(Tcl) 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 Tcl Extension Downloads Chilkat Tcl Extension Downloads

load ./chilkat.dll

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

set ws [new_CkWebSocket]

# 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.

set rest [new_CkRest]

# Connect to wss://stream.binance.com:9443
set success [CkRest_Connect $rest "stream.binance.com" 9443 1 0]
if {$success == 0} then {
    puts [CkRest_lastErrorText $rest]
    delete_CkWebSocket $ws
    delete_CkRest $rest
    exit
}

set success [CkWebSocket_UseConnection $ws $rest]
if {$success == 0} then {
    puts [CkWebSocket_lastErrorText $ws]
    delete_CkWebSocket $ws
    delete_CkRest $rest
    exit
}

CkWebSocket_AddClientHeaders $ws

#  Raw streams are accessed at /ws/<streamName>
set responseBody [CkRest_fullRequestNoBody $rest "GET" "/ws/btcusdt"]
if {[CkRest_get_LastMethodSuccess $rest] == 0} then {
    puts [CkRest_lastErrorText $rest]
    delete_CkWebSocket $ws
    delete_CkRest $rest
    exit
}

set success [CkWebSocket_ValidateServerHandshake $ws]
if {$success != 1} then {
    puts [CkWebSocket_lastErrorText $ws]
    puts "$responseBody"
    puts [CkRest_responseHeader $rest]
    delete_CkWebSocket $ws
    delete_CkRest $rest
    exit
}

puts "$responseBody"
puts [CkRest_responseHeader $rest]

# POST JSON to subscribe to a stream

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

set json [new_CkJsonObject]

CkJsonObject_UpdateString $json "method" "SUBSCRIBE"
CkJsonObject_UpdateString $json "params[0]" "btcusdt@aggTrade"
CkJsonObject_UpdateString $json "params[1]" "btcusdt@depth"
CkJsonObject_UpdateInt $json "id" 1

# Send a full message in a single frame
set finalFrame 1
set success [CkWebSocket_SendFrame $ws [CkJsonObject_emit $json] $finalFrame]
if {$success != 1} then {
    puts [CkWebSocket_lastErrorText $ws]
    delete_CkWebSocket $ws
    delete_CkRest $rest
    delete_CkJsonObject $json
    exit
}

set jsonTradeData [new_CkJsonObject]

CkJsonObject_put_EmitCompact $jsonTradeData 0

# Begin reading the trade stream response.
# We'll just read the 1st 10 updates and then exit..
set receivedFinalFrame 0
set numTradesReceived 0
while {$numTradesReceived < 5} {

    set success [CkWebSocket_ReadFrame $ws]
    if {$success != 1} then {
        puts "Failed to receive a frame"
        puts "ReadFrame fail reason = [CkWebSocket_get_ReadFrameFailReason $ws]"
        puts [CkWebSocket_lastErrorText $ws]
        delete_CkWebSocket $ws
        delete_CkRest $rest
        delete_CkJsonObject $json
        delete_CkJsonObject $jsonTradeData
        exit
    }

    # The responses we desire are in Text frames, where the opcode = 1.
    if {[CkWebSocket_get_FrameOpcodeInt $ws] == 1} then {
        set receivedJson [CkWebSocket_getFrameData $ws]

        CkJsonObject_Load $jsonTradeData $receivedJson
        puts [CkJsonObject_emit $jsonTradeData]

        set numTradesReceived [expr $numTradesReceived + 1]
    }

}

# Close the websocket connection.
set success [CkWebSocket_SendClose $ws 1 1000 "Closing this websocket."]
if {$success != 1} then {
    puts [CkWebSocket_lastErrorText $ws]
    delete_CkWebSocket $ws
    delete_CkRest $rest
    delete_CkJsonObject $json
    delete_CkJsonObject $jsonTradeData
    exit
}

# Read the Close response.
set success [CkWebSocket_ReadFrame $ws]
if {$success != 1} then {
    puts "ReadFrame fail reason = [CkWebSocket_get_ReadFrameFailReason $ws]"
    puts [CkWebSocket_lastErrorText $ws]
    delete_CkWebSocket $ws
    delete_CkRest $rest
    delete_CkJsonObject $json
    delete_CkJsonObject $jsonTradeData
    exit
}

puts "Success."

# The output of the above code is shown here:

delete_CkWebSocket $ws
delete_CkRest $rest
delete_CkJsonObject $json
delete_CkJsonObject $jsonTradeData