oanda_api 0.9.4 → 0.9.5

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data/CHANGELOG.md

@@ -1,5 +1,68 @@
 # Change Log
 
+## 0.9.5
+* 2016-03-18 Fixed `OandaAPI::Resource::Order#initialize` to correctly initialize `#order_opened`, `#trade_opened`, `#trade_reduced`, and `#trades_closed` from the response data.
+
+* 2016-03-16 Added support for the Oanda [Forex Labs Spread History](http://developer.oanda.com/rest-live/forex-labs/#spreads) API:
+
+   ```ruby
+     require 'oanda_api'
+     # If you want to use sugar like: 1.day, 1.hour, 1.week, etc.
+     require 'active_support/core_ext/numeric/time'
+   
+     client = OandaAPI::Client::TokenClient.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))   
+     spreads = client.spreads(instrument: "EUR_USD", period: 1.day).get
+     
+     spreads.class                    # OandaAPI::Resource::Labs::SpreadHistory
+     spreads.averages.size            # => 94
+     spreads.maximums.size            # => 76
+     spreads.averages.size            # => 50
+     
+     spreads.averages.first.spread    # => 1.81711
+     spreads.averages.first.timestamp # => 1458081900
+     spreads.averages.first.time      # => 2016-03-15 23:00:00 UTC
+     
+     spreads.maximums.first.spread    # => 2.1
+     spreads.maximums.first.timestamp # => 1458082800
+     spreads.maximums.first.time      # => 2016-03-15 23:00:00 UTC
+     
+     spreads.minimums.first.spread    # => 1.6
+     spreads.minimums.first.timestamp # => 1458081900
+     spreads.minimums.first.time      # => 2016-03-15 23:00:00 UTC
+   ```
+
+* 2016-03-16 Fixed `OandaAPI::Streaming::Client#emit_heartbeats=true`. Now heartbeats actually will be emitted if true. Previously this setting was ignored and heartbeats were never emitted. Thanks [dogwood008](https://github.com/dogwood008)!
+
+* 2016-03-15  Now TLS verify_mode is explicitly set to OpenSSL::SSL::VERIFY_PEER instead of relying on underlying library defaults.
+
+* 2016-03-14  Added support for the Oanda [Forex Labs Economic Calendar](http://developer.oanda.com/rest-live/forex-labs/#calendar) API:
+
+  Thanks [unageanu](https://github.com/unageanu)!
+
+   ```ruby
+     require 'oanda_api'
+     # If you want to use sugar like: 1.day, 1.hour, 1.week, etc.
+     require 'active_support/core_ext/numeric/time'
+   
+     client = OandaAPI::Client::TokenClient.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))
+   
+     client.calendar_events(period: 1.day).get.each do |event|
+       event.class     # => OandaAPI::Resource::CalendarEvent
+       event.title     # => "Industrial Production"
+       event.currency  # => "EUR"
+       event.region    # => "europe"
+       event.forecast  # => "-0.3"
+       event.previous  # => "-0.3"
+       event.actual    # => "3.3"
+       event.impact    # => "2"
+       event.unit      # => "% m/m"
+       event.timestamp # => 1457420400
+       event.time      # => 2016-03-08 07:00:00 UTC
+     end
+   ```
+     
+* 2016-03-14 Deprecated `OandaAPI::Client::UsernameClient`. The `http://api-sandbox.oanda.com/` endpoint that this client used is no longer supported by Oanda. Instead, you can use `OandaAPI::Client::TokenClient` with a practice account.
+
 ## 0.9.4
 
 * Added multi-threaded support for request throttling. Now if you've configured the API to use request throttling:
@@ -19,19 +82,18 @@ and if you access a single instance of the API from multiple threads, then the r
       config.connection_pool_size = 5
   end
    ```
-Thanks [Eric](https://github.com/lifeBCE).
+Thanks [LifeBCE](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).
-* Fixed issue [#6](https://github.com/nukeproof/oanda_api/issues/6) to make streaming JSON parsers available correctly under *nix. Thanks [Eric](https://github.com/lifeBCE).
+* Fixed support for retrieving [full account history](http://developer.oanda.com/rest-live/transaction-history/#getFullAccountHistory). Thanks [bewon](https://github.com/bewon)!
+* Fixed issue [#6](https://github.com/nukeproof/oanda_api/issues/6) to make streaming JSON parsers available correctly under *nix. Thanks [LifeBCE](https://github.com/lifeBCE)!
 
 ## 0.9.2
 
  * Specify version of HTTParty as 0.13.3 until HTTParty issue [#398](https://github.com/jnunemaker/httparty/issues/398) is resolved.
  * Now support any whitespace as delimiting multiple JSON objects in streaming API with `OandaAPI::Streaming::Adapters::Generic`.
 
-
 ## 0.9.1
 
  * Fixed JSON serialization for nested ResourceBase instances.
@@ -42,7 +104,6 @@ Thanks [Eric](https://github.com/lifeBCE).
 ###What's New?
 As with version 0.9.0, `OandaAPI::Streaming::Client` will use the JSON gem parser if it is the only JSON parser installed. However, the JSON gem does not support parsing streams of objects very robustly (i.e. it expects complete documents, or the stream to delimit multiple objects consistently). If you are using the streaming API, and install either the [yajl-ruby](https://github.com/brianmario/yajl-ruby) gem (for MRI and Rubinius ruby) or the [gson](https://github.com/avsej/gson.rb) gem (for jruby), then `OandaAPI::Streaming::Client` will use either of those streaming JSON gems for a gain in reliability.
 
-
 ## 0.9.0
 
  * Add support for live [Streaming](http://developer.oanda.com/rest-live/streaming/).
@@ -50,4 +111,4 @@ As with version 0.9.0, `OandaAPI::Streaming::Client` will use the JSON gem parse
  * Fixed Yardoc formatting.
 
 ###What's New?
-OandaAPI now supports Oanda's streaming API for consuming realtime ticks and account transactions. See the example in the README and have a look at the specs for `OandaAPI::Streaming::Client`. 
+OandaAPI now supports Oanda's streaming API for consuming realtime ticks and account transactions. See the example in the README and have a look at the specs for `OandaAPI::Streaming::Client`.

data/README.md

@@ -122,6 +122,31 @@ transaction.time        # => 2014-12-19 03:29:48 UTC
 transaction.type        # => "MARKET_ORDER_CREATE"
 ```
 
+### Getting Economic Calendar Information
+
+```ruby
+require 'oanda_api'
+
+# If you want to use sugar like: 1.day, 1.hour, 1.week, etc.
+require 'active_support/core_ext/numeric/time'
+
+client = OandaAPI::Client::TokenClient.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))
+
+client.calendar(period: 1.day).get.each do |event|
+  event.class     # => OandaAPI::Resource::CalendarEvent
+  event.title     # => "Industrial Production"
+  event.currency  # => "EUR"
+  event.region    # => "europe"
+  event.forecast  # => "-0.3"
+  event.previous  # => "-0.3"
+  event.actual    # => "3.3"
+  event.impact    # => "2"
+  event.unit      # => "% m/m"
+  event.timestamp # => 1457420400
+  event.time      # => 2016-03-08 07:00:00 UTC
+end
+```
+
 ##Streaming
 OandaAPI also supports the [Oanda realtime streaming API](http://developer.oanda.com/rest-live/streaming/).
 
@@ -151,7 +176,6 @@ 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(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 |
@@ -169,6 +193,9 @@ for detailed documentation and API usage notes.
 | client.account(123).transactions.get | GET /v1/accounts/123/transactions |
 | client.account(123).transaction(123).get | GET /v1/accounts/123/transactions/123 |
 | client.account(123).alltransactions.get | GET /v1/accounts/123/alltransactions |
+| client.calendar(instrument: "AUD_USD", period: 86400).get | GET /labs/v1/calendar?instrument=AUD_USD&period=86400|
+| client.spreads(instrument: "AUD_USD", period: 86400).get | GET /labs/v1/spreads?instrument=AUD_USD&period=86400|
+
 
 
 Installation
@@ -200,7 +227,7 @@ See the RubyDoc [documentation](http://www.rubydoc.info/gems/oanda_api) for Oand
 ```ruby
 OandaAPI.configure do |config|
   config.use_compression = true
-  config.use_request_rate_throttling = true
+  config.use_request_throttling = true
   config.max_requests_per_second = 10
 end
 ```
@@ -212,7 +239,7 @@ OandaAPI works with Ruby 2.0 and higher.
 
 Tested on:
 
-* MRI 2.1, 2.2
+* MRI 2.1, 2.2, 2.3
 * JRuby 1.7, 9.0.0.0.pre
 * Rubinius 2.4, 2.5
 
@@ -233,6 +260,7 @@ When you're ready to code:
 4. Add new documentation where appropriate using [YARD](http://yardoc.org/) formatting.
 5. Create a new pull request and submit it to me.
 
+
 License
 -------
 

data/lib/oanda_api.rb

@@ -4,6 +4,7 @@ require 'persistent_httparty'
 require 'http/exceptions'
 require 'time'
 
+require_relative 'oanda_api/utils/utils'
 require_relative 'oanda_api/configuration'
 require_relative 'oanda_api/client/client'
 require_relative 'oanda_api/client/namespace_proxy'
@@ -26,5 +27,6 @@ require_relative 'oanda_api/resource/price'
 require_relative 'oanda_api/resource/trade'
 require_relative 'oanda_api/resource/transaction'
 require_relative 'oanda_api/resource/transaction_history'
-require_relative 'oanda_api/utils/utils'
+require_relative 'oanda_api/resource/labs/calendar_event'
+require_relative 'oanda_api/resource/labs/spread_history'
 require_relative 'oanda_api/version'

data/lib/oanda_api/client/client.rb

@@ -23,11 +23,12 @@ module OandaAPI
 
     # Resource URI templates
     BASE_URI = {
-      live:     "https://api-fxtrade.oanda.com/[API_VERSION]",
-      practice: "https://api-fxpractice.oanda.com/[API_VERSION]",
-      sandbox:  "http://api-sandbox.oanda.com/[API_VERSION]"
+      live:     "https://api-fxtrade.oanda.com/",
+      practice: "https://api-fxpractice.oanda.com/",
+      sandbox:  "http://api-sandbox.oanda.com/"
     }
 
+
     # @private
     # Camelizes keys and transforms array values into comma-delimited strings.
     #
@@ -50,7 +51,7 @@ module OandaAPI
     # @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]   
+    # @return [OandaAPI::Client]
     def initialize(options={})
       super()
       load_persistent_connection_adapter options[:connection_adapter_options] || {}
@@ -58,12 +59,13 @@ module OandaAPI
 
     # Returns an absolute URI for a resource request.
     #
-    # @param [String] path the path portion of the URI.
+    # @param [OandaAPI::Client::ResourceDescriptor] resource_descriptor metadata
+    #   describing the requested resource.
     #
     # @return [String] a URI.
-    def api_uri(path)
-      uri = "#{BASE_URI[domain]}#{path}"
-      uri.sub "[API_VERSION]", OandaAPI.configuration.rest_api_version
+    def api_uri(resource_descriptor)
+      api_version = resource_descriptor.labs? ? OandaAPI.configuration.labs_api_version : OandaAPI.configuration.rest_api_version
+      "#{BASE_URI[domain]}#{api_version}#{resource_descriptor.path}"
     end
 
     # Binds a persistent connection adapter. See documentation for the
@@ -78,6 +80,7 @@ module OandaAPI
         keep_alive:   30,
         warn_timeout: 2,
         pool_size:    OandaAPI.configuration.connection_pool_size,
+        verify_mode:  OpenSSL::SSL::VERIFY_PEER
       }.merge options
 
       Client.persistent_connection_adapter adapter_config
@@ -102,19 +105,21 @@ module OandaAPI
     #
     # @raise [OandaAPI::RequestError] if the API return code is not 2xx.
     def execute_request(method, path, conditions = {})
+      method = Client.map_method_to_http_verb method
+      resource_descriptor = ResourceDescriptor.new path, method
+
       response = Http::Exceptions.wrap_and_check do
-        method = Client.map_method_to_http_verb(method)
         params_key = [:post, :patch, :put].include?(method) ? :body : :query
         Client.throttle_request_rate
         Client.send method,
-                    api_uri(path),
+                    api_uri(resource_descriptor),
                     params_key    => Utils.stringify_keys(conditions.merge(default_params)),
                     :headers      => OandaAPI.configuration.headers.merge(headers),
                     :open_timeout => OandaAPI.configuration.open_timeout,
                     :read_timeout => OandaAPI.configuration.read_timeout
       end
 
-      handle_response response, ResourceDescriptor.new(path, method)
+      handle_response response, resource_descriptor
       rescue Http::Exceptions::HttpException => e
         raise OandaAPI::RequestError, e.message
     end
@@ -158,7 +163,7 @@ module OandaAPI
       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
+      self.last_request_at = Time.now
     end
 
     # @private

data/lib/oanda_api/client/namespace_proxy.rb

@@ -35,7 +35,7 @@ module OandaAPI
 
         @client = client
         @conditions = {}
-        @namespace_segments = [Utils.pluralize(namespace_segment)]
+        @namespace_segments = [ResourceBase.pluralize(namespace_segment)]
         extract_key_and_conditions conditions
       end
 
@@ -107,7 +107,7 @@ module OandaAPI
           @client.execute_request sym, namespace, conditions, &block
         else
           ns = self.clone
-          ns.namespace_segments << Utils.pluralize(sym)
+          ns.namespace_segments << ResourceBase.pluralize(sym)
           ns.extract_key_and_conditions args.first
           ns
         end

data/lib/oanda_api/client/resource_descriptor.rb

@@ -13,15 +13,21 @@ module OandaAPI
     # @!attribute [r] resource_klass
     #   @return [Symbol] class of the resource.
     class ResourceDescriptor
+
       attr_reader :collection_name, :path, :resource_klass
 
       # Mapper for not "typical" resources.
       #   Key is a resource from the API path.
-      #   Value is a hash that can contain "resource_name" from the code and/or
-      #   "is_collection" (if true: will force treating response as a collection of resources,
-      #   if false: will force treating response as a single resource).
+      #   Value is a hash that can contain: 1) "resource_name" which is the OandaAPI ruby resource name and/or
+      #   2) "is_collection" (if true: response treated as a collection,
+      #   false: response treated as a singular resource) and/or
+      #   3) "api_resource_name" the actual API resource name
       RESOURCES_MAPPER = {
-          alltransactions: { resource_name: "transaction_history", is_collection: false }
+          alltransactions: { resource_name: "transaction_history", is_collection: false},
+          calendar:        { resource_name: "calendar_event",      is_collection: true},
+          calendar_events: { resource_name: "calendar_event",      is_collection: true,  api_resource_name: "calendar"},
+          spreads:         { resource_name: "spread_history",      is_collection: false, api_resource_name: "spreads"},
+          spread_historys: { resource_name: "spread_history",      is_collection: false, api_resource_name: "spreads"}
       }
 
       # Analyzes the resource request and determines the type of resource
@@ -32,7 +38,7 @@ module OandaAPI
       # @param [Symbol] method an http verb (see {OandaAPI::Client.map_method_to_http_verb}).
       def initialize(path, method)
         @path = path
-        path.match(/\/(?<resource_name>[a-z]*)\/?(?<resource_id>\w*?)$/) do |names|
+        path.match(/\/(?<resource_name>[a-z_]*)\/?(?<resource_id>\w*?)$/) do |names|
           initialize_from_resource_name(names[:resource_name], method, names[:resource_id])
         end
       end
@@ -43,15 +49,22 @@ module OandaAPI
         @is_collection
       end
 
+      # True if the resource represented by the path is one found in the "Labs"
+      #  resources in the API.
+      #  See {http://developer.oanda.com/rest-live/forex-labs/ Forex Labs} for
+      #  details on Labs resources.
+      def labs?
+        OandaAPI::ResourceBase.labs_resource? resource_klass
+      end
+
       private
 
       # The resource type
       # @param [String] resource_name
       # @return [void]
       def resource_klass=(resource_name)
-        klass_symbol = OandaAPI::Utils.classify(resource_name).to_sym
-        fail ArgumentError, "Invalid resource" unless OandaAPI::Resource.constants.include?(klass_symbol)
-        @resource_klass = OandaAPI::Resource.const_get klass_symbol
+        @resource_klass = OandaAPI::ResourceBase.class_from_symbol resource_name.to_sym
+        fail ArgumentError, "Invalid resource: #{resource_name}" unless @resource_klass
       end
 
       # Will set instance attributes based on resource_name, method and resource_id.
@@ -65,7 +78,10 @@ module OandaAPI
                                                  { resource_name: Utils.singularize(resource_name) })
         self.resource_klass = mapped_resource.fetch :resource_name
         @is_collection      = mapped_resource.fetch :is_collection, method == :get && resource_id.empty?
-        @collection_name    = Utils.pluralize(mapped_resource.fetch(:resource_name)).to_sym if is_collection?
+        @collection_name    = ResourceBase.pluralize(mapped_resource.fetch(:resource_name)).to_sym if is_collection?
+
+        # If resource is using an alias name, replace it with its real API resource name.
+        @path.sub!(/\w*$/, mapped_resource[:api_resource_name]) if mapped_resource[:api_resource_name]
       end
     end
   end

data/lib/oanda_api/client/username_client.rb

@@ -1,5 +1,10 @@
 module OandaAPI
   module Client
+    # :nocov:
+    #
+    # *DEPRECATED:* The Sandbox API endpoint is no longer supported by Oanda.
+    # @deprecated Please use {OandaAPI::Client::TokenClient} with a practice account instead.
+    # 
     # Makes requests to the API.
     # Instances access the Oanda _sandbox_ environment.
     # Most client requests require a valid Oanda sandbox account username.
@@ -36,6 +41,7 @@ module OandaAPI
 
       # @param [String] username used for authentication.
       def initialize(username, options={})
+        warn Kernel.caller.first + " [DEPRECATION] `OandaAPI::Client::UsernameClient` is deprecated.  Please use `OandaAPI::Client::TokenClient` instead."
         super options
         @domain = :sandbox
         @username = username
@@ -49,5 +55,6 @@ module OandaAPI
         { "username" => @username }
       end
     end
+    # :nocov:
   end
 end

data/lib/oanda_api/configuration.rb

@@ -4,6 +4,7 @@ module OandaAPI
   # Configures client API settings.
   class Configuration
     DATETIME_FORMAT         = :rfc3339
+    LABS_API_VERSION        = "labs/v1"
     MAX_REQUESTS_PER_SECOND = 15
     OPEN_TIMEOUT            = 10
     READ_TIMEOUT            = 10
@@ -40,6 +41,19 @@ module OandaAPI
       @datetime_format = value
     end
 
+    # The Oanda Labs API version used by the client.
+    # @return [String]
+    def labs_api_version
+      @labs_api_version ||= LABS_API_VERSION
+    end
+
+    # See {#labs_api_version}.
+    # @param [String] value
+    # @return [void]
+    def labs_api_version=(value)
+      @labs_api_version = value
+    end
+
     # The maximum number of requests per second allowed to be made through the
     # API. Only enforced if {#use_request_throttling?} is `true`.
     #

data/lib/oanda_api/resource/account.rb

@@ -13,10 +13,8 @@ module OandaAPI
                     :margin_used,
                     :open_orders,
                     :open_trades,
-                    :password,
                     :realized_pl,
-                    :unrealized_pl,
-                    :username
+                    :unrealized_pl
 
       alias_method :id,  :account_id
       alias_method :id=, :account_id=
@@ -32,6 +30,27 @@ module OandaAPI
         @open_trades = []
         super
       end
+
+      # :nocov:
+      def password=(v)
+        deprecated :password
+      end
+      
+      def password
+        deprecated :password
+      end
+
+      def username=(v)
+        deprecated :username
+      end
+
+      def username
+        deprecated :username
+      end
+      # :nocov:
+      def deprecated(method)
+        warn Kernel.caller.first + " [ DEPRECATED ] #{method} has been removed by Oanda"
+      end
     end
   end
 end