(PowerShell) 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 .NET Downloads Chilkat .NET Assemblies

Add-Type -Path "C:\chilkat\ChilkatDotNet47-9.5.0-x64\ChilkatDotNet47.dll"

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

$ws = New-Object 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.

$rest = New-Object Chilkat.Rest

# Connect to wss://stream.binance.com:9443
$success = $rest.Connect("stream.binance.com",9443,$true,$false)
if ($success -eq $false) {
    $($rest.LastErrorText)
    exit
}

$success = $ws.UseConnection($rest)
if ($success -eq $false) {
    $($ws.LastErrorText)
    exit
}

$ws.AddClientHeaders()

#  Raw streams are accessed at /ws/<streamName>
$responseBody = $rest.FullRequestNoBody("GET","/ws/btcusdt")
if ($rest.LastMethodSuccess -eq $false) {
    $($rest.LastErrorText)
    exit
}

$success = $ws.ValidateServerHandshake()
if ($success -ne $true) {
    $($ws.LastErrorText)
    $($responseBody)
    $($rest.ResponseHeader)
    exit
}

$($responseBody)
$($rest.ResponseHeader)

# POST JSON to subscribe to a stream

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

$json = New-Object Chilkat.JsonObject
$json.UpdateString("method","SUBSCRIBE")
$json.UpdateString("params[0]","btcusdt@aggTrade")
$json.UpdateString("params[1]","btcusdt@depth")
$json.UpdateInt("id",1)

# Send a full message in a single frame
$finalFrame = $true
$success = $ws.SendFrame($json.Emit(),$finalFrame)
if ($success -ne $true) {
    $($ws.LastErrorText)
    exit
}

$jsonTradeData = New-Object Chilkat.JsonObject
$jsonTradeData.EmitCompact = $false

# Begin reading the trade stream response.
# We'll just read the 1st 10 updates and then exit..
$receivedFinalFrame = $false
$numTradesReceived = 0
while ($numTradesReceived -lt 5) {

    $success = $ws.ReadFrame()
    if ($success -ne $true) {
        $("Failed to receive a frame")
        $("ReadFrame fail reason = " + $ws.ReadFrameFailReason)
        $($ws.LastErrorText)
        exit
    }

    # The responses we desire are in Text frames, where the opcode = 1.
    if ($ws.FrameOpcodeInt -eq 1) {
        $receivedJson = $ws.GetFrameData()

        $jsonTradeData.Load($receivedJson)
        $($jsonTradeData.Emit())

        $numTradesReceived = $numTradesReceived + 1
    }

}

# Close the websocket connection.
$success = $ws.SendClose($true,1000,"Closing this websocket.")
if ($success -ne $true) {
    $($ws.LastErrorText)
    exit
}

# Read the Close response.
$success = $ws.ReadFrame()
if ($success -ne $true) {
    $("ReadFrame fail reason = " + $ws.ReadFrameFailReason)
    $($ws.LastErrorText)
    exit
}

$("Success.")

# The output of the above code is shown here: