intrinio-realtime 1.0.0 → 2.0.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
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-  data.tar.gz: 43a51886bdf1fe2603b5af0420919945325a58d1
+  metadata.gz: d6c6b1e8ef7761659187a4f70cfd2d63b22a6bfb
+  data.tar.gz: 1ce5ed2d02a98101de4f36e6ba8b7a0db0bc1868
 SHA512:
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-  data.tar.gz: 2a210412771750e5ed2ac3cfc17fd210c498dd2a88537f15981ded4c3c7b4e73ad8d4e1d2740289ec6dda1aeb3a6a988f22f518f33c3f26bc868c3257452583d
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+  data.tar.gz: a2392977884efb471d1db6fd42f1093fddfe4f0b68e02e63194aab3b560e286ae464a15ffffaa2ee3cc710b248844822e8e6a8db7cb76aa1441d373fae269413

data/lib/intrinio-realtime.rb

@@ -6,12 +6,11 @@ require 'websocket-client-simple'
 
 module Intrinio
   module Realtime
-    AUTH_URL = "https://realtime.intrinio.com/auth"
-    SOCKET_URL = "wss://realtime.intrinio.com/socket/websocket"
-    HEARTBEAT_TIME = 1
-    HEARTBEAT_MSG = {topic: 'phoenix', event: 'heartbeat', payload: {}, ref: nil}.to_json
+    HEARTBEAT_TIME = 3
     SELF_HEAL_BACKOFFS = [0,100,500,1000,2000,5000]
-    DEFAULT_POOL_SIZE = 100
+    IEX = "iex"
+    QUODD = "quodd"
+    PROVIDERS = [IEX, QUODD]
 
     def self.connect(options, &b)
       EM.run do
@@ -29,6 +28,9 @@ module Intrinio
         @password = options[:password]
         raise "Username and password are required" if @username.nil? || @username.empty? || @password.nil? || @password.empty?
         
+        @provider = options[:provider]
+        raise "Provider must be 'quodd' or 'iex'" unless PROVIDERS.include?(@provider)
+        
         @channels = []
         @channels = parse_channels(options[:channels]) if options[:channels]
         bad_channels = @channels.select{|x| !x.is_a?(String)}
@@ -52,6 +54,10 @@ module Intrinio
         @ws = nil
       end
       
+      def provider
+        @provider
+      end
+      
       def join(*channels)
         channels = parse_channels(channels)
         nonconforming = channels.select{|x| !x.is_a?(String)}
@@ -97,7 +103,7 @@ module Intrinio
             refresh_token()
             refresh_websocket()
           rescue StandardError => e
-            error("Connection error: #{e}")
+            error("Connection error: #{e} \n#{e.backtrace.join("\n")}")
             try_self_heal()
           end
         end
@@ -119,7 +125,7 @@ module Intrinio
       def refresh_token
         @token = nil
         
-        response =  HTTP.basic_auth(:user => @username, :pass => @password).get(AUTH_URL)
+        response =  HTTP.basic_auth(:user => @username, :pass => @password).get(auth_url)
         return fatal("Unable to authorize") if response.status == 401
         return fatal("Could not get auth token") if response.status != 200
         
@@ -127,8 +133,18 @@ module Intrinio
         debug "Token refreshed"
       end
       
+      def auth_url 
+        case @provider 
+        when IEX then "https://realtime.intrinio.com/auth"
+        when QUODD then "https://api.intrinio.com/token?type=QUODD"
+        end
+      end
+      
       def socket_url 
-        URI.escape(SOCKET_URL + "?vsn=1.0.0&token=#{@token}")
+        case @provider 
+        when IEX then URI.escape("wss://realtime.intrinio.com/socket/websocket?vsn=1.0.0&token=#{@token}")
+        when QUODD then URI.escape("wss://www5.quodd.com/websocket/webStreamer/intrinio/#{@token}")
+        end
       end
       
       def refresh_websocket
@@ -139,12 +155,15 @@ module Intrinio
         @joined_channels = []
         
         @ws = ws = WebSocket::Client::Simple.connect(socket_url)
+        me.send :info, "Connection opening"
 
         ws.on :open do
-          me.send :ready, true
           me.send :info, "Connection established"
+          me.send :ready, true
+          if me.send(:provider) == IEX
+            me.send :refresh_channels
+          end
           me.send :start_heartbeat
-          me.send :refresh_channels
           me.send :stop_self_heal
         end
 
@@ -154,14 +173,31 @@ module Intrinio
           
           begin
             json = JSON.parse(message)
-            if json["event"] == "quote"
-              quote = json["payload"]
+
+            quote = case me.send(:provider)
+            when IEX
+              if json["event"] == "quote"
+                json["payload"]
+              end
+            when QUODD
+              if json["event"] == "info" && json["data"]["message"] == "Connected"
+                me.send :refresh_channels
+              elsif json["event"] == "quote" || json["event"] == "trade"
+                json["data"]
+              end
+            end
+            
+            if quote && quote.is_a?(Hash)
               me.send :process_quote, quote
             end
           rescue StandardError => e
             me.send :error, "Could not parse message: #{message} #{e}"
           end
         end
+        
+        ws.on :close do |e|
+          me.send :disconnect
+        end
 
         ws.on :error do |e|
           me.send :ready, false
@@ -177,28 +213,16 @@ module Intrinio
         # Join new channels
         new_channels = @channels - @joined_channels
         new_channels.each do |channel|
-          msg = {
-            topic: parse_topic(channel),
-            event: "phx_join",
-            payload: {},
-            ref: nil
-          }.to_json
-          
-          @ws.send(msg)
+          msg = join_message(channel)
+          @ws.send(msg.to_json)
           info "Joined #{channel}"
         end
         
         # Leave old channels
         old_channels = @joined_channels - @channels
         old_channels.each do |channel|
-          msg = {
-            topic: parse_topic(channel),
-            event: 'phx_leave',
-            payload: {},
-            ref: nil
-          }.to_json
-          
-          @ws.send(msg)
+          msg = leave_message(channel)
+          @ws.send(msg.to_json)
           info "Left #{channel}"
         end
         
@@ -210,8 +234,17 @@ module Intrinio
       def start_heartbeat
         EM.cancel_timer(@heartbeat_timer) if @heartbeat_timer
         @heartbeat_timer = EM.add_periodic_timer(HEARTBEAT_TIME) do
-          debug "Heartbeat"
-          @ws.send(HEARTBEAT_MSG)
+          if msg = heartbeat_msg()
+            @ws.send(msg)
+            debug "Heartbeat #{msg}"
+          end
+        end
+      end
+      
+      def heartbeat_msg
+        case @provider 
+        when IEX then {topic: 'phoenix', event: 'heartbeat', payload: {}, ref: nil}.to_json
+        when QUODD then {event: 'heartbeat', data: {action: 'heartbeat', ticker: (Time.now.to_f * 1000).to_i}}.to_json
         end
       end
       
@@ -273,7 +306,14 @@ module Intrinio
         nil
       end
       
-      def parse_topic(channel)
+      def parse_channels(channels)
+        channels.flatten!
+        channels.uniq!
+        channels.compact!
+        channels
+      end
+      
+      def parse_iex_topic(channel)
         case channel
         when "$lobby"
           "iex:lobby"
@@ -284,11 +324,44 @@ module Intrinio
         end
       end
       
-      def parse_channels(channels)
-        channels.flatten!
-        channels.uniq!
-        channels.compact!
-        channels
+      def join_message(channel)
+        case @provider 
+        when IEX
+          {
+            topic: parse_iex_topic(channel),
+            event: "phx_join",
+            payload: {},
+            ref: nil
+          }
+        when QUODD
+          {
+            event: "subscribe",
+            data: {
+              ticker: channel,
+              action: "subscribe"
+            }
+          }
+        end
+      end
+      
+      def leave_message(channel)
+        case @provider 
+        when IEX
+          {
+            topic: parse_iex_topic(channel),
+            event: "phx_leave",
+            payload: {},
+            ref: nil
+          }
+        when QUODD
+          {
+            event: "unsubscribe",
+            data: {
+              ticker: channel,
+              action: "unsubscribe"
+            }
+          }
+        end
       end
     end
   end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: intrinio-realtime
 version: !ruby/object:Gem::Version
-  version: 1.0.0
+  version: 2.0.0
 platform: ruby
 authors:
 - Intrinio
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-05-11 00:00:00.000000000 Z
+date: 2017-10-18 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: http