Raise AuthenticationError (#162)

Author: Darcy-Linde

docs/source/Getting-Started.rst

@@ -193,3 +193,5 @@ Websocket client usage
 
   asyncio.run(client.connect(handle_msg))
 
+.. note::
+  Raises :code:`AuthError` if invalid API key is provided.

docs/source/WebSocket-Enums.rst

@@ -0,0 +1,25 @@
+.. _websocket_enums_header:
+
+WebSocket Enums
+==============================
+
+==============================================================
+Feed
+==============================================================
+.. autoclass:: polygon.websocket.models.Feed
+    :members:
+    :undoc-members:                                  
+
+==============================================================
+Market
+==============================================================
+.. autoclass:: polygon.websocket.models.Market
+    :members:
+    :undoc-members:         
+
+==============================================================
+EventType
+==============================================================
+.. autoclass:: polygon.websocket.models.EventType
+    :members:
+    :undoc-members:         

docs/source/WebSockets.rst renamed to docs/source/WebSocket.rst

@@ -1,6 +1,6 @@
-.. _websockets_header:
+.. _websocket_header:
 
-WebSockets
+WebSocket
 ==========
 
 ===========

docs/source/index.rst

@@ -9,15 +9,15 @@ This documentation is for the Python client only. For details about the response
 
   Getting-Started
   Aggs
-  WebSockets
+  WebSocket
   Snapshot
   Quotes
   Reference
   Trades
   vX
   Models
   Enums
-
+  WebSocket-Enums
 
 Indices and tables
 ==================

polygon/__init__.py

@@ -1,2 +1,2 @@
 from .rest import RESTClient
-from .websocket import WebSocketClient
+from .websocket import WebSocketClient, AuthError

polygon/websocket/__init__.py

@@ -13,6 +13,10 @@
 env_key = "POLYGON_API_KEY"
 
 
+class AuthError(Exception):
+    pass
+
+
 class WebSocketClient:
     def __init__(
         self,
@@ -71,6 +75,7 @@ async def connect(
 
         :param processor: The callback to process messages.
         :param close_timeout: How long to wait for handshake when calling .close.
+        :raises AuthError: If invalid API key is supplied.
         """
         reconnects = 0
         isasync = inspect.iscoroutinefunction(processor)
@@ -98,8 +103,7 @@ async def connect(
                 if self.verbose:
                     print("authed:", auth_msg)
                 if auth_msg_parsed[0]["status"] == "auth_failed":
-                    print(auth_msg_parsed[0]["message"])
-                    return
+                    raise AuthError(auth_msg_parsed[0]["message"])
                 while True:
                     if self.schedule_resub:
                         if self.verbose: