oanda_api 0.9.5 → 0.9.6

checksums.yaml

@@ -1,7 +1,7 @@
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data/.gitignore

@@ -36,3 +36,4 @@ spec/reports
 .rubocop*
 .rvmrc
 .yardoc
+.byebug_history

data/.travis.yml

@@ -0,0 +1,15 @@
+env:
+  global:
+    - OANDA_API_TESTING_TOKEN=test
+language: ruby
+rvm:
+  - 2.4.0
+before_script:
+  - curl -L https://codeclimate.com/downloads/test-reporter/test-reporter-latest-linux-amd64 > ./cc-test-reporter
+  - chmod +x ./cc-test-reporter
+  - ./cc-test-reporter before-build
+script:
+  - bundle exec rspec
+after_script:
+  - ./cc-test-reporter after-build --exit-code $TRAVIS_TEST_RESULT
+

data/CHANGELOG.md

@@ -1,5 +1,20 @@
 # Change Log
 
+## 0.9.6
+* 2018-01-12 Fix streaming issue [#18](https://github.com/nukeproof/oanda_api/issues/18) Thanks [josacar](https://github.com/josacar)!
+* 2018-01-10 Add support for latest version of httparty (0.15). Support Ruby MRI 2.4 & 2.5. Fixes [#19](https://github.com/nukeproof/oanda_api/issues/19)
+* 2016-06-06 Fixed request rate throttling to correct calculation of wait times. Prior to this fix, under heavy loads from multiple threads, wait times could be calculated incorrectly and result in excessive delays between requests. Thanks [LifeBCE](https://github.com/lifeBCE)!
+* 2016-04-11 Added support for rate limiting new connections. See [Connection Limits](http://developer.oanda.com/rest-live/best-practices/#connection_limits) for details on limits. Rate limiting is NOT enabled by default. To enable rate limiting:
+
+   ```ruby
+		OandaAPI.configure do |config|
+		  config.use_request_throttling = true
+		  config.max_new_connections_per_second = 1
+		end
+	```
+
+  `config.use_request_throttling = true` can prevent exceeding Oanda's limit on the rate of creating new connections (you'll receive an HTTP 429 response, and a message stating: "Rate limit violation of newly established connections" if you exceed the limit). Note that this is a completely separate rate limit from the maximum number of requests allowed per second on an established connection (use `config.max_requests_per_second` to configure that).
+
 ## 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.
 
@@ -9,23 +24,23 @@
      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 = 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
@@ -43,9 +58,9 @@
      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"
@@ -60,7 +75,7 @@
        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

data/Gemfile

@@ -16,7 +16,6 @@ end
 
 group :test do
   gem "simplecov", :require => false
-  gem "codeclimate-test-reporter", :group => :test, :require => nil
-  # gem "yajl-ruby"      # install this if you're running under mri or rubinius
-  # gem "gson"           # install this if you're running under jruby
+ # gem "yajl-ruby"      # install this if you're running under mri or rubinius
+ # gem "gson"           # install this if you're running under jruby
 end

data/README.md

@@ -2,9 +2,10 @@
 [![Gem Version](https://badge.fury.io/rb/oanda_api.svg)](https://rubygems.org/gems/oanda_api)
 [![Code Climate](https://codeclimate.com/github/nukeproof/oanda_api/badges/gpa.svg)](https://codeclimate.com/github/nukeproof/oanda_api)
 [![Test Coverage](https://codeclimate.com/github/nukeproof/oanda_api/badges/coverage.svg)](https://codeclimate.com/github/nukeproof/oanda_api)
+[![Build Status](https://travis-ci.org/nukeproof/oanda_api.svg?branch=master)](https://travis-ci.org/nukeproof/oanda_api)
 
 Access Oanda FX accounts, get market data, trade, build trading strategies using Ruby.
-## Synopsis 
+## Synopsis
 OandaAPI is a simple Ruby wrapper for the [Oanda REST API](http://developer.oanda.com/rest-live/introduction/).
 
 This style of API wrapper is typically called a [fluent](http://en.wikipedia.org/wiki/Fluent_interface) interface. The wrapper translates native Ruby objects to and from JSON representations that the API understands.
@@ -12,8 +13,8 @@ This style of API wrapper is typically called a [fluent](http://en.wikipedia.org
 For example,
 
 ```ruby
-client = OandaAPI::Client::TokenClient.new(:practice, "practice_account_token") 
-account = client.account(12345).get 
+client = OandaAPI::Client::TokenClient.new(:practice, "practice_account_token")
+account = client.account(12345).get
 ```
 
 returns an `OandaAPI::Resource::Account`, with method accessors for all of the [Account](http://developer.oanda.com/rest-live/accounts/) attributes defined by the Oanda API.
@@ -85,7 +86,7 @@ require 'oanda_api'
 client = OandaAPI::Client::TokenClient.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))
 
 order = client.account(12345)
-              .order(instrument: "USD_JPY", 
+              .order(instrument: "USD_JPY",
                            type: "market",
                            side: "buy",
                           units: 10_000)
@@ -93,7 +94,7 @@ order = client.account(12345)
 
 order.price            # => 114.887
 order.time             # => 2014-12-20 21:25:57 UTC
-order.trade_opened.id  # => 175491416                         
+order.trade_opened.id  # => 175491416
 ```
 
 ### Closing a position
@@ -107,7 +108,7 @@ position = account.position("USD_JPY").get  # => OandaAPI::Resource::Position
 
 position.ave_price  # => 114.898
 position.side       # => "buy"
-position.units      # => 30_000 
+position.units      # => 30_000
 
 # Close out the 30_000 long position
 closed_position = account.position("USD_JPY").close  # => OandaAPI::Resource::Position
@@ -153,7 +154,7 @@ OandaAPI also supports the [Oanda realtime streaming API](http://developer.oanda
 For example to stream live prices,
 
 ```ruby
-client = OandaAPI::Streaming::Client.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN")) 
+client = OandaAPI::Streaming::Client.new(:practice, ENV.fetch("OANDA_PRACTICE_TOKEN"))
 prices = client.prices(account_id: 1234, instruments: %w[AUD_CAD AUD_CHF])
 prices.stream do |price|
   # Note: The code in this block should handle the price
@@ -161,7 +162,7 @@ prices.stream do |price|
   #       For example, you could publish the tick on a queue to be handled
   #       by some other thread or process.
   price  # => OandaAPI::Resource::Price
-end 
+end
 ```
 
 
@@ -229,6 +230,7 @@ OandaAPI.configure do |config|
   config.use_compression = true
   config.use_request_throttling = true
   config.max_requests_per_second = 10
+	config.max_new_connections_per_second = 1
 end
 ```
 
@@ -240,7 +242,7 @@ OandaAPI works with Ruby 2.0 and higher.
 Tested on:
 
 * MRI 2.1, 2.2, 2.3
-* JRuby 1.7, 9.0.0.0.pre
+* JRuby 9.0.0, 9.0.5
 * Rubinius 2.4, 2.5
 
 Contributing

data/lib/oanda_api.rb

@@ -29,4 +29,5 @@ require_relative 'oanda_api/resource/transaction'
 require_relative 'oanda_api/resource/transaction_history'
 require_relative 'oanda_api/resource/labs/calendar_event'
 require_relative 'oanda_api/resource/labs/spread_history'
+require_relative 'oanda_api/throttling/throttling'
 require_relative 'oanda_api/version'

data/lib/oanda_api/client/client.rb

@@ -116,9 +116,9 @@ module OandaAPI
                     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
+                    :read_timeout => OandaAPI.configuration.read_timeout,
+                    :timeout      => OandaAPI.configuration.open_timeout
       end
-
       handle_response response, resource_descriptor
       rescue Http::Exceptions::HttpException => e
         raise OandaAPI::RequestError, e.message
@@ -159,10 +159,15 @@ module OandaAPI
     #
     # @return [void]
     def self.throttle_request_rate
+      last_request_time = last_request_at
       now = Time.now
-      delta = now - (last_request_at || now)
-      _throttle(delta, now) if delta < OandaAPI.configuration.min_request_interval &&
-                                       OandaAPI.configuration.use_request_throttling?
+
+      if last_request_time
+        delta = now - last_request_time
+        _throttle(delta, now) if delta < OandaAPI.configuration.min_request_interval &&
+                                         OandaAPI.configuration.use_request_throttling?
+      end
+
       self.last_request_at = Time.now
     end
 
@@ -205,9 +210,10 @@ module OandaAPI
     # @return [OandaAPI::ResourceBase, OandaAPI::ResourceCollection] see {#execute_request}
     def handle_response(response, resource_descriptor)
       if resource_descriptor.is_collection?
-        ResourceCollection.new response, resource_descriptor
+        location = response.respond_to?(:location) ? response.location : nil
+        ResourceCollection.new response.parsed_response, resource_descriptor, location: location
       else
-        resource_descriptor.resource_klass.new response
+        resource_descriptor.resource_klass.new response.parsed_response
       end
     end
 

data/lib/oanda_api/configuration.rb

@@ -3,15 +3,16 @@ 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
-    REST_API_VERSION        = "v1"
-    USE_COMPRESSION         = false
-    USE_REQUEST_THROTTLING  = false
-    CONNECTION_POOL_SIZE    = 2
+    DATETIME_FORMAT                = :rfc3339
+    LABS_API_VERSION               = "labs/v1"
+    MAX_NEW_CONNECTIONS_PER_SECOND = 2
+    MAX_REQUESTS_PER_SECOND        = 15
+    OPEN_TIMEOUT                   = 10
+    READ_TIMEOUT                   = 10
+    REST_API_VERSION               = "v1"
+    USE_COMPRESSION                = false
+    USE_REQUEST_THROTTLING         = false
+    CONNECTION_POOL_SIZE           = 2
 
     # Maximum size of the persistent connection pool.
     # @return [Numeric]
@@ -27,7 +28,7 @@ module OandaAPI
     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}.
+    #  See the Oanda Development Guide for more details about {http://developer.oanda.com/rest-live/development-guide/#date_Time_Format DateTime formats}.
     # @return [Symbol]
     def datetime_format
       @datetime_format ||= DATETIME_FORMAT
@@ -54,8 +55,34 @@ module OandaAPI
       @labs_api_version = value
     end
 
+    # The maximum number of new connections per second allowed to be made
+    #  to the API. Only enforced if {#use_request_throttling?} is `true`.
+    #
+    # @return [Numeric]
+    def max_new_connections_per_second
+      @max_new_connections_per_second ||= MAX_NEW_CONNECTIONS_PER_SECOND
+    end
+
+    # See {#max_new_connections_per_second}.
+    # @param [Numeric] value
+    # @return [void]
+    def max_new_connections_per_second=(value)
+      fail ArgumentError, "must be a number > 0" unless value.is_a?(Numeric) && value > 0
+      @min_new_connection_interval = nil
+      @max_new_connections_per_second = value
+    end
+
+    # The minimum amount of time in seconds that must elapse between
+    #  new connection attempts to the API.
+    #  Determined by {#max_new_connections_per_second}. Only enforced if
+    #  {#use_request_throttling?} is `true`.
+    # @return [Float]
+    def min_new_connection_interval
+      @min_new_connection_interval ||= (1.0 / max_new_connections_per_second)
+    end
+
     # The maximum number of requests per second allowed to be made through the
-    # API. Only enforced if {#use_request_throttling?} is `true`.
+    #  API. Only enforced if {#use_request_throttling?} is `true`.
     #
     # @return [Numeric]
     def max_requests_per_second
@@ -71,15 +98,17 @@ module OandaAPI
       @max_requests_per_second = value
     end
 
-    # The minimum amount of time in seconds that must elapse between consecutive requests to the API.
-    # Determined by {#max_requests_per_second}. Only enforced if {#use_request_throttling?} is `true`.
+    # The minimum amount of time in seconds that must elapse between
+    #  consecutive requests to the API. Determined by
+    #  {#max_requests_per_second}. Only enforced if {#use_request_throttling?}
+    #   is `true`.
     # @return [Float]
     def min_request_interval
       @min_request_interval ||= (1.0 / max_requests_per_second)
     end
 
-    # The number of seconds the client waits for a new HTTP connection to be established before
-    # raising a timeout exception.
+    # The number of seconds the client waits for a new HTTP connection to be
+    #  established before raising a timeout exception.
     # @return [Numeric]
     def open_timeout
       @open_timeout ||= OPEN_TIMEOUT
@@ -94,7 +123,7 @@ module OandaAPI
     end
 
     # The number of seconds the client waits for a response from the API before
-    # raising a timeout exception.
+    #  raising a timeout exception.
     # @return [Numeric]
     def read_timeout
       @read_timeout ||= READ_TIMEOUT
@@ -121,8 +150,9 @@ module OandaAPI
       @rest_api_version = value
     end
 
-    # Specifies whether the API uses compressed responses. See the Oanda Development Guide
-    # for more information about {http://developer.oanda.com/rest-live/best-practices/#compression compression}.
+    # Specifies whether the API uses compressed responses. See the Oanda
+    #  Development Guide for more information about
+    #  {http://developer.oanda.com/rest-live/best-practices/#compression compression}.
     #
     # @return [Boolean]
     def use_compression
@@ -140,12 +170,12 @@ module OandaAPI
     end
 
     # Throttles the rate of requests made to the API. See the Oanda Developers
-    # Guide for information about
-    # {http://developer.oanda.com/rest-live/best-practices/ connection limits}.
-    # If enabled, requests will not exceed {#max_requests_per_second}. If the
-    # rate of requests received by the client exceeds this limit, the client
-    # delays the rate-exceeding request for the minimum amount of time needed
-    # to satisfy the rate limit.
+    #  Guide for information about
+    #  {http://developer.oanda.com/rest-live/best-practices/ connection limits}.
+    #  If enabled, requests will not exceed {#max_requests_per_second}. If the
+    #  rate of requests received by the client exceeds this limit, the client
+    #  delays the rate-exceeding request for the minimum amount of time needed
+    #  to satisfy the rate limit.
     #
     # @return [Boolean]
     def use_request_throttling
@@ -160,6 +190,9 @@ module OandaAPI
     # @return [void]
     def use_request_throttling=(value)
       @use_request_throttling = !!value
+      #
+      # See OandaAPI::Throttling
+      Net::HTTP.limit_connection_rate !!value
     end
 
     # @private

data/lib/oanda_api/resource/order.rb

@@ -22,12 +22,11 @@ module OandaAPI
                     :upper_bound
 
       def initialize(attributes = {})
-        attribs = attributes.dup
-        self.order_opened  = attribs.delete(:order_opened)  || {}
-        self.trade_opened  = attribs.delete(:trade_opened)  || {}
-        self.trade_reduced = attribs.delete(:trade_reduced) || {}
-        self.trades_closed = attribs.delete(:trades_closed) || []
-        super attribs
+        self.order_opened  = {}
+        self.trade_opened  = {}
+        self.trade_reduced = {}
+        self.trades_closed = []
+        super
       end
 
       def expiry=(v)

data/lib/oanda_api/resource/transaction.rb

@@ -31,10 +31,9 @@ module OandaAPI
                     :upper_bound
 
       def initialize(attributes = {})
-        attribs = attributes.dup
-        self.trade_opened  = attribs.delete(:trade_opened)  || {}
-        self.trade_reduced = attribs.delete(:trade_reduced) || {}
-        super attribs
+        self.trade_opened  = {}
+        self.trade_reduced = {}
+        super
       end
 
       def expiry=(v)

data/lib/oanda_api/resource_collection.rb

@@ -26,7 +26,9 @@ module OandaAPI
     #
     # @param [OandaAPI::Client::ResourceDescriptor] resource_descriptor metadata
     #   about the resource collection and its elements.
-    def initialize(attributes, resource_descriptor)
+    #
+    # @param [String] location optional may contain a URI to related resources
+    def initialize(attributes, resource_descriptor, location:nil)
       attributes = {} if attributes.nil? || attributes.respond_to?(:empty) && attributes.empty?
       if attributes.kind_of?(Array)
         h = {}
@@ -38,7 +40,7 @@ module OandaAPI
       @attributes = Utils.rubyize_keys attributes
       @collection = @attributes.delete(resource_descriptor.collection_name) || []
       @collection.map! { |resource| resource_descriptor.resource_klass.new resource }
-      @location = attributes.location if attributes.respond_to? :location
+      @location = location
     end
 
     # @yield [OandaAPI::ResourceBase]

data/lib/oanda_api/streaming/request.rb

@@ -89,11 +89,16 @@ module OandaAPI
         @running = true
         # @http.set_debug_output $stderr
         @http.request(@request) do |response|
+          buffer = ""
           response.read_body do |chunk|
-            handle_response(chunk).each do |resource|
+            buffer << chunk
+            next unless chunk.match(/\r\n\Z/)
+            buffer.gsub!(/\r\n/,"")
+            handle_response(buffer).each do |resource|
               block.call(resource, @client)
               return if stop_requested?
             end
+            buffer = ""
             return if stop_requested?
             sleep 0.01
           end