C#•12mo ago

Protocol buffer from Yahoo Finance API

I'm trying to pull data (specifically "price") from a websocket (wss://streamer.finance.yahoo.com/), and it works great. The problem is that the data is in a protocol buffer format. I have the .proto file to decode this data, but I don't actually understand how to do it in C#. It works on an online protobuf decoder (https://www.protobufpal.com/), so I know there is no issue with my .proto file or the data (see image). I tried a few different ways but I just can't get it to work. I'm a beginner in C# so don't know all the concepts.

31 Replies

Unknown User•12mo ago

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Jimmacle•12mo ago

i'm using https://github.com/protobuf-net/protobuf-net for my current project, it also has a source generator package to generate models from .proto files

GitHub

GitHub - protobuf-net/protobuf-net: Protocol Buffers library for id...

Protocol Buffers library for idiomatic .NET . Contribute to protobuf-net/protobuf-net development by creating an account on GitHub.

Unknown User•12mo ago

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IsaaaakOP•12mo ago

Well, I don't know how to get that base64 protobuf thing to turn into an object with the property "price". Or like any way to access "price" (see first screenshot). I suppose "doesn't work" is the wrong wording, more like I just can't figure it out I've seen some tutorials and people mentioning this. Maybe I should just go with this instead of googles version. Going to try it

Unknown User•12mo ago

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IsaaaakOP•12mo ago

it isn't

Unknown User•12mo ago

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IsaaaakOP•12mo ago

It's just a websocket right now

Unknown User•12mo ago

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IsaaaakOP•12mo ago

uh idk about that, the websocket works fine I just kind of stole it of a tutorial

MODiX•12mo ago

TeBeCo

a github repo link might help if you push that code above

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<@689473681302224947> from #Protocol buffer from Yahoo Finance API (click here)

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IsaaaakOP•12mo ago

@TeBeCo https://github.com/izzeww/YahooFinanceWebSocket

GitHub

GitHub - izzeww/YahooFinanceWebSocket

Contribute to izzeww/YahooFinanceWebSocket development by creating an account on GitHub.

Unknown User•12mo ago

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IsaaaakOP•12mo ago

Unknown User•12mo ago

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IsaaaakOP•12mo ago

Those strings you see, they are base64 protobuf:s

Unknown User•12mo ago

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IsaaaakOP•12mo ago

I need to convert them into objects, or JSON or something like that, so I can access the properties (like "price") no this part is the issue I'm gonna read up a bit on protobuf-net and try it out

Unknown User•12mo ago

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IsaaaakOP•12mo ago

thanks, gonna try that

Unknown User•12mo ago

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IsaaaakOP•12mo ago

wooah

MODiX•12mo ago

TeBeCo

Convert.FromBase64 then give it to proto reader/serializer

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<@689473681302224947> from #Protocol buffer from Yahoo Finance API (click here)

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Unknown User•12mo ago

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IsaaaakOP•12mo ago

think it's supposed to be that way

Unknown User•12mo ago

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IsaaaakOP•12mo ago

true, seems weird ye it's an index, so it's right You can change it to something else if you want, like "ES=F"

Unknown User•12mo ago

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IsaaaakOP•12mo ago

string message = "{\"subscribe\":[\"ETH-USD\", \"BTC-USD\", \"YM=F\", \"ES=F\", \"QM=F\", \"RTY=F\", \"MNQ=F\", \"NQ=F\"]}";

string message = "{\"subscribe\":[\"ETH-USD\", \"BTC-USD\", \"YM=F\", \"ES=F\", \"QM=F\", \"RTY=F\", \"MNQ=F\", \"NQ=F\"]}";

Unknown User•12mo ago

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IsaaaakOP•12mo ago

thanks you so much, didn't realize it was that "simple" (really very hard, for me)

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Protocol buffer from Yahoo Finance API

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