Summary

The request retry loop in _base_client.py catches bare Exception and treats it exactly like a connection failure: it retries (if retries remain) and otherwise wraps it in APIConnectionError. That means any exception raised while a request is in flight — even one that has nothing to do with the HTTP request — gets silently swallowed and retried.

Concretely, this breaks graceful shutdown for callers that run the client inside a Celery task with a soft time limit: Celery's SoftTimeLimitExceeded is a plain Exception subclass, so it gets caught here, retried, and the task's cleanup/shutdown logic that depends on that exception propagating never runs.

Fixes #2737.

Root cause

except OpenAIError as err:
    raise err
except Exception as err:              # <-- too broad
    if remaining_retries > 0:
        self._sleep_for_retry(...)
        continue
    raise APIConnectionError(request=request) from err

Both the sync (SyncAPIClient._request) and async (AsyncAPIClient._request) retry loops had this issue.

Fix

• Added request_exceptions() to src/openai/_httpx2.py, following the same pattern as the existing timeout_exceptions() / status_exceptions() helpers: it returns (httpx2.RequestError,), plus the legacy httpx.RequestError when a legacy httpx.AsyncClient/Client has been injected (per the documented escape hatch).
• httpx2.RequestError (mirroring httpx's hierarchy) is the base class for all genuine transport-level failures — connection errors, protocol errors, proxy errors, timeouts, etc. — so this is the right level to retry on.
• Replaced both except Exception as err: blocks with except request_exceptions() as err:.

Unrelated exceptions (e.g. SoftTimeLimitExceeded, or any other exception raised by code running underneath the transport) now propagate immediately, unmodified, and without being retried or wrapped in APIConnectionError.

Tests

• tests/test_client.py: the existing test_retries_taken[exception-*] parametrization (sync + async) simulated a retryable exception with a bare RuntimeError(...). Since that's no longer retried under this fix, I changed it to httpx2.ConnectError(...) — a genuine transport error — so it still exercises the "retry on exception" path meaningfully.
• Added new regression tests (sync + async): test_non_transport_exceptions_are_not_retried, which raises a plain RuntimeError from the mocked transport and asserts it (a) is not retried (the mock is only called once) and (b) propagates as the original RuntimeError, not wrapped in APIConnectionError.

All of tests/test_client.py passes locally (198 passed, 2 pre-existing/unrelated failures in test_proxy_environment_variables that reproduce identically on main without this change, 2 skipped). ruff check, ruff format --check, and mypy are clean on the changed files.

Notes for reviewers

• This only narrows the retry-on-exception branch. The except OpenAIError (re-raise) and except timeout_exceptions() (dedicated APITimeoutError path) branches above it are untouched.
• I deliberately didn't touch the separate empty-except Exception: blocks used for best-effort cleanup elsewhere in _base_client.py (e.g. around client teardown) — those are a distinct issue (Empty exception handler in _base_client.py #3428) with a different fix shape (logging rather than narrowing).