Merge #763

763: Refactor bitmex price feed to Actor that reconnects on error r=thomaseizinger a=thomaseizinger



Co-authored-by: Thomas Eizinger <thomas@eizinger.io>

daemon/src/bitmex_price_feed.rs

@@ -1,44 +1,102 @@
 use crate::model::{Price, Timestamp};
-use crate::projection;
+use crate::{projection, Tasks};
 use anyhow::Result;
 use futures::{StreamExt, TryStreamExt};
 use rust_decimal::Decimal;
 use std::convert::TryFrom;
-use std::future::Future;
 use tokio_tungstenite::tungstenite;
 use xtra::prelude::MessageChannel;
+use xtra_productivity::xtra_productivity;
 
-/// Connects to the BitMex price feed, returning the polling task and a watch channel that will
-/// always hold the last quote.
-pub async fn new(
-    msg_channel: impl MessageChannel<projection::Update<Quote>>,
-) -> Result<(impl Future<Output = ()>, Quote)> {
-    let (connection, _) = tokio_tungstenite::connect_async(
-        "wss://www.bitmex.com/realtime?subscribe=quoteBin1m:XBTUSD",
-    )
-    .await?;
-    let mut quotes = connection
-        .inspect_err(|e| tracing::warn!("Error on websocket stream: {}", e))
-        .map(|msg| Quote::from_message(msg?))
-        .filter_map(|result| async move { result.transpose() })
-        .boxed()
-        .fuse();
-
-    tracing::info!("Connected to BitMex realtime API");
-
-    let first_quote = quotes.select_next_some().await?;
-
-    let task = async move {
-        while let Ok(Some(quote)) = quotes.try_next().await {
-            if msg_channel.send(projection::Update(quote)).await.is_err() {
-                break; // If the receiver dies, we can exit the loop.
+const URL: &str = "wss://www.bitmex.com/realtime?subscribe=quoteBin1m:XBTUSD";
+
+pub struct Actor {
+    tasks: Tasks,
+    receiver: Box<dyn MessageChannel<projection::Update<Quote>>>,
+}
+
+impl Actor {
+    pub fn new(receiver: impl MessageChannel<projection::Update<Quote>> + 'static) -> Self {
+        Self {
+            tasks: Tasks::default(),
+            receiver: Box::new(receiver),
+        }
+    }
+}
+
+impl xtra::Actor for Actor {}
+
+#[xtra_productivity]
+impl Actor {
+    async fn handle(&mut self, msg: NotifyNoConnection, ctx: &mut xtra::Context<Self>) {
+        match msg {
+            NotifyNoConnection::Failed { error } => {
+                tracing::warn!("Connection to BitMex realtime API failed: {:#}", error)
+            }
+            NotifyNoConnection::StreamEnded => {
+                tracing::warn!("Connection to BitMex realtime API closed")
             }
         }
 
-        tracing::warn!("Failed to read quote from websocket");
-    };
+        let this = ctx.address().expect("we are alive");
+
+        self.tasks.add(connect_until_successful(this));
+    }
 
-    Ok((task, first_quote))
+    async fn handle(&mut self, _: Connect, ctx: &mut xtra::Context<Self>) -> Result<Quote> {
+        tracing::debug!("Connecting to BitMex realtime API");
+
+        let (connection, _) = tokio_tungstenite::connect_async(URL).await?;
+        let mut quotes = connection
+            .map(|msg| Quote::from_message(msg?))
+            .filter_map(|result| async move { result.transpose() })
+            .boxed()
+            .fuse();
+
+        tracing::info!("Connected to BitMex realtime API");
+
+        let initial_quote = quotes.select_next_some().await?;
+
+        let this = ctx.address().expect("we are alive");
+
+        self.tasks.add({
+            let receiver = self.receiver.clone_channel();
+            async move {
+                let no_connection = loop {
+                    match quotes.try_next().await {
+                        Ok(Some(quote)) => {
+                            if receiver.send(projection::Update(quote)).await.is_err() {
+                                return; // if the receiver dies, our job is done
+                            }
+                        }
+                        Ok(None) => break NotifyNoConnection::StreamEnded,
+                        Err(e) => break NotifyNoConnection::Failed { error: e },
+                    }
+                };
+
+                let _ = this.send(no_connection).await;
+            }
+        });
+
+        Ok(initial_quote)
+    }
+}
+
+async fn connect_until_successful(this: xtra::Address<Actor>) {
+    while let Err(e) = this
+        .send(Connect)
+        .await
+        .expect("always connected to ourselves")
+    {
+        tracing::warn!("Failed to connect to BitMex realtime API: {:#}", e);
+    }
+}
+
+pub struct Connect;
+
+enum NotifyNoConnection {
+    Failed { error: anyhow::Error },
+    StreamEnded,
 }
 
 #[derive(Clone, Debug)]
@@ -57,7 +115,10 @@ impl Quote {
 
         let table_message = match serde_json::from_str::<wire::TableMessage>(&text_message) {
             Ok(table_message) => table_message,
-            Err(_) => return Ok(None),
+            Err(_) => {
+                tracing::trace!(%text_message, "Not a 'table' message, skipping...");
+                return Ok(None);
+            }
         };
 
         let [quote] = table_message.data;

daemon/src/maker.rs

@@ -267,9 +267,15 @@ async fn main() -> Result<()> {
     )
     .await?;
 
-    let (task, init_quote) = bitmex_price_feed::new(projection_actor).await?;
+    let (price_feed_address, task) = bitmex_price_feed::Actor::new(projection_actor)
+        .create(None)
+        .run();
     tasks.add(task);
 
+    let init_quote = price_feed_address
+        .send(bitmex_price_feed::Connect)
+        .await??;
+
     let cfds = {
         let mut conn = db.acquire().await?;
 

daemon/src/taker.rs

@@ -249,9 +249,16 @@ async fn main() -> Result<()> {
         projection_actor.clone(),
     )
     .await?;
-    let (task, init_quote) = bitmex_price_feed::new(projection_actor).await?;
+
+    let (price_feed_address, task) = bitmex_price_feed::Actor::new(projection_actor)
+        .create(None)
+        .run();
     tasks.add(task);
 
+    let init_quote = price_feed_address
+        .send(bitmex_price_feed::Connect)
+        .await??;
+
     let cfds = {
         let mut conn = db.acquire().await?;