Reply To: Connecting to API

[jlucid]

You can use this library by Jonathon McMurrray.
Just load the ws-client_0.2.2.q file into a q session.
This example below shows how to request Top of book messages for BTCUSDT

https://github.com/jonathonmcmurray/ws.q

Note, that because you need a secure connection (for wss), you need to have set the following environmental variables first. Including creation of your SSL certs.

$export SSL_KEY_FILE=/path/to/server-key.pem

$export SSL_CERT_FILE=/path/to/server-crt.pem

$export SSL_VERIFY_SERVER=NO

$rlwrap q ws-client_0.2.2.q -E 2

q)func:{[x] show x}

q).ws.open[$wss://stream.binance.com:443/ws/btcusdt@bookTicker";func]
{\”u\”:50341952152,\”s\”:\”BTCUSDT\”,\”b\”:\”61344.99000000\”,\”B\”:\”7.60825000\”,\”a\”:\”61345.00000000\”,\”A\”:\”0.04012000\”}”

You can parse the messages using .j.k

q).j.k “{\”u\”:50341952152,\”s\”:\”BTCUSDT\”,\”b\”:\”61344.99000000\”,\”B\”:\”7.60825000\”,\”a\”:\”61345.00000000\”,\”A\”:\”0.04012000\”}”

u| 5.034195e+10

s| “BTCUSDT”

b| “61344.99000000”

B| “7.60825000”

a| “61345.00000000”

A| “0.04012000”

github.com

GitHub - jonathonmcmurray/ws.q: Simple library for websockets in kdb+/q

Simple library for websockets in kdb+/q. Contribute to jonathonmcmurray/ws.q development by creating an account on GitHub.