handle any socket hangups

main
Avraham Sakal 10 months ago
parent f8279d4932
commit 71f72eb474

@ -38,11 +38,15 @@ export async function* makeGetOptionContractsIterator(
symbol: string,
date: string
) {
let latestBatchResponse = (await (
let latestBatchResponse = await pRetry(
async () =>
(await (
await fetch(
`https://api.polygon.io/v3/reference/options/contracts?underlying_ticker=${symbol}&as_of=${date}&sort=ticker&limit=1000&apiKey=${await getApiKey()}`
)
).json()) as PolygonOptionContractsResponse;
).json()) as PolygonOptionContractsResponse,
{ forever: true, factor: 2, maxTimeout: 120000 }
);
yield latestBatchResponse.results.map((result) => ({
asOfDate: date,
symbol,
@ -53,9 +57,15 @@ export async function* makeGetOptionContractsIterator(
// as long as there's a `next_url`, call that:
while (latestBatchResponse.hasOwnProperty("next_url")) {
latestBatchResponse = (await (
await fetch(`${latestBatchResponse.next_url}&apiKey=${await getApiKey()}`)
).json()) as PolygonOptionContractsResponse;
latestBatchResponse = await pRetry(
async () =>
(await (
await fetch(
`${latestBatchResponse.next_url}&apiKey=${await getApiKey()}`
)
).json()) as PolygonOptionContractsResponse,
{ forever: true, factor: 2, maxTimeout: 120000 }
);
yield latestBatchResponse.results?.map((result) => ({
asOfDate: date,
symbol,
@ -106,9 +116,13 @@ export async function* makeGetOptionContractAggregatesIterator({
const asOfDate = currentDateAsDateObject.toISOString().substring(0, 10);
const url = `https://api.polygon.io/v2/aggs/ticker/${optionContractTicker}/range/1/minute/${asOfDate}/${asOfDate}?adjusted=false&sort=asc&limit=50000&apiKey=${await getApiKey()}`;
let latestBatchResponse;
latestBatchResponse = (await (
latestBatchResponse = await pRetry(
async () =>
(await (
await fetch(url)
).json()) as PolygonOptionContractAggregatesResponse;
).json()) as PolygonOptionContractAggregatesResponse,
{ forever: true, factor: 2, maxTimeout: 120000 }
);
if (latestBatchResponse.status.toLowerCase() === "ok") {
yield latestBatchResponse.results?.map((result) => ({
symbol,

@ -120,7 +120,7 @@ export async function pullOptionContracts(symbol: string, date: string) {
date
)) {
console.log(batch.length);
pRetry(
await pRetry(
async () => {
await clickhouse.insert({
table: "option_contract_existences",
@ -163,7 +163,7 @@ export async function pullOptionContractAggregates(
new Date(batch[0].tsStart * 1000),
new Date(batch[batch.length - 1].tsStart * 1000)
);
pRetry(
await pRetry(
async () => {
await clickhouse.insert({
table: "option_contract_aggregates",

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