intrinio-realtime 2.1.1 → 3.1.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
-SHA1:
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-  data.tar.gz: f56b5baffae68de9c2a4f4b9d400f7d8d40c0186
+SHA256:
+  metadata.gz: 230f6b829df617dbc89057d3b413e8e72ab9f1ce54cbfd40962beba8649b7fc8
+  data.tar.gz: f4f9ddf1279d94b2533ff37badd573c99323db4ad03b513251a3c688ab196bee
 SHA512:
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+  data.tar.gz: e1696ccdc4a6e4c037c84dd7f9e0ac5def100d974cdf286dad45a098a6cdf0007eed911237ae698b975f37941eddffb2e59947d0bab698ac2fddd78fd230671d

data/lib/intrinio-realtime.rb

@@ -1,6 +1,7 @@
 require 'logger'
 require 'uri'
-require 'http'
+#require 'http'
+require 'net/http'
 require 'eventmachine'
 require 'websocket-client-simple'
 
@@ -8,27 +9,100 @@ module Intrinio
   module Realtime
     HEARTBEAT_TIME = 3
     SELF_HEAL_BACKOFFS = [0, 100, 500, 1000, 2000, 5000].freeze
-    IEX = "iex".freeze
-    QUODD = "quodd".freeze
-    CRYPTOQUOTE = "cryptoquote".freeze
-    PROVIDERS = [IEX, QUODD, CRYPTOQUOTE].freeze
+    REALTIME = "REALTIME".freeze
+    MANUAL = "MANUAL".freeze
+    PROVIDERS = [REALTIME, MANUAL].freeze
+    ASK = "Ask".freeze
+    BID = "Bid".freeze
 
-    def self.connect(options, &b)
+    def self.connect(options, on_trade, on_quote)
       EM.run do
-        client = ::Intrinio::Realtime::Client.new(options)
-        client.on_quote(&b)
+        client = ::Intrinio::Realtime::Client.new(options, on_trade, on_quote)
         client.connect()
       end
     end
 
+    class Trade
+      def initialize(symbol, price, size, timestamp, total_volume)
+        @symbol = symbol
+        @price = price
+        @size = size
+        @timestamp = timestamp
+        @total_volume = total_volume
+      end
+
+      def symbol
+        @symbol
+      end
+
+      def price
+        @price
+      end
+
+      def size
+        @size
+      end
+
+      def timestamp
+        @timestamp
+      end
+
+      def total_volume
+        @total_volume
+      end
+
+      def to_s
+        [@symbol, @price, @size, @timestamp, @total_volume].join(",")
+      end
+    end
+
+    class Quote
+      def initialize(type, symbol, price, size, timestamp)
+        @type = type
+        @symbol = symbol
+        @price = price
+        @size = size
+        @timestamp = timestamp
+      end
+
+      def type
+        @type
+      end
+
+      def symbol
+        @symbol
+      end
+
+      def price
+        @price
+      end
+
+      def size
+        @size
+      end
+
+      def timestamp
+        @timestamp
+      end
+
+      def to_s
+        [@symbol, @type, @price, @size, @timestamp].join(",")
+      end
+    end
+
     class Client
 
-      def initialize(options) 
+      def initialize(options, on_trade, on_quote)
         raise "Options parameter is required" if options.nil? || !options.is_a?(Hash)
+        @stop = false
+        @messages = Queue.new
+        raise "Unable to create queue." if @messages.nil?
+        @on_trade = on_trade
+        @on_quote = on_quote
 
         @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]
@@ -36,7 +110,25 @@ module Intrinio
         end
 
         @provider = options[:provider]
-        raise "Provider must be 'quodd' or 'iex'" unless PROVIDERS.include?(@provider)
+        unless @provider
+          @provider = REALTIME
+        end
+        raise "Provider must be 'REALTIME' or 'MANUAL'" unless PROVIDERS.include?(@provider)
+
+        @ip_address = options[:ip_address]
+        raise "Missing option ip_address while in MANUAL mode." if @provider == MANUAL and (@ip_address.nil? || @ip_address.empty?)
+
+        @trades_only = options[:trades_only]
+        if @trades_only.nil?
+          @trades_only = false
+        end
+
+        @thread_quantity = options[:threads]
+        unless @thread_quantity
+          @thread_quantity = 4
+        end
+
+        @threads = []
 
         @channels = []
         @channels = parse_channels(options[:channels]) if options[:channels]
@@ -52,7 +144,6 @@ module Intrinio
           @logger.level = Logger::INFO
         end
 
-        @quotes = EventMachine::Channel.new
         @ready = false
         @joined_channels = []
         @heartbeat_timer = nil
@@ -93,11 +184,7 @@ module Intrinio
         debug "Leaving all channels"
         refresh_channels()
       end
-      
-      def on_quote(&b)
-        @quotes.subscribe(&b)
-      end
-      
+
       def connect
         raise "Must be run from within an EventMachine run loop" unless EM.reactor_running?
         return warn("Already connected!") if @ready
@@ -124,22 +211,131 @@ module Intrinio
         @channels = []
         @joined_channels = []
         @ws.close() if @ws
+        @stop = true
+        sleep(2)
+        @threads.each { |thread|
+          if !thread.nil? && (!thread.pending_interrupt? || thread.status == "run" || thread.status == "Sleeping")
+          then thread.join(7)
+          elsif !thread.nil?
+          then thread.kill
+          end
+        }
+        @threads = []
+        @stop = false
         info "Connection closed"
       end
+
+      def on_trade(on_trade)
+        @on_trade = on_trade
+      end
+
+      def on_quote(on_quote)
+        @on_quote = on_quote
+      end
       
       private
-      
+
+      def queue_message(message)
+        @messages.enq(message)
+      end
+
+      def parse_uint64(data)
+        data.map { |i| [sprintf('%02x',i)].pack('H2') }.join.unpack('Q<').first
+      end
+
+      def parse_int32(data)
+        data.map { |i| [sprintf('%02x',i)].pack('H2') }.join.unpack('l<').first
+      end
+
+      def parse_uint32(data)
+        data.map { |i| [sprintf('%02x',i)].pack('H2') }.join.unpack('V').first
+      end
+
+      def parse_trade(data, start_index, symbol_length)
+        symbol = data[start_index + 2, symbol_length].map!{|c| c.chr}.join
+        price = parse_int32(data[start_index + 2 + symbol_length, 4]).to_f / 10000.0
+        size = parse_uint32(data[start_index + 6 + symbol_length, 4])
+        timestamp = parse_uint64(data[start_index + 10 + symbol_length, 8])
+        total_volume = parse_uint32(data[start_index + 18 + symbol_length, 4])
+        return Trade.new(symbol, price, size, timestamp, total_volume)
+      end
+
+      def parse_quote(data, start_index, symbol_length, msg_type)
+        type = case when msg_type == 1 then ASK when msg_type == 2 then BID end
+        symbol = data[start_index + 2, symbol_length].map!{|c| c.chr}.join
+        price = parse_int32(data[start_index + 2 + symbol_length, 4]).to_f / 10000.0
+        size = parse_uint32(data[start_index + 6 + symbol_length, 4])
+        timestamp = parse_uint64(data[start_index + 10 + symbol_length, 8])
+        return Quote.new(type, symbol, price, size, timestamp)
+      end
+
+      def handle_message(data, start_index)
+        msg_type = data[start_index]
+        symbol_length = data[start_index + 1]
+        case msg_type
+        when 0 then
+          trade = parse_trade(data, start_index, symbol_length)
+          @on_trade.call(trade)
+          return start_index + 22 + symbol_length
+        when 1 || 2 then
+          quote = parse_quote(data, start_index, symbol_length, msg_type)
+          @on_quote.call(quote)
+          return start_index + 18 + symbol_length
+        end
+        return start_index
+      end
+
+      def handle_data
+        Thread.current.priority -= 1
+        me = self
+        pop = nil
+        until @stop do
+          begin
+            pop = nil
+            data = nil
+            pop = @messages.deq
+            unless pop.nil?
+              begin
+                data = pop.unpack('C*')
+              rescue StandardError => ex
+                me.send :error, "Error unpacking data from queue: #{ex} #{pop}"
+                next
+              end
+              if !data then me.send :error, "Cannot process data.  Data is nil. #{pop}" end
+              start_index = 1
+              count = data[0]
+              # These are grouped (many) messages.
+              # The first byte tells us how many there are.
+              # From there, check the type and symbol length at index 0 of each chunk to know how many bytes each message has.
+              count.times {start_index = handle_message(data, start_index)}
+            end
+            if pop.nil? then sleep(0.1) end
+          rescue StandardError => e
+            me.send :error, "Error handling message from queue: #{e} #{pop} : #{data} ; count: #{count} ; start index: #{start_index}"
+          rescue Exception => e
+            #me.send :error, "General error handling message from queue: #{e} #{pop} : #{data} ; count: #{count} ; start index: #{start_index}"
+          end
+        end
+      end
+
       def refresh_token
         @token = nil
 
-        if @api_key
-          response = HTTP.get(auth_url)
-        else
-          response = HTTP.basic_auth(:user => @username, :pass => @password).get(auth_url)
+        uri = URI.parse(auth_url)
+        http = Net::HTTP.new(uri.host, uri.port)
+        http.use_ssl = true if (auth_url.include?("https"))
+        http.start
+        request = Net::HTTP::Get.new(uri.request_uri)
+        request.add_field("Client-Information", "IntrinioRealtimeRubySDKv3.1")
+
+        unless @api_key
+          request.basic_auth(@username, @password)
         end
 
-        return fatal("Unable to authorize") if response.status == 401
-        return fatal("Could not get auth token") if response.status != 200
+        response = http.request(request)
+
+        return fatal("Unable to authorize") if response.code == "401"
+        return fatal("Could not get auth token") if response.code != "200"
 
         @token = response.body
         debug "Token refreshed"
@@ -149,9 +345,8 @@ module Intrinio
         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 REALTIME then url = "https://realtime-mx.intrinio.com/auth"
+		    when MANUAL then url = "http://" + @ip_address + "/auth"
         end
 
         url = api_auth_url(url) if @api_key
@@ -160,7 +355,7 @@ module Intrinio
       end
 
       def api_auth_url(url)
-        if @api_key.include? "?"
+        if url.include? "?"
           url = "#{url}&"
         else
           url = "#{url}?"
@@ -170,10 +365,9 @@ module Intrinio
       end
 
       def socket_url 
-        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}")
+        case @provider
+		    when REALTIME then URI.escape("wss://realtime-mx.intrinio.com/socket/websocket?vsn=1.0.0&token=#{@token}")
+		    when MANUAL then URI.escape("ws://" + @ip_address + "/socket/websocket?vsn=1.0.0&token=#{@token}")
         end
       end
 
@@ -183,6 +377,19 @@ module Intrinio
         @ws.close() unless @ws.nil?
         @ready = false
         @joined_channels = []
+
+        @stop = true
+        sleep(2)
+        @threads.each { |thread|
+          if !thread.nil? && (!thread.pending_interrupt? || thread.status == "run" || thread.status == "Sleeping")
+          then thread.join(7)
+          elsif !thread.nil?
+          then thread.kill
+          end
+        }
+        @threads = []
+        @stop = false
+        @thread_quantity.times {@threads << Thread.new{handle_data}}
         
         @ws = ws = WebSocket::Client::Simple.connect(socket_url)
         me.send :info, "Connection opening"
@@ -190,7 +397,7 @@ module Intrinio
         ws.on :open do
           me.send :info, "Connection established"
           me.send :ready, true
-          if me.send(:provider) == IEX || me.send(:provider) == CRYPTOQUOTE
+          if [REALTIME, MANUAL].include?(me.send(:provider))
             me.send :refresh_channels
           end
           me.send :start_heartbeat
@@ -198,39 +405,21 @@ module Intrinio
         end
 
         ws.on :message do |frame|
-          message = frame.data
-          me.send :debug, "Message: #{message}"
-          
+          data_message = frame.data
+          #me.send :debug, "Message: #{data_message}"
           begin
-            json = JSON.parse(message)
-
-            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
-            end
-            
-            if quote && quote.is_a?(Hash)
-              me.send :process_quote, quote
+            unless data_message.nil?
+            then me.send :queue_message, data_message
             end
           rescue StandardError => e
-            me.send :error, "Could not parse message: #{message} #{e}"
+            me.send :error, "Error adding message to queue: #{data_message} #{e}"
           end
         end
         
         ws.on :close do |e|
-          me.send :disconnect
+          me.send :ready, false
+          me.send :info, "Connection closing...: #{e}"
+          me.send :try_self_heal
         end
 
         ws.on :error do |e|
@@ -247,16 +436,20 @@ module Intrinio
         # Join new channels
         new_channels = @channels - @joined_channels
         new_channels.each do |channel|
-          msg = join_message(channel)
-          @ws.send(msg.to_json)
+          #msg = join_message(channel)
+          #@ws.send(msg.to_json)
+          msg = join_binary_message(channel)
+          @ws.send(msg)
           info "Joined #{channel}"
         end
         
         # Leave old channels
         old_channels = @joined_channels - @channels
         old_channels.each do |channel|
-          msg = leave_message(channel)
-          @ws.send(msg.to_json)
+          #msg = leave__message(channel)
+          #@ws.send(msg.to_json)
+          msg = leave_binary_message(channel)
+          @ws.send(msg)
           info "Left #{channel}"
         end
         
@@ -276,11 +469,7 @@ module Intrinio
       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 then {topic: 'phoenix', event: 'heartbeat', payload: {}, ref: nil}.to_json
-        end
+        ""
       end
       
       def stop_heartbeat
@@ -310,11 +499,7 @@ module Intrinio
       def ready(val)
         @ready = val
       end
-      
-      def process_quote(quote)
-        @quotes.push(quote)
-      end
-      
+
       def debug(message)
         message = "IntrinioRealtime | #{message}"
         @logger.debug(message) rescue
@@ -348,68 +533,26 @@ module Intrinio
         channels
       end
       
-      def parse_iex_topic(channel)
-        case channel
-        when "$lobby"
-          "iex:lobby"
-        when "$lobby_last_price"
-          "iex:lobby:last_price"
+      def join_binary_message(channel)
+        if (channel == "lobby") && (@trades_only == false)
+          return [74, 0, 36, 70, 73, 82, 69, 72, 79, 83, 69].pack('C*') #74, not trades only, "$FIREHOSE"
+        elsif (channel == "lobby") && (@trades_only == true)
+          return [74, 1, 36, 70, 73, 82, 69, 72, 79, 83, 69].pack('C*') #74, trades only, "$FIREHOSE"
         else
-          "iex:securities:#{channel}"
-        end
-      end
-      
-      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
-          {
-            topic: channel,
-            event: "phx_join",
-            payload: {},
-            ref: nil
-          }
+          bytes = [74, 0]
+          if (@trades_only == true)
+            bytes[1] = 1
+          end
+          return bytes.concat(channel.bytes).pack('C*')
         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
-          {
-            topic: channel,
-            event: "phx_leave",
-            payload: {},
-            ref: nil
-          }
+
+      def leave_binary_message(channel)
+        if channel == "lobby"
+          return [76, 36, 70, 73, 82, 69, 72, 79, 83, 69].pack('C*') #74, not trades only, "$FIREHOSE"
+        else
+          bytes = [76]
+          return bytes.concat(channel.bytes).pack('C*')
         end
       end
 

metadata

@@ -1,60 +1,74 @@
 --- !ruby/object:Gem::Specification
 name: intrinio-realtime
 version: !ruby/object:Gem::Version
-  version: 2.1.1
+  version: 3.1.2
 platform: ruby
 authors:
 - Intrinio
-autorequire: 
+autorequire:
 bindir: bin
 cert_chain: []
-date: 2018-11-29 00:00:00.000000000 Z
+date: 2022-01-24 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
-  name: http
+  name: eventmachine
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '2.2'
+        version: '1.2'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '2.2'
+        version: '1.2'
 - !ruby/object:Gem::Dependency
-  name: eventmachine
+  name: websocket-client-simple
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '1.2'
+        version: '0.3'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '1.2'
+        version: '0.3'
 - !ruby/object:Gem::Dependency
-  name: websocket-client-simple
+  name: thread
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0.3'
+        version: 0.2.2
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0.3'
-description: Intrinio Ruby SDK for Real-Time Stock & Crypto Prices
+        version: 0.2.2
+- !ruby/object:Gem::Dependency
+  name: bigdecimal
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 1.4.0
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 1.4.0
+description: Intrinio Ruby SDK for Real-Time Stock Prices
 email:
-- asolo@intrinio.com
+- ssnyder@intrinio.com
 executables: []
 extensions: []
 extra_rdoc_files: []
@@ -64,7 +78,7 @@ homepage: https://github.com/intrinio/intrinio-realtime-ruby-sdk
 licenses:
 - GPL-3.0
 metadata: {}
-post_install_message: 
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -79,10 +93,9 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.5.2.2
-signing_key: 
+rubygems_version: 3.2.15
+signing_key:
 specification_version: 4
-summary: Intrinio provides real-time stock & crypto prices from the IEX stock exchange,
-  via a two-way WebSocket connection.
+summary: Intrinio provides real-time stock prices from its Multi-Exchange feed, via
+  a two-way WebSocket connection.
 test_files: []