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Streaming Market Quotes from Ally Invest

by Your Mother (Bishop)
on Jan 04, 2019 at 19:03 UTC ( #1228041=CUFP: print w/replies, xml ) Need Help??

This service requires you to have an account with Ally. Their investment API is new. I don't work for them or have any professional relationship but they are often mentioned as the best online bank in the US, I've been a customer since they were GMAC (20 years), and they really came through for me once so I have no reservations in recommending them and sharing some code to use their services.

I had trouble getting streaming to work which was embarassing because it's supposed to be the part of Perl I'm good at. :P pmqs, haukex bliako, kschwab, and vr all stepped up to help and solved my trouble. My new trouble is a websocket client—a cat to skin later—which led me back to Mojolicious. I knew it had some server support so I figured the example code might show client code. I was pleasantly shocked to see it supports it completely via its own client Mojo::UserAgent. All hail sri!

I was even happier to see the client supports gzip content, even in streams. Might be more confusing code for some but for me it was much easier to follow. I have hesitated to move some of my personal code/practices to Mojo but this is probably the shove I needed.

Since the problem is now solved with both libraries, I figured I should share some of the code here. Both rely on the terrific WWW::OAuth. There is a fair bit of identical boilerplate for the arguments and environment.

WWW::Mechanize (LWP::UserAgent)

#!/usr/bin/env perl use 5.10.0; use strictures; use WWW::Mechanize; # LWP::UserAgent is almost the same here. use WWW::OAuth; use Compress::Zlib; my @symbols = grep /\A[A-Z.]+\z/, @ARGV; die "Give a list of symbols; e.g., AAPL GHII AMZN XOM DIS PBF BABA JD +AMD VOO\n" unless @symbols; my $sym = join ",", @symbols; die "Missing ENV values: ALLY_CLIENT_ID ALLY_CLIENT_SECRET ALLY_TOKEN +ALLY_TOKEN_SECRET\n" unless $ENV{ALLY_CLIENT_ID} and $ENV{ALLY_CLIENT_SECRET} and $ENV{ALLY_TOKEN} and $ENV{ALLY_TOKEN_SECRET}; my $oauth = WWW::OAuth->new( client_id => $ENV{ALLY_CLIENT_ID}, client_secret => $ENV{ALLY_CLIENT_SECRET}, token => $ENV{ALLY_TOKEN}, token_secret => $ENV{ALLY_TOKEN_SECRET} ); my $mech = WWW::Mechanize->new( autocheck => undef ); $mech->add_handler( request_prepare => sub { $oauth->authenticate($_[0 +]) } ); my $gunzip = inflateInit( WindowBits => 16 + MAX_WBITS ) or die "Cannot create a inflation stream\n"; $mech->add_handler ( response_data => sub { my ( $response, $ua, $h, $data ) = @_; $response->content(undef); # Else will append. my ( $buffer, $status ) = $gunzip->inflate($data); die "zlib error: $status" if length $status; say $buffer; }); $mech->get("https://stream.tradeking.com/v1/market/quotes?symbols=$sym +"); __END__

Mojo::UserAgent

#!/usr/bin/env perl use 5.10.0; use strictures; use Mojo::UserAgent; use WWW::OAuth; my @symbols = grep /\A[A-Z.]+\z/, @ARGV; die "Give a list of symbols; e.g., AAPL GHII AMZN XOM DIS PBF BABA JD +AMD VOO\n" unless @symbols; my $sym = join ",", @symbols; die "Missing ENV values: ALLY_CLIENT_ID ALLY_CLIENT_SECRET ALLY_TOKEN +ALLY_TOKEN_SECRET\n" unless $ENV{ALLY_CLIENT_ID} and $ENV{ALLY_CLIENT_SECRET} and $ENV{ALLY_TOKEN} and $ENV{ALLY_TOKEN_SECRET}; my $oauth = WWW::OAuth->new( client_id => $ENV{ALLY_CLIENT_ID}, client_secret => $ENV{ALLY_CLIENT_SECRET}, token => $ENV{ALLY_TOKEN}, token_secret => $ENV{ALLY_TOKEN_SECRET} ); my $ua = Mojo::UserAgent->new( max_response_size => 0 ); # Stream mean +s no max. $ua->on( start => sub { $oauth->authenticate( $_[1]->req ) } ); # OAut +h all requests. my $tx = $ua->build_tx( GET => "https://stream.tradeking.com/v1/market +/quotes?symbols=$sym" ); $tx->res->content ->unsubscribe("read") ->on( read => sub { my ( $content, $bytes ) = @_; say $bytes; }); $tx = $ua->start($tx); __END__

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