How to best handle connection errors in Python?

bartwozniak

Hi community!

I am connecting to pricing streams using the LSEG Python library (version lseg.data==2.0.1)

Here is a sample code. I am then able to register callbacks with the stream and listen to the data.

session = ld.session.platform.Definition(
      app_key=api_key,
      grant=ld.session.platform.ClientCredentials(
          client_id='...',
          client_secret='...'
      ),
      signon_control=False,
  ).get_session()
  session.open()

  streams = ld.content.pricing.Definition(
      universe=REQUESTED_RICS,
      fields=REQUESTED_FIELDS
  ).get_stream(session)

  streams.open()

My question is about handling connection problems. When I simulate internet connectivity going down on my box, the library does not throw any errors and the websocket connection does not seem to time out. How to best handle such issues?

Ideal for my use case would be to get an exception so that I can exit and launch a new process right away.

Thanks,

Bart

Gurpreet

Hello @bartwozniak

The websocket connection does maintain a ping/pong connectivity to server and after timeout period will throw and exception. At this point the library would try to recover the connection and resubscribe to the instruments.

I used the streaming events example from the LD library and simulated a connection break and received the websockets error followed by auto recovery:

Update : JPY=:{'BID': 148.82, 'ASK': 148.83}
Update : JPY=:{'BID': 148.82, 'ASK': 148.83}
Update : GBP=:{'BID': 1.2965, 'ASK': 1.2969}
[OMMSTREAMING_PRICING_0.0] on_ws_error: Exception: [WinError 10054] An existing connection was forcibly closed by the remote host
Refresh :   Instrument     BID     ASK
0       EUR=  1.0848   1.085
1       GBP=  1.2965  1.2969
2       JPY=  148.82  148.83
3     BADRIC    <NA>    <NA>
Refresh :   Instrument     BID     ASK
0       EUR=  1.0848   1.085
1       GBP=  1.2965  1.2969
2       JPY=  148.82  148.84
3     BADRIC    <NA>    <NA>
Refresh :   Instrument     BID     ASK
0       EUR=  1.0848   1.085
1       GBP=  1.2965  1.2969
2       JPY=  148.82  148.84
3     BADRIC    <NA>    <NA>
Update : GBP=:{'BID': 1.2965, 'ASK': 1.2969}
Status : BADRIC:NotFound:**The record could not be found
Update : JPY=:{'BID': 148.82, 'ASK': 148.84}
Update : EUR=:{'BID': 1.0849, 'ASK': 1.085}
…