alpaca-py
alpaca-py copied to clipboard
Support REST requests timeout, especially with StockHistoricalDataClient
Is there an existing issue for this?
- [X] I have searched the existing issues
Is your feature request related to a problem? Please describe.
Currently when getting StockBarsRequest
, I cannot specify a requests
timeout. Sometimes it takes too long to return, as much as 7 seconds.
Describe the solution you'd like.
The requests
package supports a timeout
argument. It should be possible for me to optionally provide this argument when I initialize StockHistoricalDataClient
. I would then use two instances of this client, one without a timeout, and one with a timeout when I need it.
In this way, I can myself easily then retry the request if it takes longer than say 2 seconds instead of waiting for 7 seconds. Usually it returns very quickly.
The default behavior should continue to remain as it is now.
Describe an alternate solution.
No response
Anything else? (Additional Context)
Without this feature I have to use requests
myself which may be undesirable. [example]