binancecpp/example/example_klines.cpp at main · blackb1rd/binancecpp · GitHub

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#include <json/json.h>

#include <map>
#include <string>
#include <vector>

#include "binance_api.h"
#include "binance_websocket.h"

std::map<long, std::map<std::string, double>> klinesCache;

//------------------
void print_klinesCache()
{
  std::map<long, std::map<std::string, double>>::iterator it_i;

  std::cout << "==================================" << std::endl;

  for (it_i = klinesCache.begin(); it_i != klinesCache.end(); it_i++)
  {
    long                          start_of_candle = (*it_i).first;
    std::map<std::string, double> candle_obj      = (*it_i).second;

    std::cout << "s:" << start_of_candle << ",";
    std::cout << "o:" << candle_obj["o"] << ",";
    std::cout << "h:" << candle_obj["h"] << ",";
    std::cout << "l:" << candle_obj["l"] << ",";
    std::cout << "c:" << candle_obj["c"] << ",";
    std::cout << "v:" << candle_obj["v"];
    std::cout << " " << std::endl;
  }
}

//-------------
int ws_klines_onData(Json::Value &json_result)
{
  long start_of_candle = json_result["k"]["t"].asInt64();
  klinesCache[start_of_candle]["o"] =
      atof(json_result["k"]["o"].asString().c_str());
  klinesCache[start_of_candle]["h"] =
      atof(json_result["k"]["h"].asString().c_str());
  klinesCache[start_of_candle]["l"] =
      atof(json_result["k"]["l"].asString().c_str());
  klinesCache[start_of_candle]["c"] =
      atof(json_result["k"]["c"].asString().c_str());
  klinesCache[start_of_candle]["v"] =
      atof(json_result["k"]["v"].asString().c_str());

  print_klinesCache();
  return 0;
}

//---------------------------
/*
        To compile, type
        make example_klines
*/

//--------------------------

int main()
{
  Json::Value result;
  long        recvWindow = 10000;
  binance_cpp::core::BinanceAPI::Init();

  // Klines/CandleStick
  binance_cpp::financial_trading::spot_trading::market_data_endpoints::
      TradeData::GetKlinesCandlestickData("BNBBTC", "1h", 10, 0, 0, result);
  for (int i = 0; i < result.size(); i++)
  {
    long start_of_candle              = result[i][0].asInt64();
    klinesCache[start_of_candle]["o"] = atof(result[i][1].asString().c_str());
    klinesCache[start_of_candle]["h"] = atof(result[i][2].asString().c_str());
    klinesCache[start_of_candle]["l"] = atof(result[i][3].asString().c_str());
    klinesCache[start_of_candle]["c"] = atof(result[i][4].asString().c_str());
    klinesCache[start_of_candle]["v"] = atof(result[i][5].asString().c_str());
  }
  print_klinesCache();

  // Klines/Candlestick update via websocket
  BinanceCPP_websocket::init();
  BinanceCPP_websocket::connect_endpoint(ws_klines_onData,
                                         "/ws/bnbbtc@kline_1m");
  BinanceCPP_websocket::enter_event_loop();

  return 0;
}