(Tcl) Binary.com Tick Stream

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

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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 ws.binaryws.com
set success [CkRest_Connect $rest "ws.binaryws.com" 443 1 0]
CkWebSocket_UseConnection $ws $rest
CkWebSocket_AddClientHeaders $ws

# My app_id is 12332.  You'll wnat to use your own...
set responseBody [CkRest_fullRequestNoBody $rest "GET" "/websockets/v3?app_id=12332"]
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
}

# Build and send the following message:

# {
#   "ticks": "R_50",
#   "subscribe": 1
# }

set json [new_CkJsonObject]

CkJsonObject_AppendString $json "ticks" "R_50"
CkJsonObject_AppendInt $json "subscribe" 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 jsonTickData [new_CkJsonObject]

CkJsonObject_put_EmitCompact $jsonTickData 0

# Begin reading the tick stream response.
# We'll just read the 1st 10 updates and then exit..
set receivedFinalFrame 0
set numTicksReceived 0
while {$numTicksReceived < 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 $jsonTickData
        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 $jsonTickData $receivedJson
        puts [CkJsonObject_emit $jsonTickData]

        set numTicksReceived [expr $numTicksReceived + 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 $jsonTickData
    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 $jsonTickData
    exit
}

puts "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.

delete_CkWebSocket $ws
delete_CkRest $rest
delete_CkJsonObject $json
delete_CkJsonObject $jsonTickData