Unicode C++

Binary.com Tick Stream

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

#include <CkWebSocketW.h>
#include <CkRestW.h>
#include <CkJsonObjectW.h>

void ChilkatSample(void)
    {
    bool success = false;

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

    CkWebSocketW ws;

    // 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.

    CkRestW rest;

    // Connect to ws.binaryws.com
    success = rest.Connect(L"ws.binaryws.com",443,true,false);
    ws.UseConnection(rest);
    ws.AddClientHeaders();

    // My app_id is 12332.  You'll wnat to use your own...
    const wchar_t *responseBody = rest.fullRequestNoBody(L"GET",L"/websockets/v3?app_id=12332");
    success = ws.ValidateServerHandshake();
    if (success != true) {
        wprintf(L"%s\n",ws.lastErrorText());
        wprintf(L"%s\n",responseBody);
        wprintf(L"%s\n",rest.responseHeader());
        return;
    }

    // Build and send the following message:

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

    CkJsonObjectW json;
    json.AppendString(L"ticks",L"R_50");
    json.AppendInt(L"subscribe",1);

    // Send a full message in a single frame
    bool finalFrame = true;
    success = ws.SendFrame(json.emit(),finalFrame);
    if (success != true) {
        wprintf(L"%s\n",ws.lastErrorText());
        return;
    }

    CkJsonObjectW jsonTickData;
    jsonTickData.put_EmitCompact(false);

    // Begin reading the tick stream response.
    // We'll just read the 1st 10 updates and then exit..
    bool receivedFinalFrame = false;
    int numTicksReceived = 0;
    while (numTicksReceived < 5) {

        success = ws.ReadFrame();
        if (success != true) {
            wprintf(L"Failed to receive a frame\n");
            wprintf(L"ReadFrame fail reason = %d\n",ws.get_ReadFrameFailReason());
            wprintf(L"%s\n",ws.lastErrorText());
            return;
        }

        // The responses we desire are in Text frames, where the opcode = 1.
        if (ws.get_FrameOpcodeInt() == 1) {
            const wchar_t *receivedJson = ws.getFrameData();

            jsonTickData.Load(receivedJson);
            wprintf(L"%s\n",jsonTickData.emit());

            numTicksReceived = numTicksReceived + 1;
        }

    }

    // Close the websocket connection.
    success = ws.SendClose(true,1000,L"Closing this websocket.");
    if (success != true) {
        wprintf(L"%s\n",ws.lastErrorText());
        return;
    }

    // Read the Close response.
    success = ws.ReadFrame();
    if (success != true) {
        wprintf(L"ReadFrame fail reason = %d\n",ws.get_ReadFrameFailReason());
        wprintf(L"%s\n",ws.lastErrorText());
        return;
    }

    wprintf(L"Success.\n");

    // 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.
    }