(PowerBuilder) 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

integer li_rc
oleobject loo_Ws
oleobject loo_Rest
integer li_Success
string ls_ResponseBody
oleobject loo_Json
integer li_FinalFrame
oleobject loo_JsonTradeData
integer li_ReceivedFinalFrame
integer li_NumTradesReceived
string ls_ReceivedJson

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

loo_Ws = create oleobject
// Use "Chilkat_9_5_0.WebSocket" for versions of Chilkat < 10.0.0
li_rc = loo_Ws.ConnectToNewObject("Chilkat.WebSocket")
if li_rc < 0 then
    destroy loo_Ws
    MessageBox("Error","Connecting to COM object failed")
    return
end if

// 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.

loo_Rest = create oleobject
// Use "Chilkat_9_5_0.Rest" for versions of Chilkat < 10.0.0
li_rc = loo_Rest.ConnectToNewObject("Chilkat.Rest")

// Connect to wss://stream.binance.com:9443
li_Success = loo_Rest.Connect("stream.binance.com",9443,1,0)
if li_Success = 0 then
    Write-Debug loo_Rest.LastErrorText
    destroy loo_Ws
    destroy loo_Rest
    return
end if

li_Success = loo_Ws.UseConnection(loo_Rest)
if li_Success = 0 then
    Write-Debug loo_Ws.LastErrorText
    destroy loo_Ws
    destroy loo_Rest
    return
end if

loo_Ws.AddClientHeaders()

//  Raw streams are accessed at /ws/<streamName>
ls_ResponseBody = loo_Rest.FullRequestNoBody("GET","/ws/btcusdt")
if loo_Rest.LastMethodSuccess = 0 then
    Write-Debug loo_Rest.LastErrorText
    destroy loo_Ws
    destroy loo_Rest
    return
end if

li_Success = loo_Ws.ValidateServerHandshake()
if li_Success <> 1 then
    Write-Debug loo_Ws.LastErrorText
    Write-Debug ls_ResponseBody
    Write-Debug loo_Rest.ResponseHeader
    destroy loo_Ws
    destroy loo_Rest
    return
end if

Write-Debug ls_ResponseBody
Write-Debug loo_Rest.ResponseHeader

// POST JSON to subscribe to a stream

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

loo_Json = create oleobject
// Use "Chilkat_9_5_0.JsonObject" for versions of Chilkat < 10.0.0
li_rc = loo_Json.ConnectToNewObject("Chilkat.JsonObject")

loo_Json.UpdateString("method","SUBSCRIBE")
loo_Json.UpdateString("params[0]","btcusdt@aggTrade")
loo_Json.UpdateString("params[1]","btcusdt@depth")
loo_Json.UpdateInt("id",1)

// Send a full message in a single frame
li_FinalFrame = 1
li_Success = loo_Ws.SendFrame(loo_Json.Emit(),li_FinalFrame)
if li_Success <> 1 then
    Write-Debug loo_Ws.LastErrorText
    destroy loo_Ws
    destroy loo_Rest
    destroy loo_Json
    return
end if

loo_JsonTradeData = create oleobject
// Use "Chilkat_9_5_0.JsonObject" for versions of Chilkat < 10.0.0
li_rc = loo_JsonTradeData.ConnectToNewObject("Chilkat.JsonObject")

loo_JsonTradeData.EmitCompact = 0

// Begin reading the trade stream response.
// We'll just read the 1st 10 updates and then exit..
li_ReceivedFinalFrame = 0
li_NumTradesReceived = 0
do while li_NumTradesReceived < 5

    li_Success = loo_Ws.ReadFrame()
    if li_Success <> 1 then
        Write-Debug "Failed to receive a frame"
        Write-Debug "ReadFrame fail reason = " + string(loo_Ws.ReadFrameFailReason)
        Write-Debug loo_Ws.LastErrorText
        destroy loo_Ws
        destroy loo_Rest
        destroy loo_Json
        destroy loo_JsonTradeData
        return
    end if

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

        loo_JsonTradeData.Load(ls_ReceivedJson)
        Write-Debug loo_JsonTradeData.Emit()

        li_NumTradesReceived = li_NumTradesReceived + 1
    end if

loop

// Close the websocket connection.
li_Success = loo_Ws.SendClose(1,1000,"Closing this websocket.")
if li_Success <> 1 then
    Write-Debug loo_Ws.LastErrorText
    destroy loo_Ws
    destroy loo_Rest
    destroy loo_Json
    destroy loo_JsonTradeData
    return
end if

// Read the Close response.
li_Success = loo_Ws.ReadFrame()
if li_Success <> 1 then
    Write-Debug "ReadFrame fail reason = " + string(loo_Ws.ReadFrameFailReason)
    Write-Debug loo_Ws.LastErrorText
    destroy loo_Ws
    destroy loo_Rest
    destroy loo_Json
    destroy loo_JsonTradeData
    return
end if

Write-Debug "Success."

// The output of the above code is shown here:


destroy loo_Ws
destroy loo_Rest
destroy loo_Json
destroy loo_JsonTradeData