Handle websocket errors for dYdX

[davidsblom]

Pull Request

Handle websocket errors for dYdX. When an internal error occurs, the websocket is not subscribed to the channel. Hence, the client tries to subscribe again after a delay.

Type of change

Delete options that are not relevant.

• Bug fix (non-breaking change which fixes an issue)

How has this change been tested?

Live example

[Copilot]

Copilot reviewed 5 out of 5 changed files in this pull request and generated 1 comment.

Comments suppressed due to low confidence (1)

nautilus_trader/adapters/dydx/websocket/client.py:203

• [nitpick] Consider defining the error message prefix as a named constant to improve maintainability and reduce duplication.

and ws_message.message.startswith("Internal error, could not fetch data for subscription:")

[Copilot]

Copilot reviewed 5 out of 5 changed files in this pull request and generated no comments.

Comments suppressed due to low confidence (2)

nautilus_trader/adapters/dydx/websocket/client.py:203

• Relying on an exact error message text for detecting internal errors may be brittle. Consider using a constant or dedicated error code to identify this condition for improved maintainability.

and ws_message.message.startswith("Internal error, could not fetch data for subscription:")

nautilus_trader/adapters/dydx/websocket/client.py:420

• When unsubscribing without specifying a channel_id and multiple subscriptions exist for the channel, the current behavior logs an error and aborts the operation. Consider providing a way to either unsubscribe all subscriptions for that channel or requiring the channel_id explicitly to avoid ambiguity.

if len(self._subscriptions[channel]) > 1:

[cjdsellers]

Many thanks @davidsblom

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