In order to connect to Binance WebSocket API, just create a new Binance API client and attach to TsgcWebSocketClient.
See below an example:
TsgcWebSocketClient *oClient = new TsgcWebSocketClient();
TsgcWSAPI_Binance oBinance = new TsgcWSAPI_Binance();
oBinance->Client = oClient;
oClient->Active = true;