Arbitrage: ExchangeError 'ConnectionAborted' for Bithumb and Kraken (2 days)

[jaonewguy]

The rpi seems to encounter this error once a day or so. Stack Trace

2018-06-12 16:41:31.745 INFO     [fcf_autotrageur.py:_poll_opportunity:164] No arb opportunity found.
Traceback (most recent call last):
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\urllib3\connectionpool.py", line 601, in urlopen
    chunked=chunked)
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\urllib3\connectionpool.py", line 387, in _make_request
    six.raise_from(e, None)
  File "<string>", line 2, in raise_from
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\urllib3\connectionpool.py", line 383, in _make_request
    httplib_response = conn.getresponse()
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\http\client.py", line 1331, in getresponse
    response.begin()
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\http\client.py", line 297, in begin
    version, status, reason = self._read_status()
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\http\client.py", line 258, in _read_status
    line = str(self.fp.readline(_MAXLINE + 1), "iso-8859-1")
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\socket.py", line 586, in readinto
    return self._sock.recv_into(b)
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\ssl.py", line 1009, in recv_into
    return self.read(nbytes, buffer)
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\ssl.py", line 871, in read
    return self._sslobj.read(len, buffer)
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\ssl.py", line 631, in read
    v = self._sslobj.read(len, buffer)
ConnectionResetError: [WinError 10054] An existing connection was forcibly closed by the remote host

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\requests\adapters.py", line 440, in send
    timeout=timeout
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\urllib3\connectionpool.py", line 639, in urlopen
    _stacktrace=sys.exc_info()[2])
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\urllib3\util\retry.py", line 357, in increment
    raise six.reraise(type(error), error, _stacktrace)
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\urllib3\packages\six.py", line 685, in reraise
    raise value.with_traceback(tb)
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\urllib3\connectionpool.py", line 601, in urlopen
    chunked=chunked)
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\urllib3\connectionpool.py", line 387, in _make_request
    six.raise_from(e, None)
  File "<string>", line 2, in raise_from
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\urllib3\connectionpool.py", line 383, in _make_request
    httplib_response = conn.getresponse()
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\http\client.py", line 1331, in getresponse
    response.begin()
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\http\client.py", line 297, in begin
    version, status, reason = self._read_status()
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\http\client.py", line 258, in _read_status
    line = str(self.fp.readline(_MAXLINE + 1), "iso-8859-1")
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\socket.py", line 586, in readinto
    return self._sock.recv_into(b)
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\ssl.py", line 1009, in recv_into
    return self.read(nbytes, buffer)
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\ssl.py", line 871, in read
    return self._sslobj.read(len, buffer)
  File "C:\Users\drewn\AppData\Local\Programs\Python\Python36\lib\ssl.py", line 631, in read
    v = self._sslobj.read(len, buffer)
urllib3.exceptions.ProtocolError: ('Connection aborted.', ConnectionResetError(10054, 'An existing connection was forcibly closed by the remote host', None, 10054, None))

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\ccxt\base\exchange.py", line 359, in fetch
    proxies=self.proxies
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\requests\sessions.py", line 508, in request
    resp = self.send(prep, **send_kwargs)
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\requests\sessions.py", line 618, in send
    r = adapter.send(request, **kwargs)
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\requests\adapters.py", line 490, in send
    raise ConnectionError(err, request=request)
requests.exceptions.ConnectionError: ('Connection aborted.', ConnectionResetError(10054, 'An existing connection was forcibly closed by the remote host', None, 10054, None))

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "run_autotrageur.py", line 39, in <module>
    autotrageur.run_autotrageur(arguments)
  File "C:\dev_rd\Autotrageur\bot\arbitrage\autotrageur.py", line 216, in run_autotrageur
    if self._poll_opportunity():
  File "C:\dev_rd\Autotrageur\bot\arbitrage\fcf_autotrageur.py", line 159, in _poll_opportunity
    spread_high)
  File "C:\dev_rd\Autotrageur\bot\arbitrage\arbseeker.py", line 57, in get_arb_opportunities_by_orderbook
    ex1_orderbook = trader1.get_full_orderbook()
  File "C:\dev_rd\Autotrageur\bot\trader\ccxt_trader.py", line 333, in get_full_orderbook
    return self.fetcher.get_full_orderbook(self.base, self.quote)
  File "C:\dev_rd\Autotrageur\libs\trade\fetcher\ccxt_fetcher.py", line 113, in get_full_orderbook
    return self.exchange.fetch_order_book(base + "/" + quote)
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\ccxt\kraken.py", line 414, in fetch_order_book
    response = self.publicGetDepth(self.extend(request, params))
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\ccxt\base\exchange.py", line 308, in request
    return self.fetch2(path, api, method, params, headers, body)
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\ccxt\base\exchange.py", line 305, in fetch2
    return self.fetch(request['url'], request['method'], request['headers'], request['body'])
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\ccxt\base\exchange.py", line 383, in fetch
    self.raise_error(ExchangeError, url, method, e, self.last_http_response)
  File "C:\dev_rd\Autotrageur\venv\lib\site-packages\ccxt\base\exchange.py", line 290, in raise_error
    raise exception_type(output)
ccxt.base.errors.ExchangeError: kraken https://api.kraken.com/0/public/Depth?pair=XETHZUSD GET ('Connection aborted.', ConnectionResetError(10054, 'An existing connection was forcibly closed by the remote host', None, 10054, None)) {"error":[],"result":{"XETHZUSD":{"asks":[["488.29000","2.528",1528846892],["488.39000","5.000",1528846892],["488.64000","0.238",1528846891],["488.65000","51.875",1528846892],["488.73000","1.200",1528846887],["488.76000","19.141",1528846848],["488.85000","7.029",1528846856],["488.90000","14.500",1528846860],["489.00000","2.448",1528846865],["489.03000","56.000",1528846876],["489.04000","120.000",1528846784],["489.09000","0.163",1528846893],["489.10000","3.085",1528846678],["489.17000","90.000",1528846861],["489.39000","545.463",1528846843],["489.40000","7.000",1528846715],["489.47000","0.134",1528846714],["489.51000","50.000",1528846893],["489.55000","7.138",1528846694],["489.80000","33.631",1528846892],["489.90000","9.000",1528846812],["490.00000","11.000",1528846863],["490.02000","5.382",1528846729],["490.05000","15.182",1528846692],["490.10000","79.148",1528846729],["490.24000","50.000",1528846892],["490.25000","1.600",1528846787],["490.46000","31.585",1528846686],["490.51000","52.930",1528846849],["490.52000","103.234",1528846721],["490.60000","48.940",1528846726],["490.81000","1.673",1528845283],["490.88000","17.000",1528846720],["492.00000","53.704",1528846690],["492.01000","0.050",1528846299],["492.49000","100.398",1528846876],["492.50000","20.000",1528843361],["492.71000","489.392",1528846681],["492.94000","84.503",1528846814],["493.00000","0.500",1528846556],["493.39000","0.134",1528846892],["493.52000","0.024",1528845699],["494.00000","11.457",1528845739],["494.45000","166.276",1528846877],["494.46000","96.894",1528846686],["494.69000","1.000",1528846656],["494.70000","10.000",1528846660],["494.88000","67.262",1528846820],["495.00000","151.765",1528846750],["495.84000","6.111",1528846758],["495.95000","10.000",1528846762],["496.00000","45.000",1528846766],["496.20000","0.107",1528846769],["496.99000","225.308",1528846889],["497.00000","0.100",1528846777],["497.19000","156.580",1528846880],["497.20000","0.202",1528846782],["497.29000","81.785",1528846786],["497.58000","146.818",1528846790],["497.77000","302.470",1528846883],["497.78000","59.525",1528846892],["497.89000","3.000",1528846805],["498.00000","10.000",1528846809],["498.04000","5.000",1528846813],["498.06000","75.000",1528846818],["498.10000","5.000",1528846829],["498.60000","5.201",1528846833],["498.61000","278.149",1528846887],["498.70000","1.000",1528846846],["498.74000","2.000",1528846857],["498.80000","0.150",1528843633],["498.90000","15.000",1528843674],["499.00000","3.550",1528843677],["499.10000","0.201",1528843685],["499.30000","201.786",1528846826],["499.69000","1.000",1528843696],["499.82000","0.150",1528843700],["499.84000","0.650",1528843706],["499.98000","0.074",1528843710],["499.99000","1.200",1528845273],["500.00000","24.550",1528845951],["500.17000","18.350",1528846748],["500.50000","30.000",1528838789],["501.00000","0.443",1528845241],["501.10000","0.200",1528843334],["501.86000","0.150",1528846322],["502.00000","9.000",1528842054],["502.20000","5.000",1528846154],["502.44000","0.400",1528841372],["502.88000","0.150",1528839892],["503.00000","0.300",1528836983],["503.14000","2.000",1528838406],["503.90000","0.150",1528836051],["504.00000","100.000",1528837816],["504.11000","146.818",1528846003],["504.20000","269.048",1528846819],["504.30000","0.199",1528841885],["504.92000","0.450",1528835554],["505.00000","0.298",1528835499],["505.05000","18.350",1528846748]],"bids":[["487.99000","1.000",1528846892],["487.98000","0.111",1528846876],["487.96000","0.396",1528846847],["487.53000","1.060",1528846880],["487.27000","11.848",1528846889],["487.26000","5.000",1528846743],["487.17000","0.200",1528846681],["487.12000","4.990",1528846887],["487.09000","0.056",1528846878],["487.04000","1.061",1528846880],["487.00000","0.881",1528846787],["486.95000","90.000",1528846856],["486.78000","0.469",1528846879],["486.70000","3.930",1528846857],["486.57000","1.170",1528846888],["486.56000","1.062",1528846879],["486.53000","11.097",1528846892],["486.52000","28.636",1528846886],["486.40000","12.000",1528846829],["486.36000","20.624",1528846887],["486.34000","48.940",1528846704],["486.28000","5.000",1528846883],["486.27000","5.685",1528846860],["486.07000","1.063",1528846880],["486.00000","2.020",1528846787],["485.95000","84.304",1528846885],["485.94000","120.000",1528846845],["485.91000","17.000",1528846705],["485.90000","11.000",1528846718],["485.79000","50.000",1528846863],["485.74000","3.000",1528846833],["485.73000","22.500",1528846875],["485.70000","33.631",1528846888],["485.64000","4.040",1528846833],["485.63000","0.768",1528846835],["485.61000","79.148",1528846723],["485.52000","103.234",1528846829],["485.50000","16.000",1528846860],["485.39000","3.940",1528846889],["485.35000","82.415",1528846755],["485.30000","11.702",1528846802],["485.20000","50.000",1528846860],["485.18000","489.392",1528846690],["484.88000","17.513",1528846721],["484.78000","6.500",1528846669],["484.66000","5.140",1528846727],["484.16000","4.883",1528846883],["484.15000","16.816",1528846877],["484.00000","0.150",1528846562],["483.76000","47.836",1528846871],["483.60000","0.200",1528846572],["483.50000","2.000",1528846608],["483.28000","10.664",1528846884],["483.27000","0.250",1528845731],["483.26000","3.483",1528846889],["483.20000","0.250",1528846162],["483.12000","0.700",1528845732],["483.10000","0.300",1528846490],["483.02000","0.500",1528845729],["483.00000","6.087",1528846376],["482.75000","0.450",1528845361],["482.70000","0.131",1528846864],["482.50000","5.000",1528846858],["482.35000","0.093",1528846727],["482.20000","0.250",1528843908],["482.12000","0.700",1528845979],["482.10000","0.300",1528844658],["482.02000","0.500",1528846302],["482.00000","8.592",1528846343],["481.69000","2.000",1528846880],["481.51000","41.235",1528846882],["481.50000","1.500",1528846540],["481.39000","124.487",1528846724],["481.37000","71.036",1528846709],["481.32000","82.133",1528846269],["481.31000","150.000",1528846803],["481.20000","0.250",1528846103],["481.18000","0.330",1528846860],["481.12000","0.700",1528846855],["481.10000","1.300",1528845782],["481.03000","17.116",1528846883],["481.02000","0.500",1528845797],["481.00000","10.139",1528844685],["480.99000","1.000",1528844680],["480.72000","173.424",1528846856],["480.66000","894.726",1528846892],["480.33000","0.450",1528846769],["480.20000","0.250",1528846758],["480.12000","2.800",1528846748],["480.10000","0.300",1528846751],["480.02000","0.500",1528846814],["480.01000","1.200",1528846766],["480.00000","77.907",1528846775],["479.94000","109.567",1528846779],["479.60000","0.500",1528846629],["479.20000","0.250",1528846783],["479.12000","0.700",1528846848],["479.11000","160.000",1528846799],["479.10000","0.300",1528846795],["479.02000","0.500",1528845358]]}}}

[rnd-worker]

We may need to generalise the solution for this: /home/worker/Autotrageur/logs/2018-07-20_09_15_38_612533/2018-07-20_09_15_38_612533.log

2018-07-22 16:14:53.422 CRITICAL [autotrageur.py:run_autotrageur:308] gemini https://api.sandbox.gemini.com/v1/book/ethusd GET ('Connection aborted.', ConnectionResetError(104, 'Connection reset by peer')) {"bids":[{"price":"420.00","amount":"3","timestamp":"1532190065"}],"asks":[{"price":"431.33","amount":"3.54990122","timestamp":"1532190065"},{"price":"431.34","amount":"19.092512","timestamp":"1532190065"},{"price":"431.35","amount":"2.879356","timestamp":"1532190065"},{"price":"431.36","amount":"4.034177","timestamp":"1532190065"},{"price":"431.37","amount":"2.592166","timestamp":"1532190065"},{"price":"431.38","amount":"0.143927","timestamp":"1532190065"},{"price":"431.39","amount":"20.659856","timestamp":"1532190065"},{"price":"431.40","amount":"15.125372","timestamp":"1532190065"},{"price":"431.41","amount":"1.439824","timestamp":"1532190065"},{"price":"431.42","amount":"44.239503","timestamp":"1532190065"},{"price":"431.43","amount":"28.661595","timestamp":"1532190065"},{"price":"431.44","amount":"0.360024","timestamp":"1532190065"},{"price":"431.45","amount":"14.152142","timestamp":"1532190065"},{"price":"431.46","amount":"14.328513","timestamp":"1532190065"},{"price":"431.47","amount":"28.263008","timestamp":"1532190065"},{"price":"431.48","amount":"40.477098","timestamp":"1532190065"},{"price":"431.49","amount":"119.976182","timestamp":"1532190065"},{"price":"431.50","amount":"12.561488","timestamp":"1532190065"},{"price":"431.51","amount":"28.365097","timestamp":"1532190065"},{"price":"431.52","amount":"82.551021","timestamp":"1532190065"},{"price":"431.53","amount":"40.165519","timestamp":"1532190065"},{"price":"431.54","amount":"21.762916","timestamp":"1532190065"},{"price":"431.55","amount":"69.199598","timestamp":"1532190065"},{"price":"431.56","amount":"47.302711","timestamp":"1532190065"},{"price":"431.57","amount":"49.786887","timestamp":"1532190065"},{"price":"431.58","amount":"69.668839","timestamp":"1532190065"},{"price":"431.59","amount":"52.90469","timestamp":"1532190065"},{"price":"431.60","amount":"59.031711","timestamp":"1532190065"},{"price":"431.61","amount":"76.790362","timestamp":"1532190065"},{"price":"431.62","amount":"110.704718","timestamp":"1532190065"},{"price":"431.63","amount":"44.319966","timestamp":"1532190065"},{"price":"431.64","amount":"73.369469","timestamp":"1532190065"},{"price":"431.65","amount":"153.493027","timestamp":"1532190065"},{"price":"431.66","amount":"67.685209","timestamp":"1532190065"},{"price":"431.67","amount":"48.487234","timestamp":"1532190065"},{"price":"431.68","amount":"43.632354","timestamp":"1532190065"},{"price":"431.69","amount":"62.411245","timestamp":"1532190065"},{"price":"431.70","amount":"99.539017","timestamp":"1532190065"},{"price":"431.71","amount":"48.036547","timestamp":"1532190065"},{"price":"431.72","amount":"69.452301","timestamp":"1532190065"},{"price":"431.73","amount":"92.648397","timestamp":"1532190065"},{"price":"431.74","amount":"104.01297","timestamp":"1532190065"},{"price":"431.75","amount":"34.971534","timestamp":"1532190065"},{"price":"431.76","amount":"81.587173","timestamp":"1532190065"},{"price":"431.77","amount":"78.258761","timestamp":"1532190065"},{"price":"431.78","amount":"104.380999","timestamp":"1532190065"},{"price":"431.79","amount":"71.710759","timestamp":"1532190065"},{"price":"431.80","amount":"101.497449","timestamp":"1532190065"},{"price":"431.81","amount":"76.987334","timestamp":"1532190065"},{"price":"431.82","amount":"25.890034","timestamp":"1532190065"}]}

/home/worker/Autotrageur/logs/2018-07-19_17_00_27_380297/2018-07-19_17_00_27_380297.log

2018-07-22 16:03:54.704 CRITICAL [autotrageur.py:run_autotrageur:308] gemini https://api.sandbox.gemini.com/v1/book/btcusd GET ('Connection aborted.', RemoteDisconnected('Remote end closed connection without response',)) {"bids":[{"price":"6203.77","amount":"0.0009202681","timestamp":"1532299855"},{"price":"100.00","amount":"100","timestamp":"1532299855"},{"price":"2.00","amount":"10","timestamp":"1532299855"},{"price":"0.50","amount":"0.0001","timestamp":"1532299855"}],"asks":[{"price":"6209.00","amount":"0.00026347","timestamp":"1532299855"},{"price":"6209.04","amount":"0.86","timestamp":"1532299855"},{"price":"6209.18","amount":"0.09","timestamp":"1532299855"},{"price":"6209.20","amount":"0.0001","timestamp":"1532299855"},{"price":"6209.25","amount":"0.18","timestamp":"1532299855"},{"price":"6209.27","amount":"0.18","timestamp":"1532299855"},{"price":"6209.30","amount":"0.00018517","timestamp":"1532299855"},{"price":"6209.31","amount":"0.0002818","timestamp":"1532299855"},{"price":"6209.32","amount":"0.09015297","timestamp":"1532299855"},{"price":"6209.33","amount":"0.0002","timestamp":"1532299855"},{"price":"6209.34","amount":"0.0901","timestamp":"1532299855"},{"price":"6209.37","amount":"0.18","timestamp":"1532299855"},{"price":"6209.43","amount":"0.09","timestamp":"1532299855"},{"price":"6209.45","amount":"0.0001","timestamp":"1532299855"},{"price":"6209.46","amount":"0.09","timestamp":"1532299855"},{"price":"6209.50","amount":"0.25379344","timestamp":"1532299855"},{"price":"6209.53","amount":"0.09","timestamp":"1532299855"},{"price":"6209.54","amount":"0.09","timestamp":"1532299855"},{"price":"6209.56","amount":"0.025","timestamp":"1532299855"},{"price":"6209.58","amount":"0.18","timestamp":"1532299855"},{"price":"6209.61","amount":"0.45","timestamp":"1532299855"},{"price":"6209.67","amount":"0.09","timestamp":"1532299855"},{"price":"6209.71","amount":"0.02521736","timestamp":"1532299855"},{"price":"6209.72","amount":"0.1","timestamp":"1532299855"},{"price":"6209.73","amount":"0.0201","timestamp":"1532299855"},{"price":"6209.75","amount":"0.09","timestamp":"1532299855"},{"price":"6209.76","amount":"0.18","timestamp":"1532299855"},{"price":"6209.78","amount":"0.09","timestamp":"1532299855"},{"price":"6209.79","amount":"0.18","timestamp":"1532299855"},{"price":"6209.80","amount":"0.09","timestamp":"1532299855"},{"price":"6209.82","amount":"0.27","timestamp":"1532299855"},{"price":"6209.83","amount":"0.09","timestamp":"1532299855"},{"price":"6209.84","amount":"0.0001","timestamp":"1532299855"},{"price":"6209.85","amount":"0.09","timestamp":"1532299855"},{"price":"6209.86","amount":"0.63","timestamp":"1532299855"},{"price":"6209.87","amount":"0.72","timestamp":"1532299855"},{"price":"6209.88","amount":"0.36","timestamp":"1532299855"},{"price":"6209.89","amount":"0.115","timestamp":"1532299855"},{"price":"6209.90","amount":"0.09","timestamp":"1532299855"},{"price":"6209.91","amount":"0.18","timestamp":"1532299855"},{"price":"6209.93","amount":"0.0301","timestamp":"1532299855"},{"price":"6209.94","amount":"0.09","timestamp":"1532299855"},{"price":"6209.95","amount":"0.1801","timestamp":"1532299855"},{"price":"6209.96","amount":"0.18","timestamp":"1532299855"},{"price":"6209.97","amount":"0.03","timestamp":"1532299855"},{"price":"6209.98","amount":"0.10060383","timestamp":"1532299855"},{"price":"6209.99","amount":"0.00025297","timestamp":"1532299855"},{"price":"6210.00","amount":"2.46","timestamp":"1532299855"},{"price":"6210.02","amount":"0.18","timestamp":"1532299855"},{"price":"6210.05","amount":"0.27","timestamp":"1532299855"}]}