Old subs from previous connection are never resubscribed.

[bryaan]

client-python/polygon/websocket/__init__.py

Line 121 in 53808f8

new_subs = self.scheduled_subs.difference(self.subs)

Old subs from previous connection are never resubscribed.

[justinpolygon]

Hey @bryaan, can you provide a little more information about what you're seeing and how I can reproduce this? I just wanted to more sure I can reproduce it and verify the fix.

[bryaan]

If the websocket disconnects and retries and succeeds, the old subs are not resubbed.

[justinpolygon]

Perfect, thanks @bryaan. I'll check it out.

[bryaan]

It seems if i set reconnects to 0 and write a loop for connect and manually resub it works. So the issue looks confirmed with the internal resub logic.

[justinpolygon]

Cool, thanks for checking @bryaan.

[bryaan]

Actually there seems to be another issue at work. I am subscribing to 4000+ symbols, the ws seems to either stop processing after some point or it's disconnecting and not returning. I turned on verbose logging to see if I can narrow it down.

[justinpolygon]

Hey @bryaan, another option might be to something like subscribing to * all tickers and then in your code narrowing it down to what you're interested in. I remember doing something similar way back and it seemed to be easier to do it that way. Just less complex code handling everything. Then, you'll just have a map or something that quickly checks to see if the ticker you're seeing from the websocket is the ticker you're interested in. I guess it depends on what you're doing but for all of NASDAQ and NYSE it's something like 5300 tickers. So, you're almost looking at everything anyways.

[bryaan]

But why would your suggestion work and this does not? I'm subbing like this:

self.ws_client.subscribe(*tickers_to_sub) # multiple tickers

Could it be a server error where they are keeping the connection open but not sending data?