Worldpay offers direct integration using WebSockets + STOMP protocols. You can access to Worldpay API using sgcWebSockets library, just need a TsgcWebSocketClient and STOMP Protocol client in order to connect to this API

Find below a sample code to connect to Worldpay using sgcWebSockets library

Delphi Example  

// create websocket client
oClient := TsgcWebSocketClient.Create(nil);
oClient.URL := 'wss://localhost:8080/ipc-app/payment/PAYPOINT1';

// create stomp client and attach to websocket client
oSTOMP := TsgcWSPClient_STOMP.Create(nil);
oSTOMP.OnSTOMPConnected := OnSTOMPConnectedEvent;
oSTOMP.Client := oClient;

// add your authorization key to CONNECT header
oSTOMP.ConnectHeaders.Clear;
oSTOMP.ConnectHeaders.Add('x-wp-authorization:xxxxxxxxxxxxxxxxxx');

// connect to STOMP server
oClient.Active := True;

// after client connects successfully to server, subscribe to events
procedure OnSTOMPConnectedEvent(Connection: TsgcWSConnection; Version, Server, Session, HeartBeat, RawHeaders: string);
begin
  oSTOMP.Subscribe('sub-0', '/reply/v1/error');
  oSTOMP.Subscribe('sub-1', '/reply/v1/pos/registration');
  oSTOMP.Subscribe('sub-2', '/reply/v1/payment/notification');
end;