Chilkat2-Python

Binary.com Tick Stream

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Tick Stream Request -- Initiate a continuous stream of spot price updates for a given symbol. Chilkat2-Python

import sys
import chilkat2

success = False

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

ws = chilkat2.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.

rest = chilkat2.Rest()

# Connect to ws.binaryws.com
success = rest.Connect("ws.binaryws.com",443,True,False)
ws.UseConnection(rest)
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 != True):
    print(ws.LastErrorText)
    print(responseBody)
    print(rest.ResponseHeader)
    sys.exit()

# Build and send the following message:

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

json = chilkat2.JsonObject()
json.AppendString("ticks","R_50")
json.AppendInt("subscribe",1)

# Send a full message in a single frame
finalFrame = True
success = ws.SendFrame(json.Emit(),finalFrame)
if (success != True):
    print(ws.LastErrorText)
    sys.exit()

jsonTickData = chilkat2.JsonObject()
jsonTickData.EmitCompact = False

# Begin reading the tick stream response.
# We'll just read the 1st 10 updates and then exit..
receivedFinalFrame = False
numTicksReceived = 0
while numTicksReceived < 5 :

    success = ws.ReadFrame()
    if (success != True):
        print("Failed to receive a frame")
        print("ReadFrame fail reason = " + str(ws.ReadFrameFailReason))
        print(ws.LastErrorText)
        sys.exit()

    # The responses we desire are in Text frames, where the opcode = 1.
    if (ws.FrameOpcodeInt == 1):
        receivedJson = ws.GetFrameData()

        jsonTickData.Load(receivedJson)
        print(jsonTickData.Emit())

        numTicksReceived = numTicksReceived + 1

# Close the websocket connection.
success = ws.SendClose(True,1000,"Closing this websocket.")
if (success != True):
    print(ws.LastErrorText)
    sys.exit()

# Read the Close response.
success = ws.ReadFrame()
if (success != True):
    print("ReadFrame fail reason = " + str(ws.ReadFrameFailReason))
    print(ws.LastErrorText)
    sys.exit()

print("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.