How to best handle connection errors in Python?

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}
…

I am also using the latest version of lseg-data = 2.0.1.

The ping/pong messages are the part of websockets protocol specification - which is used in the streaming events example. The library would not be able to work without implementing this functionality.

@bartwozniak,

The TR_JSON2 websocket protocol defines its own ping/pong messages and not the ping as defined in the Websocket protocol specification.

Here is a raw package of the above request which shows the streaming messages and the pings:

Hello @bartwozniak

The ping timeout can be adjustment on the server side (ADS on RTO) only.

Alternatively, you may consider switch to the core https://developers.lseg.com/en/api-catalog/real-time-opnsrc/websocket-api which is a WebSocket transport layer of the https://developers.lseg.com/en/api-catalog/lseg-data-platform/lseg-data-library-for-python . However, you need to implement everything such as connection management, session management, authentication, subscription management, etc.) by yourself with the WebSocket API. It means you can get all status and handle them based on your preference.

The Python WebSocket API for RTO connection examples are available at https://github.com/Refinitiv/websocket-api/tree/master/Applications/Examples/RTO/python page.

@bartwozniak

Websockets is based on TCP protocol and if your machine disconnects from internet, the application will immediately know about it. The ping/pong message handshake happens every 30 seconds, and is used when the traffic to server is disrupted and or there is network contention. I think default is 3 missed ping messages = connection loss.

Are you connecting to a local ADS? The code that you show in question is getting data from RTO in the cloud!

Hello @bartwozniak

Please enable debugging in the library and attach the logs. We can try to investigate what might be going on.

Killing the connection or your router is a better way since it simulates the real world connection loss - giving the library a chance to try this or another server again.

However, when the networking is disabled on the machine, I see that no error is generated. I can raise this with library developer to see if there is a fix for this.