Fix asyncio.CancelledError detection and add test coverage

- Fix module check to use startswith("asyncio") instead of == "asyncio"
  to properly match asyncio.exceptions.CancelledError
- Add test case for asyncio.CancelledError to verify it bypasses retry loop

Addresses review feedback from chatgpt-codex-connector bot

Author: yashwantbezawada

repos/anthropic-sdk-python

@@ -0,0 +1 @@
+Subproject commit 506a6cd37afb791f5d61760375eab841916921bd

src/openai/_base_client.py

@@ -112,7 +112,7 @@ def _should_not_retry(exc: Exception) -> bool:
         return True
 
     # asyncio cancellation
-    if exc_module == "asyncio" and exc_name == "CancelledError":
+    if exc_module.startswith("asyncio") and exc_name == "CancelledError":
         return True
 
     return False

tests/test_client.py

@@ -896,6 +896,37 @@ class MockCelerySoftTimeLimitExceeded(Exception):
         # Verify only one attempt was made (no retries)
         assert len(respx_mock.calls) == 1
 
+    @mock.patch("openai._base_client.BaseClient._calculate_retry_timeout", _low_retry_timeout)
+    @pytest.mark.respx(base_url=base_url)
+    def test_asyncio_cancelled_error_not_retried(self, respx_mock: MockRouter, client: OpenAI) -> None:
+        """Test that asyncio.CancelledError is not retried."""
+        client = client.with_options(max_retries=3)
+
+        # Create a mock exception that mimics asyncio.exceptions.CancelledError
+        class MockCancelledError(Exception):
+            """Mock of asyncio.exceptions.CancelledError"""
+
+            __module__ = "asyncio.exceptions"
+            __name__ = "CancelledError"
+
+        # Mock the request to raise our cancellation signal
+        respx_mock.post("/chat/completions").mock(side_effect=MockCancelledError("Task cancelled"))
+
+        # Verify the exception propagates without retry
+        with pytest.raises(MockCancelledError):
+            client.chat.completions.create(
+                messages=[
+                    {
+                        "content": "string",
+                        "role": "developer",
+                    }
+                ],
+                model="gpt-4o",
+            )
+
+        # Verify only one attempt was made (no retries)
+        assert len(respx_mock.calls) == 1
+
     @pytest.mark.parametrize("failures_before_success", [0, 2, 4])
     @mock.patch("openai._base_client.BaseClient._calculate_retry_timeout", _low_retry_timeout)
     @pytest.mark.respx(base_url=base_url)