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WebSocket API: signature user data subscription is lost after reconnect

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  • #581 @Amadeus-22 による — マージ済み

評価

難易度
4/5
見積もり時間
3〜5日
初心者へのやさしさ
45/100
issue の種類
バグ
明瞭さ
明確に書かれている
活発さ
活発
技術スタック
python
領域
backend, networking

調査の方向性

Start with common/src/binance_common/websocket.py and reconnect() around line 916, then follow how userDataStream.subscribe.signature stores subscription state and how callbacks are keyed by subscriptionId. Reproduce with the described local aiohttp WebSocket server and the failing pytest mentioned in the issue. Done means signature subscriptions are restored after reconnect, callbacks use the new subscription ID, and resubscribe failures emit an error.

索引モデルが issue の本文から書いたものです。

説明

Summary

A user data subscription made with userDataStream.subscribe.signature (no session.logon) is not restored when the WebSocket API connection reconnects, including the planned reconnect before the 24h limit and after serverShutdown. The bot stops receiving execution reports and balance updates, and no event or error is raised.

Where

common/src/binance_common/websocket.py, reconnect() (line 916 at a54ec0b): user streams are only resubscribed inside if connection.session_logon_request and self.configuration.session_re_logon. A signature subscription stores no logon request, so nothing is sent on the new connection, and user_stream_connections still points to the closed one.

Reproduction

Local aiohttp WebSocket server, no Binance network:

  1. userDataStream.subscribe.signature on a WS API client in single mode; the server replies with subscriptionId: 0.
  2. The server sends serverShutdown (or the reconnect timer fires).
  3. The client opens connection 2, but the server receives no subscribe request on it, and events pushed there never reach the callback.

I have this as a failing pytest and can share it.

Suggested fix

  • Store the subscribe request per subscription, as session_logon_request is stored, and replay it, re-signed with a fresh timestamp, after reconnect.
  • Remap the callbacks to the subscriptionId returned on the new connection instead of assuming it is unchanged. _resubscribe_user_streams on the logon path assumes the same id and does not await the reply.
  • If the resubscribe fails, emit an error event so the application can react.

I'm happy to open a PR along these lines if this approach works for you.

Related, found while testing (each has a failing test, I can open separate issues or PRs)

  • A reply that arrives after asyncio.wait_for(future, 20) timed out raises InvalidStateError in receive_loop (future.set_result on a cancelled future), which ends the loop: the connection stays open but nothing else is received. Fix: skip futures that are done() and pop the id on timeout.
  • In pool mode, subscribe_user_data registers the callback on the next connection in the round robin, not the one that sent the subscribe, so events are dropped.
  • send_request retries signed DELETE (order cancel) after a ReadTimeout; the first request was already delivered, so the retry returns -2011 Unknown order sent. for an order that was cancelled. Retrying only on connect errors and 5xx would avoid it.
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