(SQL Server) Read Bitfinex WebSocket Ticker Channel

Subscribes to the public Bitfinex websocket ticker channel and receives ticker updates.

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 api.bitfinex.com
    DECLARE @success int
    EXEC sp_OAMethod @rest, 'Connect', @success OUT, 'api.bitfinex.com', 443, 1, 0
    EXEC sp_OAMethod @ws, 'UseConnection', @success OUT, @rest
    EXEC sp_OAMethod @ws, 'AddClientHeaders', @success OUT

    DECLARE @responseBody nvarchar(4000)
    EXEC sp_OAMethod @rest, 'FullRequestNoBody', @responseBody OUT, 'GET', '/ws'
    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

    -- After connecting, the bitfinex websocket server will send
    -- an info message that contains the actual version of the websocket stream.
    -- Receive that message..
    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
        RETURN
      END

    -- We should get this:
    -- {"event":"info","version":1.1,"platform":{"status":1}}
    EXEC sp_OAMethod @ws, 'GetFrameData', @sTmp0 OUT
    PRINT @sTmp0

    -- Subscribe to the public ticker feed.
    -- See https://docs.bitfinex.com/docs for more information.
    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, 'AppendString', @success OUT, 'event', 'subscribe'
    EXEC sp_OAMethod @json, 'AppendString', @success OUT, 'channel', 'ticker'
    EXEC sp_OAMethod @json, 'AppendString', @success OUT, 'pair', 'BTCUSD'

    DECLARE @finalFrame int
    SELECT @finalFrame = 1
    EXEC sp_OAMethod @json, 'Emit', @sTmp0 OUT
    EXEC sp_OAMethod @ws, 'SendFrame', @success OUT, @sTmp0, @finalFrame

    -- Read the response.
    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
        RETURN
      END

    -- Examine the response
    -- We should get this:
    -- {"event":"subscribed","channel":"ticker","chanId":2751,"pair":"BTCUSD"}
    EXEC sp_OAMethod @ws, 'GetFrameData', @sTmp0 OUT
    PRINT @sTmp0

    -- Begin reading the ticker feed.
    -- We'll just read the 1st 5 updates and then exit..
    DECLARE @receivedFinalFrame int
    SELECT @receivedFinalFrame = 0
    DECLARE @numUpdatesReceived int
    SELECT @numUpdatesReceived = 0
    WHILE @numUpdatesReceived < 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
            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 @receivedText nvarchar(4000)
            EXEC sp_OAMethod @ws, 'GetFrameData', @receivedText OUT

            PRINT @receivedText
            -- Should receive a line of text such as this:
            -- [2751,7349,36.34269559,7349.1,41.01777063,-116.2,-0.0156,7349.1,22188.26055319,7560,7270.5]
            SELECT @numUpdatesReceived = @numUpdatesReceived + 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
        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
        RETURN
      END


    PRINT 'Success.'

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


END
GO