Added support for retrieving a reconnection url when socket connection is lost

CryptoExchange.Net.UnitTests/TestImplementations/TestSocket.cs

@@ -13,11 +13,15 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         public bool Connected { get; set; }
 
         public event Action OnClose;
+
+#pragma warning disable 0067
         public event Action OnReconnected;
         public event Action OnReconnecting;
+#pragma warning restore 0067
         public event Action<string> OnMessage;
         public event Action<Exception> OnError;
         public event Action OnOpen;
+        public Func<Task<Uri>> GetReconnectionUrl { get; set; }
 
         public int Id { get; }
         public bool ShouldReconnect { get; set; }

CryptoExchange.Net/Clients/BaseSocketClient.cs

@@ -543,6 +543,17 @@ namespace CryptoExchange.Net
             return Task.FromResult(new CallResult<string?>(address));
         }
 
+        /// <summary>
+        /// Get the url to reconnect to after losing a connection
+        /// </summary>
+        /// <param name="apiClient"></param>
+        /// <param name="connection"></param>
+        /// <returns></returns>
+        public virtual Task<Uri?> GetReconnectUriAsync(SocketApiClient apiClient, SocketConnection connection)
+        {
+            return Task.FromResult<Uri?>(connection.ConnectionUri);
+        }
+
         /// <summary>
         /// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
         /// </summary>

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -1,4 +1,5 @@
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Sockets;
 using System;
 using System.Security.Authentication;
 using System.Text;
@@ -35,6 +36,10 @@ namespace CryptoExchange.Net.Interfaces
         /// Websocket has reconnected to the server
         /// </summary>
         event Action OnReconnected;
+        /// <summary>
+        /// Get reconntion url
+        /// </summary>
+        Func<Task<Uri?>> GetReconnectionUrl { get; set; }
 
         /// <summary>
         /// Unique id for this socket

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -33,7 +33,6 @@ namespace CryptoExchange.Net.Sockets
         private readonly AsyncResetEvent _sendEvent;
         private readonly ConcurrentQueue<byte[]> _sendBuffer;
         private readonly SemaphoreSlim _closeSem;
-        private readonly WebSocketParameters _parameters;
         private readonly List<DateTime> _outgoingMessages;
 
         private ClientWebSocket _socket;
@@ -64,13 +63,16 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public int Id { get; }
 
+        /// <inheritdoc />
+        public WebSocketParameters Parameters { get; }
+
         /// <summary>
         /// The timestamp this socket has been active for the last time
         /// </summary>
         public DateTime LastActionTime { get; private set; }
         
         /// <inheritdoc />
-        public Uri Uri => _parameters.Uri;
+        public Uri Uri => Parameters.Uri;
 
         /// <inheritdoc />
         public bool IsClosed => _socket.State == WebSocketState.Closed;
@@ -107,6 +109,8 @@ namespace CryptoExchange.Net.Sockets
         public event Action? OnReconnecting;
         /// <inheritdoc />
         public event Action? OnReconnected;
+        /// <inheritdoc />
+        public Func<Task<Uri?>>? GetReconnectionUrl { get; set; }
 
         /// <summary>
         /// ctor
@@ -118,7 +122,7 @@ namespace CryptoExchange.Net.Sockets
             Id = NextStreamId();
             _log = log;
 
-            _parameters = websocketParameters;
+            Parameters = websocketParameters;
             _outgoingMessages = new List<DateTime>();
             _receivedMessages = new List<ReceiveItem>();
             _sendEvent = new AsyncResetEvent();
@@ -147,17 +151,17 @@ namespace CryptoExchange.Net.Sockets
         private ClientWebSocket CreateSocket()
         {
             var cookieContainer = new CookieContainer();
-            foreach (var cookie in _parameters.Cookies)
+            foreach (var cookie in Parameters.Cookies)
                 cookieContainer.Add(new Cookie(cookie.Key, cookie.Value));
 
             var socket = new ClientWebSocket();
             socket.Options.Cookies = cookieContainer;
-            foreach (var header in _parameters.Headers)
+            foreach (var header in Parameters.Headers)
                 socket.Options.SetRequestHeader(header.Key, header.Value);
-            socket.Options.KeepAliveInterval = _parameters.KeepAliveInterval ?? TimeSpan.Zero;
+            socket.Options.KeepAliveInterval = Parameters.KeepAliveInterval ?? TimeSpan.Zero;
             socket.Options.SetBuffer(65536, 65536); // Setting it to anything bigger than 65536 throws an exception in .net framework
-            if (_parameters.Proxy != null)
-                SetProxy(_parameters.Proxy);
+            if (Parameters.Proxy != null)
+                SetProxy(Parameters.Proxy);
             return socket;
         }
 
@@ -188,7 +192,7 @@ namespace CryptoExchange.Net.Sockets
                 _processState = ProcessState.Processing;
                 var sendTask = SendLoopAsync();
                 var receiveTask = ReceiveLoopAsync();
-                var timeoutTask = _parameters.Timeout != null && _parameters.Timeout > TimeSpan.FromSeconds(0) ? CheckTimeoutAsync() : Task.CompletedTask;
+                var timeoutTask = Parameters.Timeout != null && Parameters.Timeout > TimeSpan.FromSeconds(0) ? CheckTimeoutAsync() : Task.CompletedTask;
                 await Task.WhenAll(sendTask, receiveTask, timeoutTask).ConfigureAwait(false);
                 _log.Write(LogLevel.Debug, $"Socket {Id} processing tasks finished");
 
@@ -199,7 +203,7 @@ namespace CryptoExchange.Net.Sockets
                 await _closeTask.ConfigureAwait(false);
                 _closeTask = null;
 
-                if (!_parameters.AutoReconnect)
+                if (!Parameters.AutoReconnect)
                 {
                     _processState = ProcessState.Idle;
                     OnClose?.Invoke();
@@ -215,6 +219,17 @@ namespace CryptoExchange.Net.Sockets
                 while (!_stopRequested)
                 {
                     _log.Write(LogLevel.Debug, $"Socket {Id} attempting to reconnect");
+                    var task = GetReconnectionUrl?.Invoke();
+                    if (task != null)
+                    {
+                        var reconnectUri = await task.ConfigureAwait(false);
+                        if (reconnectUri != null && Parameters.Uri != reconnectUri)
+                        {
+                            _log.Write(LogLevel.Debug, $"Socket {Id} reconnect URI set to {reconnectUri}");
+                            Parameters.Uri = reconnectUri;
+                        }
+                    }
+
                     _socket = CreateSocket();
                     _ctsSource.Dispose();
                     _ctsSource = new CancellationTokenSource();
@@ -223,7 +238,7 @@ namespace CryptoExchange.Net.Sockets
                     var connected = await ConnectInternalAsync().ConfigureAwait(false);
                     if (!connected)
                     {
-                        await Task.Delay(_parameters.ReconnectInterval).ConfigureAwait(false);
+                        await Task.Delay(Parameters.ReconnectInterval).ConfigureAwait(false);
                         continue;
                     }
 
@@ -241,7 +256,7 @@ namespace CryptoExchange.Net.Sockets
             if (_ctsSource.IsCancellationRequested)
                 return;
 
-            var bytes = _parameters.Encoding.GetBytes(data);
+            var bytes = Parameters.Encoding.GetBytes(data);
             _log.Write(LogLevel.Trace, $"Socket {Id} Adding {bytes.Length} to sent buffer");
             _sendBuffer.Enqueue(bytes);
             _sendEvent.Set();
@@ -370,11 +385,11 @@ namespace CryptoExchange.Net.Sockets
 
                     while (_sendBuffer.TryDequeue(out var data))
                     {
-                        if (_parameters.RatelimitPerSecond != null)
+                        if (Parameters.RatelimitPerSecond != null)
                         {
                             // Wait for rate limit
                             DateTime? start = null;
-                            while (MessagesSentLastSecond() >= _parameters.RatelimitPerSecond)
+                            while (MessagesSentLastSecond() >= Parameters.RatelimitPerSecond)
                             {
                                 start ??= DateTime.UtcNow;
                                 await Task.Delay(50).ConfigureAwait(false);
@@ -549,14 +564,14 @@ namespace CryptoExchange.Net.Sockets
             string strData;
             if (messageType == WebSocketMessageType.Binary)
             {
-                if (_parameters.DataInterpreterBytes == null)
+                if (Parameters.DataInterpreterBytes == null)
                     throw new Exception("Byte interpreter not set while receiving byte data");
 
                 try
                 {
                     var relevantData = new byte[count];
                     Array.Copy(data, offset, relevantData, 0, count);
-                    strData = _parameters.DataInterpreterBytes(relevantData);
+                    strData = Parameters.DataInterpreterBytes(relevantData);
                 }
                 catch(Exception e)
                 {
@@ -565,13 +580,13 @@ namespace CryptoExchange.Net.Sockets
                 }
             }
             else
-                strData = _parameters.Encoding.GetString(data, offset, count);
+                strData = Parameters.Encoding.GetString(data, offset, count);
 
-            if (_parameters.DataInterpreterString != null)
+            if (Parameters.DataInterpreterString != null)
             {
                 try
                 {
-                    strData = _parameters.DataInterpreterString(strData);
+                    strData = Parameters.DataInterpreterString(strData);
                 }
                 catch(Exception e)
                 {
@@ -633,7 +648,7 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         protected async Task CheckTimeoutAsync()
         {
-            _log.Write(LogLevel.Debug, $"Socket {Id} Starting task checking for no data received for {_parameters.Timeout}");
+            _log.Write(LogLevel.Debug, $"Socket {Id} Starting task checking for no data received for {Parameters.Timeout}");
             LastActionTime = DateTime.UtcNow;
             try 
             { 
@@ -642,9 +657,9 @@ namespace CryptoExchange.Net.Sockets
                     if (_ctsSource.IsCancellationRequested)
                         return;
 
-                    if (DateTime.UtcNow - LastActionTime > _parameters.Timeout)
+                    if (DateTime.UtcNow - LastActionTime > Parameters.Timeout)
                     {
-                        _log.Write(LogLevel.Warning, $"Socket {Id} No data received for {_parameters.Timeout}, reconnecting socket");
+                        _log.Write(LogLevel.Warning, $"Socket {Id} No data received for {Parameters.Timeout}, reconnecting socket");
                         _ = CloseAsync().ConfigureAwait(false);
                         return;
                     }

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -184,6 +184,7 @@ namespace CryptoExchange.Net.Sockets
             _socket.OnReconnecting += HandleReconnecting;
             _socket.OnReconnected += HandleReconnected;
             _socket.OnError += HandleError;
+            _socket.GetReconnectionUrl = GetReconnectionUrlAsync;
         }
 
         /// <summary>
@@ -223,7 +224,17 @@ namespace CryptoExchange.Net.Sockets
                 foreach (var sub in subscriptions)
                     sub.Confirmed = false;
             }
-            Task.Run(() => ConnectionLost?.Invoke());
+
+            _ = Task.Run(() => ConnectionLost?.Invoke());
+        }
+
+        /// <summary>
+        /// Get the url to connect to when reconnecting
+        /// </summary>
+        /// <returns></returns>
+        protected virtual async Task<Uri?> GetReconnectionUrlAsync()
+        {
+            return await socketClient.GetReconnectUriAsync(ApiClient, this).ConfigureAwait(false);
         }
 
         /// <summary>

CryptoExchange.Net/Sockets/WebSocketParameters.cs

@@ -2,6 +2,7 @@
 using System;
 using System.Collections.Generic;
 using System.Text;
+using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Sockets
 {