MasterConns cannot tell you whether there's a leak or not, because it does not decrease. The field indicates the number of connections made since the last statistics reset, not the number of sockets that are currently in use. The latter is indicated by the
To give you some additional relief on the subject, every single test in the mgo suite is wrapped around logic that ensures that statistics show sane values after the test finishes, so that potential leaks don't go unnoticed. That's the main reason why such statistics collection system was introduced.
Then, the reason why you see this number increasing every 10 seconds or so is due to the internal activity that happens to learn the status of the cluster. That said, this behavior was recently changed so that it doesn't establish new connections and instead picks existent sockets from the pool, so I believe you're not using the latest release.
SlaveConns negative looks like a bug. There's a small edge case about statistics collection for connections made, because we cannot tell whether a given server is a master or a slave before we've talked to it, so there might be an uncovered path. If you still see that behavior after you upgrade, please report the issue and I'll be happy to look at it.
SocketsInUse is the number of sockets that are still being referenced by one or more sessions, whether they are alive (the connection is established) or not.
SocketsAlive is, again, the real number of live TCP connections. The delta between the two indicates that a number of sessions were not closed. This may be okay, if they are still being held in memory by the application and will eventually be closed, or it may be a leak if a
session.Close operation was missed by the application.