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How to work with WebSockets in cTrader Algo

The cTrader Algo API allows traders and developers to access various web services and resources through a WebSocket connection. The WebSocket protocol is more efficient than HTTP for network access because it is faster and supports real-time data transfer.

In this article and its corresponding video, you will learn how to send and receive messages through WebSockets.

Create a cBot

In our example, we intend to connect to a TraderMade feed and then print the incoming information in our cBot log.

First, we navigate to the Algo app to create a new cBot. In the cBots tab, click the New button. Type in a name for the cBot, such as Web Sockets Example, and then click Create.

We can now modify the cBot code for our purposes. Let’s start by defining a new WebSocketClient.

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private WebSocketClient _webSocketClient = new WebSocketClient();

Then we initialise our endpoint Uri, which is the location we will connect to.

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private readonly Uri _targetUri = new Uri("wss://marketdata.tradermade.com/feedadv");

We need to edit the OnStart() method, use Uri to connect to the streaming service and subscribe to the TextReceived event. This event is raised whenever text reaches our application through the connection. 

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protected override void OnStart()
{
    _webSocketClient.Connect(_targetUri);
    _webSocketClient.TextReceived += _webSocketClient_TextReceived;
}

We want to print the received message in TextReceived.

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private void TextReceived(WebSocketClientTextReceivedEventArgs obj)
{
    Print(obj.Text);
}

You can copy the full code below:

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using System;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(AccessRights = AccessRights.None, AddIndicators = true)]
    public class WebSocketsExample : Robot
    {
        private WebSocketClient _webSocketClient = new WebSocketClient();
        private readonly Uri _targetUri = new Uri("wss://marketdata.tradermade.com/feedadv");

        protected override void OnStart()
        {
            _webSocketClient.Connect(_targetUri);

            _webSocketClient.TextReceived += _webSocketClient_TextReceived;
        }

        private void _webSocketClient_TextReceived(WebSocketClientTextReceivedEventArgs obj)
        {
            Print(obj.Text);
        }

        protected override void OnTick()
        {
            // Handle price updates here
        }

        protected override void OnStop()
        {
            // Handle cBot stop here
        }
    }
}

Click the Build button or use the Ctrl+B shortcut to build the cBot.

Click the Add instance button for the cBot. Select the Locally option, choose a symbol and account, and then click the Add instance button.

Navigate to the Logs tab. You should see some cBot messages that confirm the connection.

Subscribe to a symbol price feed

We return to the code editor for our Web Sockets Example cBot in the Algo app. Here, we want to subscribe to a symbol price feed using the service that we have recently connected to.

Write the code to send a subscription message to the service in our OnStart() method.

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var data = "{\"userKey\":\"wsI4foSciCjMyCuoc2xw\", \"symbol\":\"EURUSD\"}";

_webSocketClient.Send(data);

Note

We obtained the code sample and token from the TraderMade website.

Modify the Print command to replace brackets, which cannot be used in the API Print() method. 

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Print(obj.Text.Replace("{", "").Replace("}","").ToString());

Finally, close the connection in the OnStop() method.

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_webSocketClient.Close(WebSocketClientCloseStatus.NormalClosure);

You can copy the full code below:

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using System;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(AccessRights = AccessRights.None, AddIndicators = true)]
    public class WebSocketsExample : Robot
    {
        private WebSocketClient _webSocketClient = new WebSocketClient();
        private readonly Uri _targetUri = new Uri("wss://marketdata.tradermade.com/feedadv");

        protected override void OnStart()
        {
            _webSocketClient.Connect(_targetUri);

            _webSocketClient.TextReceived += _webSocketClient_TextReceived;

            var data = "{\"userKey\":\"wsI4foSciCjMyCuoc2xw\", \"symbol\":\"EURUSD\"}";

            _webSocketClient.Send(data);
        }

        private void _webSocketClient_TextReceived(WebSocketClientTextReceivedEventArgs obj)
        {
            Print(obj.Text.Replace("{", "").Replace("}", "").ToString());
        }

        protected override void OnTick()
        {
            // Handle price updates here
        }

        protected override void OnStop()
        {
            _webSocketClient.Close(WebSocketClientCloseStatus.NormalClosure);
        }
    }
}

Rebuild the cBot and then start it again.

Navigate to the Logs tab as you did before. Now, you should see the symbol price streamed in real time.

This article showed you how to use WebSockets to send and receive information or messages in cTrader.