(VBScript) Binary.com Tick Stream

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

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 ws.binaryws.com
success = rest.Connect("ws.binaryws.com",443,1,0)
success = ws.UseConnection(rest)
success = ws.AddClientHeaders()

' My app_id is 12332.  You'll wnat to use your own...
responseBody = rest.FullRequestNoBody("GET","/websockets/v3?app_id=12332")
success = ws.ValidateServerHandshake()
If (success <> 1) Then
    outFile.WriteLine(ws.LastErrorText)
    outFile.WriteLine(responseBody)
    outFile.WriteLine(rest.ResponseHeader)
    WScript.Quit
End If

' Build and send the following message:

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

' For versions of Chilkat < 10.0.0, use CreateObject("Chilkat_9_5_0.JsonObject")
set json = CreateObject("Chilkat.JsonObject")
success = json.AppendString("ticks","R_50")
success = json.AppendInt("subscribe",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 jsonTickData = CreateObject("Chilkat.JsonObject")
jsonTickData.EmitCompact = 0

' Begin reading the tick stream response.
' We'll just read the 1st 10 updates and then exit..
receivedFinalFrame = 0
numTicksReceived = 0
Do While numTicksReceived < 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 = jsonTickData.Load(receivedJson)
        outFile.WriteLine(jsonTickData.Emit())

        numTicksReceived = numTicksReceived + 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:

' {
'   "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.

outFile.Close