Update: New and cleaned up code posted as a CUFP in Streaming Market Quotes from Ally Invest.

I include only the bare bones because I tried something like 20 different things without success and I'm embarrassed. :( Non-streaming requests are working perfectly with approximately this code. The endpoint for this code is a streaming quote and trade ticker. The URL shown just asks for the info for AAPL. The compression—well, the ongoing, memory sane handling of it—is the only problem I have.

The # $data is where the handling, or a core part of it, is missing.

The closest I get streaming to work is gunzip from IO::Uncompress::Gunzip. It works fine but it's a standalone conversion which is goofy/impossible for an "infinite" stream of data; append, gunzip, append, gunzip… It must be uncompressed in toto. So a non-starter but I could see it works fine at least. Whatever the solution, I guess it will require IO handle truncation as it goes.

I played with opening a pipe to gunzip(1), I tried every variation of Compress::Zlib I could think but wasn't able to get any data out or apparently even write/uncompress the data properly. I tried everything I could figure out with IO::Uncompress::Gunzip too. A few PM and SO nodes looked promising but I didn't find anything that seemed to apply directly or fix it. I even tried PerlIO::gzip. I'm just stick stupid on this. Maybe one of the attempts was close but I have no idea which, and, again, I'm embarrassed to share any of the *many*.

The doc page https://www.ally.com/api/invest/documentation/streaming/. I tried to read the sample streaming code for other languages but there is no gzip handling surfaced in them. If they work, it's hidden in the libraries used.

#!/usr/bin/env perl
use strictures;
no warnings "uninitialized";
use WWW::Mechanize;
use WWW::OAuth;

# You have to have a trading account to use the service-
my $oauth = WWW::OAuth->new(
    client_id => "...",
    client_secret => "...",
    token => "...",
    token_secret => "..." );

my $mech = WWW::Mechanize->new( autocheck => undef );
$mech->add_handler( request_prepare => sub { $oauth->authenticate($_[0
+]) } );
$mech->default_header( Accept => "application/json" );

$mech->add_handler( response_data => sub {
    my ( $response, $ua, $h, $data ) = @_;
    # $data; # Handle the gzip data.
    $response->content(undef);
    1;
});

$mech->get("https://stream.tradeking.com/v1/market/quotes?symbols=AAPL
+");
[download]

On the plus side, the WWW::OAuth was trivial to mix in and works great for this.

Thanks for looking!

Update: the solution from pmqs with full testing code from haukex works perfectly. Thank you so much to them and bliako and kschwab and vr. Always proud of the monks; today also grateful.

Caveat for anyone doing the same kind of thing, the $mech response accumulates so you still have to clear it out with $response->content(undef) or it slowly, perpetually grows…