Is there a way to ignore the trades contained within the initial response to a subscription?

[rdong8]

For example, the initial response from dYdX contains some of the most recent historical trades for the symbol you subscribed to. The issue is that this causes data to be duplicated in the database if you quickly stop and restart the program using this library to write to it. Is there a way to only receive the subsequent channel data and not any historical trades in the initial response?

[bmoscon]

no, though some exchanges provide a flag or other method to disable this. Probably you want to filter them out before writing, or use a unique key such that duplicates will just overwrite existing data

[rdong8]

One more thing, I keep getting this error after leaving the program running for a couple hours, do you have any advice? I think my code is pretty basic but I can't pinpoint the issue.

Future exception was never retrieved
future: <Future finished exception=ConnectionClosedError(None, None, None)>
websockets.exceptions.ConnectionClosedError: no close frame received or sent
Future exception was never retrieved
future: <Future finished exception=ConnectionClosedError(None, None, None)>
websockets.exceptions.ConnectionClosedError: no close frame received or sent
2021-12-20 23:30:40,259 : WARNING : DYDX.ws.1: encountered connection issue no close frame received or sent - reconnecting in 1.0 seconds...
Traceback (most recent call last):
  File "<project_dir>/venv/lib/python3.9/site-packages/websockets/legacy/protocol.py", line 944, in transfer_data
    message = await self.read_message()
  File "<project_dir>/venv/lib/python3.9/site-packages/websockets/legacy/protocol.py", line 1013, in read_message
    frame = await self.read_data_frame(max_size=self.max_size)
  File "<project_dir>/venv/lib/python3.9/site-packages/websockets/legacy/protocol.py", line 1089, in read_data_frame
    frame = await self.read_frame(max_size)
  File "<project_dir>/venv/lib/python3.9/site-packages/websockets/legacy/protocol.py", line 1144, in read_frame
    frame = await Frame.read(
  File "<project_dir>/venv/lib/python3.9/site-packages/websockets/legacy/framing.py", line 70, in read
    data = await reader(2)
  File "/usr/lib/python3.9/asyncio/streams.py", line 723, in readexactly
    await self._wait_for_data('readexactly')
  File "/usr/lib/python3.9/asyncio/streams.py", line 517, in _wait_for_data
    await self._waiter
ConnectionResetError: [Errno 104] Connection reset by peer

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
  File "<project_dir>/venv/lib/python3.9/site-packages/cryptofeed/connection_handler.py", line 68, in _create_connection
    await self._handler(connection, self.handler)
  File "<project_dir>/venv/lib/python3.9/site-packages/cryptofeed/connection_handler.py", line 113, in _handler
    async for message in connection.read():
  File "<project_dir>/venv/lib/python3.9/site-packages/cryptofeed/connection.py", line 320, in read
    async for data in self.conn:
  File "<project_dir>/venv/lib/python3.9/site-packages/websockets/legacy/protocol.py", line 481, in __aiter__
    yield await self.recv()
  File "<project_dir>/venv/lib/python3.9/site-packages/websockets/legacy/protocol.py", line 552, in recv
    await self.ensure_open()
  File "<project_dir>/venv/lib/python3.9/site-packages/websockets/legacy/protocol.py", line 920, in ensure_open
    raise self.connection_closed_exc()
websockets.exceptions.ConnectionClosedError: no close frame received or sent
Future exception was never retrieved
future: <Future finished exception=ConnectionClosedError(None, None, None)>
websockets.exceptions.ConnectionClosedError: no close frame received or sent

[bmoscon]

the exchange has disconnected you. The library should reconnect