Close the WebSocket connection immediately when the stream is stopped.

Currently, when the stream is stopped, we set the stream status accordingly and then wait for the `_consume` loop to check the stream status and close the WebSocket connection. The `_consume` loop calls `self._ws.recv()` with a timeout of 5 seconds, so it can take up to 5 seconds for the WebSocket connection to be closed after the stream is stopped. This is unnecessarily inefficient and complicated.

Instead, we could close the WebSocket connection immediately when the stream is stopped. The `_consume` loop would still be broken out of properly because `self._ws.recv()` would raise a `ConnectionClosed` error.

Author: fumoboy007

alpaca_trade_api/stream.py

@@ -6,7 +6,6 @@
 import msgpack
 import re
 import websockets
-import queue
 
 from .common import get_base_url, get_data_stream_url, get_credentials, URL
 from .entity import Entity
@@ -59,7 +58,6 @@ def __init__(self,
         self._running = False
         self._loop = None
         self._raw_data = raw_data
-        self._stop_stream_queue = queue.Queue()
         self._handlers = {
             'trades':      {},
             'quotes':      {},
@@ -113,26 +111,14 @@ async def close(self):
 
     async def stop_ws(self):
         self._should_run = False
-        if self._stop_stream_queue.empty():
-            self._stop_stream_queue.put_nowait({"should_stop": True})
+        await self.close()
 
     async def _consume(self):
         while True:
-            if not self._stop_stream_queue.empty():
-                self._stop_stream_queue.get(timeout=1)
-                await self.close()
-                break
-            else:
-                try:
-                    r = await asyncio.wait_for(self._ws.recv(), 5)
-                    msgs = msgpack.unpackb(r)
-                    for msg in msgs:
-                        await self._dispatch(msg)
-                except asyncio.TimeoutError:
-                    # ws.recv is hanging when no data is received. by using
-                    # wait_for we break when no data is received, allowing us
-                    # to break the loop when needed
-                    pass
+            r = await self._ws.recv()
+            msgs = msgpack.unpackb(r)
+            for msg in msgs:
+                await self._dispatch(msg)
 
     def _cast(self, msg_type, msg):
         result = msg
@@ -230,14 +216,10 @@ async def _run_forever(self):
             v for k, v in self._handlers.items()
             if k not in ("cancelErrors", "corrections")
         ):
-            if not self._stop_stream_queue.empty():
-                # the ws was signaled to stop before starting the loop so
-                # we break
-                self._stop_stream_queue.get(timeout=1)
+            if not self._should_run:
                 return
             await asyncio.sleep(0.1)
         log.info(f'started {self._name} stream')
-        self._should_run = True
         self._running = False
         while True:
             try:
@@ -253,10 +235,10 @@ async def _run_forever(self):
                     self._running = True
                 await self._consume()
             except websockets.WebSocketException as wse:
-                await self.close()
-                self._running = False
-                log.warn('data websocket error, restarting connection: ' +
-                         str(wse))
+                if self._should_run:
+                    await self.close()
+                    log.warn('data websocket error, restarting connection: ' +
+                             str(wse))
             except Exception as e:
                 log.exception('error during websocket '
                               'communication: {}'.format(str(e)))
@@ -621,7 +603,6 @@ def __init__(self,
         self._running = False
         self._loop = None
         self._raw_data = raw_data
-        self._stop_stream_queue = queue.Queue()
         self._should_run = True
         self._websocket_params = websocket_params
 
@@ -686,31 +667,18 @@ async def _start_ws(self):
 
     async def _consume(self):
         while True:
-            if not self._stop_stream_queue.empty():
-                self._stop_stream_queue.get(timeout=1)
-                await self.close()
-                break
-            else:
-                try:
-                    r = await asyncio.wait_for(self._ws.recv(), 5)
-                    msg = json.loads(r)
-                    await self._dispatch(msg)
-                except asyncio.TimeoutError:
-                    # ws.recv is hanging when no data is received. by using
-                    # wait_for we break when no data is received, allowing us
-                    # to break the loop when needed
-                    pass
+            r = await self._ws.recv()
+            msg = json.loads(r)
+            await self._dispatch(msg)
 
     async def _run_forever(self):
         self._loop = asyncio.get_running_loop()
         # do not start the websocket connection until we subscribe to something
         while not self._trade_updates_handler:
-            if not self._stop_stream_queue.empty():
-                self._stop_stream_queue.get(timeout=1)
+            if not self._should_run:
                 return
             await asyncio.sleep(0.1)
         log.info('started trading stream')
-        self._should_run = True
         self._running = False
         while True:
             try:
@@ -723,10 +691,10 @@ async def _run_forever(self):
                     self._running = True
                     await self._consume()
             except websockets.WebSocketException as wse:
-                await self.close()
-                self._running = False
-                log.warn('trading stream websocket error, restarting ' +
-                         ' connection: ' + str(wse))
+                if self._should_run:
+                    await self.close()
+                    log.warn('trading stream websocket error, restarting ' +
+                             ' connection: ' + str(wse))
             except Exception as e:
                 log.exception('error during websocket '
                               'communication: {}'.format(str(e)))
@@ -741,8 +709,7 @@ async def close(self):
 
     async def stop_ws(self):
         self._should_run = False
-        if self._stop_stream_queue.empty():
-            self._stop_stream_queue.put_nowait({"should_stop": True})
+        await self.close()
 
     def stop(self):
         if self._loop.is_running():