Add streaming endpoints for DEEP, Last and TOPS.

examples/socketio_client/socketio_client.go

@@ -0,0 +1,20 @@
+package main
+
+import (
+	"flag"
+	"fmt"
+	"time"
+
+	"github.com/timpalpant/go-iex"
+	"github.com/timpalpant/go-iex/socketio"
+)
+
+func main() {
+	flag.Parse()
+	client := socketio.NewClient()
+	ns := client.GetTOPSNamespace()
+	go ns.SubscribeTo(func(msg iex.TOPS) {
+		fmt.Printf("Received message: %+v\n", msg)
+	}, "fb", "goog")
+	time.Sleep(30 * time.Second)
+}

examples/socketio_protocol/iex_socketio_protocol.go

@@ -0,0 +1,93 @@
+package main
+
+import (
+	"encoding/json"
+	"flag"
+	"io"
+	"io/ioutil"
+	"net/http"
+	"net/http/cookiejar"
+	"net/url"
+	"strings"
+
+	"github.com/chilts/sid"
+	"github.com/golang/glog"
+	"github.com/gorilla/websocket"
+)
+
+type handshake struct {
+	Sid string
+}
+
+func makeRequest(client *http.Client, method string,
+	uri *url.URL, bodyData *string) []byte {
+	glog.Infof("Making %s request:> %v", method, uri)
+
+	var reader io.Reader
+	if bodyData != nil {
+		data := *bodyData
+		glog.Infof("With data:> %s", data)
+		reader = strings.NewReader(data)
+	}
+	req, _ := http.NewRequest(method, uri.String(), reader)
+	resp, _ := client.Do(req)
+
+	body, _ := ioutil.ReadAll(resp.Body)
+	resp.Body.Close()
+	glog.Infof("Response:> %v", string(body))
+	return body
+}
+
+func wsMessage(conn *websocket.Conn, msg []byte) {
+	glog.Infof("Writing WS message:> %s", string(msg))
+	conn.WriteMessage(websocket.TextMessage, msg)
+}
+
+func wsReadMessage(conn *websocket.Conn) {
+	_, message, err := conn.ReadMessage()
+	if err != nil {
+		glog.Fatal(err)
+	}
+	glog.Infof("WS Response: %s", string(message))
+}
+
+func main() {
+	flag.Parse()
+	glog.Info("Starting handshake sequence")
+
+	jar, _ := cookiejar.New(nil)
+	client := &http.Client{Jar: jar}
+
+	uri, _ := url.Parse("https://ws-api.iextrading.com/socket.io/")
+	values := uri.Query()
+	values.Set("t", sid.IdBase64())
+	values.Set("EIO", "3")
+	values.Set("transport", "polling")
+	uri.RawQuery = values.Encode()
+
+	resp := makeRequest(client, "GET", uri, nil)
+
+	var hs handshake
+	json.Unmarshal(resp[4:], &hs)
+	values.Set("sid", hs.Sid)
+	uri.RawQuery = values.Encode()
+
+	makeRequest(client, "GET", uri, nil)
+
+	uri, _ = url.Parse("wss://ws-api.iextrading.com/socket.io/")
+	values.Set("transport", "websocket")
+	uri.RawQuery = values.Encode()
+	glog.Infof("Websocket connecting to:> %s", uri.String())
+	conn, _, err := websocket.DefaultDialer.Dial(uri.String(), nil)
+	if err != nil {
+		glog.Fatal(err)
+	}
+	wsMessage(conn, []byte("5"))
+	wsMessage(conn, []byte("2"))
+	wsReadMessage(conn)
+	wsMessage(conn, []byte("40/1.0/last,"))
+	wsReadMessage(conn)
+	wsMessage(conn, []byte("42/1.0/last,[\"subscribe\",\"fb,goog\"]"))
+	wsReadMessage(conn)
+	wsReadMessage(conn)
+}

go.mod

@@ -1,11 +1,16 @@
 module github.com/timpalpant/go-iex
 
 require (
+	github.com/cheekybits/genny v1.0.0
+	github.com/chilts/sid v0.0.0-20190607042430-660e94789ec9
+	github.com/golang/glog v0.0.0-20160126235308-23def4e6c14b
 	github.com/google/go-cmp v0.2.0 // indirect
 	github.com/google/go-querystring v0.0.0-20170111101155-53e6ce116135
 	github.com/google/gopacket v1.1.16-0.20181023151400-a35e09f9f224
+	github.com/gorilla/websocket v1.4.1
 	github.com/johnmccabe/go-bitbar v0.4.0
 	github.com/mdlayher/raw v0.0.0-20181016155347-fa5ef3332ca9 // indirect
-	golang.org/x/net v0.0.0-20181023162649-9b4f9f5ad519 // indirect
-	golang.org/x/sys v0.0.0-20181024145615-5cd93ef61a7c // indirect
+	github.com/smartystreets/goconvey v0.0.0-20190731233626-505e41936337
 )
+
+go 1.13

go.sum

@@ -1,14 +1,33 @@
+github.com/cheekybits/genny v1.0.0 h1:uGGa4nei+j20rOSeDeP5Of12XVm7TGUd4dJA9RDitfE=
+github.com/cheekybits/genny v1.0.0/go.mod h1:+tQajlRqAUrPI7DOSpB0XAqZYtQakVtB7wXkRAgjxjQ=
+github.com/chilts/sid v0.0.0-20190607042430-660e94789ec9 h1:z0uK8UQqjMVYzvk4tiiu3obv2B44+XBsvgEJREQfnO8=
+github.com/chilts/sid v0.0.0-20190607042430-660e94789ec9/go.mod h1:Jl2neWsQaDanWORdqZ4emBl50J4/aRBBS4FyyG9/PFo=
+github.com/golang/glog v0.0.0-20160126235308-23def4e6c14b h1:VKtxabqXZkF25pY9ekfRL6a582T4P37/31XEstQ5p58=
+github.com/golang/glog v0.0.0-20160126235308-23def4e6c14b/go.mod h1:SBH7ygxi8pfUlaOkMMuAQtPIUF8ecWP5IEl/CR7VP2Q=
 github.com/google/go-cmp v0.2.0 h1:+dTQ8DZQJz0Mb/HjFlkptS1FeQ4cWSnN941F8aEG4SQ=
 github.com/google/go-cmp v0.2.0/go.mod h1:oXzfMopK8JAjlY9xF4vHSVASa0yLyX7SntLO5aqRK0M=
 github.com/google/go-querystring v0.0.0-20170111101155-53e6ce116135 h1:zLTLjkaOFEFIOxY5BWLFLwh+cL8vOBW4XJ2aqLE/Tf0=
 github.com/google/go-querystring v0.0.0-20170111101155-53e6ce116135/go.mod h1:odCYkC5MyYFN7vkCjXpyrEuKhc/BUO6wN/zVPAxq5ck=
 github.com/google/gopacket v1.1.16-0.20181023151400-a35e09f9f224 h1:78xLKlzgK/iEGI5iyrSMXEZu+kRRT+s08QqpSXonq7o=
 github.com/google/gopacket v1.1.16-0.20181023151400-a35e09f9f224/go.mod h1:UCLx9mCmAwsVbn6qQl1WIEt2SO7Nd2fD0th1TBAsqBw=
+github.com/gopherjs/gopherjs v0.0.0-20181017120253-0766667cb4d1 h1:EGx4pi6eqNxGaHF6qqu48+N2wcFQ5qg5FXgOdqsJ5d8=
+github.com/gopherjs/gopherjs v0.0.0-20181017120253-0766667cb4d1/go.mod h1:wJfORRmW1u3UXTncJ5qlYoELFm8eSnnEO6hX4iZ3EWY=
+github.com/gorilla/websocket v1.4.1 h1:q7AeDBpnBk8AogcD4DSag/Ukw/KV+YhzLj2bP5HvKCM=
+github.com/gorilla/websocket v1.4.1/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE=
 github.com/johnmccabe/go-bitbar v0.4.0 h1:n2vBc0btNbDkdyEfovT9YjZE/QJvNUKCSASevTperhg=
 github.com/johnmccabe/go-bitbar v0.4.0/go.mod h1:i67T2iQ7Ql/v6x4NbPLlW7eTs+3d/vZgVDl12pr03C8=
+github.com/jtolds/gls v4.20.0+incompatible h1:xdiiI2gbIgH/gLH7ADydsJ1uDOEzR8yvV7C0MuV77Wo=
+github.com/jtolds/gls v4.20.0+incompatible/go.mod h1:QJZ7F/aHp+rZTRtaJ1ow/lLfFfVYBRgL+9YlvaHOwJU=
 github.com/mdlayher/raw v0.0.0-20181016155347-fa5ef3332ca9 h1:tOtO8DXiNGj9NshRKHWiZuGlSldPFzFCFYhNtsKTBCs=
 github.com/mdlayher/raw v0.0.0-20181016155347-fa5ef3332ca9/go.mod h1:rC/yE65s/DoHB6BzVOUBNYBGTg772JVytyAytffIZkY=
-golang.org/x/net v0.0.0-20181023162649-9b4f9f5ad519 h1:x6rhz8Y9CjbgQkccRGmELH6K+LJj7tOoh3XWeC1yaQM=
-golang.org/x/net v0.0.0-20181023162649-9b4f9f5ad519/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
-golang.org/x/sys v0.0.0-20181024145615-5cd93ef61a7c h1:8QwKN2PcBeeHEiYIX6348SzigNWH9uHHP1EOEs5ExSc=
-golang.org/x/sys v0.0.0-20181024145615-5cd93ef61a7c/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
+github.com/smartystreets/assertions v0.0.0-20180927180507-b2de0cb4f26d h1:zE9ykElWQ6/NYmHa3jpm/yHnI4xSofP+UP6SpjHcSeM=
+github.com/smartystreets/assertions v0.0.0-20180927180507-b2de0cb4f26d/go.mod h1:OnSkiWE9lh6wB0YB77sQom3nweQdgAjqCqsofrRNTgc=
+github.com/smartystreets/goconvey v0.0.0-20190731233626-505e41936337 h1:WN9BUFbdyOsSH/XohnWpXOlq9NBD5sGAB2FciQMUEe8=
+github.com/smartystreets/goconvey v0.0.0-20190731233626-505e41936337/go.mod h1:syvi0/a8iFYH4r/RixwvyeAJjdLS9QV7WQ/tjFTllLA=
+golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w=
+golang.org/x/net v0.0.0-20190311183353-d8887717615a h1:oWX7TPOiFAMXLq8o0ikBYfCJVlRHBcsciT5bXOrH628=
+golang.org/x/net v0.0.0-20190311183353-d8887717615a/go.mod h1:t9HGtf8HONx5eT2rtn7q6eTqICYqUVnKs3thJo3Qplg=
+golang.org/x/sys v0.0.0-20190215142949-d0b11bdaac8a h1:1BGLXjeY4akVXGgbC9HugT3Jv3hCI0z56oJR5vAMgBU=
+golang.org/x/sys v0.0.0-20190215142949-d0b11bdaac8a/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
+golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
+golang.org/x/tools v0.0.0-20190328211700-ab21143f2384/go.mod h1:LCzVGOaR6xXOjkQ3onu1FJEFr0SW1gC7cKk1uF8kGRs=

socketio/.gitignore

@@ -0,0 +1 @@
+*~

socketio/client.go

@@ -0,0 +1,134 @@
+package socketio
+
+import (
+	"io/ioutil"
+	"net/http"
+	"net/http/cookiejar"
+	"sync"
+
+	"github.com/golang/glog"
+	"github.com/gorilla/websocket"
+)
+
+const (
+	deep string = "/1.0/deep"
+	last string = "/1.0/last"
+	tops string = "/1.0/tops"
+)
+
+// Connects to IEX SocketIO endpoints and routes received messages back to the
+// correct handlers.
+type Client struct {
+	// Allows reference counting of open namespaces.
+	CountingSubscriber
+	// Protects access to namespaces.
+	sync.Mutex
+
+	// The Transport object used to send and receive SocketIO messages.
+	transport Transport
+	// Points to a DEEP namespace.
+	deepNamespace *IexDEEPNamespace
+	// Points to a Last namespace.
+	lastNamespace *IexLastNamespace
+	// Points to a TOPS namespace.
+	topsNamespace *IexTOPSNamespace
+}
+
+func (c *Client) closeNamespace(ns string) {
+	c.Lock()
+	defer c.Unlock()
+	c.Unsubscribe(ns)
+	if !c.Subscribed(ns) {
+		enc := NewWSEncoder(ns)
+		r, err := enc.EncodePacket(Message, Disconnect)
+		if err != nil {
+			glog.Errorf(
+				"Error disconnecting from %s: %s",
+				ns, err)
+		}
+		msg, err := ioutil.ReadAll(r)
+		if err != nil {
+			glog.Errorf(
+				"Error disconnecting from %s: %s",
+				ns, err)
+		}
+		if _, err = c.transport.Write(msg); err != nil {
+			glog.Errorf(
+				"Error disconnecting from %s: %s",
+				ns, err)
+		}
+		switch ns {
+		case deep:
+			c.deepNamespace = nil
+		case last:
+			c.lastNamespace = nil
+		case tops:
+			c.topsNamespace = nil
+		}
+	}
+}
+
+func (c *Client) GetDEEPNamespace() *IexDEEPNamespace {
+	if c.deepNamespace != nil {
+		return c.deepNamespace
+	}
+	c.deepNamespace = NewIexDEEPNamespace(
+		c.transport, deepSubUnsubFactory, c.closeNamespace)
+	return c.deepNamespace
+}
+
+func (c *Client) GetLastNamespace() *IexLastNamespace {
+	if c.lastNamespace != nil {
+		return c.lastNamespace
+	}
+	c.lastNamespace = NewIexLastNamespace(
+		c.transport, simpleSubUnsubFactory, c.closeNamespace)
+	return c.lastNamespace
+}
+
+func (c *Client) GetTOPSNamespace() *IexTOPSNamespace {
+	if c.topsNamespace != nil {
+		return c.topsNamespace
+	}
+	c.topsNamespace = NewIexTOPSNamespace(
+		c.transport, simpleSubUnsubFactory, c.closeNamespace)
+	return c.topsNamespace
+}
+
+type defaultDialerWrapper struct {
+	dialer *websocket.Dialer
+}
+
+func (d *defaultDialerWrapper) Dial(uri string, hdr http.Header) (
+	WSConn, *http.Response, error) {
+	return d.dialer.Dial(uri, hdr)
+}
+
+// Returns a SocketIO client that will use the passed in transport for
+// communication. If it is nil, a default Transport will be created using an
+// http.Client and websocket.DefaultDialer. The ability to inject a Tranport
+// is mainly meant for testing.
+func NewClientWithTransport(conn Transport) *Client {
+	toReturn := &Client{
+		transport: conn,
+	}
+	if conn == nil {
+		wrapper := &defaultDialerWrapper{websocket.DefaultDialer}
+		jar, err := cookiejar.New(nil)
+		if err != nil {
+			glog.Fatalf("Error creating cookie jar: %s", err)
+		}
+		transport, err := NewTransport(&http.Client{Jar: jar}, wrapper)
+		if err != nil {
+			glog.Fatalf(
+				"Failed to create default transport: %s",
+				err)
+		}
+		toReturn.transport = transport
+	}
+	return toReturn
+
+}
+func NewClient() *Client {
+	return NewClientWithTransport(nil)
+}