Create base HTTP Class

setup.py

@@ -13,6 +13,7 @@ with open('HISTORY.rst') as history_file:
 
 requirements = [
     # TODO: put package requirements here
+    'requests'
 ]
 
 setup_requirements = [

tiingo/restclient.py

@@ -0,0 +1,43 @@
+# -*- coding: utf-8 -*-
+import requests
+from requests.exceptions import HTTPError
+
+
+class RestClientError(Exception):
+    "Wrapper around HTTP Errors"
+    pass
+
+
+class RestClient:
+
+    def __init__(self, base_url, config):
+        """Base class for interacting with RESTful APIs
+
+            Args:
+                base (string): base URL of REST API
+                config (dict): Arbitrary configuration options
+        """
+        self._base_url = base_url
+        self._config = config
+
+        if config.get('session'):
+            self._session = requests.Session()
+        else:
+            self._session = requests
+
+    def __repr__(self):
+        return '<RestClient(url="{}")>'.format(self._base_url)
+
+    def _request(self, method, url, **kwargs):
+        """Make HTTP request and return response object"""
+        resp = self._session.request(method,
+                                     '{}/{}'.format(self._base_url, url),
+                                     headers=self._headers,
+                                     **kwargs)
+
+        try:
+            resp.raise_for_status()
+        except HTTPError as e:
+            raise RestClientError(e)
+
+        return resp