(SQL Server) 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

-- Important: See this note about string length limitations for strings returned by sp_OAMethod calls.
--
CREATE PROCEDURE ChilkatSample
AS
BEGIN
    DECLARE @hr int
    DECLARE @iTmp0 int
    -- Important: Do not use nvarchar(max).  See the warning about using nvarchar(max).
    DECLARE @sTmp0 nvarchar(4000)
    -- This example requires the Chilkat API to have been previously unlocked.
    -- See Global Unlock Sample for sample code.

    DECLARE @ws int
    -- Use "Chilkat_9_5_0.WebSocket" for versions of Chilkat < 10.0.0
    EXEC @hr = sp_OACreate 'Chilkat.WebSocket', @ws OUT
    IF @hr <> 0
    BEGIN
        PRINT 'Failed to create ActiveX component'
        RETURN
    END

    -- 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.

    DECLARE @rest int
    -- Use "Chilkat_9_5_0.Rest" for versions of Chilkat < 10.0.0
    EXEC @hr = sp_OACreate 'Chilkat.Rest', @rest OUT

    -- Connect to wss://stream.binance.com:9443
    DECLARE @success int
    EXEC sp_OAMethod @rest, 'Connect', @success OUT, 'stream.binance.com', 9443, 1, 0
    IF @success = 0
      BEGIN
        EXEC sp_OAGetProperty @rest, 'LastErrorText', @sTmp0 OUT
        PRINT @sTmp0
        EXEC @hr = sp_OADestroy @ws
        EXEC @hr = sp_OADestroy @rest
        RETURN
      END
    EXEC sp_OAMethod @ws, 'UseConnection', @success OUT, @rest
    IF @success = 0
      BEGIN
        EXEC sp_OAGetProperty @ws, 'LastErrorText', @sTmp0 OUT
        PRINT @sTmp0
        EXEC @hr = sp_OADestroy @ws
        EXEC @hr = sp_OADestroy @rest
        RETURN
      END
    EXEC sp_OAMethod @ws, 'AddClientHeaders', @success OUT

    --  Raw streams are accessed at /ws/<streamName>
    DECLARE @responseBody nvarchar(4000)
    EXEC sp_OAMethod @rest, 'FullRequestNoBody', @responseBody OUT, 'GET', '/ws/btcusdt'
    EXEC sp_OAGetProperty @rest, 'LastMethodSuccess', @iTmp0 OUT
    IF @iTmp0 = 0
      BEGIN
        EXEC sp_OAGetProperty @rest, 'LastErrorText', @sTmp0 OUT
        PRINT @sTmp0
        EXEC @hr = sp_OADestroy @ws
        EXEC @hr = sp_OADestroy @rest
        RETURN
      END
    EXEC sp_OAMethod @ws, 'ValidateServerHandshake', @success OUT
    IF @success <> 1
      BEGIN
        EXEC sp_OAGetProperty @ws, 'LastErrorText', @sTmp0 OUT
        PRINT @sTmp0

        PRINT @responseBody
        EXEC sp_OAGetProperty @rest, 'ResponseHeader', @sTmp0 OUT
        PRINT @sTmp0
        EXEC @hr = sp_OADestroy @ws
        EXEC @hr = sp_OADestroy @rest
        RETURN
      END


    PRINT @responseBody
    EXEC sp_OAGetProperty @rest, 'ResponseHeader', @sTmp0 OUT
    PRINT @sTmp0

    -- POST JSON to subscribe to a stream

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

    DECLARE @json int
    -- Use "Chilkat_9_5_0.JsonObject" for versions of Chilkat < 10.0.0
    EXEC @hr = sp_OACreate 'Chilkat.JsonObject', @json OUT

    EXEC sp_OAMethod @json, 'UpdateString', @success OUT, 'method', 'SUBSCRIBE'
    EXEC sp_OAMethod @json, 'UpdateString', @success OUT, 'params[0]', 'btcusdt@aggTrade'
    EXEC sp_OAMethod @json, 'UpdateString', @success OUT, 'params[1]', 'btcusdt@depth'
    EXEC sp_OAMethod @json, 'UpdateInt', @success OUT, 'id', 1

    -- Send a full message in a single frame
    DECLARE @finalFrame int
    SELECT @finalFrame = 1
    EXEC sp_OAMethod @json, 'Emit', @sTmp0 OUT
    EXEC sp_OAMethod @ws, 'SendFrame', @success OUT, @sTmp0, @finalFrame
    IF @success <> 1
      BEGIN
        EXEC sp_OAGetProperty @ws, 'LastErrorText', @sTmp0 OUT
        PRINT @sTmp0
        EXEC @hr = sp_OADestroy @ws
        EXEC @hr = sp_OADestroy @rest
        EXEC @hr = sp_OADestroy @json
        RETURN
      END

    DECLARE @jsonTradeData int
    -- Use "Chilkat_9_5_0.JsonObject" for versions of Chilkat < 10.0.0
    EXEC @hr = sp_OACreate 'Chilkat.JsonObject', @jsonTradeData OUT

    EXEC sp_OASetProperty @jsonTradeData, 'EmitCompact', 0

    -- Begin reading the trade stream response.
    -- We'll just read the 1st 10 updates and then exit..
    DECLARE @receivedFinalFrame int
    SELECT @receivedFinalFrame = 0
    DECLARE @numTradesReceived int
    SELECT @numTradesReceived = 0
    WHILE @numTradesReceived < 5
      BEGIN

        EXEC sp_OAMethod @ws, 'ReadFrame', @success OUT
        IF @success <> 1
          BEGIN

            PRINT 'Failed to receive a frame'

            EXEC sp_OAGetProperty @ws, 'ReadFrameFailReason', @iTmp0 OUT
            PRINT 'ReadFrame fail reason = ' + @iTmp0
            EXEC sp_OAGetProperty @ws, 'LastErrorText', @sTmp0 OUT
            PRINT @sTmp0
            EXEC @hr = sp_OADestroy @ws
            EXEC @hr = sp_OADestroy @rest
            EXEC @hr = sp_OADestroy @json
            EXEC @hr = sp_OADestroy @jsonTradeData
            RETURN
          END

        -- The responses we desire are in Text frames, where the opcode = 1.
        EXEC sp_OAGetProperty @ws, 'FrameOpcodeInt', @iTmp0 OUT
        IF @iTmp0 = 1
          BEGIN
            DECLARE @receivedJson nvarchar(4000)
            EXEC sp_OAMethod @ws, 'GetFrameData', @receivedJson OUT

            EXEC sp_OAMethod @jsonTradeData, 'Load', @success OUT, @receivedJson
            EXEC sp_OAMethod @jsonTradeData, 'Emit', @sTmp0 OUT
            PRINT @sTmp0

            SELECT @numTradesReceived = @numTradesReceived + 1
          END

      END

    -- Close the websocket connection.
    EXEC sp_OAMethod @ws, 'SendClose', @success OUT, 1, 1000, 'Closing this websocket.'
    IF @success <> 1
      BEGIN
        EXEC sp_OAGetProperty @ws, 'LastErrorText', @sTmp0 OUT
        PRINT @sTmp0
        EXEC @hr = sp_OADestroy @ws
        EXEC @hr = sp_OADestroy @rest
        EXEC @hr = sp_OADestroy @json
        EXEC @hr = sp_OADestroy @jsonTradeData
        RETURN
      END

    -- Read the Close response.
    EXEC sp_OAMethod @ws, 'ReadFrame', @success OUT
    IF @success <> 1
      BEGIN

        EXEC sp_OAGetProperty @ws, 'ReadFrameFailReason', @iTmp0 OUT
        PRINT 'ReadFrame fail reason = ' + @iTmp0
        EXEC sp_OAGetProperty @ws, 'LastErrorText', @sTmp0 OUT
        PRINT @sTmp0
        EXEC @hr = sp_OADestroy @ws
        EXEC @hr = sp_OADestroy @rest
        EXEC @hr = sp_OADestroy @json
        EXEC @hr = sp_OADestroy @jsonTradeData
        RETURN
      END


    PRINT 'Success.'

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

    EXEC @hr = sp_OADestroy @ws
    EXEC @hr = sp_OADestroy @rest
    EXEC @hr = sp_OADestroy @json
    EXEC @hr = sp_OADestroy @jsonTradeData


END
GO