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Is your feature request related to a problem? Please describe.
When sharding is enabled, the ruler connects to all other rulers to retrieve all rules (see Ruler.getShardedRules()). To do it, we open a gRPC connection towards each ruler, each time the getShardedRules() is called. This leads to a bunch of new TCP connections created on a high traffic cluster.
Describe the solution you'd like
Instead of opening a gRPC connection each time, we should use the ring's client.NewPool() to keep connections open and reuse clients.