Updated symbol tracking logic on UserDataTracker, added check for startTime filter for polling being to close to current time

CryptoExchange.Net/Trackers/UserData/Interfaces/IUserDataTracker.cs

@@ -16,13 +16,6 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
         /// </summary>
         bool Connected { get; }
 
-        /// <summary>
-        /// Currently tracked symbols. Data for these symbols will be requested when polling. 
-        /// Websocket updates will be available for all symbols regardless.
-        /// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
-        /// </summary>
-        IEnumerable<SharedSymbol> TrackedSymbols { get; }
-
         /// <summary>
         /// On connection status change. Might trigger multiple times with the same status depending on the underlying subscriptions.
         /// </summary>

CryptoExchange.Net/Trackers/UserData/Interfaces/IUserFuturesDataTracker.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.SharedApis;
 using CryptoExchange.Net.Trackers.UserData.Objects;
 using System;
+using System.Collections.Generic;
 using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Trackers.UserData.Interfaces
@@ -26,6 +27,13 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
         /// </summary>
         public string Exchange { get; }
 
+        /// <summary>
+        /// Currently tracked symbols. Data for these symbols will be requested when polling. 
+        /// Websocket updates will be available for all symbols regardless.
+        /// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
+        /// </summary>
+        IEnumerable<SharedSymbol> TrackedSymbols { get; }
+
         /// <summary>
         /// Balances tracker
         /// </summary>

CryptoExchange.Net/Trackers/UserData/Interfaces/IUserSpotDataTracker.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.SharedApis;
 using CryptoExchange.Net.Trackers.UserData.Objects;
 using System;
+using System.Collections.Generic;
 using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Trackers.UserData.Interfaces
@@ -26,6 +27,13 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
         /// </summary>
         public string Exchange { get; }
 
+        /// <summary>
+        /// Currently tracked symbols. Data for these symbols will be requested when polling. 
+        /// Websocket updates will be available for all symbols regardless.
+        /// When new data is received for a symbol which is not yet being tracked it will be added to this list and polled in the future unless the `OnlyTrackProvidedSymbols` option is set in the configuration.
+        /// </summary>
+        IEnumerable<SharedSymbol> TrackedSymbols { get; }
+
         /// <summary>
         /// Balances tracker
         /// </summary>

CryptoExchange.Net/Trackers/UserData/ItemTrackers/BalanceTracker.cs

@@ -22,12 +22,13 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public BalanceTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             IBalanceRestClient restClient,
             IBalanceSocketClient? socketClient,
             SharedAccountType accountType,
             TrackerItemConfig config,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Balances, restClient.Exchange, config, false, null)
+            ) : base(logger, symbolTracker, UserDataType.Balances, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };

CryptoExchange.Net/Trackers/UserData/ItemTrackers/FuturesOrderTracker.cs

@@ -28,13 +28,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public FuturesOrderTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             IFuturesOrderRestClient restClient,
             IFuturesOrderSocketClient? socketClient,
             TrackerItemConfig config,
             IEnumerable<SharedSymbol> symbols,
             bool onlyTrackProvidedSymbols,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Orders, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Orders, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -234,7 +235,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             }
             else
             {
-                foreach (var symbol in _symbols.ToList())
+                foreach (var symbol in _symbolTracker.GetTrackedSymbols())
                 {
                     var openOrdersResult = await _restClient.GetOpenFuturesOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                     if (!openOrdersResult.Success)
@@ -272,7 +273,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             }
 
             var updatedPollTime = DateTime.UtcNow;
-            foreach (var symbol in _symbols.ToList())
+            foreach (var symbol in _symbolTracker.GetTrackedSymbols())
             {
                 DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
 
@@ -373,7 +374,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 source = "StartTime";
             }
 
-            _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
+            if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
+            {
+                // Set it to at least a seconds in the past to prevent issues
+                fromTime = DateTime.UtcNow.AddSeconds(-1);
+            }
+
+            _logger.LogTrace("{DataType}.{Symbol} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}",
+                DataType, $"{symbol.BaseAsset}/{symbol.QuoteAsset}", source, fromTime);
             return fromTime!.Value;
         }
     }

CryptoExchange.Net/Trackers/UserData/ItemTrackers/FuturesUserTradeTracker.cs

@@ -26,13 +26,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public FuturesUserTradeTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             IFuturesOrderRestClient restClient,
             IUserTradeSocketClient? socketClient,
             TrackerItemConfig config,
             IEnumerable<SharedSymbol> symbols,
             bool onlyTrackProvidedSymbols,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Trades, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Trades, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -57,7 +58,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             var anyError = false;
             var fromTimeTrades = GetTradesRequestStartTime();
             var updatedPollTime = DateTime.UtcNow;
-            foreach (var symbol in _symbols)
+            foreach (var symbol in _symbolTracker.GetTrackedSymbols())
             {
                 var tradesResult = await _restClient.GetFuturesUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!tradesResult.Success)
@@ -116,6 +117,13 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 source = "StartTime";
             }
 
+            var now = DateTime.UtcNow;
+            if (now - fromTime < TimeSpan.FromSeconds(1))
+            {
+                // Set it to at least a seconds in the past to prevent issues
+                fromTime = now.AddSeconds(-1);
+            }
+
             _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
             return fromTime!.Value;
         }

CryptoExchange.Net/Trackers/UserData/ItemTrackers/PositionTracker.cs

@@ -29,6 +29,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public PositionTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             IFuturesOrderRestClient restClient,
             IPositionSocketClient? socketClient,
             TrackerItemConfig config,
@@ -36,7 +37,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             bool onlyTrackProvidedSymbols,
             bool websocketPositionUpdatesAreFullSnapshots,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Positions, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Positions, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -118,9 +119,9 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                     {
                         toRemove ??= new List<SharedPosition>();
                         toRemove.Add(item);
+                        _logger.LogWarning("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, GetKey(item));
                     }
-                    else if (_onlyTrackProvidedSymbols
+                    else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
-                        && !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
                     {
                         toRemove ??= new List<SharedPosition>();
                         toRemove.Add(item);
@@ -131,8 +132,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             if (toRemove != null)
                 @event = @event.Except(toRemove).ToArray();
 
-            if (!_onlyTrackProvidedSymbols)
+            _symbolTracker.UpdateTrackedSymbols(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
-                UpdateSymbolsList(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
             
 
             // Update local store

CryptoExchange.Net/Trackers/UserData/ItemTrackers/SpotOrderTracker.cs

@@ -28,13 +28,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public SpotOrderTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             ISpotOrderRestClient restClient,
             ISpotOrderSocketClient? socketClient,
             TrackerItemConfig config,
             IEnumerable<SharedSymbol> symbols,
             bool onlyTrackProvidedSymbols,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Orders, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Orders, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -245,7 +246,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             }
             else
             {
-                foreach (var symbol in _symbols.ToList())
+                foreach (var symbol in _symbolTracker.GetTrackedSymbols())
                 {
                     var openOrdersResult = await _restClient.GetOpenSpotOrdersAsync(new GetOpenOrdersRequest(symbol, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                     if (!openOrdersResult.Success)
@@ -283,7 +284,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             }
 
             var updatedPollTime = DateTime.UtcNow;
-            foreach (var symbol in _symbols.ToList())
+            foreach (var symbol in _symbolTracker.GetTrackedSymbols())
             {
                 DateTime? fromTimeOrders = GetClosedOrdersRequestStartTime(symbol);
 
@@ -385,7 +386,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 source = "StartTime";
             }
 
-            _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
+            if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
+            {
+                // Set it to at least a seconds in the past to prevent issues
+                fromTime = DateTime.UtcNow.AddSeconds(-1);
+            }
+
+            _logger.LogTrace("{DataType}.{Symbol} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}",
+                DataType, $"{symbol.BaseAsset}/{symbol.QuoteAsset}", source, fromTime);
             return fromTime!.Value;
         }
     }

CryptoExchange.Net/Trackers/UserData/ItemTrackers/SpotUserTradeTracker.cs

@@ -26,13 +26,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         public SpotUserTradeTracker(
             ILogger logger,
+            UserDataSymbolTracker symbolTracker,
             ISpotOrderRestClient restClient,
             IUserTradeSocketClient? socketClient,
             TrackerItemConfig config,
             IEnumerable<SharedSymbol> symbols,
             bool onlyTrackProvidedSymbols,
             ExchangeParameters? exchangeParameters = null
-            ) : base(logger, UserDataType.Trades, restClient.Exchange, config, onlyTrackProvidedSymbols, symbols)
+            ) : base(logger, symbolTracker, UserDataType.Trades, restClient.Exchange, config)
         {
             if (_socketClient == null)
                 config = config with { PollIntervalConnected = config.PollIntervalDisconnected };
@@ -57,7 +58,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             var anyError = false;
             var fromTimeTrades = GetTradesRequestStartTime();
             var updatedPollTime = DateTime.UtcNow;
-            foreach (var symbol in _symbols)
+            foreach (var symbol in _symbolTracker.GetTrackedSymbols())
             {
                 var tradesResult = await _restClient.GetSpotUserTradesAsync(new GetUserTradesRequest(symbol, startTime: fromTimeTrades, exchangeParameters: _exchangeParameters)).ConfigureAwait(false);
                 if (!tradesResult.Success)
@@ -114,6 +115,12 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 source = "StartTime";
             }
 
+            if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
+            {
+                // Set it to at least a seconds in the past to prevent issues
+                fromTime = DateTime.UtcNow.AddSeconds(-1);
+            }
+
             _logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
             return fromTime!.Value;
         }

CryptoExchange.Net/Trackers/UserData/ItemTrackers/UserDataItemTracker.cs

@@ -203,21 +203,14 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// </summary>
         protected ConcurrentDictionary<string, T> _store = new ConcurrentDictionary<string, T>(StringComparer.InvariantCultureIgnoreCase);
         /// <summary>
-        /// Tracked symbols list
-        /// </summary>
-        protected readonly List<SharedSymbol> _symbols;
-        /// <summary>
-        /// Symbol lock
-        /// </summary>
-        protected object _symbolLock = new object();
-        /// <summary>
-        /// Only track provided symbols setting
-        /// </summary>
-        protected bool _onlyTrackProvidedSymbols;
-        /// <summary>
         /// Is SharedSymbol model
         /// </summary>
         protected bool _isSymbolModel;
+        /// <summary>
+        /// Symbol tracker
+        /// </summary>
+
+        protected readonly UserDataSymbolTracker _symbolTracker;
 
         /// <inheritdoc />
         public T[] Values
@@ -240,22 +233,23 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
 
         /// <inheritdoc />
         public event Func<UserDataUpdate<T[]>, Task>? OnUpdate;
-        /// <inheritdoc />
-        public IEnumerable<SharedSymbol> TrackedSymbols => _symbols;
 
         /// <summary>
         /// ctor
         /// </summary>
-        public UserDataItemTracker(ILogger logger, UserDataType dataType, string exchange, TrackerItemConfig config, bool onlyTrackProvidedSymbols, IEnumerable<SharedSymbol>? symbols) : base(logger, dataType, exchange)
+        public UserDataItemTracker(
+            ILogger logger,
+            UserDataSymbolTracker symbolTracker,
+            UserDataType dataType,
+            string exchange,
+            TrackerItemConfig config) : base(logger, dataType, exchange)
         {
-            _onlyTrackProvidedSymbols = onlyTrackProvidedSymbols;
-            _symbols = symbols?.ToList() ?? [];
-
             _pollIntervalDisconnected = config.PollIntervalDisconnected;
             _pollIntervalConnected = config.PollIntervalConnected;
             _pollAtStart = config.PollAtStart;
             _retentionTime = config is TrackerTimedItemConfig timeConfig ? timeConfig.RetentionTime : TimeSpan.MaxValue;
             _isSymbolModel = typeof(T).IsSubclassOf(typeof(SharedSymbolModel));
+            _symbolTracker = symbolTracker;
         }
 
         /// <summary>
@@ -334,26 +328,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
         /// Get the age of an item
         /// </summary>
         protected virtual TimeSpan GetAge(DateTime time, T item) => TimeSpan.Zero;
-
+        
-        /// <summary>
-        /// Update the tracked symbol list with potential new symbols
-        /// </summary>
-        /// <param name="symbols"></param>
-        protected void UpdateSymbolsList(IEnumerable<SharedSymbol> symbols)
-        {
-            lock (_symbolLock)
-            {
-                foreach (var symbol in symbols.Distinct())
-                {
-                    if (!_symbols.Any(x => x.TradingMode == symbol.TradingMode && x.BaseAsset == symbol.BaseAsset && x.QuoteAsset == symbol.QuoteAsset))
-                    {
-                        _symbols.Add(symbol);
-                        _logger.LogDebug("Adding {BaseAsset}/{QuoteAsset} to symbol tracking list", symbol.BaseAsset, symbol.QuoteAsset);
-                    }
-                }
-            }
-        }
-
         /// <summary>
         /// Handle an update
         /// </summary>
@@ -374,8 +349,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                             toRemove.Add(item);
                             _logger.LogWarning("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, GetKey(item));
                         }
-                        else if (_onlyTrackProvidedSymbols
+                        else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
-                            && !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
                         {
                             toRemove ??= new List<T>();
                             toRemove.Add(item);
@@ -386,8 +360,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                 if (toRemove != null)
                     @event = @event.Except(toRemove).ToArray();
 
-                if (!_onlyTrackProvidedSymbols)
+                _symbolTracker.UpdateTrackedSymbols(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
-                    UpdateSymbolsList(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
             }
 
             // Update local store

CryptoExchange.Net/Trackers/UserData/Objects/UserDataSymbolTracker.cs

@@ -0,0 +1,60 @@
+using CryptoExchange.Net.SharedApis;
+using Microsoft.Extensions.Logging;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace CryptoExchange.Net.Trackers.UserData.Objects
+{
+    public class UserDataSymbolTracker
+    {
+        private readonly ILogger _logger;
+        private readonly List<SharedSymbol> _trackedSymbols;
+        private readonly bool _onlyTrackProvidedSymbols;
+        private readonly object _symbolLock = new object();
+
+        public UserDataSymbolTracker(ILogger logger, UserDataTrackerConfig config)
+        {
+            _logger = logger;
+            _trackedSymbols = config.TrackedSymbols?.ToList() ?? [];
+            _onlyTrackProvidedSymbols = config.OnlyTrackProvidedSymbols;
+        }
+
+        public IEnumerable<SharedSymbol> GetTrackedSymbols()
+        {
+            lock (_symbolLock)            
+                return _trackedSymbols.ToList();            
+        }
+
+        public bool ShouldProcess(SharedSymbol symbol)
+        {
+            if (!_onlyTrackProvidedSymbols)
+                return true;
+
+            return _trackedSymbols.Any(y => y.TradingMode == symbol!.TradingMode && y.BaseAsset == symbol.BaseAsset && y.QuoteAsset == symbol.QuoteAsset);
+        }
+
+        /// <summary>
+        /// Update the tracked symbol list with potential new symbols
+        /// </summary>
+        /// <param name="symbols"></param>
+        public void UpdateTrackedSymbols(IEnumerable<SharedSymbol> symbols)
+        {
+            if (_onlyTrackProvidedSymbols)
+                return;
+
+            lock (_symbolLock)
+            {
+                foreach (var symbol in symbols.Distinct())
+                {
+                    if (!_trackedSymbols.Any(x => x.TradingMode == symbol.TradingMode && x.BaseAsset == symbol.BaseAsset && x.QuoteAsset == symbol.QuoteAsset))
+                    {
+                        _trackedSymbols.Add(symbol);
+                        _logger.LogDebug("Adding {TradingMode}.{BaseAsset}/{QuoteAsset} to symbol tracking list", symbol.TradingMode, symbol.BaseAsset, symbol.QuoteAsset);
+                    }
+                }
+            }
+        }
+    }
+}

CryptoExchange.Net/Trackers/UserData/UserDataTracker.cs

@@ -1,4 +1,5 @@
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.SharedApis;
 using CryptoExchange.Net.Trackers.UserData.ItemTrackers;
 using CryptoExchange.Net.Trackers.UserData.Objects;
 using Microsoft.Extensions.Logging;
@@ -33,6 +34,11 @@ namespace CryptoExchange.Net.Trackers.UserData
         /// </summary>
         protected abstract UserDataItemTracker[] DataTrackers { get; }
 
+        /// <summary>
+        /// Symbol tracker
+        /// </summary>
+        protected internal UserDataSymbolTracker SymbolTracker { get; }
+
         /// <inheritdoc />
         public string? UserIdentifier { get; }
 
@@ -51,6 +57,11 @@ namespace CryptoExchange.Net.Trackers.UserData
         /// </summary>
         public bool Connected => DataTrackers.All(x => x.Connected);
 
+        /// <summary>
+        /// Currently tracked symbols
+        /// </summary>
+        public IEnumerable<SharedSymbol> TrackedSymbols => SymbolTracker.GetTrackedSymbols();
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -65,6 +76,7 @@ namespace CryptoExchange.Net.Trackers.UserData
 
             _logger = logger;
 
+            SymbolTracker = new UserDataSymbolTracker(logger, config);
             Exchange = exchange;
             UserIdentifier = userIdentifier;
         }

CryptoExchange.Net/Trackers/UserData/UserFuturesDataTracker.cs

@@ -77,21 +77,21 @@ namespace CryptoExchange.Net.Trackers.UserData
 
             var trackers = new List<UserDataItemTracker>();
 
-            var balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, accountType ?? SharedAccountType.PerpetualLinearFutures, config.BalancesConfig, exchangeParameters);
+            var balanceTracker = new BalanceTracker(logger, SymbolTracker, balanceRestClient, balanceSocketClient, accountType ?? SharedAccountType.PerpetualLinearFutures, config.BalancesConfig, exchangeParameters);
             Balances = balanceTracker;
             trackers.Add(balanceTracker);
 
-            var orderTracker = new FuturesOrderTracker(logger, futuresOrderRestClient, futuresOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
+            var orderTracker = new FuturesOrderTracker(logger, SymbolTracker, futuresOrderRestClient, futuresOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
             Orders = orderTracker;
             trackers.Add(orderTracker);
 
-            var positionTracker = new PositionTracker(logger, futuresOrderRestClient, positionSocketClient, config.PositionConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, WebsocketPositionUpdatesAreFullSnapshots, exchangeParameters);
+            var positionTracker = new PositionTracker(logger, SymbolTracker, futuresOrderRestClient, positionSocketClient, config.PositionConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, WebsocketPositionUpdatesAreFullSnapshots, exchangeParameters);
             Positions = positionTracker;
             trackers.Add(positionTracker);
 
             if (config.TrackTrades)
             {
-                var tradeTracker = new FuturesUserTradeTracker(logger, futuresOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
+                var tradeTracker = new FuturesUserTradeTracker(logger, SymbolTracker, futuresOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
                 Trades = tradeTracker;
                 trackers.Add(tradeTracker);
 

CryptoExchange.Net/Trackers/UserData/UserSpotDataTracker.cs

@@ -53,17 +53,17 @@ namespace CryptoExchange.Net.Trackers.UserData
 
             var trackers = new List<UserDataItemTracker>();
 
-            var balanceTracker = new BalanceTracker(logger, balanceRestClient, balanceSocketClient, SharedAccountType.Spot, config.BalancesConfig, exchangeParameters);
+            var balanceTracker = new BalanceTracker(logger, SymbolTracker, balanceRestClient, balanceSocketClient, SharedAccountType.Spot, config.BalancesConfig, exchangeParameters);
             Balances = balanceTracker;
             trackers.Add(balanceTracker);
 
-            var orderTracker = new SpotOrderTracker(logger, spotOrderRestClient, spotOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
+            var orderTracker = new SpotOrderTracker(logger, SymbolTracker, spotOrderRestClient, spotOrderSocketClient, config.OrdersConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
             Orders = orderTracker;
             trackers.Add(orderTracker);
 
             if (config.TrackTrades)
             {
-                var tradeTracker = new SpotUserTradeTracker(logger, spotOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
+                var tradeTracker = new SpotUserTradeTracker(logger, SymbolTracker, spotOrderRestClient, userTradeSocketClient, config.UserTradesConfig, config.TrackedSymbols, config.OnlyTrackProvidedSymbols, exchangeParameters);
                 Trades = tradeTracker;
                 trackers.Add(tradeTracker);