WS: reconnect should fast-fail on permanent close codes (1008, 4001…) #197

Summary

The WS recv loop catches a bare ConnectionClosed and unconditionally calls _handle_reconnect, which runs the full ws_max_retries=10 backoff loop. Permanent server-side closes — auth failure (4001), policy violation (1008), invalid frame (1003), message too big (1009) — will fail every attempt, but the SDK never inspects ConnectionClosed.rcvd.code / sent.code to short-circuit.

Result: 10 retries with capped 30s delay each (~3–5 minutes) of doomed reconnect attempts, sign executor doing pointless work, the consumer iterator stalled with no signal, and only THEN raising. For a trading bot this looks like an outage that should be a clean fail-fast.

Location

• kalshi/ws/client.py:167-180 — bare except ConnectionClosed
• kalshi/ws/connection.py:140-200 — _handle_reconnect retry loop, no code inspection

Evidence

# kalshi/ws/connection.py (loop has no code inspection)
for attempt in range(self._config.ws_max_retries):
    delay = self._config.retry_base_delay * (2**attempt) + random.uniform(0, 0.5)
    delay = min(delay, self._config.retry_max_delay)
    ...
    try:
        ...
        self._ws = await connect(...)
        return
    except Exception:
        logger.debug("Reconnect attempt %d failed", attempt + 1)
        continue

# kalshi/ws/client.py — bare catch
except ConnectionClosed:
    if not self._running:
        break
    await self._handle_reconnect()  # always reconnects, regardless of close code

Recommended fix

Classify close codes and short-circuit permanent ones. Reasonable taxonomy (from RFC 6455 + Kalshi conventions):

Implementation:

PERMANENT_CLOSE_CODES = frozenset({1002, 1003, 1007, 1008, 1009, 1010}) | frozenset(range(4000, 5000))

except ConnectionClosed as e:
    code = (e.rcvd.code if e.rcvd else None) or (e.sent.code if e.sent else None)
    if code in PERMANENT_CLOSE_CODES:
        await self._broadcast_sentinels()
        raise KalshiConnectionError(
            f"WebSocket closed with permanent code {code}: {e.rcvd.reason if e.rcvd else ''}"
        ) from e
    if not self._running:
        break
    await self._handle_reconnect()

Tests:

• test_close_4001_does_not_reconnect_and_raises_KalshiConnectionError
• test_close_1008_does_not_reconnect
• test_close_1006_reconnects
• test_close_4001_broadcasts_sentinels_so_consumer_iterators_terminate

Severity & category

high / correctness, ws, performance