(VBScript) 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 ActiveX Downloads ActiveX for 32-bit and 64-bit Windows

Dim fso, outFile
Set fso = CreateObject("Scripting.FileSystemObject")
'Create a Unicode (utf-16) output text file.
Set outFile = fso.CreateTextFile("output.txt", True, True)

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

' For versions of Chilkat < 10.0.0, use CreateObject("Chilkat_9_5_0.WebSocket")
set ws = CreateObject("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.

' For versions of Chilkat < 10.0.0, use CreateObject("Chilkat_9_5_0.Rest")
set rest = CreateObject("Chilkat.Rest")

' Connect to wss://stream.binance.com:9443
success = rest.Connect("stream.binance.com",9443,1,0)
If (success = 0) Then
    outFile.WriteLine(rest.LastErrorText)
    WScript.Quit
End If

success = ws.UseConnection(rest)
If (success = 0) Then
    outFile.WriteLine(ws.LastErrorText)
    WScript.Quit
End If

success = ws.AddClientHeaders()

'  Raw streams are accessed at /ws/<streamName>
responseBody = rest.FullRequestNoBody("GET","/ws/btcusdt")
If (rest.LastMethodSuccess = 0) Then
    outFile.WriteLine(rest.LastErrorText)
    WScript.Quit
End If

success = ws.ValidateServerHandshake()
If (success <> 1) Then
    outFile.WriteLine(ws.LastErrorText)
    outFile.WriteLine(responseBody)
    outFile.WriteLine(rest.ResponseHeader)
    WScript.Quit
End If

outFile.WriteLine(responseBody)
outFile.WriteLine(rest.ResponseHeader)

' POST JSON to subscribe to a stream

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

' For versions of Chilkat < 10.0.0, use CreateObject("Chilkat_9_5_0.JsonObject")
set json = CreateObject("Chilkat.JsonObject")
success = json.UpdateString("method","SUBSCRIBE")
success = json.UpdateString("params[0]","btcusdt@aggTrade")
success = json.UpdateString("params[1]","btcusdt@depth")
success = json.UpdateInt("id",1)

' Send a full message in a single frame
finalFrame = 1
success = ws.SendFrame(json.Emit(),finalFrame)
If (success <> 1) Then
    outFile.WriteLine(ws.LastErrorText)
    WScript.Quit
End If

' For versions of Chilkat < 10.0.0, use CreateObject("Chilkat_9_5_0.JsonObject")
set jsonTradeData = CreateObject("Chilkat.JsonObject")
jsonTradeData.EmitCompact = 0

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

    success = ws.ReadFrame()
    If (success <> 1) Then
        outFile.WriteLine("Failed to receive a frame")
        outFile.WriteLine("ReadFrame fail reason = " & ws.ReadFrameFailReason)
        outFile.WriteLine(ws.LastErrorText)
        WScript.Quit
    End If

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

        success = jsonTradeData.Load(receivedJson)
        outFile.WriteLine(jsonTradeData.Emit())

        numTradesReceived = numTradesReceived + 1
    End If

Loop

' Close the websocket connection.
success = ws.SendClose(1,1000,"Closing this websocket.")
If (success <> 1) Then
    outFile.WriteLine(ws.LastErrorText)
    WScript.Quit
End If

' Read the Close response.
success = ws.ReadFrame()
If (success <> 1) Then
    outFile.WriteLine("ReadFrame fail reason = " & ws.ReadFrameFailReason)
    outFile.WriteLine(ws.LastErrorText)
    WScript.Quit
End If

outFile.WriteLine("Success.")

' The output of the above code is shown here:

outFile.Close