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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
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31
piker/brokers/kraken.py
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@ -6,11 +6,13 @@ from dataclasses import dataclass, asdict, field
from itertools import starmap from itertools import starmap
from typing import List, Dict, Any from typing import List, Dict, Any
import json import json
import time
import trio_websocket import trio_websocket
import arrow import arrow
import asks import asks
import numpy as np import numpy as np
import trio
import tractor import tractor
from ._util import resproc, SymbolNotFound, BrokerError from ._util import resproc, SymbolNotFound, BrokerError
@ -116,6 +118,8 @@ async def get_client() -> Client:
@dataclass @dataclass
class OHLC: class OHLC:
"""Description of the flattened OHLC quote format.
"""
chan_id: int # internal kraken id chan_id: int # internal kraken id
chan_name: str # eg. ohlc-1 (name-interval) chan_name: str # eg. ohlc-1 (name-interval)
pair: str # fx pair pair: str # fx pair
@ -181,17 +185,28 @@ async def stream_quotes(
async def recv(): async def recv():
return json.loads(await ws.get_message()) return json.loads(await ws.get_message())
import time
async def recv_ohlc(): async def recv_ohlc():
last_hb = 0 too_slow_count = last_hb = 0
while True: while True:
with trio.move_on_after(1.5) as cs:
msg = await recv() 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 isinstance(msg, dict):
if msg.get('event') == 'heartbeat': if msg.get('event') == 'heartbeat':
log.trace( now = time.time()
f"Heartbeat after {time.time() - last_hb}") delay = now - last_hb
last_hb = time.time() last_hb = now
log.trace(f"Heartbeat after {delay}")
# TODO: hmm i guess we should use this # TODO: hmm i guess we should use this
# for determining when to do connection # for determining when to do connection
# resets eh? # resets eh?
@ -203,6 +218,7 @@ async def stream_quotes(
chan_id, ohlc_array, chan_name, pair = msg chan_id, ohlc_array, chan_name, pair = msg
yield OHLC(chan_id, chan_name, pair, *ohlc_array) yield OHLC(chan_id, chan_name, pair, *ohlc_array)
# pull a first quote and deliver
ohlc_gen = recv_ohlc() ohlc_gen = recv_ohlc()
ohlc_last = await ohlc_gen.__anext__() ohlc_last = await ohlc_gen.__anext__()
yield asdict(ohlc_last) yield asdict(ohlc_last)
@ -210,6 +226,7 @@ async def stream_quotes(
# keep start of last interval for volume tracking # keep start of last interval for volume tracking
last_interval_start = ohlc_last.etime last_interval_start = ohlc_last.etime
# start streaming
async for ohlc in ohlc_gen: async for ohlc in ohlc_gen:
# generate tick values to match time & sales pane: # generate tick values to match time & sales pane:
@ -231,7 +248,7 @@ async def stream_quotes(
yield asdict(ohlc) yield asdict(ohlc)
ohlc_last = ohlc ohlc_last = ohlc
except trio_websocket._impl.ConnectionClosed: except trio_websocket._impl.ConnectionClosed:
log.error("Good job kraken...") log.exception("Good job kraken...reconnecting")
if __name__ == '__main__': if __name__ == '__main__':