oanda_api 0.9.5 → 0.9.6

data/lib/oanda_api/throttling/throttling.rb

@@ -0,0 +1,105 @@
+module OandaAPI
+  #
+  # Everything related to throttling the rate of new connections.
+  module Throttling
+
+    # Makes all methods in this module singleton methods.
+    extend self
+
+    # Used to synchronize throttling metrics.
+    @throttle_mutex = Mutex.new
+
+    def included(base)
+      base.send(:extend, ClassMethods)
+    end
+
+    # Time that the last connection was created.
+    # @return [Time]
+    def last_new_connection_at
+      @throttle_mutex.synchronize { @last_new_connection_at }
+    end
+
+    # Set the time the last new connection was created
+    # @param value [Time]
+    # @return [Time]
+    def last_new_connection_at=(value)
+      @throttle_mutex.synchronize { @last_new_connection_at = value }
+    end
+
+    # Original (unmonkey-patched) '.new' method of the including class
+    # @param klass [Class] the class that has included this module
+    # @return [UnboundMethod]
+    def original_new_method(klass)
+      @original_new_method ||= klass.method(:new).unbind
+    end
+
+    # Alias to `Throttling.original_new_method`
+    def save_original_new_method(klass)
+      original_new_method klass
+    end
+
+    # Restores the original '.new' method of the including class
+    # @param klass [Class] the class that has included this module
+    # @return [void]
+    def restore_original_new_method(klass)
+      klass.define_singleton_method :new do |*args, &block|
+        Throttling.original_new_method(klass).bind(klass).call *args, &block
+      end
+    end
+
+    # Throttles the connection rate by sleeping for a duration
+    #  if the interval bewteen consecutive connections is less
+    #  than the allowed minimum. Only throttles when the API
+    #  is configured to use_request_throttling.
+    # @return [void]
+    def throttle_connection_rate
+      now = Time.now
+      delta = now - (last_new_connection_at || now)
+      _throttle(delta, now) if delta < OandaAPI.configuration.min_new_connection_interval &&
+                                       OandaAPI.configuration.use_request_throttling?
+      self.last_new_connection_at = Time.now
+    end
+
+    # Methods in this module are mixed into the including class as singletons.
+    module ClassMethods
+      #
+      # Enables or Disables connection rate limits
+      # @param use_throttling [Boolean] if `false` connection rates
+      #   are NOT limited
+      # @return [void]
+      def limit_connection_rate(use_throttling=true)
+        klass = self
+        Throttling.save_original_new_method klass
+
+        unless use_throttling
+          Throttling.restore_original_new_method klass
+          return
+        end
+
+        # Use an anonymous module, so that it can be prepended into
+        # the including class. Prepending is important because we're
+        # monkey-patching the including class's `.new` method, and want
+        # to be able to call `super` to invoke that original `.new`.
+        connection_rate_limiter = Module.new do
+          klass.define_singleton_method :new do |*args, &block|
+            Throttling.throttle_connection_rate
+            #
+            # `super` works here because we use prepend to mix this module
+            # into the including class.
+            super *args, &block
+          end
+        end
+        prepend connection_rate_limiter
+      end
+    end
+
+    private
+    # @private
+    def _throttle(delta, time)
+      sleep OandaAPI.configuration.min_new_connection_interval - delta
+    end
+  end
+end
+
+# Mix into Net::HTTP to add rate limiting behavior
+Net::HTTP.send :include, OandaAPI::Throttling

data/lib/oanda_api/version.rb

@@ -1,3 +1,3 @@
 module OandaAPI
-  VERSION = "0.9.5"
+  VERSION = "0.9.6"
 end

data/oanda_api.gemspec

@@ -21,12 +21,12 @@ Gem::Specification.new do |s|
   s.test_files    = `git ls-files -- {test,spec,features}/*`.split("\n")
   s.require_paths = ["lib"]
 
-  s.add_dependency "httparty",                  "~> 0.13", ">= 0.13.5"
+  s.add_dependency "httparty",                  "~> 0.13", ">=0.13.5"
   s.add_dependency "persistent_httparty",       "~> 0.1"
   s.add_dependency "http-exceptions",           "~> 0.0"
 
   s.add_development_dependency "rspec",         "~> 3.2"
-  s.add_development_dependency "vcr",           "~> 3.0"
-  s.add_development_dependency "webmock",       "~> 1.24"
-  s.add_development_dependency "yard",          "~> 0.8"
+  s.add_development_dependency "vcr",           "~> 4.0"
+  s.add_development_dependency "webmock",       "~> 3.2.1"
+  s.add_development_dependency "yard",          "~> 0.9"
 end

data/spec/fixtures/vcr_cassettes/accounts_get.yml

@@ -14,16 +14,16 @@ http_interactions:
       Connection:
       - keep-alive
       Keep-Alive:
-      - 30
+      - '30'
   response:
     status:
       code: 200
       message: OK
     headers:
       Server:
-      - openresty/1.7.0.1
+      - openresty/1.9.15.1
       Date:
-      - Mon, 14 Mar 2016 16:28:06 GMT
+      - Mon, 08 Jan 2018 18:26:29 GMT
       Content-Type:
       - application/json
       Content-Length:
@@ -32,6 +32,8 @@ http_interactions:
       - keep-alive
       Etag:
       - '"efb224b14d5e6c03ab1a19a9983274e09d124b20"'
+      Access-Control-Allow-Origin:
+      - "*"
     body:
       encoding: UTF-8
       string: "{\n\t\"accounts\" : [\n\t\t{\n\t\t\t\"accountId\" : 1871900,\n\t\t\t\"accountName\"
@@ -41,5 +43,5 @@ http_interactions:
         : 5094848,\n\t\t\t\"accountName\" : \"WTI\",\n\t\t\t\"accountCurrency\" :
         \"CAD\",\n\t\t\t\"marginRate\" : 0.05\n\t\t}\n\t]\n}"
     http_version: 
-  recorded_at: Mon, 14 Mar 2016 16:28:06 GMT
-recorded_with: VCR 3.0.1
+  recorded_at: Mon, 08 Jan 2018 18:26:40 GMT
+recorded_with: VCR 4.0.0

data/spec/fixtures/vcr_cassettes/accounts_id_get.yml

@@ -14,16 +14,16 @@ http_interactions:
       Connection:
       - keep-alive
       Keep-Alive:
-      - 30
+      - '30'
   response:
     status:
       code: 200
       message: OK
     headers:
       Server:
-      - openresty/1.7.0.1
+      - openresty/1.9.15.1
       Date:
-      - Mon, 14 Mar 2016 16:28:07 GMT
+      - Mon, 08 Jan 2018 18:26:30 GMT
       Content-Type:
       - application/json
       Content-Length:
@@ -32,6 +32,8 @@ http_interactions:
       - keep-alive
       Etag:
       - '"efb224b14d5e6c03ab1a19a9983274e09d124b20"'
+      Access-Control-Allow-Origin:
+      - "*"
     body:
       encoding: UTF-8
       string: "{\n\t\"accounts\" : [\n\t\t{\n\t\t\t\"accountId\" : 1871900,\n\t\t\t\"accountName\"
@@ -41,7 +43,7 @@ http_interactions:
         : 5094848,\n\t\t\t\"accountName\" : \"WTI\",\n\t\t\t\"accountCurrency\" :
         \"CAD\",\n\t\t\t\"marginRate\" : 0.05\n\t\t}\n\t]\n}"
     http_version: 
-  recorded_at: Mon, 14 Mar 2016 16:28:07 GMT
+  recorded_at: Mon, 08 Jan 2018 18:26:40 GMT
 - request:
     method: get
     uri: https://api-fxpractice.oanda.com/v1/accounts/1871900
@@ -56,30 +58,32 @@ http_interactions:
       Connection:
       - keep-alive
       Keep-Alive:
-      - 30
+      - '30'
   response:
     status:
       code: 200
       message: OK
     headers:
       Server:
-      - openresty/1.7.0.1
+      - openresty/1.9.15.1
       Date:
-      - Mon, 14 Mar 2016 16:28:08 GMT
+      - Mon, 08 Jan 2018 18:26:30 GMT
       Content-Type:
       - application/json
       Content-Length:
-      - '276'
+      - '281'
       Connection:
       - keep-alive
       Etag:
-      - '"158b907f059d85274d407e88979dc2a616a3e0c9"'
+      - '"2b9c9470fe6b14a3b70f84f38c304849658437fd"'
+      Access-Control-Allow-Origin:
+      - "*"
     body:
       encoding: UTF-8
       string: "{\n\t\"accountId\" : 1871900,\n\t\"accountName\" : \"Primary\",\n\t\"balance\"
-        : 100375.6663,\n\t\"unrealizedPl\" : -18.712,\n\t\"realizedPl\" : 332.7989,\n\t\"marginUsed\"
-        : 8111.17,\n\t\"marginAvail\" : 92245.7843,\n\t\"openTrades\" : 16,\n\t\"openOrders\"
-        : 0,\n\t\"marginRate\" : 0.05,\n\t\"accountCurrency\" : \"USD\"\n}"
+        : 95861.8318,\n\t\"unrealizedPl\" : 20787.7185,\n\t\"realizedPl\" : 802.0217,\n\t\"marginUsed\"
+        : 19156.3275,\n\t\"marginAvail\" : 97493.2228,\n\t\"openTrades\" : 33,\n\t\"openOrders\"
+        : 4,\n\t\"marginRate\" : 0.05,\n\t\"accountCurrency\" : \"USD\"\n}"
     http_version: 
-  recorded_at: Mon, 14 Mar 2016 16:28:08 GMT
-recorded_with: VCR 3.0.1
+  recorded_at: Mon, 08 Jan 2018 18:26:40 GMT
+recorded_with: VCR 4.0.0

data/spec/fixtures/vcr_cassettes/calendar_events_period_get.yml

@@ -14,41 +14,47 @@ http_interactions:
       Connection:
       - keep-alive
       Keep-Alive:
-      - 30
+      - '30'
   response:
     status:
       code: 200
       message: OK
     headers:
       Server:
-      - openresty/1.7.0.1
+      - openresty/1.9.15.1
       Date:
-      - Tue, 15 Mar 2016 02:04:37 GMT
+      - Mon, 08 Jan 2018 18:26:30 GMT
       Content-Type:
       - application/json
       Content-Length:
-      - '141'
+      - '503'
       Connection:
       - keep-alive
       Vary:
       - Accept-Encoding
       - Accept-Encoding
       - Content-Type
+      Access-Control-Allow-Headers:
+      - Accept, Authorization, Content-Type, Origin, X-Accept-DateTime-Format, X-HTTP-Method-Override
+      Access-Control-Allow-Methods:
+      - GET, OPTIONS
+      Access-Control-Allow-Origin:
+      - "*"
       Version:
       - '0.2'
       X-Catalyst:
       - '5.90042'
       Set-Cookie:
-      - opc_id=457AC54C-EA52-11E5-A7B3-D5EF00E185C7; path=/; Expires=Fri, 13-Mar-2026
-        02:04:37 GMT
-      - opc_id=457ACA42-EA52-11E5-8CFC-C9DDAC69487D; path=/; Expires=Fri, 13-Mar-2026
-        02:04:37 GMT
-      Access-Control-Allow-Origin:
-      - "*"
+      - opc_id=7296EF1E-F4A1-11E7-8B1F-FF0B5ADA5B26; path=/; Expires=Thu, 06-Jan-2028
+        18:26:30 GMT
+      - opc_id=7296F6B2-F4A1-11E7-8C83-952E8752AE89; path=/; Expires=Thu, 06-Jan-2028
+        18:26:30 GMT
     body:
       encoding: UTF-8
-      string: '[{"actual":"-0.1","previous":"0.5","currency":"AUD","unit":"% m/m","timestamp":1458001800,"region":"asia","title":"New
-        motor vehicle sales"}]'
+      string: '[{"market":"-0.2","actual":"-0.4","region":"europe","currency":"EUR","forecast":"-0.8","previous":"0.7","unit":"%
+        m/m","timestamp":1515394800,"title":"Factory orders (sa)","impact":2},{"market":"-0.1","actual":"0.0","region":"europe","currency":"CHF","previous":"-0.1","unit":"%
+        m/m","timestamp":1515399300,"title":"CPI","impact":3},{"market":"0.2","actual":"-0.6","region":"europe","currency":"GBP","previous":"0.3","unit":"%
+        m/m","timestamp":1515400200,"title":"Halifax House Price Index","impact":1}]'
     http_version: 
-  recorded_at: Tue, 15 Mar 2016 02:04:37 GMT
-recorded_with: VCR 3.0.1
+  recorded_at: Mon, 08 Jan 2018 18:26:41 GMT
+recorded_with: VCR 4.0.0

data/spec/fixtures/vcr_cassettes/calendar_instrument_and_period_get.yml

@@ -14,48 +14,51 @@ http_interactions:
       Connection:
       - keep-alive
       Keep-Alive:
-      - 30
+      - '30'
   response:
     status:
       code: 200
       message: OK
     headers:
       Server:
-      - openresty/1.7.0.1
+      - openresty/1.9.15.1
       Date:
-      - Tue, 15 Mar 2016 03:18:02 GMT
+      - Mon, 08 Jan 2018 18:26:30 GMT
       Content-Type:
       - application/json
       Content-Length:
-      - '1521'
+      - '1292'
       Connection:
       - keep-alive
       Vary:
       - Accept-Encoding
       - Accept-Encoding
       - Content-Type
+      Access-Control-Allow-Headers:
+      - Accept, Authorization, Content-Type, Origin, X-Accept-DateTime-Format, X-HTTP-Method-Override
+      Access-Control-Allow-Methods:
+      - GET, OPTIONS
+      Access-Control-Allow-Origin:
+      - "*"
       Version:
       - '0.2'
       X-Catalyst:
       - '5.90042'
       Set-Cookie:
-      - opc_id=86B5FFB8-EA5C-11E5-881F-D1E6F4BDB1E4; path=/; Expires=Fri, 13-Mar-2026
-        03:18:02 GMT
-      - opc_id=86B6044A-EA5C-11E5-B985-AD0F236BD5E3; path=/; Expires=Fri, 13-Mar-2026
-        03:18:02 GMT
-      Access-Control-Allow-Origin:
-      - "*"
+      - opc_id=7250BBAC-F4A1-11E7-BE04-88F12FF57115; path=/; Expires=Thu, 06-Jan-2028
+        18:26:30 GMT
+      - opc_id=7250C322-F4A1-11E7-A624-8A0207DAA140; path=/; Expires=Thu, 06-Jan-2028
+        18:26:30 GMT
     body:
       encoding: UTF-8
-      string: '[{"market":"0.5","actual":"3.3","region":"europe","currency":"EUR","forecast":"-0.3","previous":"-0.3","unit":"%
-        m/m","timestamp":1457420400,"title":"Industrial Production","impact":2},{"market":"180","actual":"212.6","region":"americas","currency":"CAD","previous":"165.1","unit":"k","timestamp":1457442900,"title":"Housing
-        starts","impact":2},{"market":"-2.3","actual":"-9.8","region":"americas","currency":"CAD","previous":"7.7","unit":"%
-        m/m","timestamp":1457443800,"title":"Building permits","impact":2},{"currency":"CAD","unit":"","timestamp":1457535600,"region":"americas","title":"BoC
-        interest rate announcement","impact":3},{"market":"0.05","actual":"0.00","region":"europe","currency":"EUR","forecast":"0.05","previous":"0.05","unit":"%","timestamp":1457613900,"title":"ECB
-        - Refinancing Rate","impact":3},{"market":"-0.4","actual":"-0.40","region":"europe","currency":"EUR","forecast":"-0.4","previous":"-0.3","unit":"%","timestamp":1457613900,"title":"ECB
-        - Deposit Rate","impact":3},{"currency":"EUR","unit":"","timestamp":1457616600,"region":"europe","title":"ECB
-        President Draghi gives press conference following interest rate announcement","impact":3},{"market":"10","actual":"-2.3","region":"americas","currency":"CAD","forecast":"0","previous":"-5.7","unit":"k","timestamp":1457703000,"title":"Net
-        Change in Employment","impact":2},{"market":"7.2","actual":"7.3","region":"americas","currency":"CAD","forecast":"7.2","previous":"7.2","unit":"%","timestamp":1457703000,"title":"Unemployment","impact":2}]'
+      string: '[{"market":"-13","actual":"-29","region":"europe","currency":"EUR","previous":"-20","unit":"k","timestamp":1514969700,"title":"Unemployment
+        Change","impact":2},{"market":"5.5","actual":"5.5","region":"europe","currency":"EUR","previous":"5.5","unit":"%","timestamp":1514969700,"title":"Unemployment
+        Rate (sa)","impact":2},{"market":"1","actual":"2.3","region":"europe","currency":"EUR","previous":"-1.0","unit":"%
+        m/m","timestamp":1515135600,"title":"Retail Sales","impact":2},{"market":"1.4","actual":"1.4","region":"europe","currency":"EUR","forecast":"1.4","previous":"1.5","unit":"%
+        y/y","timestamp":1515146400,"title":"HICP","impact":3},{"market":"1.0","actual":"0.9","region":"europe","currency":"EUR","forecast":"0.9","previous":"0.9","unit":"%
+        y/y","timestamp":1515146400,"title":"HICP - Core","impact":3},{"market":"6.0","actual":"5.7","region":"americas","currency":"CAD","previous":"5.9","unit":"%","timestamp":1515159000,"title":"Unemployment","impact":3},{"actual":"60.4","previous":"63.0","currency":"CAD","unit":"index","timestamp":1515164400,"region":"americas","title":"Ivey
+        PMI","impact":2},{"market":"-0.2","actual":"-0.4","region":"europe","currency":"EUR","forecast":"-0.8","previous":"0.7","unit":"%
+        m/m","timestamp":1515394800,"title":"Factory orders (sa)","impact":2}]'
     http_version: 
-  recorded_at: Tue, 15 Mar 2016 03:18:02 GMT
-recorded_with: VCR 3.0.1
+  recorded_at: Mon, 08 Jan 2018 18:26:41 GMT
+recorded_with: VCR 4.0.0

data/spec/fixtures/vcr_cassettes/calendar_period_get.yml

@@ -14,41 +14,47 @@ http_interactions:
       Connection:
       - keep-alive
       Keep-Alive:
-      - 30
+      - '30'
   response:
     status:
       code: 200
       message: OK
     headers:
       Server:
-      - openresty/1.7.0.1
+      - openresty/1.9.15.1
       Date:
-      - Tue, 15 Mar 2016 03:18:02 GMT
+      - Mon, 08 Jan 2018 18:26:30 GMT
       Content-Type:
       - application/json
       Content-Length:
-      - '141'
+      - '503'
       Connection:
       - keep-alive
       Vary:
       - Accept-Encoding
       - Accept-Encoding
       - Content-Type
+      Access-Control-Allow-Headers:
+      - Accept, Authorization, Content-Type, Origin, X-Accept-DateTime-Format, X-HTTP-Method-Override
+      Access-Control-Allow-Methods:
+      - GET, OPTIONS
+      Access-Control-Allow-Origin:
+      - "*"
       Version:
       - '0.2'
       X-Catalyst:
       - '5.90042'
       Set-Cookie:
-      - opc_id=86D286D8-EA5C-11E5-BFAA-A35DFB29ED21; path=/; Expires=Fri, 13-Mar-2026
-        03:18:02 GMT
-      - opc_id=86D28C82-EA5C-11E5-B66E-E64900000000; path=/; Expires=Fri, 13-Mar-2026
-        03:18:02 GMT
-      Access-Control-Allow-Origin:
-      - "*"
+      - opc_id=72769714-F4A1-11E7-B1C7-C41200000000; path=/; Expires=Thu, 06-Jan-2028
+        18:26:30 GMT
+      - opc_id=7276A57E-F4A1-11E7-A835-D187E969E271; path=/; Expires=Thu, 06-Jan-2028
+        18:26:30 GMT
     body:
       encoding: UTF-8
-      string: '[{"actual":"-0.1","previous":"0.5","currency":"AUD","unit":"% m/m","timestamp":1458001800,"region":"asia","title":"New
-        motor vehicle sales"}]'
+      string: '[{"market":"-0.2","actual":"-0.4","region":"europe","currency":"EUR","forecast":"-0.8","previous":"0.7","unit":"%
+        m/m","timestamp":1515394800,"title":"Factory orders (sa)","impact":2},{"market":"-0.1","actual":"0.0","region":"europe","currency":"CHF","previous":"-0.1","unit":"%
+        m/m","timestamp":1515399300,"title":"CPI","impact":3},{"market":"0.2","actual":"-0.6","region":"europe","currency":"GBP","previous":"0.3","unit":"%
+        m/m","timestamp":1515400200,"title":"Halifax House Price Index","impact":1}]'
     http_version: 
-  recorded_at: Tue, 15 Mar 2016 03:18:02 GMT
-recorded_with: VCR 3.0.1
+  recorded_at: Mon, 08 Jan 2018 18:26:41 GMT
+recorded_with: VCR 4.0.0

data/spec/fixtures/vcr_cassettes/candles_options_get.yml

@@ -14,30 +14,32 @@ http_interactions:
       Connection:
       - keep-alive
       Keep-Alive:
-      - 30
+      - '30'
   response:
     status:
       code: 200
       message: OK
     headers:
       Server:
-      - openresty/1.7.0.1
+      - openresty/1.9.15.1
       Date:
-      - Mon, 14 Mar 2016 23:03:28 GMT
+      - Mon, 08 Jan 2018 18:26:34 GMT
       Content-Type:
       - application/json
       Content-Length:
-      - '259'
+      - '254'
       Connection:
       - keep-alive
       Etag:
-      - '"c7552c220406ff187c34d0c25964c2f79aed1d9f"'
+      - '"6d5bf87c951bbd04839c13ab691326007159991a"'
+      Access-Control-Allow-Origin:
+      - "*"
     body:
       encoding: UTF-8
       string: "{\n\t\"instrument\" : \"EUR_USD\",\n\t\"granularity\" : \"M1\",\n\t\"candles\"
-        : [\n\t\t{\n\t\t\t\"time\" : \"2016-03-14T23:03:00.000000Z\",\n\t\t\t\"openMid\"
-        : 1.110365,\n\t\t\t\"highMid\" : 1.110365,\n\t\t\t\"lowMid\" : 1.11036,\n\t\t\t\"closeMid\"
-        : 1.11036,\n\t\t\t\"volume\" : 2,\n\t\t\t\"complete\" : false\n\t\t}\n\t]\n}"
+        : [\n\t\t{\n\t\t\t\"time\" : \"2018-01-08T18:26:00.000000Z\",\n\t\t\t\"openMid\"
+        : 1.1968,\n\t\t\t\"highMid\" : 1.1968,\n\t\t\t\"lowMid\" : 1.19676,\n\t\t\t\"closeMid\"
+        : 1.1968,\n\t\t\t\"volume\" : 5,\n\t\t\t\"complete\" : false\n\t\t}\n\t]\n}"
     http_version: 
-  recorded_at: Mon, 14 Mar 2016 23:03:29 GMT
-recorded_with: VCR 2.9.3
+  recorded_at: Mon, 08 Jan 2018 18:26:45 GMT
+recorded_with: VCR 4.0.0