Added some extra checks

CryptoExchange.Net/Authentication/ApiCredentials.cs

@@ -68,7 +68,10 @@ namespace CryptoExchange.Net.Authentication
             using (var reader = new StreamReader(inputStream, Encoding.ASCII, false, 512, true))
             {
                 var stringData = reader.ReadToEnd();
-                var jsonData = JToken.Parse(stringData);
+                var jsonData = stringData.ToJToken();
+                if(jsonData == null)
+                    throw new ArgumentException("Input stream not valid json data");
+
                 var key = TryGetValue(jsonData, identifierKey ?? "apiKey");
                 var secret = TryGetValue(jsonData, identifierSecret ?? "apiSecret");
 

CryptoExchange.Net/ExtensionMethods.cs

@@ -1,11 +1,15 @@
 using System;
 using System.Collections.Generic;
+using System.Diagnostics;
 using System.Linq;
 using System.Net;
 using System.Runtime.InteropServices;
 using System.Security;
 using System.Threading;
 using System.Threading.Tasks;
+using CryptoExchange.Net.Logging;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
 
 namespace CryptoExchange.Net
 {
@@ -127,5 +131,30 @@ namespace CryptoExchange.Net
         {
             return handle.WaitOneAsync((int)timeout.TotalMilliseconds, CancellationToken.None);
         }
+
+        public static JToken ToJToken(this string stringData, Log log = null)
+        {
+            if (string.IsNullOrEmpty(stringData))
+                return null;
+
+            try
+            {
+                return JToken.Parse(stringData);
+            }
+            catch (JsonReaderException jre)
+            {
+                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}. Data: {stringData}";
+                log?.Write(LogVerbosity.Error, info);
+                if (log == null) Debug.WriteLine(LogVerbosity.Error, info);
+                return null;
+            }
+            catch (JsonSerializationException jse)
+            {
+                var info = $"Deserialize JsonSerializationException: {jse.Message}. Data: {stringData}";
+                log?.Write(LogVerbosity.Error, info);
+                if (log == null) Debug.WriteLine(LogVerbosity.Error, info);
+                return null;
+            }
+        }
     }
 }

CryptoExchange.Net/Sockets/BaseSocket.cs

@@ -75,8 +75,32 @@ namespace CryptoExchange.Net.Sockets
 
         private void HandleByteData(byte[] data)
         {
-            var message = DataInterpreterBytes(data);
+            if (DataInterpreterBytes == null)
-            Handle(messageHandlers, message);
+                throw new Exception("Byte interpreter not set while receiving byte data");
+
+            try
+            {
+                var message = DataInterpreterBytes(data);
+                Handle(messageHandlers, message);
+            }
+            catch (Exception ex)
+            {
+                log.Write(LogVerbosity.Error, $"{Id} Something went wrong while processing a byte message from the socket: {ex}");
+            }
+        }
+
+        private void HandleStringData(string data)
+        {
+            try
+            {
+                if (DataInterpreterString != null)
+                    data = DataInterpreterString(data);
+                Handle(messageHandlers, data);
+            }
+            catch (Exception ex)
+            {
+                log.Write(LogVerbosity.Error, $"{Id} Something went wrong while processing a string message from the socket: {ex}");
+            }
         }
 
         public event Action OnClose
@@ -201,13 +225,7 @@ namespace CryptoExchange.Net.Sockets
                 socket.Opened += (o, s) => Handle(openHandlers);
                 socket.Closed += (o, s) => Handle(closeHandlers);
                 socket.Error += (o, s) => Handle(errorHandlers, s.Exception);
-                socket.MessageReceived += (o, s) =>
+                socket.MessageReceived += (o, s) => HandleStringData(s.Message);
-                {
-                    string data = s.Message;
-                    if (DataInterpreterString != null)
-                        data = DataInterpreterString(data);
-                    Handle(messageHandlers, data);
-                };
                 socket.DataReceived += (o, s) => HandleByteData(s.Data);
             }
 

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -91,9 +91,10 @@ namespace CryptoExchange.Net.Sockets
         public void ProcessMessage(string data)
         {
             log.Write(LogVerbosity.Debug, $"Socket {Socket.Id} received data: " + data);
-            
+            var tokenData = data.ToJToken(log);
-            var tokenData = JToken.Parse(data);
+            if (tokenData == null)
-            
+                return;
+
             foreach (var pendingRequest in pendingRequests.ToList())
             {
                 if (pendingRequest.Check(tokenData))