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I am trying to connect to a web socket feed of Gdax. The documentation is here, https://docs.gdax.com/#websocket-feed. There is no account needed and the information is public. I have successfully connected see this post, SocketConnect not connecting to web socket address

After connection, a subscription message needs to be sent. My json looks exactly like the documentation but not successful.

socket = SocketConnect["ws-feed.gdax.com:80"];

json = ExportString[<|"type" -> "subcribe", 
"product_ids" -> {"ETH-USD", "ETH-EUR"}, 
"channels" -> {"level2", 
  "heartbeat", <|"name" -> "ticker", 
   "product_ids" -> {"ETH-BTC", "ETH-USD"}|>}|>, "JSON"];

WriteString[socket, json]

result = ReadString[socket]

Yields an error message.

HTTP/1.1 400 Bad Request

Date: Wed, 07 Feb 2018 18:14:59 GMT

Content-Type: text/html

Content-Length: 177

Connection: close

Server: cloudflare-nginx

CF-RAY: -



<html>

<head><title>400 Bad Request</title></head>

<body bgcolor=\"white\">

<center><h1>400 Bad Request</h1></center>

<hr><center>cloudflare-nginx</center>

</body>

</html>

I also tried this as a HTTPRequest and returns same error message. I have also tried the request as a PUT to no avail.

request = HTTPRequest[<|"Body" -> json, Method -> "GET"|>];

WriteString[socket, request]

result = ReadString[socket]
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    $\begingroup$ To establish a websocket connection, you must complement the opening handshake first. This is not the same thing with socket and not implemented as built-in function, so you'll have to write it yourself (generally by following the spec). FYI there are utilities like websocketd exist. Combining with process functions, they might be a big time saver. $\endgroup$
    – Silvia
    Commented Feb 20, 2018 at 6:59
  • $\begingroup$ @Silvia thank you for the help. I would have just assumed, like every other web socket package out there, it handles the handshake in the background. I will put in a feature request. $\endgroup$
    – Ray Troy
    Commented Feb 20, 2018 at 14:23
  • $\begingroup$ You're welcome! I think the socket ability in current version of Mathematica is intended for a more general, low level purpose. Websocket on the other hand is a higher level application. It would be very nice if you come back with further information from the feature request! :D $\endgroup$
    – Silvia
    Commented Feb 21, 2018 at 4:56
  • $\begingroup$ Did you find anything new? I also have some issues with SocketConnect (see 166571). $\endgroup$
    – anderstood
    Commented Feb 26, 2018 at 22:24
  • $\begingroup$ No. I have emailed Wolfram and they "...forwarded an issue report to our developers with the information you provided. " So I wouldn't expect anything soon. $\endgroup$
    – Ray Troy
    Commented Feb 28, 2018 at 19:46

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