Difficulties with long running candle pulling growing memory and bandwidth

[gbarton]

Description

I have a loop where ideally every hour or so I pull the latest daily candle info for all symbols. I was creating a loop through batches of all symbols, subscribing for say 30 seconds, then unsubscribing and moving onto the next batch. I had to stop this as I was constantly growing in ram usage before I would OOM at 8GB and restart the container.

Digging into the code a little (with ai help) I see that unsubscribe does not remove candle subscriptions:

File: quote-streamer.js:82-90

 unsubscribe(streamerSymbols) {
      streamerSymbols.forEach(symbol => {
          ALL_EVENT_TYPES.forEach(type => {
              this.dxLinkFeed.removeSubscriptions({ type, symbol });
          });
      });
 }

Where ALL_EVENT_TYPES is defined as:

  const ALL_EVENT_TYPES = [
      MarketDataSubscriptionType.Quote,
      MarketDataSubscriptionType.Trade,
      MarketDataSubscriptionType.Summary,
      MarketDataSubscriptionType.Profile,
      MarketDataSubscriptionType.Greeks,
      MarketDataSubscriptionType.Underlying
  ];

Candle does not seem to be something that ever gets unsubscribed from.

I thought I would be clever and just shutdown the streamer and create a new one, but that also grew ram at a steady rate, digging into this I found that disconnect() doesn't seem to ever close the underlying socket. I saw constantly increasing bandwidth usage which I suspect is from previous sockets still sending even if there is no event listener attached to them anymore.

File: quote-streamer.js:68-74

 disconnect() {
     if (_.isNil(this.dxLinkFeed)) {
         return;
     }
     this.eventListeners.forEach(listener => this.removeEventListener(listener));
     this.dxLinkFeed = null;  // ← Just nulls the reference, does NOT close the socket
 }

Thoughts/ideas? Thanks in advance!