我在javax.websocket这里找到了一个很好的例子：

http://www.programmingforliving.com/2013/08/jsr-356-java-api-for-websocket-
client-api.html

这里的代码基于上面链接的示例：

TestApp.java ：

package testapp;

import java.net.URI;
import java.net.URISyntaxException;

public class TestApp {

    public static void main(String[] args) {
        try {
            // open websocket
            final WebsocketClientEndpoint clientEndPoint = new WebsocketClientEndpoint(new URI("wss://real.okcoin.cn:10440/websocket/okcoinapi"));

            // add listener
            clientEndPoint.addMessageHandler(new WebsocketClientEndpoint.MessageHandler() {
                public void handleMessage(String message) {
                    System.out.println(message);
                }
            });

            // send message to websocket
            clientEndPoint.sendMessage("{'event':'addChannel','channel':'ok_btccny_ticker'}");

            // wait 5 seconds for messages from websocket
            Thread.sleep(5000);

        } catch (InterruptedException ex) {
            System.err.println("InterruptedException exception: " + ex.getMessage());
        } catch (URISyntaxException ex) {
            System.err.println("URISyntaxException exception: " + ex.getMessage());
        }
    }
}

WebsocketClientEndpoint.java ：

package testapp;

import java.net.URI;
import javax.websocket.ClientEndpoint;
import javax.websocket.CloseReason;
import javax.websocket.ContainerProvider;
import javax.websocket.OnClose;
import javax.websocket.OnMessage;
import javax.websocket.OnOpen;
import javax.websocket.Session;
import javax.websocket.WebSocketContainer;

/**
 * ChatServer Client
 *
 * @author Jiji_Sasidharan
 */
@ClientEndpoint
public class WebsocketClientEndpoint {

    Session userSession = null;
    private MessageHandler messageHandler;

    public WebsocketClientEndpoint(URI endpointURI) {
        try {
            WebSocketContainer container = ContainerProvider.getWebSocketContainer();
            container.connectToServer(this, endpointURI);
        } catch (Exception e) {
            throw new RuntimeException(e);
        }
    }

    /**
     * Callback hook for Connection open events.
     *
     * @param userSession the userSession which is opened.
     */
    @OnOpen
    public void onOpen(Session userSession) {
        System.out.println("opening websocket");
        this.userSession = userSession;
    }

    /**
     * Callback hook for Connection close events.
     *
     * @param userSession the userSession which is getting closed.
     * @param reason the reason for connection close
     */
    @OnClose
    public void onClose(Session userSession, CloseReason reason) {
        System.out.println("closing websocket");
        this.userSession = null;
    }

    /**
     * Callback hook for Message Events. This method will be invoked when a client send a message.
     *
     * @param message The text message
     */
    @OnMessage
    public void onMessage(String message) {
        if (this.messageHandler != null) {
            this.messageHandler.handleMessage(message);
        }
    }

    /**
     * register message handler
     *
     * @param msgHandler
     */
    public void addMessageHandler(MessageHandler msgHandler) {
        this.messageHandler = msgHandler;
    }

    /**
     * Send a message.
     *
     * @param message
     */
    public void sendMessage(String message) {
        this.userSession.getAsyncRemote().sendText(message);
    }

    /**
     * Message handler.
     *
     * @author Jiji_Sasidharan
     */
    public static interface MessageHandler {

        public void handleMessage(String message);
    }
}