fix: retry on requests ConnectionError in AlpacaClient
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1 parent
b4a645cf01
commit
357bcaee67
1 file changed
+14
-11
+14
-11
@@ -2,9 +2,12 @@ import time
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import logging
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import logging
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import backoff
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import backoff
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import alpaca_trade_api as tradeapi
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import alpaca_trade_api as tradeapi
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import requests.exceptions
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logging.getLogger('backoff').setLevel(logging.CRITICAL)
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logging.getLogger('backoff').setLevel(logging.CRITICAL)
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_RETRYABLE_ERRORS = (tradeapi.rest.APIError, ConnectionError, requests.exceptions.ConnectionError)
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def _is_position_not_found(e):
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def _is_position_not_found(e):
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return isinstance(e, tradeapi.rest.APIError) and "position does not exist" in str(e)
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return isinstance(e, tradeapi.rest.APIError) and "position does not exist" in str(e)
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@@ -14,50 +17,50 @@ class AlpacaClient:
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def __init__(self, api_key_id, api_secret_key, base_url, api_version="v2"):
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def __init__(self, api_key_id, api_secret_key, base_url, api_version="v2"):
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self.api = tradeapi.REST(api_key_id, api_secret_key, base_url, api_version=api_version)
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self.api = tradeapi.REST(api_key_id, api_secret_key, base_url, api_version=api_version)
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def get_account(self):
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def get_account(self):
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return self.api.get_account()
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return self.api.get_account()
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def get_clock(self):
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def get_clock(self):
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return self.api.get_clock()
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return self.api.get_clock()
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def get_bars(self, symbol, timeframe, **kwargs):
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def get_bars(self, symbol, timeframe, **kwargs):
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bars = self.api.get_bars(symbol, timeframe, **kwargs)
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bars = self.api.get_bars(symbol, timeframe, **kwargs)
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if bars is None:
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if bars is None:
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return None
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return None
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return bars.df
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return bars.df
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def get_latest_quote(self, symbol):
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def get_latest_quote(self, symbol):
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return self.api.get_latest_quote(symbol)
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return self.api.get_latest_quote(symbol)
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def submit_order(self, **kwargs):
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def submit_order(self, **kwargs):
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return self.api.submit_order(**kwargs)
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return self.api.submit_order(**kwargs)
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def get_order(self, order_id):
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def get_order(self, order_id):
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return self.api.get_order(order_id)
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return self.api.get_order(order_id)
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def cancel_order(self, order_id):
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def cancel_order(self, order_id):
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return self.api.cancel_order(order_id)
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return self.api.cancel_order(order_id)
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def list_positions(self):
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def list_positions(self):
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return self.api.list_positions()
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return self.api.list_positions()
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def list_orders(self, **kwargs):
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def list_orders(self, **kwargs):
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return self.api.list_orders(**kwargs)
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return self.api.list_orders(**kwargs)
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter)
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def close_all_positions(self):
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def close_all_positions(self):
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return self.api.close_all_positions()
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return self.api.close_all_positions()
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@backoff.on_exception(backoff.expo, (tradeapi.rest.APIError, ConnectionError), max_tries=5, jitter=backoff.full_jitter, giveup=_is_position_not_found)
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@backoff.on_exception(backoff.expo, _RETRYABLE_ERRORS, max_tries=5, jitter=backoff.full_jitter, giveup=_is_position_not_found)
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def get_position(self, symbol):
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def get_position(self, symbol):
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return self.api.get_position(symbol)
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return self.api.get_position(symbol)
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