(VB.NET) 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 .NET Downloads Chilkat .NET Framework Chilkat for .NET Core

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

Dim ws As New Chilkat.WebSocket

' 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.

Dim rest As New Chilkat.Rest

' Connect to wss://stream.binance.com:9443
Dim success As Boolean = rest.Connect("stream.binance.com",9443,True,False)
If (success = False) Then
    Debug.WriteLine(rest.LastErrorText)
    Exit Sub
End If

success = ws.UseConnection(rest)
If (success = False) Then
    Debug.WriteLine(ws.LastErrorText)
    Exit Sub
End If

ws.AddClientHeaders()

'  Raw streams are accessed at /ws/<streamName>
Dim responseBody As String = rest.FullRequestNoBody("GET","/ws/btcusdt")
If (rest.LastMethodSuccess = False) Then
    Debug.WriteLine(rest.LastErrorText)
    Exit Sub
End If

success = ws.ValidateServerHandshake()
If (success <> True) Then
    Debug.WriteLine(ws.LastErrorText)
    Debug.WriteLine(responseBody)
    Debug.WriteLine(rest.ResponseHeader)
    Exit Sub
End If


Debug.WriteLine(responseBody)
Debug.WriteLine(rest.ResponseHeader)

' POST JSON to subscribe to a stream

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

Dim json As New Chilkat.JsonObject
json.UpdateString("method","SUBSCRIBE")
json.UpdateString("params[0]","btcusdt@aggTrade")
json.UpdateString("params[1]","btcusdt@depth")
json.UpdateInt("id",1)


' Send a full message in a single frame
Dim finalFrame As Boolean = True
success = ws.SendFrame(json.Emit(),finalFrame)
If (success <> True) Then
    Debug.WriteLine(ws.LastErrorText)
    Exit Sub
End If


Dim jsonTradeData As New Chilkat.JsonObject
jsonTradeData.EmitCompact = False

' Begin reading the trade stream response.
' We'll just read the 1st 10 updates and then exit..
Dim receivedFinalFrame As Boolean = False
Dim numTradesReceived As Integer = 0
While numTradesReceived < 5

    success = ws.ReadFrame()
    If (success <> True) Then
        Debug.WriteLine("Failed to receive a frame")
        Debug.WriteLine("ReadFrame fail reason = " & ws.ReadFrameFailReason)
        Debug.WriteLine(ws.LastErrorText)
        Exit Sub
    End If


    ' The responses we desire are in Text frames, where the opcode = 1.
    If (ws.FrameOpcodeInt = 1) Then
        Dim receivedJson As String = ws.GetFrameData()

        jsonTradeData.Load(receivedJson)
        Debug.WriteLine(jsonTradeData.Emit())

        numTradesReceived = numTradesReceived + 1
    End If


End While

' Close the websocket connection.
success = ws.SendClose(True,1000,"Closing this websocket.")
If (success <> True) Then
    Debug.WriteLine(ws.LastErrorText)
    Exit Sub
End If


' Read the Close response.
success = ws.ReadFrame()
If (success <> True) Then
    Debug.WriteLine("ReadFrame fail reason = " & ws.ReadFrameFailReason)
    Debug.WriteLine(ws.LastErrorText)
    Exit Sub
End If


Debug.WriteLine("Success.")


' The output of the above code is shown here: