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(Excel) Subscribe to Multiple Bitfinex Tickers on One Connection

Subscribes to multiple ticker symbols on the public Bitfinex websocket ticker channel and receives ticker updates.

Download Excel Class Modules

Chilkat Excel Class Modules

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

Dim ws As Chilkat.WebSocket
Set ws = Chilkat.NewWebSocket

'  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 Chilkat.Rest
Set rest = Chilkat.NewRest

'  Connect to api.bitfinex.com

success = rest.Connect("api.bitfinex.com",443,True,False)
success = ws.UseConnection(rest)
success = ws.AddClientHeaders()


responseBody = rest.FullRequestNoBody("GET","/ws")
success = ws.ValidateServerHandshake()
If (success <> True) Then
    Debug.Print ws.LastErrorText
    Debug.Print responseBody
    Debug.Print rest.ResponseHeader
    Exit Sub
End If

'  After connecting, the bitfinex websocket server will send
'  an info message that contains the actual version of the websocket stream.
'  Receive that message..
success = ws.ReadFrame()
If (success <> True) Then
    Debug.Print "Failed to receive a frame"
    Debug.Print "ReadFrame fail reason = "; ws.ReadFrameFailReason
    Debug.Print ws.LastErrorText
    Exit Sub
End If

'  We should get this:
'  {"event":"info","version":1.1,"platform":{"status":1}}
Debug.Print ws.GetFrameData()

'  Subscribe to the BTCUSD ticker feed.
'  See https://docs.bitfinex.com/docs for more information.
Dim json1 As Chilkat.JsonObject
Set json1 = Chilkat.NewJsonObject
success = json1.AppendString("event","subscribe")
success = json1.AppendString("channel","ticker")
success = json1.AppendString("pair","BTCUSD")


finalFrame = True
success = ws.SendFrame(json1.Emit(),finalFrame)

'  Subscribe to the ETHUSD ticker feed.
Dim json2 As Chilkat.JsonObject
Set json2 = Chilkat.NewJsonObject
success = json2.AppendString("event","subscribe")
success = json2.AppendString("channel","ticker")
success = json2.AppendString("pair","ETHUSD")

success = ws.SendFrame(json2.Emit(),finalFrame)

'  Begin reading the ticker feed.
' / This will include a single confirmation response for each subscription.

'  We'll just read the 1st 5 updates and then exit..

receivedFinalFrame = False

numUpdatesReceived = 0
Do While numUpdatesReceived < 7

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

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

        receivedText = ws.GetFrameData()
        Debug.Print receivedText
        '  Should receive a line of text such as this:
        '  [2751,7349,36.34269559,7349.1,41.01777063,-116.2,-0.0156,7349.1,22188.26055319,7560,7270.5]
        '  Initially, a single confirmation response for each subscription would be received, such as this:
        '  {"event":"subscribed","channel":"ticker","chanId":810,"pair":"BTCUSD"}
        numUpdatesReceived = numUpdatesReceived + 1
    End If

Loop

'  This is sample output:
'  You can see that the 1st message received is the subscription confirmation for the BTCUSD subscribe request.
'  The next message is a BTCUSD ticker update.
'  The next message is the confirmation for the ETHUSD subscription.
'  The next message is an ETHUSD update.
'  The BTCUSD channel ID is "537", and the ETHUSD channel ID is "700".  The channel IDs are provided in the
'  subscription confirmation messages.  Each ticker update begins with the channel ID..

'  {"event":"subscribed","channel":"ticker","chanId":537,"pair":"BTCUSD"}
'  [537,6457.9,79.59102302,6458,22.49395741,-24.1,-0.0037,6457.9,13644.52820029,6540,6370.76958739]
'  {"event":"subscribed","channel":"ticker","chanId":700,"pair":"ETHUSD"}
'  [700,496.9,247.24493326,496.92,284.09636979,-2.47,-0.0049,496.9,74154.05945261,502.85,486.96]
'  [537,"hb"]
'  [700,"hb"]
'  [700,496.92,233.34338276,496.93,431.78867277,-2.45,-0.0049,496.92,74167.99173586,502.85,486.96]

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

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

Debug.Print "Success."

 

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