Feature/update settings (#225)

Added SetOptions method to update client settings
Added SocketConnection parameter to PeriodicQuery callback
Added setting of DefaultProxyCredentials on HttpClient instance when client is not provided by DI
Added support for overriding request time out per request
Changed max wait time for close handshake response from 5 seconds to 1 second
Fixed exception in trade tracker when there is no data in the initial snapshot

CryptoExchange.Net/Clients/BaseApiClient.cs

@@ -93,6 +93,17 @@ namespace CryptoExchange.Net.Clients
                 AuthenticationProvider = CreateAuthenticationProvider(credentials.Copy());
         }
 
+        /// <inheritdoc />
+        public virtual void SetOptions<T>(UpdateOptions<T> options) where T : ApiCredentials
+        {
+            ClientOptions.Proxy = options.Proxy;
+            ClientOptions.RequestTimeout = options.RequestTimeout ?? ClientOptions.RequestTimeout;
+
+            ApiOptions.ApiCredentials = options.ApiCredentials ?? ClientOptions.ApiCredentials;
+            if (options.ApiCredentials != null)
+                AuthenticationProvider = CreateAuthenticationProvider(options.ApiCredentials.Copy());
+        }
+
         /// <summary>
         /// Dispose
         /// </summary>

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -961,6 +961,14 @@ namespace CryptoExchange.Net.Clients
         /// <returns>Server time</returns>
         protected virtual Task<WebCallResult<DateTime>> GetServerTimestampAsync() => throw new NotImplementedException();
 
+        /// <inheritdoc />
+        public override void SetOptions<T>(UpdateOptions<T> options)
+        {
+            base.SetOptions(options);
+
+            RequestFactory.UpdateSettings(options.Proxy, options.RequestTimeout ?? ClientOptions.RequestTimeout);
+        }
+
         internal async Task<WebCallResult<bool>> SyncTimeAsync()
         {
             var timeSyncParams = GetTimeSyncInfo();

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -158,7 +158,7 @@ namespace CryptoExchange.Net.Clients
         /// <param name="interval"></param>
         /// <param name="queryDelegate"></param>
         /// <param name="callback"></param>
-        protected virtual void RegisterPeriodicQuery(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<CallResult>? callback)
+        protected virtual void RegisterPeriodicQuery(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<SocketConnection, CallResult>? callback)
         {
             PeriodicTaskRegistrations.Add(new PeriodicTaskRegistration
             {
@@ -422,9 +422,10 @@ namespace CryptoExchange.Net.Clients
                     result.Error!.Message = "Authentication failed: " + result.Error.Message;
                     return new CallResult(result.Error)!;
                 }
+
+                _logger.Authenticated(socket.SocketId);
             }
 
-            _logger.Authenticated(socket.SocketId);
             socket.Authenticated = true;
             return new CallResult(null);
         }
@@ -710,6 +711,25 @@ namespace CryptoExchange.Net.Clients
             return new CallResult(null);
         }
 
+        /// <inheritdoc />
+        public override void SetOptions<T>(UpdateOptions<T> options)
+        {
+            var previousProxyIsSet = ClientOptions.Proxy != null;
+            base.SetOptions(options);
+
+            if ((!previousProxyIsSet && options.Proxy == null)
+                || !socketConnections.Any())
+            {
+                return;
+            }
+
+            _logger.LogInformation("Reconnecting websockets to apply proxy");
+
+            // Update proxy, also triggers reconnect
+            foreach (var connection in socketConnections)
+                _ = connection.Value.UpdateProxy(options.Proxy);
+        }
+
         /// <summary>
         /// Log the current state of connections and subscriptions
         /// </summary>

CryptoExchange.Net/Interfaces/IBaseApiClient.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
 using CryptoExchange.Net.SharedApis;
 using System;
 
@@ -31,5 +32,12 @@ namespace CryptoExchange.Net.Interfaces
         /// <typeparam name="T"></typeparam>
         /// <param name="credentials"></param>
         void SetApiCredentials<T>(T credentials) where T : ApiCredentials;
+
+        /// <summary>
+        /// Set new options. Note that when using a proxy this should be provided in the options even when already set before or it will be reset.
+        /// </summary>
+        /// <typeparam name="T">Api crentials type</typeparam>
+        /// <param name="options">Options to set</param>
+        void SetOptions<T>(UpdateOptions<T> options) where T : ApiCredentials;
     }
 }

CryptoExchange.Net/Interfaces/IRequestFactory.cs

@@ -24,6 +24,13 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="requestTimeout">Request timeout to use</param>
         /// <param name="httpClient">Optional shared http client instance</param>
         /// <param name="proxy">Optional proxy to use when no http client is provided</param>
-        void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? httpClient=null);
+        void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? httpClient = null);
+
+        /// <summary>
+        /// Update settings
+        /// </summary>
+        /// <param name="proxy">Proxy to use</param>
+        /// <param name="requestTimeout">Request timeout to use</param>
+        void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout);
     }
 }

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -93,5 +93,10 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         /// <returns></returns>
         Task CloseAsync();
+
+        /// <summary>
+        /// Update proxy setting
+        /// </summary>
+        void UpdateProxy(ApiProxy? proxy);
     }
 }

CryptoExchange.Net/Objects/Options/UpdateOptions.cs

@@ -0,0 +1,29 @@
+using CryptoExchange.Net.Authentication;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Objects.Options
+{
+    /// <summary>
+    /// Options to update
+    /// </summary>
+    public class UpdateOptions<T> where T : ApiCredentials
+    {
+        /// <summary>
+        /// Proxy setting. Note that if this is not provided any previously set proxy will be reset
+        /// </summary>
+        public ApiProxy? Proxy { get; set; }
+        /// <summary>
+        /// Api credentials
+        /// </summary>
+        public T? ApiCredentials { get; set; }
+        /// <summary>
+        /// Request timeout
+        /// </summary>
+        public TimeSpan? RequestTimeout { get; set; }
+    }
+
+    /// <inheritdoc />
+    public class UpdateOptions : UpdateOptions<ApiCredentials> { }
+}

CryptoExchange.Net/Requests/RequestFactory.cs

@@ -17,28 +17,7 @@ namespace CryptoExchange.Net.Requests
         public void Configure(ApiProxy? proxy, TimeSpan requestTimeout, HttpClient? client = null)
         {
             if (client == null)
-            {
+                client = CreateClient(proxy, requestTimeout);
-                var handler = new HttpClientHandler();
-                try
-                {
-                    handler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
-                }
-                catch (PlatformNotSupportedException) { }
-
-                if (proxy != null)
-                {
-                    handler.Proxy = new WebProxy
-                    {
-                        Address = new Uri($"{proxy.Host}:{proxy.Port}"),
-                        Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password)
-                    };
-                }
-
-                client = new HttpClient(handler)
-                {
-                    Timeout = requestTimeout
-                };
-            }
 
             _httpClient = client;
         }
@@ -51,5 +30,37 @@ namespace CryptoExchange.Net.Requests
 
             return new Request(new HttpRequestMessage(method, uri), _httpClient, requestId);
         }
+
+        /// <inheritdoc />
+        public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout)
+        {
+            _httpClient = CreateClient(proxy, requestTimeout);
+        }
+
+        private HttpClient CreateClient(ApiProxy? proxy, TimeSpan requestTimeout)
+        {
+            var handler = new HttpClientHandler();
+            try
+            {
+                handler.AutomaticDecompression = DecompressionMethods.GZip | DecompressionMethods.Deflate;
+                handler.DefaultProxyCredentials = CredentialCache.DefaultCredentials;
+            }
+            catch (PlatformNotSupportedException) { }
+
+            if (proxy != null)
+            {
+                handler.Proxy = new WebProxy
+                {
+                    Address = new Uri($"{proxy.Host}:{proxy.Port}"),
+                    Credentials = proxy.Password == null ? null : new NetworkCredential(proxy.Login, proxy.Password)
+                };
+            }
+
+            var client = new HttpClient(handler)
+            {
+                Timeout = requestTimeout
+            };
+            return client;
+        }
     }
 }

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -155,6 +155,12 @@ namespace CryptoExchange.Net.Sockets
             _baseAddress = $"{Uri.Scheme}://{Uri.Host}";
         }
 
+        /// <inheritdoc />
+        public void UpdateProxy(ApiProxy? proxy)
+        {
+            Parameters.Proxy = proxy;
+        }
+
         /// <inheritdoc />
         public virtual async Task<CallResult> ConnectAsync()
         {
@@ -435,8 +441,8 @@ namespace CryptoExchange.Net.Sockets
                     {
                         // Wait until we receive close confirmation
                         await Task.Delay(10).ConfigureAwait(false);
-                        if (DateTime.UtcNow - startWait > TimeSpan.FromSeconds(5))
+                        if (DateTime.UtcNow - startWait > TimeSpan.FromSeconds(1))
-                            break; // Wait for max 5 seconds, then just abort the connection
+                            break; // Wait for max 1 second, then just abort the connection
                     }
                 }
             }

CryptoExchange.Net/Sockets/PeriodicTaskRegistration.cs

@@ -23,6 +23,6 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Callback after query
         /// </summary>
-        public Action<CallResult>? Callback { get; set; }
+        public Action<SocketConnection, CallResult>? Callback { get; set; }
     }
 }

CryptoExchange.Net/Sockets/Query.cs

@@ -23,6 +23,11 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public bool Completed { get; set; }
 
+        /// <summary>
+        /// Timeout for the request
+        /// </summary>
+        public TimeSpan? RequestTimeout { get; set; }
+
         /// <summary>
         /// The number of required responses. Can be more than 1 when for example subscribing multiple symbols streams in a single request,
         /// and each symbol receives it's own confirmation response

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -11,6 +11,8 @@ using System.Diagnostics;
 using CryptoExchange.Net.Clients;
 using CryptoExchange.Net.Logging.Extensions;
 using System.Threading;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Authentication;
 
 namespace CryptoExchange.Net.Sockets
 {
@@ -437,7 +439,7 @@ namespace CryptoExchange.Net.Sockets
                 return Task.CompletedTask;
             }
 
-            query.IsSend(ApiClient.ClientOptions.RequestTimeout);
+            query.IsSend(query.RequestTimeout ?? ApiClient.ClientOptions.RequestTimeout);
             return Task.CompletedTask;
         }
 
@@ -583,6 +585,16 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public async Task TriggerReconnectAsync() => await _socket.ReconnectAsync().ConfigureAwait(false);
 
+        /// <summary>
+        /// Update the proxy setting and reconnect
+        /// </summary>
+        /// <param name="proxy">New proxy setting</param>
+        public async Task UpdateProxy(ApiProxy? proxy)
+        {
+            _socket.UpdateProxy(proxy);
+            await TriggerReconnectAsync().ConfigureAwait(false);
+        }
+
         /// <summary>
         /// Close the connection
         /// </summary>
@@ -988,7 +1000,7 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="interval">How often</param>
         /// <param name="queryDelegate">Method returning the query to send</param>
         /// <param name="callback">The callback for processing the response</param>
-        public virtual void QueryPeriodic(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<CallResult>? callback)
+        public virtual void QueryPeriodic(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<SocketConnection, CallResult>? callback)
         {
             if (queryDelegate == null)
                 throw new ArgumentNullException(nameof(queryDelegate));
@@ -1020,7 +1032,7 @@ namespace CryptoExchange.Net.Sockets
                     try
                     {
                         var result = await SendAndWaitQueryAsync(query).ConfigureAwait(false);
-                        callback?.Invoke(result);
+                        callback?.Invoke(this, result);
                     }
                     catch (Exception ex)
                     {

CryptoExchange.Net/Testing/Implementations/TestRequestFactory.cs

@@ -25,5 +25,7 @@ namespace CryptoExchange.Net.Testing.Implementations
             _request.RequestId = requestId;
             return _request;
         }
+
+        public void UpdateSettings(ApiProxy? proxy, TimeSpan requestTimeout) {}
     }
 }

CryptoExchange.Net/Testing/Implementations/TestSocket.cs

@@ -92,5 +92,7 @@ namespace CryptoExchange.Net.Testing.Implementations
 
         public Task ReconnectAsync() => throw new NotImplementedException();
         public void Dispose() { }
+
+        public void UpdateProxy(ApiProxy? proxy) => throw new NotImplementedException();
     }
 }

CryptoExchange.Net/Trackers/Trades/TradeTracker.cs

@@ -350,7 +350,8 @@ namespace CryptoExchange.Net.Trackers.Trades
                     _data.Add(item);
                 }
 
-                _firstTimestamp = _data.Min(v => v.Timestamp);
+                if (_data.Any())
+                    _firstTimestamp = _data.Min(v => v.Timestamp);
 
                 ApplyWindow(false);
             }