Put cancelled job in DeadSet

This replicates Sidekiq behavior
of pushing dead job into DeadSet.

lib/gitlab/sidekiq_middleware/monitor.rb

@@ -8,8 +8,12 @@ module Gitlab
           yield
         end
       rescue Gitlab::SidekiqMonitor::CancelledError
+        # push job to DeadSet
+        payload = ::Sidekiq.dump_json(job)
+        ::Sidekiq::DeadSet.new.kill(payload, notify_failure: false)
+
         # ignore retries
-        raise Sidekiq::JobRetry::Skip
+        raise ::Sidekiq::JobRetry::Skip
       end
     end
   end

spec/lib/gitlab/sidekiq_middleware/monitor_spec.rb

@@ -33,9 +33,17 @@ describe Gitlab::SidekiqMiddleware::Monitor do
         end
       end
 
-      it 'does skip this job' do
+      it 'skips the job' do
         expect { subject }.to raise_error(Sidekiq::JobRetry::Skip)
       end
+
+      it 'puts job in DeadSet' do
+        ::Sidekiq::DeadSet.new.clear
+
+        expect do
+          subject rescue Sidekiq::JobRetry::Skip
+        end.to change { ::Sidekiq::DeadSet.new.size }.by(1)
+      end
     end
   end
 end