Use _stop_event consistently across all threads as the way to signal that it should stop. Add thread joins with timeouts to allow the program to exit cleanly

providers/spot/websocket_spot_provider.py

@@ -1,7 +1,6 @@
 import logging
 from datetime import datetime
-from threading import Thread
-from time import sleep
+from threading import Event, Thread
 
 import pytz
 from websocket import create_connection
@@ -20,22 +19,24 @@ class WebsocketSpotProvider(SpotProvider):
         self._url = url
         self._ws = None
         self._thread = None
-        self._stopped = False
+        self._stop_event = Event()
         self._last_event_id = None
 
     def start(self):
         logger.info(f"Set up websocket connection to {self.name} spot API.")
-        self._stopped = False
+        self._stop_event.clear()
         self._thread = Thread(target=self._run, name=f"WebsocketSpotProvider-{self.name}")
         self._thread.daemon = True
         self._thread.start()
 
     def stop(self):
-        self._stopped = True
+        self._stop_event.set()
         if self._ws:
             self._ws.close()
         if self._thread:
-            self._thread.join()
+            self._thread.join(timeout=15)
+            if self._thread.is_alive():
+                logger.warning(f"{self.name} websocket worker thread did not exit on time and will be killed.")
 
     def _on_open(self):
         self.status = "Waiting for Data"
@@ -44,7 +45,7 @@ class WebsocketSpotProvider(SpotProvider):
         self.status = "Connecting"
 
     def _run(self):
-        while not self._stopped:
+        while not self._stop_event.is_set():
             try:
                 logger.debug(f"Connecting to {self.name} spot API...")
                 self.status = "Connecting"
@@ -53,7 +54,7 @@ class WebsocketSpotProvider(SpotProvider):
 
                 # Keep reading from this same connection until it drops or we're asked to stop, rather than
                 # reconnecting for every message.
-                while not self._stopped:
+                while not self._stop_event.is_set():
                     data = self._ws.recv()
                     if not data:
                         break
@@ -82,8 +83,8 @@ class WebsocketSpotProvider(SpotProvider):
                         # No problem, we were getting rid of this object anyway.
                         pass
                     self._ws = None
-            if not self._stopped:
-                sleep(5)  # Wait before trying to reconnect
+            if not self._stop_event.is_set():
+                self._stop_event.wait(timeout=5)  # Wait before trying to reconnect
 
     def _ws_message_to_spot(self, b):
         """Convert a WS message received from the API into a spot. The exact message data (in bytes) is provided here so the