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Code Issues Releases Wiki Activity

Updated Shared symbol requests/subscriptions to allow multiple symbols in one call if supported

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This commit is contained in:
Jkorf 2025-08-04 09:39:30 +02:00
parent ad599badb2
commit 2f82e2015b
11 changed files with 171 additions and 11 deletions
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4
CryptoExchange.Net/ExchangeSymbolCache.cs
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@ -23,14 +23,14 @@ namespace CryptoExchange.Net
{
if(!_symbolInfos.TryGetValue(topicId, out var exchangeInfo))
{
exchangeInfo = new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => new SharedSymbol(x.TradingMode, x.BaseAsset.ToUpperInvariant(), x.QuoteAsset.ToUpperInvariant(), (x as SharedFuturesSymbol)?.DeliveryTime) { SymbolName = x.Name }));
exchangeInfo = new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => x.SharedSymbol));
_symbolInfos.TryAdd(topicId, exchangeInfo);
}
if (DateTime.UtcNow - exchangeInfo.UpdateTime < TimeSpan.FromMinutes(60))
return;
_symbolInfos[topicId] = new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => new SharedSymbol(x.TradingMode, x.BaseAsset.ToUpperInvariant(), x.QuoteAsset.ToUpperInvariant(), (x as SharedFuturesSymbol)?.DeliveryTime) { SymbolName = x.Name }));
_symbolInfos[topicId] = new ExchangeInfo(DateTime.UtcNow, updateData.ToDictionary(x => x.Name, x => x.SharedSymbol));
}
/// <summary>

22
CryptoExchange.Net/SharedApis/Models/Options/Endpoints/EndpointOptions.cs
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@ -109,6 +109,15 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
public List<ParameterDescription> RequiredOptionalParameters { get; set; } = new List<ParameterDescription>();
/// <summary>
/// Whether this accepts multiple symbols (Only applicable to request requiring symbol parameters)
/// </summary>
public bool SupportsMultipleSymbols { get; set; } = false;
/// <summary>
/// The max number of symbols which can be passed in a call (Only applicable to request requiring symbol parameters)
/// </summary>
public int? MaxSymbolCount { get; set; }
/// <summary>
/// ctor
/// </summary>
@ -141,6 +150,19 @@ namespace CryptoExchange.Net.SharedApis
}
if (request is SharedSymbolRequest symbolsRequest)
{
if (symbolsRequest.Symbols != null)
{
if (!SupportsMultipleSymbols)
return new ArgumentError($"Only a single symbol parameter is allowed, multiple symbols are not supported");
if (symbolsRequest.Symbols.Length > MaxSymbolCount)
return new ArgumentError($"Max number of symbols is {MaxSymbolCount} but {symbolsRequest.Symbols.Length} were passed");
}
}
return ValidateRequest(exchange, request.ExchangeParameters, tradingMode, supportedTradingModes);
}

33
CryptoExchange.Net/SharedApis/Models/SharedSymbolRequest.cs
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@ -1,14 +1,27 @@
namespace CryptoExchange.Net.SharedApis
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Symbol request
/// </summary>
public record SharedSymbolRequest : SharedRequest
{
/// <summary>
/// Trading mode
/// </summary>
public TradingMode TradingMode { get; }
/// <summary>
/// The symbol
/// </summary>
public SharedSymbol Symbol { get; set; }
public SharedSymbol? Symbol { get; set; }
/// <summary>
/// Symbols
/// </summary>
public SharedSymbol[]? Symbols { get; set; }
/// <summary>
/// ctor
@ -16,6 +29,22 @@
public SharedSymbolRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters)
{
Symbol = symbol;
TradingMode = symbol.TradingMode;
}
/// <summary>
/// ctor
/// </summary>
public SharedSymbolRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(exchangeParameters)
{
if (!symbols.Any())
throw new ArgumentException("Empty symbol list");
if (symbols.GroupBy(x => x.TradingMode).Count() > 1)
throw new ArgumentException("All symbols in the symbol list should have the same trading mode");
Symbols = symbols.ToArray();
TradingMode = Symbols.First().TradingMode;
}
}
}

21
CryptoExchange.Net/SharedApis/Models/Socket/SubscribeBookTickerRequest.cs
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@ -1,4 +1,6 @@
namespace CryptoExchange.Net.SharedApis
using System.Collections.Generic;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Request to subscribe to book ticker updates
@ -13,5 +15,22 @@
public SubscribeBookTickerRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
{
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
/// <param name="exchangeParameters">Exchange specific parameters</param>
public SubscribeBookTickerRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
{
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
public SubscribeBookTickerRequest(params SharedSymbol[] symbols) : base(symbols, null)
{
}
}
}

25
CryptoExchange.Net/SharedApis/Models/Socket/SubscribeKlineRequest.cs
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@ -1,4 +1,6 @@
namespace CryptoExchange.Net.SharedApis
using System.Collections.Generic;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Request to subscribe to kline/candlestick updates
@ -20,5 +22,26 @@
{
Interval = interval;
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
/// <param name="interval">Kline interval</param>
/// <param name="exchangeParameters">Exchange specific parameters</param>
public SubscribeKlineRequest(IEnumerable<SharedSymbol> symbols, SharedKlineInterval interval, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
{
Interval = interval;
}
/// <summary>
/// ctor
/// </summary>
/// <param name="interval">Kline interval</param>
/// <param name="symbols">The symbols to subscribe to</param>
public SubscribeKlineRequest(SharedKlineInterval interval, params SharedSymbol[] symbols) : base(symbols, null)
{
Interval = interval;
}
}
}

21
CryptoExchange.Net/SharedApis/Models/Socket/SubscribeOrderBookRequest.cs
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@ -1,4 +1,6 @@
namespace CryptoExchange.Net.SharedApis
using System.Collections.Generic;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Request to subscribe to order book snapshot updates
@ -20,5 +22,22 @@
{
Limit = limit;
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
/// <param name="exchangeParameters">Exchange specific parameters</param>
public SubscribeOrderBookRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
{
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
public SubscribeOrderBookRequest(params SharedSymbol[] symbols) : base(symbols, null)
{
}
}
}

22
CryptoExchange.Net/SharedApis/Models/Socket/SubscribeTickerRequest.cs
View File

@ -1,4 +1,7 @@
namespace CryptoExchange.Net.SharedApis
using System.Collections;
using System.Collections.Generic;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Request to subscribe to ticker updates
@ -13,5 +16,22 @@
public SubscribeTickerRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
{
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
/// <param name="exchangeParameters">Exchange specific parameters</param>
public SubscribeTickerRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
{
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
public SubscribeTickerRequest(params SharedSymbol[] symbols) : base(symbols, null)
{
}
}
}

21
CryptoExchange.Net/SharedApis/Models/Socket/SubscribeTradeRequest.cs
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@ -1,4 +1,6 @@
namespace CryptoExchange.Net.SharedApis
using System.Collections.Generic;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Request to subscribe to trade updates
@ -13,5 +15,22 @@
public SubscribeTradeRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null) : base(symbol, exchangeParameters)
{
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
/// <param name="exchangeParameters">Exchange specific parameters</param>
public SubscribeTradeRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null) : base(symbols, exchangeParameters)
{
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
public SubscribeTradeRequest(params SharedSymbol[] symbols) : base(symbols, null)
{
}
}
}

3
CryptoExchange.Net/SharedApis/ResponseModels/SharedFuturesSymbol.cs
View File

@ -30,5 +30,8 @@ namespace CryptoExchange.Net.SharedApis
public SharedFuturesSymbol(TradingMode symbolType, string baseAsset, string quoteAsset, string symbol, bool trading) : base(baseAsset, quoteAsset, symbol, trading, symbolType)
{
}
/// <inheritdoc />
public override SharedSymbol SharedSymbol => new SharedSymbol(TradingMode, BaseAsset.ToUpperInvariant(), QuoteAsset.ToUpperInvariant(), DeliveryTime) { SymbolName = Name };
}
}

6
CryptoExchange.Net/SharedApis/ResponseModels/SharedSpotSymbol.cs
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@ -69,5 +69,11 @@
Name = symbol;
Trading = trading;
}
/// <summary>
/// The SharedSymbol of this symbol
/// </summary>
/// <returns></returns>
public virtual SharedSymbol SharedSymbol => new SharedSymbol(TradingMode, BaseAsset.ToUpperInvariant(), QuoteAsset.ToUpperInvariant()) { SymbolName = Name };
}
}

4
CryptoExchange.Net/Sockets/SocketConnection.cs
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@ -864,7 +864,7 @@ namespace CryptoExchange.Net.Sockets
{
if (ApiClient.MessageSendSizeLimit != null && data.Length > ApiClient.MessageSendSizeLimit.Value)
{
var info = $"Message to send exceeds the max server message size ({ApiClient.MessageSendSizeLimit.Value} bytes). Split the request into batches to keep below this limit";
var info = $"Message to send exceeds the max server message size ({data.Length} vs {ApiClient.MessageSendSizeLimit.Value} bytes). Split the request into batches to keep below this limit";
_logger.LogWarning("[Sckt {SocketId}] [Req {RequestId}] {Info}", SocketId, requestId, info);
return new CallResult(new InvalidOperationError(info));
}
@ -899,7 +899,7 @@ namespace CryptoExchange.Net.Sockets
{
if (ApiClient.MessageSendSizeLimit != null && data.Length > ApiClient.MessageSendSizeLimit.Value)
{
var info = $"Message to send exceeds the max server message size ({ApiClient.MessageSendSizeLimit.Value} bytes). Split the request into batches to keep below this limit";
var info = $"Message to send exceeds the max server message size ({data.Length} vs {ApiClient.MessageSendSizeLimit.Value} bytes). Split the request into batches to keep below this limit";
_logger.LogWarning("[Sckt {SocketId}] [Req {RequestId}] {Info}", SocketId, requestId, info);
return new CallResult(new InvalidOperationError(info));
}