intrinio-realtime 3.1.2 → 4.0.0

checksums.yaml

@@ -1,7 +1,7 @@
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+  data.tar.gz: 8879ac3c8866d649664e7e659c9340879c1a1c18264be3860fd9860f15be5d56
 SHA512:
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data/lib/intrinio-realtime.rb

@@ -1,567 +1,571 @@
-require 'logger'
-require 'uri'
-#require 'http'
-require 'net/http'
-require 'eventmachine'
-require 'websocket-client-simple'
-
-module Intrinio
-  module Realtime
-    HEARTBEAT_TIME = 3
-    SELF_HEAL_BACKOFFS = [0, 100, 500, 1000, 2000, 5000].freeze
-    REALTIME = "REALTIME".freeze
-    MANUAL = "MANUAL".freeze
-    PROVIDERS = [REALTIME, MANUAL].freeze
-    ASK = "Ask".freeze
-    BID = "Bid".freeze
-
-    def self.connect(options, on_trade, on_quote)
-      EM.run do
-        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, 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]
-          raise "API Key or Username and password are required" if @username.nil? || @username.empty? || @password.nil? || @password.empty?
-        end
-
-        @provider = options[: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]
-        bad_channels = @channels.select{|x| !x.is_a?(String)}
-        raise "Invalid channels to join: #{bad_channels}" unless bad_channels.empty?
-
-        if options[:logger] == false
-          @logger = nil 
-        elsif !options[:logger].nil?
-          @logger = options[:logger]
-        else
-          @logger = Logger.new($stdout)
-          @logger.level = Logger::INFO
-        end
-
-        @ready = false
-        @joined_channels = []
-        @heartbeat_timer = nil
-        @selfheal_timer = nil
-        @selfheal_backoffs = Array.new(SELF_HEAL_BACKOFFS)
-        @ws = nil
-      end
-
-      def provider
-        @provider
-      end
-      
-      def join(*channels)
-        channels = parse_channels(channels)
-        nonconforming = channels.select{|x| !x.is_a?(String)}
-        return error("Invalid channels to join: #{nonconforming}") unless nonconforming.empty?
-        
-        @channels.concat(channels)
-        @channels.uniq!
-        debug "Joining channels #{channels}"
-        
-        refresh_channels()
-      end
-      
-      def leave(*channels)
-        channels = parse_channels(channels)
-        nonconforming = channels.find{|x| !x.is_a?(String)}
-        return error("Invalid channels to leave: #{nonconforming}") unless nonconforming.empty?
-        
-        channels.each{|c| @channels.delete(c)}
-        debug "Leaving channels #{channels}"
-        
-        refresh_channels()
-      end
-      
-      def leave_all
-        @channels = []
-        debug "Leaving all channels"
-        refresh_channels()
-      end
-
-      def connect
-        raise "Must be run from within an EventMachine run loop" unless EM.reactor_running?
-        return warn("Already connected!") if @ready
-        debug "Connecting..."
-        
-        catch :fatal do
-          begin
-            @closing = false
-            @ready = false
-            refresh_token()
-            refresh_websocket()
-          rescue StandardError => e
-            error("Connection error: #{e} \n#{e.backtrace.join("\n")}")
-            try_self_heal()
-          end
-        end
-      end
-      
-      def disconnect
-        EM.cancel_timer(@heartbeat_timer) if @heartbeat_timer
-        EM.cancel_timer(@selfheal_timer) if @selfheal_timer
-        @ready = false
-        @closing = true
-        @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
-
-        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
-
-        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"
-      end
-      
-      def auth_url 
-        url = ""
-
-        case @provider 
-        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
-
-        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 
-        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
-
-      def refresh_websocket
-        me = self
-
-        @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"
-
-        ws.on :open do
-          me.send :info, "Connection established"
-          me.send :ready, true
-          if [REALTIME, MANUAL].include?(me.send(:provider))
-            me.send :refresh_channels
-          end
-          me.send :start_heartbeat
-          me.send :stop_self_heal
-        end
-
-        ws.on :message do |frame|
-          data_message = frame.data
-          #me.send :debug, "Message: #{data_message}"
-          begin
-            unless data_message.nil?
-            then me.send :queue_message, data_message
-            end
-          rescue StandardError => e
-            me.send :error, "Error adding message to queue: #{data_message} #{e}"
-          end
-        end
-        
-        ws.on :close do |e|
-          me.send :ready, false
-          me.send :info, "Connection closing...: #{e}"
-          me.send :try_self_heal
-        end
-
-        ws.on :error do |e|
-          me.send :ready, false
-          me.send :error, "Connection error: #{e}"
-          me.send :try_self_heal
-        end
-      end
-      
-      def refresh_channels
-        return unless @ready
-        debug "Refreshing channels"
-        
-        # Join new channels
-        new_channels = @channels - @joined_channels
-        new_channels.each do |channel|
-          #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_binary_message(channel)
-          @ws.send(msg)
-          info "Left #{channel}"
-        end
-        
-        @channels.uniq!
-        @joined_channels = Array.new(@channels)
-        debug "Current channels: #{@channels}"
-      end
-      
-      def start_heartbeat
-        EM.cancel_timer(@heartbeat_timer) if @heartbeat_timer
-        @heartbeat_timer = EM.add_periodic_timer(HEARTBEAT_TIME) do
-          if msg = heartbeat_msg()
-            @ws.send(msg)
-            debug "Heartbeat #{msg}"
-          end
-        end
-      end
-      
-      def heartbeat_msg
-        ""
-      end
-      
-      def stop_heartbeat
-        EM.cancel_timer(@heartbeat_timer) if @heartbeat_timer
-      end
-      
-      def try_self_heal
-        return if @closing
-        debug "Attempting to self-heal"
-        
-        time = @selfheal_backoffs.first
-        @selfheal_backoffs.delete_at(0) if @selfheal_backoffs.count > 1
-        
-        EM.cancel_timer(@heartbeat_timer) if @heartbeat_timer
-        EM.cancel_timer(@selfheal_timer) if @selfheal_timer
-        
-        @selfheal_timer = EM.add_timer(time/1000) do
-          connect()
-        end
-      end
-      
-      def stop_self_heal
-        EM.cancel_timer(@selfheal_timer) if @selfheal_timer
-        @selfheal_backoffs = Array.new(SELF_HEAL_BACKOFFS)
-      end
-      
-      def ready(val)
-        @ready = val
-      end
-
-      def debug(message)
-        message = "IntrinioRealtime | #{message}"
-        @logger.debug(message) rescue
-        nil
-      end
-      
-      def info(message)
-        message = "IntrinioRealtime | #{message}"
-        @logger.info(message) rescue
-        nil
-      end
-      
-      def error(message)
-        message = "IntrinioRealtime | #{message}"
-        @logger.error(message) rescue
-        nil
-      end
-      
-      def fatal(message)
-        message = "IntrinioRealtime | #{message}"
-        @logger.fatal(message) rescue
-        EM.stop_event_loop
-        throw :fatal
-        nil
-      end
-      
-      def parse_channels(channels)
-        channels.flatten!
-        channels.uniq!
-        channels.compact!
-        channels
-      end
-      
-      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, "$FIREHOSE"
-        else
-          bytes = [74, 0]
-          if (@trades_only == true)
-            bytes[1] = 1
-          end
-          return bytes.concat(channel.bytes).pack('C*')
-        end
-      end
-
-      def leave_binary_message(channel)
-        if channel == "lobby"
-          return [76, 36, 70, 73, 82, 69, 72, 79, 83, 69].pack('C*') #74, not trades only, "$FIREHOSE"
-        else
-          bytes = [76]
-          return bytes.concat(channel.bytes).pack('C*')
-        end
-      end
-
-      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
+require 'logger'
+require 'uri'
+#require 'http'
+require 'net/http'
+require 'eventmachine'
+require 'websocket-client-simple'
+
+module Intrinio
+  module Realtime
+    HEARTBEAT_TIME = 3
+    SELF_HEAL_BACKOFFS = [0, 100, 500, 1000, 2000, 5000].freeze
+    REALTIME = "REALTIME".freeze
+    MANUAL = "MANUAL".freeze
+    PROVIDERS = [REALTIME, MANUAL].freeze
+    ASK = "Ask".freeze
+    BID = "Bid".freeze
+
+    def self.connect(options, on_trade, on_quote)
+      EM.run do
+        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, 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]
+          raise "API Key or Username and password are required" if @username.nil? || @username.empty? || @password.nil? || @password.empty?
+        end
+
+        @provider = options[: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]
+        bad_channels = @channels.select{|x| !x.is_a?(String)}
+        raise "Invalid channels to join: #{bad_channels}" unless bad_channels.empty?
+
+        if options[:logger] == false
+          @logger = nil 
+        elsif !options[:logger].nil?
+          @logger = options[:logger]
+        else
+          @logger = Logger.new($stdout)
+          @logger.level = Logger::INFO
+        end
+
+        @ready = false
+        @joined_channels = []
+        @heartbeat_timer = nil
+        @selfheal_timer = nil
+        @selfheal_backoffs = Array.new(SELF_HEAL_BACKOFFS)
+        @ws = nil
+      end
+
+      def provider
+        @provider
+      end
+      
+      def join(*channels)
+        channels = parse_channels(channels)
+        nonconforming = channels.select{|x| !x.is_a?(String)}
+        return error("Invalid channels to join: #{nonconforming}") unless nonconforming.empty?
+        
+        @channels.concat(channels)
+        @channels.uniq!
+        debug "Joining channels #{channels}"
+        
+        refresh_channels()
+      end
+      
+      def leave(*channels)
+        channels = parse_channels(channels)
+        nonconforming = channels.find{|x| !x.is_a?(String)}
+        return error("Invalid channels to leave: #{nonconforming}") unless nonconforming.empty?
+        
+        channels.each{|c| @channels.delete(c)}
+        debug "Leaving channels #{channels}"
+        
+        refresh_channels()
+      end
+      
+      def leave_all
+        @channels = []
+        debug "Leaving all channels"
+        refresh_channels()
+      end
+
+      def connect
+        raise "Must be run from within an EventMachine run loop" unless EM.reactor_running?
+        return warn("Already connected!") if @ready
+        debug "Connecting..."
+        
+        catch :fatal do
+          begin
+            @closing = false
+            @ready = false
+            refresh_token()
+            refresh_websocket()
+          rescue StandardError => e
+            error("Connection error: #{e} \n#{e.backtrace.join("\n")}")
+            try_self_heal()
+          end
+        end
+      end
+      
+      def disconnect
+        EM.cancel_timer(@heartbeat_timer) if @heartbeat_timer
+        EM.cancel_timer(@selfheal_timer) if @selfheal_timer
+        @ready = false
+        @closing = true
+        @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_float32(data)
+        data.map { |i| [sprintf('%02x',i)].pack('H2') }.join.unpack('e').first
+      end
+
+      def parse_trade(data, start_index, symbol_length)
+        symbol = data[start_index + 2, symbol_length].map!{|c| c.chr}.join
+        price = parse_float32(data[start_index + 2 + symbol_length, 4])
+        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_float32(data[start_index + 2 + symbol_length, 4])
+        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
+
+        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", "IntrinioRealtimeRubySDKv4.0")
+
+        unless @api_key
+          request.basic_auth(@username, @password)
+        end
+
+        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"
+      end
+      
+      def auth_url 
+        url = ""
+
+        case @provider 
+        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
+
+        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 
+        case @provider
+		    when REALTIME then "wss://realtime-mx.intrinio.com/socket/websocket?vsn=1.0.0&token=#{@token}"
+		    when MANUAL then "ws://" + @ip_address + "/socket/websocket?vsn=1.0.0&token=#{@token}"
+        end
+      end
+
+      def refresh_websocket
+        me = self
+
+        @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"
+
+        ws.on :open do
+          me.send :info, "Connection established"
+          me.send :ready, true
+          if [REALTIME, MANUAL].include?(me.send(:provider))
+            me.send :refresh_channels
+          end
+          me.send :start_heartbeat
+          me.send :stop_self_heal
+        end
+
+        ws.on :message do |frame|
+          data_message = frame.data
+          #me.send :debug, "Message: #{data_message}"
+          begin
+            unless data_message.nil?
+            then me.send :queue_message, data_message
+            end
+          rescue StandardError => e
+            me.send :error, "Error adding message to queue: #{data_message} #{e}"
+          end
+        end
+        
+        ws.on :close do |e|
+          me.send :ready, false
+          me.send :info, "Connection closing...: #{e}"
+          me.send :try_self_heal
+        end
+
+        ws.on :error do |e|
+          me.send :ready, false
+          me.send :error, "Connection error: #{e}"
+          me.send :try_self_heal
+        end
+      end
+      
+      def refresh_channels
+        return unless @ready
+        debug "Refreshing channels"
+        
+        # Join new channels
+        new_channels = @channels - @joined_channels
+        new_channels.each do |channel|
+          #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_binary_message(channel)
+          @ws.send(msg)
+          info "Left #{channel}"
+        end
+        
+        @channels.uniq!
+        @joined_channels = Array.new(@channels)
+        debug "Current channels: #{@channels}"
+      end
+      
+      def start_heartbeat
+        EM.cancel_timer(@heartbeat_timer) if @heartbeat_timer
+        @heartbeat_timer = EM.add_periodic_timer(HEARTBEAT_TIME) do
+          if msg = heartbeat_msg()
+            @ws.send(msg)
+            debug "Heartbeat #{msg}"
+          end
+        end
+      end
+      
+      def heartbeat_msg
+        ""
+      end
+      
+      def stop_heartbeat
+        EM.cancel_timer(@heartbeat_timer) if @heartbeat_timer
+      end
+      
+      def try_self_heal
+        return if @closing
+        debug "Attempting to self-heal"
+        
+        time = @selfheal_backoffs.first
+        @selfheal_backoffs.delete_at(0) if @selfheal_backoffs.count > 1
+        
+        EM.cancel_timer(@heartbeat_timer) if @heartbeat_timer
+        EM.cancel_timer(@selfheal_timer) if @selfheal_timer
+        
+        @selfheal_timer = EM.add_timer(time/1000) do
+          connect()
+        end
+      end
+      
+      def stop_self_heal
+        EM.cancel_timer(@selfheal_timer) if @selfheal_timer
+        @selfheal_backoffs = Array.new(SELF_HEAL_BACKOFFS)
+      end
+      
+      def ready(val)
+        @ready = val
+      end
+
+      def debug(message)
+        message = "IntrinioRealtime | #{message}"
+        @logger.debug(message) rescue
+        nil
+      end
+      
+      def info(message)
+        message = "IntrinioRealtime | #{message}"
+        @logger.info(message) rescue
+        nil
+      end
+      
+      def error(message)
+        message = "IntrinioRealtime | #{message}"
+        @logger.error(message) rescue
+        nil
+      end
+      
+      def fatal(message)
+        message = "IntrinioRealtime | #{message}"
+        @logger.fatal(message) rescue
+        EM.stop_event_loop
+        throw :fatal
+        nil
+      end
+      
+      def parse_channels(channels)
+        channels.flatten!
+        channels.uniq!
+        channels.compact!
+        channels
+      end
+      
+      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, "$FIREHOSE"
+        else
+          bytes = [74, 0]
+          if (@trades_only == true)
+            bytes[1] = 1
+          end
+          return bytes.concat(channel.bytes).pack('C*')
+        end
+      end
+
+      def leave_binary_message(channel)
+        if channel == "lobby"
+          return [76, 36, 70, 73, 82, 69, 72, 79, 83, 69].pack('C*') #74, not trades only, "$FIREHOSE"
+        else
+          bytes = [76]
+          return bytes.concat(channel.bytes).pack('C*')
+        end
+      end
+
+      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: 3.1.2
+  version: 4.0.0
 platform: ruby
 authors:
 - Intrinio
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-01-24 00:00:00.000000000 Z
+date: 2022-04-21 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: eventmachine
@@ -68,7 +68,7 @@ dependencies:
         version: 1.4.0
 description: Intrinio Ruby SDK for Real-Time Stock Prices
 email:
-- ssnyder@intrinio.com
+- admin@intrinio.com
 executables: []
 extensions: []
 extra_rdoc_files: []
@@ -93,7 +93,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.2.15
+rubygems_version: 3.3.7
 signing_key:
 specification_version: 4
 summary: Intrinio provides real-time stock prices from its Multi-Exchange feed, via