lws-finnhub-client

A client that connects to Finnhub using the libwebsockets library, and dumps the incoming trades into a text file.

Made for the RTES course, AUTH, 2022

REQUIREMENTS

• libwebsockets library

libwebsockets installation on Debian/Ubuntu

1. git clone https://github.com/warmcat/libwebsockets.git
2. cd to the libwebsockets directory (Should be cd libwebsockets)
3. sudo apt-get install libssl-dev
4. mkdir build
5. cd build
6. cmake ..
7. make
8. sudo make install
9. sudo ldconfig

Credits

Usage

1. Enter your API key

2. make
3. ./client

After a successful connection, the client will continue to run until the Ctrl + C signal is sent.

Results

A .txt file will be created that contains all the incoming trades, as well as UNIX timestamp in milliseconds at the end of every received message from the server, depicting the time that the parsing of the message was finished.

Test 24 hour dump file can be found here