AutoIt

WebSocket Binance Trade Stream (subscribe and receive updates)

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Subscribe to a binance trade stream and receive updates. AutoIt

Local $bSuccess = False

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

$oWs = ObjCreate("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.

$oRest = ObjCreate("Chilkat.Rest")

;  Connect to wss://stream.binance.com:9443
$bSuccess = $oRest.Connect("stream.binance.com",9443,True,False)
If ($bSuccess = False) Then
    ConsoleWrite($oRest.LastErrorText & @CRLF)
    Exit
EndIf

$bSuccess = $oWs.UseConnection($oRest)
If ($bSuccess = False) Then
    ConsoleWrite($oWs.LastErrorText & @CRLF)
    Exit
EndIf

$oWs.AddClientHeaders()

;   Raw streams are accessed at /ws/<streamName>
Local $sResponseBody = $oRest.FullRequestNoBody("GET","/ws/btcusdt")
If ($oRest.LastMethodSuccess = False) Then
    ConsoleWrite($oRest.LastErrorText & @CRLF)
    Exit
EndIf

$bSuccess = $oWs.ValidateServerHandshake()
If ($bSuccess <> True) Then
    ConsoleWrite($oWs.LastErrorText & @CRLF)
    ConsoleWrite($sResponseBody & @CRLF)
    ConsoleWrite($oRest.ResponseHeader & @CRLF)
    Exit
EndIf

ConsoleWrite($sResponseBody & @CRLF)
ConsoleWrite($oRest.ResponseHeader & @CRLF)

;  POST JSON to subscribe to a stream

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

$oJson = ObjCreate("Chilkat.JsonObject")
$oJson.UpdateString("method","SUBSCRIBE")
$oJson.UpdateString("params[0]","btcusdt@aggTrade")
$oJson.UpdateString("params[1]","btcusdt@depth")
$oJson.UpdateInt("id",1)

;  Send a full message in a single frame
Local $bFinalFrame = True
$bSuccess = $oWs.SendFrame($oJson.Emit(),$bFinalFrame)
If ($bSuccess <> True) Then
    ConsoleWrite($oWs.LastErrorText & @CRLF)
    Exit
EndIf

$oJsonTradeData = ObjCreate("Chilkat.JsonObject")
$oJsonTradeData.EmitCompact = False

;  Begin reading the trade stream response.
;  We'll just read the 1st 10 updates and then exit..
Local $bReceivedFinalFrame = False
Local $iNumTradesReceived = 0
While $iNumTradesReceived < 5

    $bSuccess = $oWs.ReadFrame()
    If ($bSuccess <> True) Then
        ConsoleWrite("Failed to receive a frame" & @CRLF)
        ConsoleWrite("ReadFrame fail reason = " & $oWs.ReadFrameFailReason & @CRLF)
        ConsoleWrite($oWs.LastErrorText & @CRLF)
        Exit
    EndIf

    ;  The responses we desire are in Text frames, where the opcode = 1.
    If ($oWs.FrameOpcodeInt = 1) Then
Local $sReceivedJson = $oWs.GetFrameData()

        $oJsonTradeData.Load($sReceivedJson)
        ConsoleWrite($oJsonTradeData.Emit() & @CRLF)

        $iNumTradesReceived = $iNumTradesReceived + 1
    EndIf

Wend

;  Close the websocket connection.
$bSuccess = $oWs.SendClose(True,1000,"Closing this websocket.")
If ($bSuccess <> True) Then
    ConsoleWrite($oWs.LastErrorText & @CRLF)
    Exit
EndIf

;  Read the Close response.
$bSuccess = $oWs.ReadFrame()
If ($bSuccess <> True) Then
    ConsoleWrite("ReadFrame fail reason = " & $oWs.ReadFrameFailReason & @CRLF)
    ConsoleWrite($oWs.LastErrorText & @CRLF)
    Exit
EndIf

ConsoleWrite("Success." & @CRLF)

;  The output of the above code is shown here: