Native Websocket

An easy to use, fast, asynchronous WebSocket library for MQL5.

It supports:

• ws:// and wss:// (Secure "TLS" WebSocket)
• text and binary data

It handles:

• fragmented message automatically (large data transfer)
• ping-pong frames automatically (keep-alive handshake)

Benefits:

• No DLL required.
• No OpenSSL installation required.
• Up to 128 WebSocket Connections from a single program.
• Various Log Levels for error tracing
• Can be synchronized to MQL5 Virtual Hosting.
• Completely native to MQL5.

Sample code below:

//include WSMQL.mqh - a file that has all the declarations required to interact with the library
#include <WSMQL.mqh>
// Methods below
// class CWebSocketClient {
//    public:
//    WSHANDLE Initialize(void);
//    void ZeroHandle(void);
//    ENUM_WEBSOCKET_STATE ClientState(WSHANDLE handle);
//    void SetMaxSendSize(WSHANDLE handle, int max_send_size);
//    void SetOnMessageHandler(OnWebsocketMessage callback);
//    void SetOnBinaryMessageHandler(OnWebsocketBinaryMessage callback);
//    bool Connect(const WSHANDLE handle, const string url, const uint port = 443, const uint timeout = 5000, bool use_tls = true, ENUM_LOG_LEVEL log_level = LOG_LEVEL_ERROR);
//    bool Disconnect(WSHANDLE handle, ENUM_CLOSE_CODE close_code = NORMAL_CLOSE, const string msg = "");
//    int  SendString(WSHANDLE handle, const string message);
//    int  SendData(WSHANDLE handle, uchar& message_buffer[]);
//    int  SendPong(WSHANDLE handle, const string msg = "");
//    int  SendPing(WSHANDLE handle, const string msg);
//    uint ReadString(WSHANDLE handle, string& out);
//    uint ReadBinary(WSHANDLE handle, uchar& out[]);
//    uint ReadStrings(WSHANDLE handle, string& out[]);
//    uint OnReceiveString(WSHANDLE handle);
//    uint OnReceiveBinary(WSHANDLE handle);
// }
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart() {
   // Create an instance of the Client
   CWebSocketClient client;
   // Check if the client is initialized
   if (!client.Initialized()) {
      ZeroHandle();//Cleanup all clients
      return;
   }
   // Set OnMessage handler
   client.SetOnMessageHandler(OnWMessage);// use OnReceiveBinary for binary messages
   // URL and msg declaration
   string url = "stream.binance.com/ws";//Or wss://stream.binance.com/ws
   string msg = "{\"params\":[\"btcusdt@bookTicker\"],\"method\":\"SUBSCRIBE\",\"id\":27175}";
   //ALERT: Make sure stream.binance.com has been added to WebRequest list in Options -> Expert Advisors tab
   // Connect to the WebSocket server
   if (!client.Connect(url, 443)) {
      ZeroHandle();//Cleanup all clients
      return;
   }
   // Send a string message
   client.SendString(msg);
   // Process messages until the script is stopped
   while (true) {
      if (IsStopped())
         break;
      // Receive string messages and process them using the OnMessage callback
      uint frames = client.OnReceiveString();
      Print("Frames Processed : ", frames);
   }
   // Disconnect from the WebSocket server
   Print("Disconnecting...");
   if (client.Disconnect())
   {
      ZeroHandle();//Cleanup all clients
      Print("Disconnected!");
   }
}
//+------------------------------------------------------------------+
void OnWMessage(string message) {
   Print(message);
}
//+------------------------------------------------------------------+
//Sample Outputs:
//{"result":null,"id":27175}
//Frames Processed : 1
//---
//{"u":35893555769,"s":"BTCUSDT","b":"27812.78000000","B":"7.14299000","a":"27812.79000000","A":"0.81665000"}
//{"u":35893555770,"s":"BTCUSDT","b":"27812.78000000","B":"7.14299000","a":"27812.79000000","A":"0.82309000"}
//{"u":35893555771,"s":"BTCUSDT","b":"27812.78000000","B":"7.14964000","a":"27812.79000000","A":"0.82309000"}
//Frames Processed : 3

Feel free to contact me for support and questions before/after purchase.