Trigger connection reset on slowed heartbeat
parent
e92abd376a
commit
03c5c7d2ba
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@ -6,11 +6,13 @@ from dataclasses import dataclass, asdict, field
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from itertools import starmap
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from typing import List, Dict, Any
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import json
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import time
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import trio_websocket
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import arrow
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import asks
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import numpy as np
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import trio
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import tractor
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from ._util import resproc, SymbolNotFound, BrokerError
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@ -116,6 +118,8 @@ async def get_client() -> Client:
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@dataclass
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class OHLC:
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"""Description of the flattened OHLC quote format.
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"""
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chan_id: int # internal kraken id
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chan_name: str # eg. ohlc-1 (name-interval)
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pair: str # fx pair
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@ -181,17 +185,28 @@ async def stream_quotes(
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async def recv():
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return json.loads(await ws.get_message())
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import time
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async def recv_ohlc():
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last_hb = 0
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too_slow_count = last_hb = 0
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while True:
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with trio.move_on_after(1.5) as cs:
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msg = await recv()
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# trigger reconnection logic if too slow
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if cs.cancelled_caught:
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too_slow_count += 1
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if too_slow_count > 2:
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log.warning(
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"Heartbeat is to slow, "
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"resetting ws connection")
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raise trio_websocket._impl.ConnectionClosed(
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"Reset Connection")
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if isinstance(msg, dict):
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if msg.get('event') == 'heartbeat':
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log.trace(
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f"Heartbeat after {time.time() - last_hb}")
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last_hb = time.time()
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now = time.time()
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delay = now - last_hb
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last_hb = now
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log.trace(f"Heartbeat after {delay}")
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# TODO: hmm i guess we should use this
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# for determining when to do connection
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# resets eh?
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@ -203,6 +218,7 @@ async def stream_quotes(
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chan_id, ohlc_array, chan_name, pair = msg
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yield OHLC(chan_id, chan_name, pair, *ohlc_array)
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# pull a first quote and deliver
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ohlc_gen = recv_ohlc()
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ohlc_last = await ohlc_gen.__anext__()
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yield asdict(ohlc_last)
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@ -210,6 +226,7 @@ async def stream_quotes(
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# keep start of last interval for volume tracking
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last_interval_start = ohlc_last.etime
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# start streaming
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async for ohlc in ohlc_gen:
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# generate tick values to match time & sales pane:
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@ -231,7 +248,7 @@ async def stream_quotes(
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yield asdict(ohlc)
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ohlc_last = ohlc
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except trio_websocket._impl.ConnectionClosed:
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log.error("Good job kraken...")
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log.exception("Good job kraken...reconnecting")
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if __name__ == '__main__':
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