ChunkedEncodingError when streaming quotes outside market hours

[zenahirsch]

I'm not sure if this is just an issue on Ally's end, BUT I've found that outside market hours, I get the following error when streaming quotes:

Traceback (most recent call last):
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/urllib3/response.py", line 697, in _update_chunk_length
    self.chunk_left = int(line, 16)
ValueError: invalid literal for int() with base 16: b''

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/urllib3/response.py", line 438, in _error_catcher
    yield
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/urllib3/response.py", line 764, in read_chunked
    self._update_chunk_length()
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/urllib3/response.py", line 701, in _update_chunk_length
    raise InvalidChunkLength(self, line)
urllib3.exceptions.InvalidChunkLength: InvalidChunkLength(got length b'', 0 bytes read)

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/requests/models.py", line 753, in generate
    for chunk in self.raw.stream(chunk_size, decode_content=True):
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/urllib3/response.py", line 572, in stream
    for line in self.read_chunked(amt, decode_content=decode_content):
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/urllib3/response.py", line 793, in read_chunked
    self._original_response.close()
  File "/usr/local/Cellar/[email protected]/3.9.2_4/Frameworks/Python.framework/Versions/3.9/lib/python3.9/contextlib.py", line 135, in __exit__
    self.gen.throw(type, value, traceback)
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/urllib3/response.py", line 455, in _error_catcher
    raise ProtocolError("Connection broken: %r" % e, e)
urllib3.exceptions.ProtocolError: ("Connection broken: InvalidChunkLength(got length b'', 0 bytes read)", InvalidChunkLength(got length b'', 0 bytes read))

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/zena.hirsch/Code/laboratory/stock-watcher.py", line 82, in <module>
    main()
  File "/Users/zena.hirsch/Code/laboratory/stock-watcher.py", line 72, in main
    for quote in a.stream(SYMBOL):
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/ally/Api.py", line 242, in request
    for chunk in x.iter_content( chunk_size=1 ):
  File "/Users/zena.hirsch/Code/.virtualenvs/laboratory/lib/python3.9/site-packages/requests/models.py", line 756, in generate
    raise ChunkedEncodingError(e)
requests.exceptions.ChunkedEncodingError: ("Connection broken: InvalidChunkLength(got length b'', 0 bytes read)", InvalidChunkLength(got length b'', 0 bytes read))

I am streaming quotes like so:

for quote in a.stream(SYMBOL):
    print(quote)
    bid_price = float(quote['bid'])

Is this a known issue? Something I should report to Ally? Thank you!

[LaikaN57]

hmm.... interesting. The requests library is expecting something like:

HTTP/1.1 200 OK 
Content-Type: text/plain 
Transfer-Encoding: chunked

9\r\n
Some data\r\n 
6\r\n
Python\r\n

but instead of the chunk lengths we are just getting an empty line? We should inspect a packet capture first and then report to Ally. We can also just code around this.