Lianja

Binary.com Tick Stream

See more WebSocket Examples

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

llSuccess = .F.

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

loWs = createobject("CkWebSocket")

// 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.

loRest = createobject("CkRest")

// Connect to ws.binaryws.com
llSuccess = loRest.Connect("ws.binaryws.com",443,.T.,.F.)
loWs.UseConnection(loRest)
loWs.AddClientHeaders()

// My app_id is 12332.  You'll wnat to use your own...
lcResponseBody = loRest.FullRequestNoBody("GET","/websockets/v3?app_id=12332")
llSuccess = loWs.ValidateServerHandshake()
if (llSuccess <> .T.) then
    ? loWs.LastErrorText
    ? lcResponseBody
    ? loRest.ResponseHeader
    release loWs
    release loRest
    return
endif

// Build and send the following message:

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

loJson = createobject("CkJsonObject")
loJson.AppendString("ticks","R_50")
loJson.AppendInt("subscribe",1)

// Send a full message in a single frame
llFinalFrame = .T.
llSuccess = loWs.SendFrame(loJson.Emit(),llFinalFrame)
if (llSuccess <> .T.) then
    ? loWs.LastErrorText
    release loWs
    release loRest
    release loJson
    return
endif

loJsonTickData = createobject("CkJsonObject")
loJsonTickData.EmitCompact = .F.

// Begin reading the tick stream response.
// We'll just read the 1st 10 updates and then exit..
llReceivedFinalFrame = .F.
lnNumTicksReceived = 0
do while lnNumTicksReceived < 5

    llSuccess = loWs.ReadFrame()
    if (llSuccess <> .T.) then
        ? "Failed to receive a frame"
        ? "ReadFrame fail reason = " + str(loWs.ReadFrameFailReason)
        ? loWs.LastErrorText
        release loWs
        release loRest
        release loJson
        release loJsonTickData
        return
    endif

    // The responses we desire are in Text frames, where the opcode = 1.
    if (loWs.FrameOpcodeInt = 1) then
        lcReceivedJson = loWs.GetFrameData()

        loJsonTickData.Load(lcReceivedJson)
        ? loJsonTickData.Emit()

        lnNumTicksReceived = lnNumTicksReceived + 1
    endif

enddo

// Close the websocket connection.
llSuccess = loWs.SendClose(.T.,1000,"Closing this websocket.")
if (llSuccess <> .T.) then
    ? loWs.LastErrorText
    release loWs
    release loRest
    release loJson
    release loJsonTickData
    return
endif

// Read the Close response.
llSuccess = loWs.ReadFrame()
if (llSuccess <> .T.) then
    ? "ReadFrame fail reason = " + str(loWs.ReadFrameFailReason)
    ? loWs.LastErrorText
    release loWs
    release loRest
    release loJson
    release loJsonTickData
    return
endif

? "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.


release loWs
release loRest
release loJson
release loJsonTickData