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__
[download]

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__
[download]