Using RxJava and Okhttp

First add RxAndroid to your dependencies, then create your Observable like this:

 Subscription subscription =   Observable.create(new Observable.OnSubscribe<Response>() {
        OkHttpClient client = new OkHttpClient();
          @Override
          public void call(Subscriber<? super Response> subscriber) {
            try {
              Response response = client.newCall(new Request.Builder().url("your url").build()).execute();
              if (response.isSuccessful()) {
                  if(!subscriber.isUnsubscribed()){
                     subscriber.onNext(response);
                  }
                  subscriber.onCompleted();
              } else if (!response.isSuccessful() && !subscriber.isUnsubscribed()) {
                  subscriber.onError(new Exception("error"));
                }
            } catch (IOException e) {
              if (!subscriber.isUnsubscribed()) {
                  subscriber.onError(e);
              }
            }
          }
        })
            .subscribeOn(Schedulers.io())
            .observeOn(AndroidSchedulers.mainThread())
            .subscribe(new Subscriber<Response>() {
              @Override
              public void onCompleted() {

              }

              @Override
              public void onError(Throwable e) {

              }

              @Override
              public void onNext(Response response) {

              }
            });

It will request your url in another thread (io thread) and observe it on android main thread.

And finally when you leave the screen use subsribtion.unsubscribe() to avoid memory leak.

When you use Observable.create, you should write a lot of boilerplate code, also you must handle subscription by your own. A better alternative is to use defer. Form the doc:

do not create the Observable until the observer subscribes, and create a fresh Observable for each observer

The Defer operator waits until an observer subscribes to it, and then it generates an Observable, typically with an Observable factory function. It does this afresh for each subscriber, so although each subscriber may think it is subscribing to the same Observable, in fact each subscriber gets its own individual sequence.

So as Marcin Koziński mentioned, you just need to do this:

final OkHttpClient client = new OkHttpClient();
Observable.defer(new Func0<Observable<Response>>() {
    @Override public Observable<Response> call() {
        try {
            Response response = client.newCall(new Request.Builder().url("your url").build()).execute();
            return Observable.just(response);
        } catch (IOException e) {
            return Observable.error(e);
        }
    }
});

It's easier and safer to use Observable.defer() instead of Observable.create():

final OkHttpClient client = new OkHttpClient();
Observable.defer(new Func0<Observable<Response>>() {
    @Override public Observable<Response> call() {
        try {
            Response response = client.newCall(new Request.Builder().url("your url").build()).execute();
            return Observable.just(response);
        } catch (IOException e) {
            return Observable.error(e);
        }
    }
});

That way unsubscription and backpressure are handled for you. Here's a great post by Dan Lew about create() and defer().

If you wished to go the Observable.create() route then it should look more like in this library with isUnsubscribed() calls sprinkled everywhere. And I believe this still doesn't handle backpressure.

I realise this post is a bit old, but there's a new and more convenient way of doing this now

Observable.fromCallable {
        client.newCall(Request.Builder().url("your url").build()).execute()
    }

More info: https://artemzin.com/blog/rxjava-defer-execution-of-function-via-fromcallable/