Live.add_reconnect_callback

Add a reconnect callback to the live client. This callback must take two arguments. When a reconnection policy is set on the Live client, this callback will be executed when a reconnection occurs with two arguments:

  • The last received record's ts_event timestamp, or start timestamp from the session Metadata if no records were received yet.
  • The start timestamp from the reconnected session's Metadata.

These values can be used to record any gaps in the received data due to a disconnection. Exceptions raised in a callback can be handled explicitly by specifying an exception_callback.

The callbacks are executed in the order they are added.

Info

It is recommended that callback functions be non-blocking to ensure the networking event loop remains running.

Parameters

Parameter
Type
Required
Description
reconnect_callback
Callable[[pd.Timestamp, pd.Timestamp], None]
required
A callback for handling reconnections. The callback must take two arguments.
exception_callback
Callable[[Exception], None]
optional
A callback to dispatch exceptions to that are raised when executing reconnect_callback. The callback must take a single exception argument.
API method 
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Live.add_reconnect_callback(
    reconnect_callback: Callable[[pd.Timestamp, pd.Timestamp], None]
    exception_callback: Callable[[Exception], None] | None = None,
) -> None
Example usage 
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import databento as db

# Create a callback to handle reconnections
def reconnect_callback(start, end) -> None:
    print(f"reconnection gap from {start} to {end}")


# Create a callback to handle exceptions from `reconnect_callback`
def error_handler(exception: Exception) -> None:
    print(f"an error occurred {exception}")


# Create a live client with a reconnect policy
client = db.Live(
    key="$YOUR_API_KEY",
    reconnect_policy="reconnect",
)

# Subscribe to the trades schema for all ES futures
client.subscribe(
    dataset="GLBX.MDP3",
    schema="trades",
    stype_in="parent",
    symbols="ES.FUT",
)

# Add the reconnect callback to the client
client.add_reconnect_callback(
    reconnect_callback=reconnect_callback,
    exception_callback=error_handler,  # optional error handler
)