Both James & Richard made some good points, but I don't think they have given you the best method for solving your problem.
James suggested using .Catch(Observable.Never<Unit>()). He was wrong when he said that "will ... allow the stream to continue" because once you hit an exception the stream must end - that is what Richard pointed out when he mentioned the contract between observers and observables.
Also, using Never in this way will cause your observables to never complete.
The short answer is that .Catch(Observable.Empty<Unit>()) is the correct way to change a sequence from one that ends with an error to one that ends with completion.
You've hit on the right idea of using SelectMany to process each value of the source collection so that you can catch each exception, but you're left with a couple of issues.
You're using tasks (TPL) just to turn a function call into an observable. This forces your observable to use task pool threads which means that the SelectMany statement will likely produce values in a non-deterministic order.
Also you hide the actual calls to process your data making refactoring and maintenance harder.
I think you're better off creating an extension method that allows the exceptions to be skipped. Here it is:
public static IObservable<R> SelectAndSkipOnException<T, R>(
this IObservable<T> source, Func<T, R> selector)
{
return
source
.Select(t =>
Observable.Start(() => selector(t)).Catch(Observable.Empty<R>()))
.Merge();
}
With this method you can now simply do this:
var result =
collection.ToObservable()
.SelectAndSkipOnException(t =>
{
var a = DoA(t);
var b = DoB(a);
var c = DoC(b);
return c;
});
This code is much simpler, but it hides the exception(s). If you want to hang on to the exceptions while letting your sequence continue then you need to do some extra funkiness. Adding a couple of overloads to the Materialize extension method works to keep the errors.
public static IObservable<Notification<R>> Materialize<T, R>(
this IObservable<T> source, Func<T, R> selector)
{
return source.Select(t => Notification.CreateOnNext(t)).Materialize(selector);
}
public static IObservable<Notification<R>> Materialize<T, R>(
this IObservable<Notification<T>> source, Func<T, R> selector)
{
Func<Notification<T>, Notification<R>> f = nt =>
{
if (nt.Kind == NotificationKind.OnNext)
{
try
{
return Notification.CreateOnNext<R>(selector(nt.Value));
}
catch (Exception ex)
{
ex.Data["Value"] = nt.Value;
ex.Data["Selector"] = selector;
return Notification.CreateOnError<R>(ex);
}
}
else
{
if (nt.Kind == NotificationKind.OnError)
{
return Notification.CreateOnError<R>(nt.Exception);
}
else
{
return Notification.CreateOnCompleted<R>();
}
}
};
return source.Select(nt => f(nt));
}
These methods allow you to write this:
var result =
collection
.ToObservable()
.Materialize(t =>
{
var a = DoA(t);
var b = DoB(a);
var c = DoC(b);
return c;
})
.Do(nt =>
{
if (nt.Kind == NotificationKind.OnError)
{
/* Process the error in `nt.Exception` */
}
})
.Where(nt => nt.Kind != NotificationKind.OnError)
.Dematerialize();
You can even chain these Materialize methods and use ex.Data["Value"] & ex.Data["Selector"] to get the value and selector function that threw the error out.
I hope this helps.