[BUG] Liquid WebSocket connection errors

[dennisocana]

Describe the bug

Getting WebSocket connection errors with Liquid connector using any strategies. Despite the errors, Hummingbot continues to behave as expected (creating and canceling orders). Haven't checked yet what happens when a trade is executed.

2020-01-02 03:11:45,514 - 10 - hummingbot.market.liquid.liquid_api_user_stream_data_source - ERROR - Unexpected error with Liquid WebSocket connection. Retrying after 30 seconds...
Traceback (most recent call last):
  File "/opt/conda/envs/hummingbot/lib/python3.6/site-packages/pandas/core/indexes/base.py", line 2656, in get_loc
    return self._engine.get_loc(key)
  File "pandas/_libs/index.pyx", line 108, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/index.pyx", line 132, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/hashtable_class_helper.pxi", line 1601, in pandas._libs.hashtable.PyObjectHashTable.get_item
  File "pandas/_libs/hashtable_class_helper.pxi", line 1608, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: 'quoted_currency'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/hummingbot/market/liquid/liquid_api_user_stream_data_source.py", line 73, in listen_for_user_stream
    for trading_pair in self._trading_pairs
  File "/hummingbot/market/liquid/liquid_api_user_stream_data_source.py", line 73, in <listcomp>
    for trading_pair in self._trading_pairs
  File "/opt/conda/envs/hummingbot/lib/python3.6/site-packages/pandas/core/indexing.py", line 1494, in __getitem__
    return self._getitem_tuple(key)
  File "/opt/conda/envs/hummingbot/lib/python3.6/site-packages/pandas/core/indexing.py", line 868, in _getitem_tuple
    return self._getitem_lowerdim(tup)
  File "/opt/conda/envs/hummingbot/lib/python3.6/site-packages/pandas/core/indexing.py", line 1017, in _getitem_lowerdim
    return getattr(section, self.name)[new_key]
  File "/opt/conda/envs/hummingbot/lib/python3.6/site-packages/pandas/core/indexing.py", line 1500, in __getitem__
    return self._getitem_axis(maybe_callable, axis=axis)
  File "/opt/conda/envs/hummingbot/lib/python3.6/site-packages/pandas/core/indexing.py", line 1913, in _getitem_axis
    return self._get_label(key, axis=axis)
  File "/opt/conda/envs/hummingbot/lib/python3.6/site-packages/pandas/core/indexing.py", line 137, in _get_label
    return self.obj._xs(label, axis=axis)
  File "/opt/conda/envs/hummingbot/lib/python3.6/site-packages/pandas/core/generic.py", line 3585, in xs
    loc = self.index.get_loc(key)
  File "/opt/conda/envs/hummingbot/lib/python3.6/site-packages/pandas/core/indexes/base.py", line 2658, in get_loc
    return self._engine.get_loc(self._maybe_cast_indexer(key))
  File "pandas/_libs/index.pyx", line 108, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/index.pyx", line 132, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/hashtable_class_helper.pxi", line 1601, in pandas._libs.hashtable.PyObjectHashTable.get_item
  File "pandas/_libs/hashtable_class_helper.pxi", line 1608, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: 'quoted_currency'

Release version

This happens in both master branch 0.21.0 and development branch dev-0.22.0.

"branch": "master",
"commit": "a8070e3369d9273ddb29e7d9e505987ad8fa1b46",
"date": "2019-12-30T21:27:45Z",

"branch": "development",
"commit": "7f73abc040c894e6e87fdd887b5bc508bd6a910b",
"date": "2020-01-01T04:58:19Z",

Attachments

liquid_websocket_errors.log

[dennisocana]

Fixed by #1270 in development branch and will be in the upcoming version 0.22.0 release.