Comments (12)
happydasch
commented on June 14, 2024
Hi, it seems that your internet connection goes away maybe? It will stop working if there are connection errors. Also reconnection is not implemented, so this'll be most likely the case here?
You may check these config values:
- ``account_poll_freq`` (default: ``10.0``): refresh frequency for account
value/cash refresh
- ``stream_timeout`` (default: ``10``): timeout for stream requests
- ``poll_timeout`` (default: ``2``): timeout for poll requests
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algoeng
commented on June 14, 2024
I am pretty sure it's not connection errors. This runs in a docker image on a AWS instance. Previously I ran code that directly interacted with Oanda streaming APIs and I know it is possible that the stream stop responding. But that was like once a week, and definitely not this often.
I think the only relevant timeout value is the stream_timeout. Are you suggesting I increase or decrease the stream_timeout? Would it even help since re-connection is not implemented?
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happydasch
commented on June 14, 2024
you could try to increase the stream_timeout, but I doubt it will be an improvement. Alternatively you could restart backtrader every n hours. Sorry.
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algoeng
commented on June 14, 2024
NP. Can we make this a feature request to implement re-connect?
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happydasch
commented on June 14, 2024
I leave this issue open, but I am not really sure, when I will have the time to implement reconnection functionality. Maybe someone will provide a patch.
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algoeng
commented on June 14, 2024
@happydasch I noticed that when I remove compression and just look at pure minute data, next() doesn't get called on candles with the same open and closed price (even if high and lows are different from the previous candle). Is this expected? And if so, is there a way we can force it to call next even with open close prices being the same?
This might cause next() on compression > 1 not get called when it doesn't have enough candles to form it.
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happydasch
commented on June 14, 2024
Yes, no new price, then oanda does not stream a new price.
If you need this unchanged values, you need to create a feed in backtrader with the Filter fill_gaps .
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maxsonic
commented on June 14, 2024
Anyone see this issue happens again? I am not using backtrader, but seems like after some time, the streaming is not responding for more than 10 seconds. Then one needs to reconnect the stream to get the data again. This will be very unreliable for the data integrity.
I sent mail to Oanda, but with no reply for this issue.
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booboothefool
commented on June 14, 2024
This happens for me after about an hour pretty consistently. Eventually I'll get a timeout that looks like this.
Exception in thread Thread-2:
Traceback (most recent call last):
File "/usr/local/lib/python3.7/site-packages/urllib3/connectionpool.py", line 384, in _make_request
six.raise_from(e, None)
File "<string>", line 2, in raise_from
File "/usr/local/lib/python3.7/site-packages/urllib3/connectionpool.py", line 380, in _make_request
httplib_response = conn.getresponse()
File "/Users/a/opt/anaconda3/lib/python3.7/http/client.py", line 1344, in getresponse
response.begin()
File "/Users/a/opt/anaconda3/lib/python3.7/http/client.py", line 306, in begin
version, status, reason = self._read_status()
File "/Users/a/opt/anaconda3/lib/python3.7/http/client.py", line 267, in _read_status
line = str(self.fp.readline(_MAXLINE + 1), "iso-8859-1")
File "/Users/a/opt/anaconda3/lib/python3.7/socket.py", line 589, in readinto
return self._sock.recv_into(b)
File "/usr/local/lib/python3.7/site-packages/urllib3/contrib/pyopenssl.py", line 307, in recv_into
raise timeout('The read operation timed out')
socket.timeout: The read operation timed out
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "/usr/local/lib/python3.7/site-packages/requests/adapters.py", line 449, in send
timeout=timeout
File "/usr/local/lib/python3.7/site-packages/urllib3/connectionpool.py", line 638, in urlopen
_stacktrace=sys.exc_info()[2])
File "/usr/local/lib/python3.7/site-packages/urllib3/util/retry.py", line 367, in increment
raise six.reraise(type(error), error, _stacktrace)
File "/usr/local/lib/python3.7/site-packages/urllib3/packages/six.py", line 686, in reraise
raise value
File "/usr/local/lib/python3.7/site-packages/urllib3/connectionpool.py", line 600, in urlopen
chunked=chunked)
File "/usr/local/lib/python3.7/site-packages/urllib3/connectionpool.py", line 386, in _make_request
self._raise_timeout(err=e, url=url, timeout_value=read_timeout)
File "/usr/local/lib/python3.7/site-packages/urllib3/connectionpool.py", line 306, in _raise_timeout
raise ReadTimeoutError(self, url, "Read timed out. (read timeout=%s)" % timeout_value)
urllib3.exceptions.ReadTimeoutError: HTTPSConnectionPool(host='api-fxpractice.oanda.com', port=443): Read timed out. (read timeout=2)
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "/usr/local/lib/python3.7/site-packages/v20/__init__.py", line 306, in request
timeout=timeout
File "/usr/local/lib/python3.7/site-packages/requests/sessions.py", line 533, in request
resp = self.send(prep, **send_kwargs)
File "/usr/local/lib/python3.7/site-packages/requests/sessions.py", line 646, in send
r = adapter.send(request, **kwargs)
File "/usr/local/lib/python3.7/site-packages/requests/adapters.py", line 529, in send
raise ReadTimeout(e, request=request)
requests.exceptions.ReadTimeout: HTTPSConnectionPool(host='api-fxpractice.oanda.com', port=443): Read timed out. (read timeout=2)
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "/usr/local/lib/python3.7/site-packages/btoandav20/stores/oandav20store.py", line 493, in _t_account
response = self.oapi.account.summary(self.p.account)
File "/usr/local/lib/python3.7/site-packages/v20/account.py", line 1516, in summary
response = self.ctx.request(request)
File "/usr/local/lib/python3.7/site-packages/v20/__init__.py", line 313, in request
raise V20Timeout(url, "read")
v20.errors.V20Timeout: v20 REST request to https://api-fxpractice.oanda.com:443/v3/accounts/x/summary has timed out (read)
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "/Users/a/opt/anaconda3/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/Users/a/opt/anaconda3/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "/usr/local/lib/python3.7/site-packages/btoandav20/stores/oandav20store.py", line 497, in _t_account
print(e, response.get('errorMessage'))
File "/usr/local/lib/python3.7/site-packages/v20/response.py", line 35, in get
raise ResponseNoField(self, field)
v20.errors.ResponseNoField: 200 response for GET https://api-fxpractice.oanda.com:443/v3/x/summary does not have field 'errorMessage' (contains 'account', 'lastTransactionID')
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leecallen35
commented on June 14, 2024
I am having the same issue as reported by bootthefuel, but the line number is different. I will open a new thread (issues) for this.
Edit: Before opening a new issue, I will run this on AWS and simultaneously run continuous ping tests to ensure I am not losing my internet connection.
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pablonosh
commented on June 14, 2024
Having the exact same issue as above, @happydasch any pointers on a fix? what's weird is it looks like the streams reconnect, as I get the same error multiple times. but no data.
From the below output log it appears it does reconnect but from experience it seems most of the time it doesn't get another candle. What's odd is below I get a candle after a reconnect.
I'm aware this is demo account, but still get on live as well.
<-- 1h candle received after restart at 04:26
<--- at 04:32 timed out with:
***** STORE NOTIF: v20 REST request to https://api-fxpractice.oanda.com:443/v3/instruments/AUD_USD/candles has timed out (read)
<-- as no bar received between 05:00 and 05:29 my script restarts.
<-- signal received after restart at 05:29
<-- at 05:39 I get time out
***** STORE NOTIF: v20 REST request to https://api-fxpractice.oanda.com:443/v3/instruments/AUD_USD/candles has timed out (read)
<-- at 05:54 I get this twice
***** STORE NOTIF: v20 REST request to https://api-fxpractice.oanda.com:443/v3/instruments/AUD_USD/candles has timed out (read)
***** STORE NOTIF: v20 REST request to https://api-fxpractice.oanda.com:443/v3/instruments/AUD_USD/candles has timed out (read)
<-- at 05:56 I get it again
***** STORE NOTIF: v20 REST request to https://api-fxpractice.oanda.com:443/v3/instruments/AUD_USD/candles has timed out (read)
<-- at 06:34 I get it again
***** STORE NOTIF: v20 REST request to https://api-fxpractice.oanda.com:443/v3/instruments/AUD_USD/candles has timed out (read)
<-- 06:00 signal received without restart (this is rare)
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happydasch
commented on June 14, 2024
please check the latest commit, this should fix your issues
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Related Issues (20)
- OANDA v20 repetitive disconnection HOT 6
- Issue in oandav20store.py line 879 for Python3 HOT 3
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- Timezone, Live Data and Connection Timeouts HOT 1
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- Live Feed constantly dropping out HOT 1
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