SignedOKClient.java

package com.htc.blinkfeed.sample.vimeo.api;

import java.io.IOException;
import java.net.HttpURLConnection;

import oauth.signpost.OAuthConsumer;
import oauth.signpost.basic.DefaultOAuthConsumer;
import oauth.signpost.exception.OAuthCommunicationException;
import oauth.signpost.exception.OAuthExpectationFailedException;
import oauth.signpost.exception.OAuthMessageSignerException;
import oauth.signpost.http.HttpRequest;
import retrofit.client.OkClient;
import retrofit.client.Request;

public class SignedOkClient extends OkClient {
    OAuthConsumer mConsumer =null;
    
    public SignedOkClient(OAuthConsumer consumer) {
        super();
        mConsumer = consumer;
    }

    @Override
    protected HttpURLConnection openConnection(Request request)
            throws IOException {
        HttpURLConnection connection = super.openConnection(request);
        try {
            HttpRequest signedReq = mConsumer.sign(connection);    
            
        } catch (OAuthMessageSignerException e) {
            //Fail to sign, ignore
            e.printStackTrace();
        } catch (OAuthExpectationFailedException e) {
            //Fail to sign, ignore
            e.printStackTrace();
        } catch (OAuthCommunicationException e) {
            //Fail to sign, ignore
            e.printStackTrace();
        }
        return connection;
    }
}

Try:

import retrofit.client.UrlConnectionClient;

class MConnectionClient extends UrlConnectionClient {

        @Override
        protected HttpURLConnection openConnection(Request request) throws IOException {
            HttpURLConnection connection = super.openConnection(request);

            try {
                OAuthConsumer oAuthConsumer = new DefaultOAuthConsumer(CLIENT_ID, CLIENT_SECRET); //oAuth Keys
                oAuthConsumer.setTokenWithSecret(token, tokenSecret);
                oAuthConsumer.sign(connection);
            } catch (OAuthMessageSignerException e) {
                e.printStackTrace();
            } catch (OAuthExpectationFailedException e) {
                e.printStackTrace();
            } catch (OAuthCommunicationException e) {
                e.printStackTrace();
            }
            return connection;
        }
    }

RestAdapter restAdapter = new RestAdapter.Builder()
                 ......
                .setClient(new MConnectionClient())
                .build();