[Add] resubscribe logic to solve websocket data push stop problem, close #2045

vnpy/gateway/bitfinex/bitfinex_gateway.py

@@ -11,6 +11,8 @@ from datetime import datetime, timedelta
 from urllib.parse import urlencode
 from vnpy.api.rest import Request, RestClient
 from vnpy.api.websocket import WebsocketClient
+from vnpy.event import Event
+from vnpy.trader.event import EVENT_TIMER
 
 from vnpy.trader.constant import (
     Direction,
@@ -92,6 +94,9 @@ class BitfinexGateway(BaseGateway):
         """Constructor"""
         super(BitfinexGateway, self).__init__(event_engine, "BITFINEX")
 
+        self.timer_count = 0
+        self.resubscribe_interval = 60
+
         self.rest_api = BitfinexRestApi(self)
         self.ws_api = BitfinexWebsocketApi(self)
 
@@ -104,9 +109,10 @@ class BitfinexGateway(BaseGateway):
         proxy_port = setting["proxy_port"]
 
         self.rest_api.connect(key, secret, session, proxy_host, proxy_port)
-
         self.ws_api.connect(key, secret, proxy_host, proxy_port)
 
+        self.event_engine.register(EVENT_TIMER, self.process_timer_event)
+
     def subscribe(self, req: SubscribeRequest):
         """"""
         self.ws_api.subscribe(req)
@@ -136,6 +142,16 @@ class BitfinexGateway(BaseGateway):
         self.rest_api.stop()
         self.ws_api.stop()
 
+    def process_timer_event(self, event: Event):
+        """"""
+        self.timer_count += 1
+        
+        if self.timer_count < self.resubscribe_interval:
+            return
+
+        self.timer_count = 0
+        self.ws_api.resubscribe()
+
 
 class BitfinexRestApi(RestClient):
     """
@@ -359,11 +375,12 @@ class BitfinexWebsocketApi(WebsocketClient):
         self.accounts = {}
         self.orders = {}
         self.trades = set()
-        self.tickDict = {}
-        self.bidDict = {}
-        self.askDict = {}
-        self.orderLocalDict = {}
-        self.channelDict = {}       # channel_id : (Channel, Symbol)
+        self.ticks = {}
+        self.bids = {}
+        self.asks = {}
+        self.channels = {}       # channel_id : (Channel, Symbol)
+
+        self.subscribed = {}
 
     def connect(
         self, key: str, secret: str, proxy_host: str, proxy_port: int
@@ -378,12 +395,16 @@ class BitfinexWebsocketApi(WebsocketClient):
         """
         Subscribe to tick data upate.
         """
+        if req.symbol not in self.subscribed:
+            self.subscribed[req.symbol] = req
+
         d = {
             "event": "subscribe",
             "channel": "book",
             "symbol": req.symbol,
         }
         self.send_packet(d)
+
         d = {
             "event": "subscribe",
             "channel": "ticker",
@@ -393,6 +414,11 @@ class BitfinexWebsocketApi(WebsocketClient):
 
         return int(round(time.time() * 1000))
 
+    def resubscribe(self):
+        """"""
+        for req in self.subscribed.values():
+            self.subscribe(req)
+
     def _gen_unqiue_cid(self):
         self.order_id += 1
         local_oid = time.strftime("%y%m%d") + str(self.order_id)
@@ -463,7 +489,7 @@ class BitfinexWebsocketApi(WebsocketClient):
 
         if data["event"] == "subscribed":
             symbol = str(data["symbol"].replace("t", ""))
-            self.channelDict[data["chanId"]] = (data["channel"], symbol)
+            self.channels[data["chanId"]] = (data["channel"], symbol)
 
     def on_update(self, data):
         """"""
@@ -480,12 +506,12 @@ class BitfinexWebsocketApi(WebsocketClient):
     def on_data_update(self, data):
         """"""
         channel_id = data[0]
-        channel, symbol = self.channelDict[channel_id]
+        channel, symbol = self.channels[channel_id]
         symbol = str(symbol.replace("t", ""))
 
         # Get the Tick object
-        if symbol in self.tickDict:
-            tick = self.tickDict[symbol]
+        if symbol in self.ticks:
+            tick = self.ticks[symbol]
         else:
             tick = TickData(
                 symbol=symbol,
@@ -495,7 +521,7 @@ class BitfinexWebsocketApi(WebsocketClient):
                 gateway_name=self.gateway_name,
             )
 
-            self.tickDict[symbol] = tick
+            self.ticks[symbol] = tick
 
         l_data1 = data[1]
 
@@ -509,8 +535,8 @@ class BitfinexWebsocketApi(WebsocketClient):
 
         # Update deep quote
         elif channel == "book":
-            bid = self.bidDict.setdefault(symbol, {})
-            ask = self.askDict.setdefault(symbol, {})
+            bid = self.bids.setdefault(symbol, {})
+            ask = self.asks.setdefault(symbol, {})
 
             if len(l_data1) > 3:
                 for price, count, amount in l_data1: