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[polygon] csm write failure for key #395

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yushihui opened this issue Nov 20, 2020 · 1 comment
Open

[polygon] csm write failure for key #395

yushihui opened this issue Nov 20, 2020 · 1 comment

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@yushihui
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yushihui commented Nov 20, 2020

  • Log

{"level":"info","timestamp":"2020-11-20T01:44:37.473Z","msg":"authenticated successfully {feed:AM.AAPL}"}
{"level":"info","timestamp":"2020-11-20T01:44:37.473Z","msg":"authenticated successfully {feed:Q.AAPL}"}
{"level":"info","timestamp":"2020-11-20T01:44:37.480Z","msg":"subscribed {feed:Q.AAPL}"}
{"level":"info","timestamp":"2020-11-20T01:44:37.481Z","msg":"subscribed {feed:AM.AAPL}"}
{"level":"warn","timestamp":"2020-11-20T01:44:38.860Z","msg":"failed websocket connection, restarting... {subscription:AM.AAPL}"}
{"level":"error","timestamp":"2020-11-20T01:44:38.862Z","msg":"[polygon] csm write failure for key: [/1Min/OHLCV:Symbol/Timeframe/AttributeGroup] (/go/src/github.com/alpacahq/marketstore/catalog/catalog.go:104Category name does not match on-disk name)"}
{"level":"info","timestamp":"2020-11-20T01:44:38.917Z","msg":"authenticated successfully {feed:AM.AAPL}"}
{"level":"info","timestamp":"2020-11-20T01:44:38.925Z","msg":"subscribed {feed:AM.AAPL}"}
{"level":"warn","timestamp":"2020-11-20T01:44:43.892Z","msg":"failed websocket connection, restarting... {subscription:Q.AAPL}"}
{"level":"error","timestamp":"2020-11-20T01:44:43.897Z","msg":"[polygon] failed to write csm (/go/src/github.com/alpacahq/marketstore/catalog/catalog.go:104Category name does not match on-disk name)"}
{"level":"info","timestamp":"2020-11-20T01:44:43.954Z","msg":"authenticated successfully {feed:Q.AAPL}"}
{"level":"info","timestamp":"2020-11-20T01:44:43.962Z","msg":"subscribed {feed:Q.AAPL}"}
{"level":"warn","timestamp":"2020-11-20T01:44:45.957Z","msg":"failed websocket connection, restarting... {subscription:AM.AAPL}"}
{"level":"error","timestamp":"2020-11-20T01:44:45.958Z","msg":"[polygon] csm write failure for key: [/1Min/OHLCV:Symbol/Timeframe/AttributeGroup] (/go/src/github.com/alpacahq/marketstore/catalog/catalog.go:104Category name does not match on-disk name)"}
{"level":"info","timestamp":"2020-11-20T01:44:46.016Z","msg":"authenticated successfully {feed:AM.AAPL}"}
{"level":"info","timestamp":"2020-11-20T01:44:46.024Z","msg":"subscribed {feed:AM.AAPL}"}

  • config
root_directory: data
listen_port: 5993
grpc_listen_port: 5995
log_level: info
queryable: true
stop_grace_period: 0
wal_rotate_interval: 5
enable_add: true
enable_remove: false
enable_last_known: false
timezone: "America/New_York"
triggers:
  - module: ondiskagg.so
    on: "*/1Min/OHLCV"
    config:
      destinations: [ '5Min', '15Min', '1H', '1D' ]
bgworkers:
  - module: polygon.so
    name: Polygon
    config:
      api_key: 'xxxxxxxx'
      base_url: https://api.polygon.io
      nats_servers: nats://nats1.polygon.io:30401, nats://nats2.polygon.io:30402, nats://nats3.polygon.io:30403
      data_types: [ 'bars', 'quotes' ]
      symbols:
        - AAPL
@mtucker502
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I also have seen this issue.

I am running the latest version of marketstore in a docker container:

root@1ff54d372ec6:/# marketstore --version
{"level":"info","timestamp":"2021-02-09T03:44:18.153Z","msg":"Running single threaded"}
version: latest
commit hash: 6fe1cf799a394469af860c60d2c058ae9bc16ee9
utc build time: 2021-02-05-00-28-41

Here is my config:

bgworkers:
  - module: gdaxfeeder.so
    name: GdaxFetcher
    config:
      query_start: "2017-09-01 00:00"
      base_timeframe: 1Min
      symbols: [BTC-USD]
  - module: polygon.so
    name: Polygon
    config:
      api_key: ###omitted###
      #ws_servers: wss://alpaca.socket.polygon.io
      data_types: ["bars"]
      symbols:
        - AAPL
        - SPY
        - BB
        - AMC

It appears the websocket connects and as expected there isn't any data as it's currently after hours. However it doesn't appear that the Polygon plugin is able to create the necessary

{"level":"info","timestamp":"2021-02-09T03:25:44.179Z","msg":"subscribing to upstream Polygon"}
{"level":"info","timestamp":"2021-02-09T03:25:44.179Z","msg":"enabling ... {scope:AM.AAPL,AM.SPY,AM.BB,AM.AMC}"}
{"level":"warn","timestamp":"2021-02-09T03:25:44.180Z","msg":"connection was already nil"}
{"level":"info","timestamp":"2021-02-09T03:25:44.260Z","msg":"authenticated successfully {feed:AM.AAPL,AM.SPY,AM.BB,AM.AMC}"}
{"level":"info","timestamp":"2021-02-09T03:25:44.262Z","msg":"subscribed {feed:AM.AAPL,AM.SPY,AM.BB,AM.AMC}"}
{"level":"error","timestamp":"2021-02-09T03:25:44.263Z","msg":"[polygon] csm write failure for key: [/1Min/OHLCV:Symbol/Timeframe/AttributeGroup] (/go/src/github.com/a
lpacahq/marketstore/catalog/catalog.go:104Category name does not match on-disk name)"}
{"level":"error","timestamp":"2021-02-09T03:25:44.265Z","msg":"[polygon] csm write failure for key: [/1Min/OHLCV:Symbol/Timeframe/AttributeGroup] (/go/src/github.com/a
lpacahq/marketstore/catalog/catalog.go:104Category name does not match on-disk name)"}
{"level":"error","timestamp":"2021-02-09T03:25:44.265Z","msg":"[polygon] csm write failure for key: [/1Min/OHLCV:Symbol/Timeframe/AttributeGroup] (/go/src/github.com/a
lpacahq/marketstore/catalog/catalog.go:104Category name does not match on-disk name)"}

I also tested the same mkts.yml file with alpaca/marketstore:v4.1.0 and see the same error.

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