intrinio-realtime 1.0.0 → 2.2.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: d5bfe9d4ae794df6de84bdc415554e2562da3369
-  data.tar.gz: 43a51886bdf1fe2603b5af0420919945325a58d1
+  metadata.gz: c6566e800ad6cb471773564b491f07464cb6e12e
+  data.tar.gz: c19f2fc41783cff36f947d9116160464585f45f3
 SHA512:
-  metadata.gz: 3d356ae56916d72fb0cc0243e58354ec925b08e598fd97aa121aaeb80fb07fdb1be61cc60e78e95a1c1c120635acaf70db0ea5d1ba6a46c546051d034d62950f
-  data.tar.gz: 2a210412771750e5ed2ac3cfc17fd210c498dd2a88537f15981ded4c3c7b4e73ad8d4e1d2740289ec6dda1aeb3a6a988f22f518f33c3f26bc868c3257452583d
+  metadata.gz: 9fb548a774267738be2077bba70ce7dc26a6eb2c97a5f08373fec257f4114aec7897e74e539e9cdcd6c496fd935eadbe2d5c764ef013f1cc4a4df420eff1ee05
+  data.tar.gz: 6c27f127033719ab64f7ab681089fc540e8d1ed053307b7e217d702c248da806f750f9593c09c40900e524216678657fd72f35f6e460b69c6062deca8724a518

data/lib/intrinio-realtime.rb

@@ -6,12 +6,13 @@ 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
-    SELF_HEAL_BACKOFFS = [0,100,500,1000,2000,5000]
-    DEFAULT_POOL_SIZE = 100
+    HEARTBEAT_TIME = 3
+    SELF_HEAL_BACKOFFS = [0, 100, 500, 1000, 2000, 5000].freeze
+    IEX = "iex".freeze
+    QUODD = "quodd".freeze
+    CRYPTOQUOTE = "cryptoquote".freeze
+    FXCM = "fxcm".freeze
+    PROVIDERS = [IEX, QUODD, CRYPTOQUOTE, FXCM].freeze
 
     def self.connect(options, &b)
       EM.run do
@@ -22,13 +23,22 @@ module Intrinio
     end
 
     class Client
+
       def initialize(options) 
         raise "Options parameter is required" if options.nil? || !options.is_a?(Hash)
-        
-        @username = options[:username]
-        @password = options[:password]
-        raise "Username and password are required" if @username.nil? || @username.empty? || @password.nil? || @password.empty?
-        
+
+        @api_key = options[:api_key]
+        raise "API Key was formatted invalidly." if @api_key && !valid_api_key?(@api_key)
+
+        unless @api_key
+          @username = options[:username]
+          @password = options[:password]
+          raise "API Key or Username and password are required" if @username.nil? || @username.empty? || @password.nil? || @password.empty?
+        end
+
+        @provider = options[:provider]
+        raise "Provider must be 'CRYPTOQUOTE', 'FXCM', 'IEX', or 'QUODD'" unless PROVIDERS.include?(@provider)
+
         @channels = []
         @channels = parse_channels(options[:channels]) if options[:channels]
         bad_channels = @channels.select{|x| !x.is_a?(String)}
@@ -42,7 +52,7 @@ module Intrinio
           @logger = Logger.new($stdout)
           @logger.level = Logger::INFO
         end
-        
+
         @quotes = EventMachine::Channel.new
         @ready = false
         @joined_channels = []
@@ -51,6 +61,10 @@ module Intrinio
         @selfheal_backoffs = Array.new(SELF_HEAL_BACKOFFS)
         @ws = nil
       end
+
+      def provider
+        @provider
+      end
       
       def join(*channels)
         channels = parse_channels(channels)
@@ -97,7 +111,7 @@ 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
@@ -118,33 +132,71 @@ module Intrinio
       
       def refresh_token
         @token = nil
-        
-        response =  HTTP.basic_auth(:user => @username, :pass => @password).get(AUTH_URL)
+
+        if @api_key
+          response = HTTP.get(auth_url)
+        else
+          response = HTTP.basic_auth(:user => @username, :pass => @password).get(auth_url)
+        end
+
         return fatal("Unable to authorize") if response.status == 401
         return fatal("Could not get auth token") if response.status != 200
-        
+
         @token = response.body
         debug "Token refreshed"
       end
       
+      def auth_url 
+        url = ""
+
+        case @provider 
+        when IEX then url = "https://realtime.intrinio.com/auth"
+        when QUODD then url = "https://api.intrinio.com/token?type=QUODD"
+        when CRYPTOQUOTE then url = "https://crypto.intrinio.com/auth"
+        when FXCM then url = "https://fxcm.intrinio.com/auth"
+        end
+
+        url = api_auth_url(url) if @api_key
+
+        url
+      end
+
+      def api_auth_url(url)
+        if url.include? "?"
+          url = "#{url}&"
+        else
+          url = "#{url}?"
+        end
+
+        "#{url}api_key=#{@api_key}"
+      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}")
+        when CRYPTOQUOTE then URI.escape("wss://crypto.intrinio.com/socket/websocket?vsn=1.0.0&token=#{@token}")
+        when FXCM then URI.escape("wss://fxcm.intrinio.com/socket/websocket?vsn=1.0.0&token=#{@token}")
+        end
       end
-      
+
       def refresh_websocket
         me = self
-        
+
         @ws.close() unless @ws.nil?
         @ready = false
         @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 [IEX, CRYPTOQUOTE, FXCM].include?(me.send(:provider))
+            me.send :refresh_channels
+          end
           me.send :start_heartbeat
-          me.send :refresh_channels
           me.send :stop_self_heal
         end
 
@@ -154,14 +206,44 @@ module Intrinio
           
           begin
             json = JSON.parse(message)
-            if json["event"] == "quote"
-              quote = json["payload"]
+
+            if json["event"] == "phx_reply" && json["payload"]["status"] == "error"
+              me.send :error, json["payload"]["response"]
+            end
+
+            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
+              when CRYPTOQUOTE
+                if json["event"] == "book_update" || json["event"] == "ticker" || json["event"] == "trade"
+                  json["payload"]
+                end
+              when FXCM
+                if json["event"] == "price_update"
+                  json["payload"]
+                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 +259,16 @@ 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 +280,18 @@ 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
+        when CRYPTOQUOTE, FXCM then {topic: 'phoenix', event: 'heartbeat', payload: {}, ref: nil}.to_json
         end
       end
       
@@ -273,7 +353,14 @@ 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"
@@ -284,12 +371,66 @@ 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"
+            }
+          }
+        when CRYPTOQUOTE, FXCM
+          {
+            topic: channel,
+            event: "phx_join",
+            payload: {},
+            ref: nil
+          }
+        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"
+            }
+          }
+        when CRYPTOQUOTE, FXCM
+          {
+            topic: channel,
+            event: "phx_leave",
+            payload: {},
+            ref: nil
+          }
+        end
+      end
+
+      def valid_api_key?(api_key)
+        return false unless api_key.is_a?(String)
+        return false if api_key.empty?
+        true
+      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: 2.2.1
 platform: ruby
 authors:
 - Intrinio
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-05-11 00:00:00.000000000 Z
+date: 2020-05-28 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: http
@@ -52,7 +52,7 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: '0.3'
-description: Intrinio Ruby SDK for Real-Time Stock Prices
+description: Intrinio Ruby SDK for Real-Time Stock & Crypto Prices
 email:
 - asolo@intrinio.com
 executables: []
@@ -80,9 +80,9 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.5.1
+rubygems_version: 2.5.2.2
 signing_key: 
 specification_version: 4
-summary: Intrinio provides real-time stock prices from the IEX stock exchange, via
-  a two-way WebSocket connection.
+summary: Intrinio provides real-time stock & crypto prices from the IEX stock exchange,
+  via a two-way WebSocket connection.
 test_files: []