oanda_api 0.9.3 → 0.9.4

checksums.yaml

@@ -1,7 +1,7 @@
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-  data.tar.gz: d1f343f2f83e5a157b982bf7f99eaba8b8bfd070
+  metadata.gz: 6bde10bb61208fec6faf667058293783ffdf6e2c
+  data.tar.gz: 928603f30cf2a1170b8d5ef8091d8ce4fa6222da
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+  data.tar.gz: c4351ef875a10f099bc2da0bcc7a80ca9d47fbc7f0aa5888c420e10210ae762130933dac3f446624d33219ffe49062ddf9bd2b6eddd17629b4bc4ff9d1147861

data/CHANGELOG.md

@@ -1,5 +1,26 @@
 # Change Log
 
+## 0.9.4
+
+* Added multi-threaded support for request throttling. Now if you've configured the API to use request throttling:
+
+  ```ruby
+  OandaAPI.configure do |config|
+      config.use_request_throttling = true
+      config.max_requests_per_second = 15
+  end
+  ```
+and if you access a single instance of the API from multiple threads, then the request rate will be throttled correctly.
+
+* Added a new configuration to customize the number of connections the API holds in the connection pool. Useful if your application requires multiple connections to the API, for example multiple threads issuing requests through the API. The default connection pool size is 2.
+
+   ```ruby
+   OandaAPI.configure do |config|
+      config.connection_pool_size = 5
+  end
+   ```
+Thanks [Eric](https://github.com/lifeBCE).
+
 ## 0.9.3
 
 * Fixed support for retrieving [full account history](http://developer.oanda.com/rest-live/transaction-history/#getFullAccountHistory). Thanks [bewon](https://github.com/bewon).

data/README.md

@@ -152,7 +152,7 @@ for detailed documentation and API usage notes.
 | client.accounts.get        | GET /v1/accounts     |
 | client.account(123).get    | GET /v1/accounts/123 |
 | client.account.create      | POST /v1/accounts    |
-| client.instruments.get     | GET /v1/instruments  |
+| client.instruments(account_id: 123).get     | GET /v1/instruments?accountId=123  |
 | client.prices(instruments: ["EUR_USD","USD_JPY"]).get | GET /v1/prices/?instruments=EUR_USD%2CUSD_JPY |
 | client.account(123).orders.get | GET /v1/accounts/123/orders |
 | client.account(123).order(123).get | GET /v1/accounts/123/orders/123 |

data/lib/oanda_api/client/client.rb

@@ -14,9 +14,9 @@ module OandaAPI
   # - Uses request rate limiting if enabled (see {Configuration#use_request_throttling}).
   module Client
     include HTTParty
-    persistent_connection_adapter idle_timeout: 10,
-                                  keep_alive: 30,
-                                  pool_size: 2
+
+    # Used to synchronize throttling metrics
+    @throttle_mutex = Mutex.new
 
     # Use a custom JSON parser
     parser OandaAPI::Client::JsonParser
@@ -46,6 +46,16 @@ module OandaAPI
       end.flatten.join("&")
     }
 
+    # Common initializations
+    # @param [Hash] options Specifies overrides to default settings.
+    #  Overrides for the persistent connection adapter are specified
+    #  by including an :connection_adapter_options: {} hash.
+    # @return [OandaAPI::Client]   
+    def initialize(options={})
+      super()
+      load_persistent_connection_adapter options[:connection_adapter_options] || {}
+    end
+
     # Returns an absolute URI for a resource request.
     #
     # @param [String] path the path portion of the URI.
@@ -56,6 +66,23 @@ module OandaAPI
       uri.sub "[API_VERSION]", OandaAPI.configuration.rest_api_version
     end
 
+    # Binds a persistent connection adapter. See documentation for the
+    #  persistent_httparty gem for configuration details.
+    # @param [Hash] options Specifies overrides for the connection adapter.
+    #
+    # @return [void]
+    def load_persistent_connection_adapter(options={})
+      adapter_config = {
+        name:         "oanda_api",
+        idle_timeout: 10,
+        keep_alive:   30,
+        warn_timeout: 2,
+        pool_size:    OandaAPI.configuration.connection_pool_size,
+      }.merge options
+
+      Client.persistent_connection_adapter adapter_config
+    end
+
     # @private
     # Executes an http request.
     #
@@ -112,6 +139,14 @@ module OandaAPI
       end
     end
 
+    def self.last_request_at
+      @throttle_mutex.synchronize { @last_request_at }
+    end
+
+    def self.last_request_at=(value)
+      @throttle_mutex.synchronize { @last_request_at = value }
+    end
+
     # @private
     # Limits the execution rate of consecutive requests. Specified by
     # {OandaAPI::Configuration#max_requests_per_second}. Only enforced
@@ -120,11 +155,10 @@ module OandaAPI
     # @return [void]
     def self.throttle_request_rate
       now = Time.now
-      Thread.current[:oanda_api_last_request_at] ||= now
-      delta = now - Thread.current[:oanda_api_last_request_at]
-      _throttle(now) if delta < OandaAPI.configuration.min_request_interval &&
-                        OandaAPI.configuration.use_request_throttling?
-      Thread.current[:oanda_api_last_request_at] = Time.now
+      delta = now - (last_request_at || now)
+      _throttle(delta, now) if delta < OandaAPI.configuration.min_request_interval &&
+                                       OandaAPI.configuration.use_request_throttling?
+      last_request_at = Time.now
     end
 
     # @private
@@ -135,7 +169,7 @@ module OandaAPI
     #
     # @return [nil] if a request has never been throttled.
     def self.last_throttled_at
-      Thread.current[:oanda_api_throttled_at]
+      @throttle_mutex.synchronize { @throttled_at }
     end
 
     private
@@ -144,12 +178,15 @@ module OandaAPI
     # Sleeps for the minimal amount of time required to honour the
     # {OandaAPI::Configuration#max_requests_per_second} limit.
     #
+    # @param [Float] delta The duration in seconds since the last request.
     # @param [Time] time The time that the throttle was requested.
     #
     # @return [void]
-    def self._throttle(time)
-      Thread.current[:oanda_api_throttled_at] = time
-      sleep OandaAPI.configuration.min_request_interval
+    def self._throttle(delta, time)
+      @throttle_mutex.synchronize do
+        @throttled_at = time
+        sleep OandaAPI.configuration.min_request_interval - delta
+      end
     end
 
     # @private

data/lib/oanda_api/client/token_client.rb

@@ -42,8 +42,8 @@ module OandaAPI
 
       # @param [Symbol] domain see {#domain}
       # @param [String] auth_token see {#auth_token}
-      def initialize(domain, auth_token)
-        super()
+      def initialize(domain, auth_token, options={})
+        super options
         @auth_token = auth_token
         @default_params = {}
         self.domain = domain

data/lib/oanda_api/client/username_client.rb

@@ -35,8 +35,8 @@ module OandaAPI
       attr_accessor :default_params, :headers
 
       # @param [String] username used for authentication.
-      def initialize(username)
-        super()
+      def initialize(username, options={})
+        super options
         @domain = :sandbox
         @username = username
         @default_params = auth

data/lib/oanda_api/configuration.rb

@@ -10,6 +10,20 @@ module OandaAPI
     REST_API_VERSION        = "v1"
     USE_COMPRESSION         = false
     USE_REQUEST_THROTTLING  = false
+    CONNECTION_POOL_SIZE    = 2
+
+    # Maximum size of the persistent connection pool.
+    # @return [Numeric]
+    def connection_pool_size
+      @connection_pool_size ||= CONNECTION_POOL_SIZE
+    end
+
+    # Define the maximum size of the persistent connection pool.
+    # @return [Numeric]
+    def connection_pool_size=(value)
+      fail ArgumentError, "must be a number > 0" unless value.is_a?(Numeric) && value > 0
+      @connection_pool_size = value
+    end
 
     # The format in which dates will be returned by the API (`:rfc3339` or `:unix`).
     # See the Oanda Development Guide for more details about {http://developer.oanda.com/rest-live/development-guide/#date_Time_Format DateTime formats}.

data/lib/oanda_api/version.rb

@@ -1,3 +1,3 @@
 module OandaAPI
-  VERSION = "0.9.3"
+  VERSION = "0.9.4"
 end

data/spec/fixtures/vcr_cassettes/with_throttling_and_max_requests_per_second.yml

@@ -0,0 +1,114 @@
+---
+http_interactions:
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 21:15:45 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"2e14fb3070bd124e44c7a146923c9e0cb08d7969"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T21:15:23.859054Z\",\n\t\t\t\"bid\" : 1.24095,\n\t\t\t\"ask\"
+        : 1.24109\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 21:15:45 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 21:15:46 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"2e14fb3070bd124e44c7a146923c9e0cb08d7969"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T21:15:23.859054Z\",\n\t\t\t\"bid\" : 1.24095,\n\t\t\t\"ask\"
+        : 1.24109\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 21:15:46 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 21:15:46 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"2e14fb3070bd124e44c7a146923c9e0cb08d7969"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T21:15:23.859054Z\",\n\t\t\t\"bid\" : 1.24095,\n\t\t\t\"ask\"
+        : 1.24109\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 21:15:46 GMT
+recorded_with: VCR 2.9.3

data/spec/fixtures/vcr_cassettes/with_throttling_with_multiple_threads.yml

@@ -0,0 +1,225 @@
+---
+http_interactions:
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:33 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:33 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:34 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:34 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:34 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:34 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:34 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:34 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:35 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:35 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:35 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:35 GMT
+recorded_with: VCR 2.9.3

data/spec/fixtures/vcr_cassettes/without_throttling.yml

@@ -0,0 +1,373 @@
+---
+http_interactions:
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+- request:
+    method: get
+    uri: http://api-sandbox.oanda.com/v1/prices?instruments=EUR_USD&username=dwaymotim
+    body:
+      encoding: US-ASCII
+      string: ''
+    headers:
+      X-Accept-Datetime-Format:
+      - RFC3339
+      Connection:
+      - keep-alive
+      Keep-Alive:
+      - 30
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - openresty/1.7.0.1
+      Date:
+      - Fri, 11 Sep 2015 20:41:30 GMT
+      Content-Type:
+      - application/json
+      Content-Length:
+      - '139'
+      Connection:
+      - keep-alive
+      Etag:
+      - '"f481d760a871b4f679207cd0715bd4be8271f399"'
+    body:
+      encoding: UTF-8
+      string: "{\n\t\"prices\" : [\n\t\t{\n\t\t\t\"instrument\" : \"EUR_USD\",\n\t\t\t\"time\"
+        : \"2015-09-11T20:41:29.948985Z\",\n\t\t\t\"bid\" : 1.24115,\n\t\t\t\"ask\"
+        : 1.24128\n\t\t}\n\t]\n}"
+    http_version: 
+  recorded_at: Fri, 11 Sep 2015 20:41:30 GMT
+recorded_with: VCR 2.9.3

data/spec/oanda_api/client/client_spec.rb

@@ -88,7 +88,35 @@ describe "OandaAPI::Client" do
       end
     end
   end
+  
+  describe "#load_persistent_connection_adapter" do
+    let(:client) { (Class.new { include OandaAPI::Client }).new }
+
+    it "is called by the constructor of an including class" do
+      OandaAPI::Client.default_options[:connection_adapter] = nil          
+      expect(OandaAPI::Client.default_options[:connection_adapter]).to be_nil
+      
+      klass = Class.new { include OandaAPI::Client }
+      instance = klass.new
+      expect(OandaAPI::Client.default_options[:connection_adapter]).to be_a HTTParty::Persistent::ConnectionAdapter
+      
+      instance = klass.new( {connection_adapter_options: {keep_alive: 20}} )
+      expect(OandaAPI::Client.default_options[:connection_adapter_options][:keep_alive]).to eq 20
+    end
 
+    it "loads a persistent connection adapter" do      
+      OandaAPI::Client.default_options[:connection_adapter] = nil          
+      expect(OandaAPI::Client.default_options[:connection_adapter]).to be_nil
+      client.load_persistent_connection_adapter keep_alive: 30
+      expect(OandaAPI::Client.default_options[:connection_adapter]).to be_a HTTParty::Persistent::ConnectionAdapter
+   end
+
+   it "overrides a persistent connection adapter settings" do      
+     client.load_persistent_connection_adapter pool_size: OandaAPI.configuration.connection_pool_size + 1
+     expect(OandaAPI::Client.default_options[:connection_adapter_options][:pool_size]).to eq OandaAPI.configuration.connection_pool_size + 1      
+   end
+  end
+  
   describe "#execute_request" do
     let(:client) { OandaAPI::Client::UsernameClient.new "spongebob" }
 

data/spec/oanda_api/configuration_spec.rb

@@ -3,6 +3,29 @@ require 'spec_helper'
 describe "OandaAPI::Configuration" do
   let(:config) { OandaAPI::Configuration.new }
 
+  describe "#connection_pool_size" do
+    it "returns the default maximum connection pool size" do
+      expect(config.connection_pool_size).to eq OandaAPI::Configuration::CONNECTION_POOL_SIZE
+    end
+  end
+
+  describe "#connection_pool_size=" do
+    it "overrides the default maximum connection pool size" do
+      config.connection_pool_size = 10
+      expect(config.connection_pool_size).to eq 10
+    end
+
+    it "must be numeric" do
+      expect { config.connection_pool_size = "X" }.to raise_error(ArgumentError)
+    end
+
+    it "must be > 0" do
+      [-10, 0].each do |val|
+        expect { config.connection_pool_size = val }.to raise_error(ArgumentError)
+      end
+    end
+  end
+
   describe "#datetime_format" do
     it "returns the default datetime format" do
       expect(config.datetime_format).to eq OandaAPI::Configuration::DATETIME_FORMAT

data/spec/oanda_api/examples/request_throttling_spec.rb

@@ -0,0 +1,84 @@
+require 'spec_helper'
+require 'support/client_helper'
+
+describe "OandaAPI::Client" do
+  let(:client) { ClientHelper.client }
+
+  around do |example|
+    reset_configuration(:use_request_throttling, :max_requests_per_second) { example.call }
+  end
+
+  context "when NOT using request throttling" do
+    it "it does NOT limit the request rate of multiple sequential requests", :vcr do
+      OandaAPI.configuration.use_request_throttling = false
+      VCR.use_cassette("without_throttling") do
+        start_time = Time.now
+        1.upto(10) { client.prices(instruments: ["EUR_USD"]).get }
+
+        # When running the test from the VCR cassette,
+        # the time for each request should be constant and minimal allowing a high
+        # request rate.
+        #
+        # This test may fail if the VCR cassette is not used because of network
+        # latency.
+        expect(Time.now - start_time).to be > 0.0 && be < 1.0
+      end
+    end
+  end
+
+  context "when using request throttling" do
+    context "with a positive value set for max_requests_per_second" do
+      it "it limits multiple sequential requests to the rate specified in the requests_per_second setting " do
+        OandaAPI.configuration.use_request_throttling = true
+        OandaAPI.configuration.max_requests_per_second = 2
+
+        VCR.use_cassette("with_throttling_and_max_requests_per_second") do
+          start_time = Time.now
+          1.upto(3) { client.prices(instruments: ["EUR_USD"]).get }
+
+          # 3 requests at 2 req/second should take at least 1 second (see below).
+          #
+          # A limit of 2 requests per second is enforced by waiting 0.5 seconds bewteen requests.
+          #
+          #    time:   0.0.................0.5.................1.0 (seconds)
+          # request:   1st   [wait 0.5s]   2nd   [wait 0.5s]   3rd
+          expect(Time.now - start_time).to be > 1.0
+        end
+      end
+
+      context "when multiple threads make synchronized requests to the same client instance" do
+        it "it throttles the combined requests made by all threads" do
+          OandaAPI.configuration.use_request_throttling = true
+          OandaAPI.configuration.max_requests_per_second = 3
+
+          VCR.use_cassette("with_throttling_with_multiple_threads") do
+
+            mutex = Mutex.new
+            threads = []
+            start_time = Time.now
+
+            # Start up multiple threads
+            1.upto(3) do
+              threads << Thread.new do
+                # Each thread executes multiple API requests
+                1.upto(2) do
+                  # A thread has exclusive use of the API client while executing a request.
+                  mutex.synchronize { client.prices(instruments: ["EUR_USD"]).get }
+                end
+              end
+            end
+            threads.each(&:join)
+
+            # 6 requests in total, at 3 req/second should require at least 1.66 seconds (see below).
+            #
+            # A limit of 3 requests per second is enforced by waiting 1/3 second bewteen requests.
+            #
+            #    time: 0.0  0.3  0.6  1.0  1.3  1.6  2.0  2.3  2.6 (seconds)
+            # request: 1st  2nd  3rd  4th  5th  6th
+            expect(Time.now - start_time).to be > 1.6
+          end
+        end
+      end
+    end
+  end
+end

data/spec/spec_helper.rb

@@ -60,6 +60,15 @@ def simulate_no_adapters
   end
 end
 
+# Allows examples to change configuration settings, and have the settings returned to their pre-example state.
+def reset_configuration(*keys)
+  configs = {}
+  keys.each { |key| configs[key] = OandaAPI.configuration.send(key) }
+  yield
+ensure
+  configs.each { |key, value| OandaAPI.configuration.send("#{key}=", value) }
+end
+
 def undefine_constants(*consts)
   values = {}
   consts.each do |const|

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: oanda_api
 version: !ruby/object:Gem::Version
-  version: 0.9.3
+  version: 0.9.4
 platform: ruby
 authors:
 - Dean Missikowski
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-07-08 00:00:00.000000000 Z
+date: 2015-10-05 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: httparty
@@ -188,6 +188,9 @@ files:
 - spec/fixtures/vcr_cassettes/sandbox_client.yml
 - spec/fixtures/vcr_cassettes/sandbox_client_account.yml
 - spec/fixtures/vcr_cassettes/sandbox_instrument_EUR_USD.yml
+- spec/fixtures/vcr_cassettes/with_throttling_and_max_requests_per_second.yml
+- spec/fixtures/vcr_cassettes/with_throttling_with_multiple_threads.yml
+- spec/fixtures/vcr_cassettes/without_throttling.yml
 - spec/oanda_api/client/client_spec.rb
 - spec/oanda_api/client/json_parser_spec.rb
 - spec/oanda_api/client/namespace_proxy_spec.rb
@@ -199,6 +202,7 @@ files:
 - spec/oanda_api/examples/orders_spec.rb
 - spec/oanda_api/examples/positions_spec.rb
 - spec/oanda_api/examples/rates_spec.rb
+- spec/oanda_api/examples/request_throttling_spec.rb
 - spec/oanda_api/examples/trades_spec.rb
 - spec/oanda_api/examples/transactions_spec.rb
 - spec/oanda_api/resource_base_spec.rb
@@ -234,7 +238,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.4.5
+rubygems_version: 2.4.6
 signing_key: 
 specification_version: 4
 summary: A ruby client for the Oanda REST API.
@@ -265,6 +269,9 @@ test_files:
 - spec/fixtures/vcr_cassettes/sandbox_client.yml
 - spec/fixtures/vcr_cassettes/sandbox_client_account.yml
 - spec/fixtures/vcr_cassettes/sandbox_instrument_EUR_USD.yml
+- spec/fixtures/vcr_cassettes/with_throttling_and_max_requests_per_second.yml
+- spec/fixtures/vcr_cassettes/with_throttling_with_multiple_threads.yml
+- spec/fixtures/vcr_cassettes/without_throttling.yml
 - spec/oanda_api/client/client_spec.rb
 - spec/oanda_api/client/json_parser_spec.rb
 - spec/oanda_api/client/namespace_proxy_spec.rb
@@ -276,6 +283,7 @@ test_files:
 - spec/oanda_api/examples/orders_spec.rb
 - spec/oanda_api/examples/positions_spec.rb
 - spec/oanda_api/examples/rates_spec.rb
+- spec/oanda_api/examples/request_throttling_spec.rb
 - spec/oanda_api/examples/trades_spec.rb
 - spec/oanda_api/examples/transactions_spec.rb
 - spec/oanda_api/resource_base_spec.rb