[Bug]: Data WebSocket Error: Restarting Connection Due to Server Rejected WebSocket Connection (HTTP 404) about alpaca-py

[CurtMRosenbladWheeler]

@hiohiohio, I tried following your suggestion, but unfortunately, I'm still encountering the same error.

[CurtMRosenbladWheeler]

@hiohiohio I encountered the same error when I ran your code: data websocket error, restarting connection: server rejected WebSocket connection: HTTP 404.

To troubleshoot, I implemented my own code to make a request to wss://stream.data.alpaca.markets/v1beta3/crypto/us, and it worked seamlessly without encountering any issues. Below is the code for reference:

import asyncio
import websockets
import json
from autotrader.configs.alpaca_settings import ALPACA_API_KEY, ALPACA_SECRET_KEY

async def connect_to_websocket():
    uri = "wss://stream.data.alpaca.markets/v1beta3/crypto/us"
    async with websockets.connect(uri) as websocket:
        auth_data = {
            "action": "auth",
            "key": ALPACA_API_KEY,
            "secret": ALPACA_SECRET_KEY
        }
        await websocket.send(json.dumps(auth_data))

        subscribe_data = {
            "action": "subscribe",
            "trades": ["BTC/USD"],
            "quotes": ["LTC/USD", "ETH/USD"],
            "bars": ["BCH/USD"]
        }
        await websocket.send(json.dumps(subscribe_data))

        async for message in websocket:
            print(message)

asyncio.run(connect_to_websocket())

This code establishes a WebSocket connection without encountering the mentioned error. Please let me know if you have any insights into why the original code might be facing this issue.

[hiohiohio]

@CurtMRosenbladWheeler Thank you for the issue report. Can you please try to use BTC/USD instead of BTCUSD?

[hiohiohio]

@CurtMRosenbladWheeler hmmm. the below code works for me (Sorry, I am currently hitting the rate limit, so cannot try with your code). May I please ask you to provide actual logs of the error if possible?

from alpaca.data.live import CryptoDataStream

stream = CryptoDataStream(
    api_key=API_KEY,
    secret_key=API_SECRET,
)
symbol = "BTC/USD"
async def handler(data):
    print(data)
stream.subscribe_quotes(handler, symbol)
stream.subscribe_trades(handler, symbol)

stream.run()

[hiohiohio]

@CurtMRosenbladWheeler thank you for the update and detailed info. Appreciate. It helps me a lot. Unfortunately, I still cannot reproduce the error you mentioned in my env. May I please ask you to provide the version of below libraries and python? I think the issue could be coming from library compatibility issues.

python
msgpack
pydantic
pydantic_core
websockets

[hiohiohio]

Found a way to reproduce this and created a PR to fix.
#385

[Gustavanovic]

Hey everyone! I can't import alpaca.data.live. I've downloaded the alpaca-py. Please help me :)