(SQL Server) Binary.com Tick Stream

Tick Stream Request -- Initiate a continuous stream of spot price updates for a given symbol.

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

    -- My app_id is 12332.  You'll wnat to use your own...
    DECLARE @responseBody nvarchar(4000)
    EXEC sp_OAMethod @rest, 'FullRequestNoBody', @responseBody OUT, 'GET', '/websockets/v3?app_id=12332'
    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

    -- Build and send the following message:

    -- {
    --   "ticks": "R_50",
    --   "subscribe": 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, 'AppendString', @success OUT, 'ticks', 'R_50'
    EXEC sp_OAMethod @json, 'AppendInt', @success OUT, 'subscribe', 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 @jsonTickData int
    -- Use "Chilkat_9_5_0.JsonObject" for versions of Chilkat < 10.0.0
    EXEC @hr = sp_OACreate 'Chilkat.JsonObject', @jsonTickData OUT

    EXEC sp_OASetProperty @jsonTickData, 'EmitCompact', 0

    -- Begin reading the tick stream response.
    -- We'll just read the 1st 10 updates and then exit..
    DECLARE @receivedFinalFrame int
    SELECT @receivedFinalFrame = 0
    DECLARE @numTicksReceived int
    SELECT @numTicksReceived = 0
    WHILE @numTicksReceived < 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 @jsonTickData
            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 @jsonTickData, 'Load', @success OUT, @receivedJson
            EXEC sp_OAMethod @jsonTickData, 'Emit', @sTmp0 OUT
            PRINT @sTmp0

            SELECT @numTicksReceived = @numTicksReceived + 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 @jsonTickData
        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 @jsonTickData
        RETURN
      END


    PRINT 'Success.'

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

    -- {
    --   "echo_req": {
    --     "subscribe": 1,
    --     "ticks": "R_50"
    --   },
    --   "msg_type": "tick",
    --   "tick": {
    --     "ask": "373.8725",
    --     "bid": "373.8325",
    --     "epoch": "1517437456",
    --     "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
    --     "quote": "373.8525",
    --     "symbol": "R_50"
    --   }
    -- }
    -- 
    -- {
    --   "echo_req": {
    --     "subscribe": 1,
    --     "ticks": "R_50"
    --   },
    --   "msg_type": "tick",
    --   "tick": {
    --     "ask": "373.7952",
    --     "bid": "373.7552",
    --     "epoch": "1517437458",
    --     "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
    --     "quote": "373.7752",
    --     "symbol": "R_50"
    --   }
    -- }
    -- 
    -- {
    --   "echo_req": {
    --     "subscribe": 1,
    --     "ticks": "R_50"
    --   },
    --   "msg_type": "tick",
    --   "tick": {
    --     "ask": "373.8638",
    --     "bid": "373.8238",
    --     "epoch": "1517437460",
    --     "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
    --     "quote": "373.8438",
    --     "symbol": "R_50"
    --   }
    -- }
    -- 
    -- {
    --   "echo_req": {
    --     "subscribe": 1,
    --     "ticks": "R_50"
    --   },
    --   "msg_type": "tick",
    --   "tick": {
    --     "ask": "373.7636",
    --     "bid": "373.7236",
    --     "epoch": "1517437462",
    --     "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
    --     "quote": "373.7436",
    --     "symbol": "R_50"
    --   }
    -- }
    -- 
    -- {
    --   "echo_req": {
    --     "subscribe": 1,
    --     "ticks": "R_50"
    --   },
    --   "msg_type": "tick",
    --   "tick": {
    --     "ask": "373.6870",
    --     "bid": "373.6470",
    --     "epoch": "1517437464",
    --     "id": "2d3dedf1-45e2-66a5-d0d3-72bd7f0a6ea9",
    --     "quote": "373.6670",
    --     "symbol": "R_50"
    --   }
    -- }
    -- 
    -- Success.

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


END
GO