How to add a UFunction to an interface's delegate with parameters in UE4 C++?

I am looking use web sockets in Unreal. I am following the tutorial found here: Web Socket Tutorial

Most notably I am trying to bind to the events before connection. In the example, they use .AddLambda however, I would like to try to use .AddUFunction. It seems the function takes in the Object, the function name, and VarTypes ...types. I can't seem to figure out what the last parameter is for the delegates that use parameters. (At least I believe that is the problem anyway) The functions themselves have the correct signature and matches the delegates I want to bind to.

Here is what I have so far:

void AWebSocketController::CreateWebSocket(FString ServerUrl, FString ServerProtocol)
{
  Socket = FWebSocketsModule::Get().CreateWebSocket(ServerUrl, ServerProtocol);

  // We bind to the events
  Socket->OnConnected().AddUFunction(this, FName("OnSocketConnection"));

  Socket->OnConnectionError().AddUFunction(this, FName("OnSocketConnectionError"));

  Socket->OnClosed().AddUFunction(this, FName("OnSocketClosed"));

  Socket->OnMessage().AddUFunction(this, FName("OnSocketReceiveMessage"));

  Socket->OnMessageSent().AddUFunction(this, FName("OnSocketSentMessage"));

  // And we finally connect to the server. 
  Socket->Connect();

}

It gives me the following error messages:

error LNK2005: "public: void __cdecl AWebSocketController::OnSocketClosed(int,class FString const &,bool)" (?OnSocketClosed@AWebSocketController@@QEAAXHAEBVFString@@_N@Z) already defined in WebSocketController.cpp.obj
error LNK2005: "public: void __cdecl AWebSocketController::OnSocketConnection(void)" (?OnSocketConnection@AWebSocketController@@QEAAXXZ) already defined in WebSocketController.cpp.obj
error LNK2005: "public: void __cdecl AWebSocketController::OnSocketConnectionError(class FString const &)" (?OnSocketConnectionError@AWebSocketController@@QEAAXAEBVFString@@@Z) already defined in WebSocketController.cpp.obj
error LNK2005: "public: void __cdecl AWebSocketController::OnSocketReceiveMessage(class FString const &)" (?OnSocketReceiveMessage@AWebSocketController@@QEAAXAEBVFString@@@Z) already defined in WebSocketController.cpp.obj
error LNK2005: "public: void __cdecl AWebSocketController::OnSocketSentMessage(class FString const &)" (?OnSocketSentMessage@AWebSocketController@@QEAAXAEBVFString@@@Z) already defined in WebSocketController.cpp.obj

The function definitions:

void AWebSocketController::OnSocketConnection()
{
}

void AWebSocketController::OnSocketConnectionError(const FString& ErrorMessage)
{
}

void AWebSocketController::OnSocketClosed(int32 StatusCode, const FString& Reason, bool WasClean)
{
}

void AWebSocketController::OnSocketReceiveMessage(const FString& Message)
{
}

void AWebSocketController::OnSocketSentMessage(const FString& Message)
{
}

I have never come across this .AddUFunction before and I can't seem to find any examples of how to use it. If anyone can help me out or point me in the right direction, it would be appreciated.

Solution

Works for me!

SandboxGameInstance.cpp

#include "SandboxGameInstance.h"

#include "WebSocketsModule.h"
#include "IWebSocket.h"       // Socket definition
void USandboxGameInstance::Init()
{
    Super::Init();
    FWebSocketsModule& Module = FModuleManager::LoadModuleChecked<FWebSocketsModule>(TEXT("WebSockets"));

    const FString ServerURL = TEXT("ws://127.0.0.1:3000/"); // Your server URL. You can use ws, wss or wss+insecure.
    const FString ServerProtocol = TEXT("ws");              // The WebServer protocol you want to use.

    TSharedPtr<IWebSocket> Socket = FWebSocketsModule::Get().CreateWebSocket(ServerURL, ServerProtocol);

    // We bind to the events
    Socket->OnConnected().AddUFunction(this, FName("OnSocketConnection"));

    Socket->OnConnectionError().AddUFunction(this, FName("OnSocketConnectionError"));

    Socket->OnClosed().AddUFunction(this, FName("OnSocketClosed"));

    Socket->OnMessage().AddUFunction(this, FName("OnSocketReceiveMessage"));

    Socket->OnMessageSent().AddUFunction(this, FName("OnSocketSentMessage"));

    // And we finally connect to the server. 
    Socket->Connect();
}

void USandboxGameInstance::OnSocketConnection()
{
    UE_LOG(LogTemp, Warning, TEXT("CONNECTED"));
}

void USandboxGameInstance::OnSocketConnectionError(const FString& ErrorMessage)
{
    UE_LOG(LogTemp, Warning, TEXT("ERROR"));
}

void USandboxGameInstance::OnSocketClosed(int32 StatusCode, const FString& Reason, bool WasClean)
{
    UE_LOG(LogTemp, Warning, TEXT("CLOSED"));
}

void USandboxGameInstance::OnSocketReceiveMessage(const FString& Message)
{
    UE_LOG(LogTemp, Warning, TEXT("RECEIVED"));
}

void USandboxGameInstance::OnSocketSentMessage(const FString& Message)
{
    UE_LOG(LogTemp, Warning, TEXT("SENT"));
}

SandboxGameInstance.h

#pragma once

#include "CoreMinimal.h"
#include "Engine/GameInstance.h"
#include "SandboxGameInstance.generated.h"

UCLASS()
class SANDBOX_API USandboxGameInstance : public UGameInstance
{
    GENERATED_BODY()
public:
    virtual void Init() override;

    UFUNCTION()
    void OnSocketConnection();

    UFUNCTION()
    void OnSocketConnectionError(const FString& ErrorMessage);

    UFUNCTION()
    void OnSocketClosed(int32 StatusCode, const FString& Reason, bool WasClean);

    UFUNCTION()
    void OnSocketReceiveMessage(const FString& Message);

    UFUNCTION()
    void OnSocketSentMessage(const FString& Message);
};