Add quote streaming

CHANGELOG.md

@@ -1,5 +1,6 @@
 ### 1.5.1 (Next)
 * Your contribution here.
+* [#108](https://github.com/dblock/iex-ruby-client/pull/108): Added support for quote streaming endpoint - [@bguban](https://github.com/bguban).
 
 ### 1.5.0 (2021/08/15)
 * [#105](https://github.com/dblock/iex-ruby-client/pull/105): Added support for fetching latest foreign exchange rates - [@mathu97](https://github.com/mathu97).

README.md

@@ -13,6 +13,7 @@ A Ruby client for the [The IEX Cloud API](https://iexcloud.io/docs/api/).
   - [Configure](#configure)
   - [Get a Single Price](#get-a-single-price)
   - [Get a Quote](#get-a-quote)
+  - [Stream quotes](#stream-quotes)
   - [Get a OHLC (Open, High, Low, Close) price](#get-a-ohlc-open-high-low-close-price)
   - [Get a Market OHLC (Open, High, Low, Close) prices](#get-a-market-ohlc-open-high-low-close-prices)
   - [Get Historical Prices](#get-historical-prices)
@@ -107,6 +108,21 @@ quote.change_percent_s # '+0.42%'
 
 See [#quote](https://iexcloud.io/docs/api/#quote) for detailed documentation or [quote.rb](lib/iex/resources/quote.rb) for returned fields.
 
+### Stream quotes
+
+Streams quotes in real-time.
+
+`interval` option lets you limit amount of updates. Possible values: `1Second 5Second 1Minute`
+
+```ruby
+client.stream_quote(['SPY', 'MSFT'], interval: '5Second') do |quote|
+  quote.latest_price # 90.165
+  quote.symbol # 'MSFT'
+end
+```
+
+See [#streaming-data](https://iexcloud.io/docs/api/#streaming-data) for detailed documentation or [quote.rb](lib/iex/resources/quote.rb) for returned fields.
+
 ### Get a OHLC (Open, High, Low, Close) price
 
 Fetches a single stock OHLC price. Open and Close prices contain timestamp.

iex-ruby-client.gemspec

@@ -19,7 +19,7 @@ Gem::Specification.new do |s|
   s.add_dependency 'faraday', '>= 0.17'
   s.add_dependency 'faraday_middleware'
   s.add_dependency 'hashie'
-  s.add_dependency 'money_helper'
+  s.add_dependency 'money_helper', '~>1'
   s.add_development_dependency 'rake', '~> 10'
   s.add_development_dependency 'rspec'
   s.add_development_dependency 'rubocop', '0.72.0'

lib/iex/cloud/request.rb

@@ -1,10 +1,29 @@
 module IEX
   module Cloud
     module Request
+      STREAM_EVENT_DELIMITER = "\r\n\r\n".freeze
+
       def get(path, options = {})
         request(:get, path, options)
       end
 
+      def get_stream(path, options = {})
+        buffer = ''
+        event_parser = proc do |chunk|
+          events = (buffer + chunk).lines(STREAM_EVENT_DELIMITER)
+          buffer = events.last.end_with?(STREAM_EVENT_DELIMITER) ? '' : events.delete_at(-1)
+          events.each do |event|
+            yield JSON.parse(event.gsub(/\Adata: /, ''))
+          end
+        end
+
+        options = {
+          endpoint: endpoint.gsub('://cloud.', '://cloud-sse.'),
+          request: { on_data: event_parser }
+        }.merge(options)
+        request(:get, path, options)
+      end
+
       def post(path, options = {})
         request(:post, path, options)
       end
@@ -20,16 +39,17 @@ def delete(path, options = {})
       private
 
       def request(method, path, options)
-        path = [endpoint, path].join('/')
+        options = options.dup
+        path = [options.delete(:endpoint) || endpoint, path].join('/')
         response = connection.send(method) do |request|
+          request.options.merge!(options.delete(:request)) if options.key?(:request)
           case method
           when :get, :delete
             request.url(path, options)
           when :post, :put
             request.path = path
             request.body = options.to_json unless options.empty?
           end
-          request.options.merge!(options.delete(:request)) if options.key?(:request)
         end
         response.body
       end

lib/iex/endpoints/quote.rb

@@ -6,6 +6,19 @@ def quote(symbol, options = {})
       rescue Faraday::ResourceNotFound => e
         raise IEX::Errors::SymbolNotFoundError.new(symbol, e.response[:body])
       end
+
+      # @param symbols - a list of symbols
+      # @param options[:interval] sets intervals such as 1Second, 5Second, or 1Minute
+      def stream_quote(symbols, options = {})
+        options[:symbols] = Array(symbols).join(',')
+        interval = options.delete(:interval)
+
+        get_stream("stocksUS#{interval}", { token: secret_token }.merge(options)) do |payload|
+          payload.each do |quote|
+            yield IEX::Resources::Quote.new(quote)
+          end
+        end
+      end
     end
   end
 end

spec/iex/endpoints/quote_spec.rb

@@ -2,39 +2,61 @@
 
 describe IEX::Resources::Quote do
   include_context 'client'
-  context 'known symbol', vcr: { cassette_name: 'quote/msft' } do
-    subject do
-      client.quote('MSFT')
-    end
-    it 'retrieves a quote' do
-      expect(subject.symbol).to eq 'MSFT'
-      expect(subject.company_name).to eq 'Microsoft Corp.'
-      expect(subject.market_cap).to eq 915_754_985_600
-    end
-    it 'coerces numbers' do
-      expect(subject.latest_price).to eq 119.36
-      expect(subject.change).to eq(-0.61)
-      expect(subject.week_52_high).to eq 120.82
-      expect(subject.week_52_low).to eq 87.73
-      expect(subject.change_percent).to eq(-0.00508)
-      expect(subject.change_percent_s).to eq '-0.51%'
-      expect(subject.extended_change_percent).to eq(-0.00008)
-      expect(subject.extended_change_percent_s).to eq '-0.01%'
+
+  describe '#quote' do
+    context 'known symbol', vcr: { cassette_name: 'quote/msft' } do
+      subject do
+        client.quote('MSFT')
+      end
+      it 'retrieves a quote' do
+        expect(subject.symbol).to eq 'MSFT'
+        expect(subject.company_name).to eq 'Microsoft Corp.'
+        expect(subject.market_cap).to eq 915_754_985_600
+      end
+      it 'coerces numbers' do
+        expect(subject.latest_price).to eq 119.36
+        expect(subject.change).to eq(-0.61)
+        expect(subject.week_52_high).to eq 120.82
+        expect(subject.week_52_low).to eq 87.73
+        expect(subject.change_percent).to eq(-0.00508)
+        expect(subject.change_percent_s).to eq '-0.51%'
+        expect(subject.extended_change_percent).to eq(-0.00008)
+        expect(subject.extended_change_percent_s).to eq '-0.01%'
+      end
+      it 'coerces times' do
+        expect(subject.latest_update).to eq 1_554_408_000_193
+        expect(subject.latest_update_t).to eq Time.at(1_554_408_000)
+        expect(subject.iex_last_updated).to eq 1_554_407_999_529
+        expect(subject.iex_last_updated_t).to eq Time.at(1_554_407_999)
+      end
     end
-    it 'coerces times' do
-      expect(subject.latest_update).to eq 1_554_408_000_193
-      expect(subject.latest_update_t).to eq Time.at(1_554_408_000)
-      expect(subject.iex_last_updated).to eq 1_554_407_999_529
-      expect(subject.iex_last_updated_t).to eq Time.at(1_554_407_999)
+
+    context 'invalid symbol', vcr: { cassette_name: 'quote/invalid' } do
+      subject do
+        client.quote('INVALID')
+      end
+      it 'fails with SymbolNotFoundError' do
+        expect { subject }.to raise_error IEX::Errors::SymbolNotFoundError, 'Symbol INVALID Not Found'
+      end
     end
   end
 
-  context 'invalid symbol', vcr: { cassette_name: 'quote/invalid' } do
+  describe '#stream_quote' do
     subject do
-      client.quote('INVALID')
+      quotes = []
+      client.stream_quote('SPY', interval: '5Second') do |quote|
+        quotes << quote
+      end
+
+      quotes
     end
-    it 'fails with SymbolNotFoundError' do
-      expect { subject }.to raise_error IEX::Errors::SymbolNotFoundError, 'Symbol INVALID Not Found'
+
+    let(:quote) { subject.last }
+
+    it 'retrieves a quote', vcr: { cassette_name: 'stream_quote/spy' } do
+      expect(subject.size).to eq(2)
+      expect(quote.symbol).to eq('SPY')
+      expect(quote.close).to eq(433.63)
     end
   end
 end