binance: Desync books on disconnect.

client/mm/libxc/binance.go

@@ -69,6 +69,8 @@ type binanceOrderBook struct {
 	baseConversionFactor  uint64
 	quoteConversionFactor uint64
 	log                   dex.Logger
+
+	disconnectedChan chan struct{}
 }
 
 func newBinanceOrderBook(
@@ -86,6 +88,7 @@ func newBinanceOrderBook(
 		quoteConversionFactor: quoteConversionFactor,
 		log:                   log,
 		getSnapshot:           getSnapshot,
+		disconnectedChan:      make(chan struct{}),
 	}
 }
 
@@ -288,6 +291,10 @@ func (b *binanceOrderBook) Connect(ctx context.Context) (*sync.WaitGroup, error
 				if retry != nil { // don't hammer
 					continue
 				}
+			case <-b.disconnectedChan:
+				b.log.Debugf("Unsyncing %s orderbook due to disconnect. Trying reconnect in %s", b.mktID, retryFrequency)
+				desync()
+				retry = time.After(retryFrequency)
 			case <-ctx.Done():
 				return
 			}
@@ -296,7 +303,7 @@ func (b *binanceOrderBook) Connect(ctx context.Context) (*sync.WaitGroup, error
 				b.log.Infof("Synced %s orderbook", b.mktID)
 				retry = nil
 			} else {
-				b.log.Infof("Failed  to sync %s orderbook. Trying again in %s", b.mktID, retryFrequency)
+				b.log.Infof("Failed to sync %s orderbook. Trying again in %s", b.mktID, retryFrequency)
 				desync() // Clears the syncCache
 				retry = time.After(retryFrequency)
 			}
@@ -1745,6 +1752,18 @@ func (bnc *binance) connectToMarketDataStream(ctx context.Context, baseID, quote
 	newConnection := func() (comms.WsConn, *dex.ConnectionMaster, error) {
 		addr := fmt.Sprintf("%s/stream?streams=%s", bnc.wsURL, strings.Join(bnc.streams(), "/"))
 		// Need to send key but not signature
+		connectEventFunc := func(cs comms.ConnectionStatus) {
+			if cs != comms.Disconnected {
+				return
+			}
+			// If disconnected, set all books to unsynced so bots
+			// will not place new orders.
+			bnc.booksMtx.RLock()
+			defer bnc.booksMtx.RLock()
+			for _, b := range bnc.books {
+				b.disconnectedChan <- struct{}{}
+			}
+		}
 		conn, err := comms.NewWsConn(&comms.WsCfg{
 			URL: addr,
 			// Binance Docs: The websocket server will send a ping frame every 3
@@ -1759,7 +1778,7 @@ func (bnc *binance) connectToMarketDataStream(ctx context.Context, baseID, quote
 				default:
 				}
 			},
-			ConnectEventFunc: func(cs comms.ConnectionStatus) {},
+			ConnectEventFunc: connectEventFunc,
 			Logger:           bnc.log.SubLogger("BNCBOOK"),
 			RawHandler:       bnc.handleMarketDataNote,
 		})