Polly policy to log exception and rethrow

If you do not already have Polly in the mix, try/catch would seem simplest.

If you already have Polly in the mix, FallbackPolicy can safely be re-purposed in the way you suggest. The onFallback delegate and fallback action or value are not governed by the .Handle<>() clauses of the Policy, so you can safely rethrow an exception from within the onFallback delegate.

Policy<UserAvatar>.Handle<Whatever>()
.Fallback<UserAvatar>(UserAvatar.Blank,
    onFallback: (exception, context) =>
    {
        _logger.Log(exception, context);
        throw exception;
    });

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The approach your question outlines with TimeoutPolicy would only capture exceptions thrown by delegates the caller had earlier walked away from due to timeout, and only in TimeoutMode.Pessimistic; not all exceptions.

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The approach your question outlines with .Retry(0, ...) would not work. If no retries are specified, the onRetry delegate would not be invoked.

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To avoid the untidiness of repurposing FallbackPolicy, you could also code your own LogThenRethrowPolicy, within Polly's structures. This commit (which added the simple NoOpPolicy) exemplifies the minimum necessary to add a new policy. You could add an implementation similar to NoOpPolicy but just try { } catch { /* log; rethrow */ }

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EDIT January 2019: Polly.Contrib now also contains a Polly.Contrib.LoggingPolicy which can help with this.

https://github.com/App-vNext/Polly-Samples/blob/master/PollyDemos/Async/AsyncDemo02_WaitAndRetryNTimes.cs shows that you can use the onRetry: option, at least for WaitAndRetryAsync. I haven't looked at the others yet.

HttpPolicyExtensions
.HandleTransientHttpError()
.WaitAndRetryAsync(3,
    retryAttempt => TimeSpan.FromSeconds(Math.Pow(2, retryAttempt))  // exponential back-off: 2, 4, 8 etc
                    + TimeSpan.FromMilliseconds(Jitterer.Next(0, 1000)), // plus some jitter: up to 1 second
    onRetry: (response, calculatedWaitDuration) =>
    {
        logger.LogError($"Failed attempt. Waited for {calculatedWaitDuration}. Retrying. {response.Exception.Message} - {response.Exception.StackTrace}");
    }
);