(PureBasic) 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 PureBasic Module Download Chilkat PureBasic Module

IncludeFile "CkRest.pb"
IncludeFile "CkJsonObject.pb"
IncludeFile "CkWebSocket.pb"

Procedure ChilkatExample()

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

    ws.i = CkWebSocket::ckCreate()
    If ws.i = 0
        Debug "Failed to create object."
        ProcedureReturn
    EndIf

    ; 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.i = CkRest::ckCreate()
    If rest.i = 0
        Debug "Failed to create object."
        ProcedureReturn
    EndIf

    ; Connect to wss://stream.binance.com:9443
    success.i = CkRest::ckConnect(rest,"stream.binance.com",9443,1,0)
    If success = 0
        Debug CkRest::ckLastErrorText(rest)
        CkWebSocket::ckDispose(ws)
        CkRest::ckDispose(rest)
        ProcedureReturn
    EndIf

    success = CkWebSocket::ckUseConnection(ws,rest)
    If success = 0
        Debug CkWebSocket::ckLastErrorText(ws)
        CkWebSocket::ckDispose(ws)
        CkRest::ckDispose(rest)
        ProcedureReturn
    EndIf

    CkWebSocket::ckAddClientHeaders(ws)

    ;  Raw streams are accessed at /ws/<streamName>
    responseBody.s = CkRest::ckFullRequestNoBody(rest,"GET","/ws/btcusdt")
    If CkRest::ckLastMethodSuccess(rest) = 0
        Debug CkRest::ckLastErrorText(rest)
        CkWebSocket::ckDispose(ws)
        CkRest::ckDispose(rest)
        ProcedureReturn
    EndIf

    success = CkWebSocket::ckValidateServerHandshake(ws)
    If success <> 1
        Debug CkWebSocket::ckLastErrorText(ws)
        Debug responseBody
        Debug CkRest::ckResponseHeader(rest)
        CkWebSocket::ckDispose(ws)
        CkRest::ckDispose(rest)
        ProcedureReturn
    EndIf

    Debug responseBody
    Debug CkRest::ckResponseHeader(rest)

    ; POST JSON to subscribe to a stream

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

    json.i = CkJsonObject::ckCreate()
    If json.i = 0
        Debug "Failed to create object."
        ProcedureReturn
    EndIf

    CkJsonObject::ckUpdateString(json,"method","SUBSCRIBE")
    CkJsonObject::ckUpdateString(json,"params[0]","btcusdt@aggTrade")
    CkJsonObject::ckUpdateString(json,"params[1]","btcusdt@depth")
    CkJsonObject::ckUpdateInt(json,"id",1)

    ; Send a full message in a single frame
    finalFrame.i = 1
    success = CkWebSocket::ckSendFrame(ws,CkJsonObject::ckEmit(json),finalFrame)
    If success <> 1
        Debug CkWebSocket::ckLastErrorText(ws)
        CkWebSocket::ckDispose(ws)
        CkRest::ckDispose(rest)
        CkJsonObject::ckDispose(json)
        ProcedureReturn
    EndIf

    jsonTradeData.i = CkJsonObject::ckCreate()
    If jsonTradeData.i = 0
        Debug "Failed to create object."
        ProcedureReturn
    EndIf

    CkJsonObject::setCkEmitCompact(jsonTradeData, 0)

    ; Begin reading the trade stream response.
    ; We'll just read the 1st 10 updates and then exit..
    receivedFinalFrame.i = 0
    numTradesReceived.i = 0
    While numTradesReceived < 5

        success = CkWebSocket::ckReadFrame(ws)
        If success <> 1
            Debug "Failed to receive a frame"
            Debug "ReadFrame fail reason = " + Str(CkWebSocket::ckReadFrameFailReason(ws))
            Debug CkWebSocket::ckLastErrorText(ws)
            CkWebSocket::ckDispose(ws)
            CkRest::ckDispose(rest)
            CkJsonObject::ckDispose(json)
            CkJsonObject::ckDispose(jsonTradeData)
            ProcedureReturn
        EndIf

        ; The responses we desire are in Text frames, where the opcode = 1.
        If CkWebSocket::ckFrameOpcodeInt(ws) = 1
            receivedJson.s = CkWebSocket::ckGetFrameData(ws)

            CkJsonObject::ckLoad(jsonTradeData,receivedJson)
            Debug CkJsonObject::ckEmit(jsonTradeData)

            numTradesReceived = numTradesReceived + 1
        EndIf

    Wend

    ; Close the websocket connection.
    success = CkWebSocket::ckSendClose(ws,1,1000,"Closing this websocket.")
    If success <> 1
        Debug CkWebSocket::ckLastErrorText(ws)
        CkWebSocket::ckDispose(ws)
        CkRest::ckDispose(rest)
        CkJsonObject::ckDispose(json)
        CkJsonObject::ckDispose(jsonTradeData)
        ProcedureReturn
    EndIf

    ; Read the Close response.
    success = CkWebSocket::ckReadFrame(ws)
    If success <> 1
        Debug "ReadFrame fail reason = " + Str(CkWebSocket::ckReadFrameFailReason(ws))
        Debug CkWebSocket::ckLastErrorText(ws)
        CkWebSocket::ckDispose(ws)
        CkRest::ckDispose(rest)
        CkJsonObject::ckDispose(json)
        CkJsonObject::ckDispose(jsonTradeData)
        ProcedureReturn
    EndIf

    Debug "Success."

    ; The output of the above code is shown here:


    CkWebSocket::ckDispose(ws)
    CkRest::ckDispose(rest)
    CkJsonObject::ckDispose(json)
    CkJsonObject::ckDispose(jsonTradeData)


    ProcedureReturn
EndProcedure