NodeJS

var WebSocketClient = require('websocket').client;

var client = new WebSocketClient();

var start_time,
    mapping,
    order,
    time_mult,
    pairs = ['EURUSD', 'GBPCHF'];

function unpackInit(data) {
    var meta = JSON.parse(data);
    start_time = meta['start_time'];
    mapping = meta['mapping'];
    order = meta['order'];
    time_mult = meta['time_mult'];
    return meta;
};

function unpackErrPair(data) {
    return JSON.parse(data);
};

function unpackData(data) {
    var inc = data.split('|');
    var out = {};
    for (var i in order) {
        out[order[i]] = inc[i];
    };
    out["name"] = mapping[out["name"]];
    out["time"] = parseFloat(out["time"]) / time_mult;
    out["time"] += start_time;
    return out;
};

function pack(data) {
    return JSON.stringify(data);
};

function processMessage(data) {
    var t = data.substring(0, 1);
    var msg = data.substring(1);
    var inc_data = null;
    switch (t) {
    case '0':
        inc_data = unpackInit(msg);
        break;
    case '7':
    case '8':
    case '9':
        inc_data = unpackErrPair(msg);
        break;
    case '1':
        inc_data = unpackData(msg);
        break;
    case '2':
        inc_data = "";
        break
    default:
        break;
    }
    if(inc_data != null) {
        try {
            console.log(JSON.stringify(inc_data));
        } catch (e) {
            console.log(inc_data);
        }
    } else {
        console.log('Error:' + error);
    }
}

client.on('connectFailed', function(error) {
    console.log('Connect Error: ' + error.toString());
});

client.on('connect', function(connection) {

    connection.sendUTF(pack({"pairs": pairs}));

    connection.on('error', function(error) {
        console.log("Connection Error: " + error.toString());
    });

    connection.on('message', function(message) {
        processMessage(message.utf8Data)
    });
});

client.connect('wss://api.xchangeapi.com/websocket/live?api-key=<YOUR_API_KEY>');