Trigger connection reset on slowed heartbeat

unleash_the_kraken
Tyler Goodlet 2020-08-02 12:17:03 -04:00
parent e92abd376a
commit 03c5c7d2ba
1 changed files with 25 additions and 8 deletions

View File

@ -6,11 +6,13 @@ from dataclasses import dataclass, asdict, field
from itertools import starmap
from typing import List, Dict, Any
import json
import time
import trio_websocket
import arrow
import asks
import numpy as np
import trio
import tractor
from ._util import resproc, SymbolNotFound, BrokerError
@ -116,6 +118,8 @@ async def get_client() -> Client:
@dataclass
class OHLC:
"""Description of the flattened OHLC quote format.
"""
chan_id: int # internal kraken id
chan_name: str # eg. ohlc-1 (name-interval)
pair: str # fx pair
@ -181,17 +185,28 @@ async def stream_quotes(
async def recv():
return json.loads(await ws.get_message())
import time
async def recv_ohlc():
last_hb = 0
too_slow_count = last_hb = 0
while True:
msg = await recv()
with trio.move_on_after(1.5) as cs:
msg = await recv()
# trigger reconnection logic if too slow
if cs.cancelled_caught:
too_slow_count += 1
if too_slow_count > 2:
log.warning(
"Heartbeat is to slow, "
"resetting ws connection")
raise trio_websocket._impl.ConnectionClosed(
"Reset Connection")
if isinstance(msg, dict):
if msg.get('event') == 'heartbeat':
log.trace(
f"Heartbeat after {time.time() - last_hb}")
last_hb = time.time()
now = time.time()
delay = now - last_hb
last_hb = now
log.trace(f"Heartbeat after {delay}")
# TODO: hmm i guess we should use this
# for determining when to do connection
# resets eh?
@ -203,6 +218,7 @@ async def stream_quotes(
chan_id, ohlc_array, chan_name, pair = msg
yield OHLC(chan_id, chan_name, pair, *ohlc_array)
# pull a first quote and deliver
ohlc_gen = recv_ohlc()
ohlc_last = await ohlc_gen.__anext__()
yield asdict(ohlc_last)
@ -210,6 +226,7 @@ async def stream_quotes(
# keep start of last interval for volume tracking
last_interval_start = ohlc_last.etime
# start streaming
async for ohlc in ohlc_gen:
# generate tick values to match time & sales pane:
@ -231,7 +248,7 @@ async def stream_quotes(
yield asdict(ohlc)
ohlc_last = ohlc
except trio_websocket._impl.ConnectionClosed:
log.error("Good job kraken...")
log.exception("Good job kraken...reconnecting")
if __name__ == '__main__':