THEN
    ? loWs.LastErrorText
    ? lcResponseBody
    ? loRest.ResponseHeader
    RELEASE loWs
    RELEASE loRest
    CANCEL
ENDIF

? lcResponseBody
? loRest.ResponseHeader

* POST JSON to subscribe to a stream

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

* For versions of Chilkat < 10.0.0, use CreateObject('Chilkat_9_5_0.JsonObject')
loJson = CreateObject('Chilkat.JsonObject')
loJson.UpdateString("method","SUBSCRIBE")
loJson.UpdateString("params[0]","btcusdt@aggTrade")
loJson.UpdateString("params[1]","btcusdt@depth")
loJson.UpdateInt("id",1)

* Send a full message in a single frame
lnFinalFrame = 1
lnSuccess = loWs.SendFrame(loJson.Emit(),lnFinalFrame)
IF (lnSuccess <> 1) THEN
    ? loWs.LastErrorText
    RELEASE loWs
    RELEASE loRest
    RELEASE loJson
    CANCEL
ENDIF

* For versions of Chilkat < 10.0.0, use CreateObject('Chilkat_9_5_0.JsonObject')
loJsonTradeData = CreateObject('Chilkat.JsonObject')
loJsonTradeData.EmitCompact = 0

* Begin reading the trade stream response.
* We'll just read the 1st 10 updates and then exit..
lnReceivedFinalFrame = 0
lnNumTradesReceived = 0
DO WHILE lnNumTradesReceived < 5

    lnSuccess = loWs.ReadFrame()
    IF (lnSuccess <> 1) THEN
        ? "Failed to receive a frame"
        ? "ReadFrame fail reason = " + STR(loWs.ReadFrameFailReason)
        ? loWs.LastErrorText
        RELEASE loWs
        RELEASE loRest
        RELEASE loJson
        RELEASE loJsonTradeData
        CANCEL
    ENDIF

    * The responses we desire are in Text frames, where the opcode = 1.
    IF (loWs.FrameOpcodeInt = 1) THEN
        lcReceivedJson = loWs.GetFrameData()

        loJsonTradeData.Load(lcReceivedJson)
        ? loJsonTradeData.Emit()

        lnNumTradesReceived = lnNumTradesReceived + 1
    ENDIF

ENDDO

* Close the websocket connection.
lnSuccess = loWs.SendClose(1,1000,"Closing this websocket.")
IF (lnSuccess <> 1) THEN
    ? loWs.LastErrorText
    RELEASE loWs
    RELEASE loRest
    RELEASE loJson
    RELEASE loJsonTradeData
    CANCEL
ENDIF

* Read the Close response.
lnSuccess = loWs.ReadFrame()
IF (lnSuccess <> 1) THEN
    ? "ReadFrame fail reason = " + STR(loWs.ReadFrameFailReason)
    ? loWs.LastErrorText
    RELEASE loWs
    RELEASE loRest
    RELEASE loJson
    RELEASE loJsonTradeData
    CANCEL
ENDIF

? "Success."

* The output of the above code is shown here:

RELEASE loWs
RELEASE loRest
RELEASE loJson
RELEASE loJsonTradeData