multiple_data_strategy.py throwing exception: your connection is rejected

[William-Ebertz]

Hey there,

I'm encountering this issue while running the unmodified multiple_data_strategy.py sample in paper trading mode. I have no other scripts running on the account. This is the exception:

Starting Portfolio Value: 100000.0
Exception in thread Thread-7:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 917, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 865, in run
self._target(*self._args, **self._kwargs)
File "/home/pi/.local/lib/python3.7/site-packages/alpaca_backtrader_api/alpacastore.py", line 483, in _t_streaming_prices
streamer.run()
File "/home/pi/.local/lib/python3.7/site-packages/alpaca_backtrader_api/alpacastore.py", line 132, in run
self.conn.run(channels)
File "/home/pi/.local/lib/python3.7/site-packages/alpaca_trade_api/stream2.py", line 275, in run
loop.run_until_complete(self.subscribe(initial_channels))
File "/usr/lib/python3.7/asyncio/base_events.py", line 584, in run_until_complete
return future.result()
File "/home/pi/.local/lib/python3.7/site-packages/alpaca_trade_api/stream2.py", line 250, in subscribe
await self.data_ws.subscribe(data_channels)
File "/home/pi/.local/lib/python3.7/site-packages/alpaca_trade_api/stream2.py", line 104, in subscribe
await self._ensure_ws()
File "/home/pi/.local/lib/python3.7/site-packages/alpaca_trade_api/stream2.py", line 88, in _ensure_ws
await self._connect()
File "/home/pi/.local/lib/python3.7/site-packages/alpaca_trade_api/stream2.py", line 52, in _connect
raise Exception(f"Error while connecting to {self._endpoint}:"
Exception: Error while connecting to wss://data.alpaca.markets/stream:your connection is rejected while another connection is open under the same account

[shlomiku]

Hi, so working with multiple data is currently an issue.
there's a branch solving this issue but it's not yet perfect.
you could install it and work with it to run this example code.
install it like so:
pip install -U git+https://github.com/alpacahq/alpaca-backtrader-api@shared_websocket_streamer

[William-Ebertz]

Yeah, the Alpaca API mentioned that they don't support multiple websocket connections, so this looks like a good workaround. I'll try it out, thanks.

[alias-noa]

Are you guys talking about running it on multiple tickers?

[shlomiku]

yes

[William-Ebertz]

Thanks, this got backtesting up and running.