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Merge branch 'master' into feature/pagination

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Jkorf 2026-02-16 11:47:49 +01:00
commit 5309de3a21
18 changed files with 349 additions and 77 deletions
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6
CryptoExchange.Net/CryptoExchange.Net.csproj
View File

@ -6,9 +6,9 @@
<PackageId>CryptoExchange.Net</PackageId>
<Authors>JKorf</Authors>
<Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
<PackageVersion>10.5.3</PackageVersion>
<AssemblyVersion>10.5.3</AssemblyVersion>
<FileVersion>10.5.3</FileVersion>
<PackageVersion>10.6.0</PackageVersion>
<AssemblyVersion>10.6.0</AssemblyVersion>
<FileVersion>10.6.0</FileVersion>
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
<PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
<RepositoryType>git</RepositoryType>

15
CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
View File

@ -448,6 +448,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = null,
DateTime? localDataTime = null)
{
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to set snapshot while book is not working");
_processQueue.Enqueue(
new OrderBookSnapshot
{
@ -475,6 +478,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = null,
DateTime? localDataTime = null)
{
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to update order book while book is not working");
_processQueue.Enqueue(
new OrderBookUpdate
{
@ -505,6 +511,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = null,
DateTime? localDataTime = null)
{
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to update order book while book is not working");
_processQueue.Enqueue(
new OrderBookUpdate
{
@ -531,6 +540,9 @@ namespace CryptoExchange.Net.OrderBook
DateTime? serverDataTime = null,
DateTime? localDataTime = null)
{
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to update order book while book is not working");
var highest = Math.Max(bids.Any() ? bids.Max(b => b.Sequence) : 0, asks.Any() ? asks.Max(a => a.Sequence) : 0);
var lowest = Math.Min(bids.Any() ? bids.Min(b => b.Sequence) : long.MaxValue, asks.Any() ? asks.Min(a => a.Sequence) : long.MaxValue);
@ -554,6 +566,9 @@ namespace CryptoExchange.Net.OrderBook
/// <param name="sequenceNumber">The sequence number of the message if it's a separate message with separate number</param>
protected void AddChecksum(int checksum, long? sequenceNumber = null)
{
if (Status == OrderBookStatus.Disposed || Status == OrderBookStatus.Disconnected)
throw new InvalidOperationException("Trying to add checksum while book is not working");
_processQueue.Enqueue(new OrderBookChecksum() { Checksum = checksum, SequenceNumber = sequenceNumber });
_queueEvent.Set();
}

6
CryptoExchange.Net/Sockets/Default/SocketConnection.cs
View File

@ -1103,6 +1103,12 @@ namespace CryptoExchange.Net.Sockets.Default
return CallResult.SuccessResult;
}
/// <summary>
/// Try to subscribe a new subscription by sending the subscribe query and wait for the result as needed
/// </summary>
/// <param name="subscription">The subscription</param>
/// <param name="newSubscription">Whether this is a new subscription, or an existing subscription (resubscribing on reconnected socket)</param>
/// <param name="subCancelToken">Cancellation token</param>
protected internal async Task<CallResult> TrySubscribeAsync(Subscription subscription, bool newSubscription, CancellationToken subCancelToken)
{
subscription.ConnectionInvocations = 0;

7
CryptoExchange.Net/Trackers/UserData/Interfaces/IUserDataTracker.cs
View File

@ -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>

21
CryptoExchange.Net/Trackers/UserData/Interfaces/IUserFuturesDataTracker.cs
View File

@ -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>
@ -57,5 +65,18 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary>
/// <returns></returns>
Task StopAsync();
/// <summary>
/// Add symbols to the list of symbols for which data is being tracked
/// </summary>
/// <param name="symbols">Symbols to add</param>
void AddTrackedSymbolsAsync(IEnumerable<SharedSymbol> symbols);
/// <summary>
/// Remove a symbol from the list of symbols for which data is being tracked.
/// Note that the symbol will be added again if new data for that symbol is received, unless the OnlyTrackProvidedSymbols option has been set to true.
/// </summary>
/// <param name="symbol">Symbol to remove</param>
void RemoveTrackedSymbolAsync(SharedSymbol symbol);
}
}

21
CryptoExchange.Net/Trackers/UserData/Interfaces/IUserSpotDataTracker.cs
View File

@ -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>
@ -53,5 +61,18 @@ namespace CryptoExchange.Net.Trackers.UserData.Interfaces
/// </summary>
/// <returns></returns>
Task StopAsync();
/// <summary>
/// Add symbols to the list of symbols for which data is being tracked
/// </summary>
/// <param name="symbols">Symbols to add</param>
void AddTrackedSymbolsAsync(IEnumerable<SharedSymbol> symbols);
/// <summary>
/// Remove a symbol from the list of symbols for which data is being tracked.
/// Note that the symbol will be added again if new data for that symbol is received, unless the OnlyTrackProvidedSymbols option has been set to true.
/// </summary>
/// <param name="symbol">Symbol to remove</param>
void RemoveTrackedSymbolAsync(SharedSymbol symbol);
}
}

3
CryptoExchange.Net/Trackers/UserData/ItemTrackers/BalanceTracker.cs
View File

@ -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 };

30
CryptoExchange.Net/Trackers/UserData/ItemTrackers/FuturesOrderTracker.cs
View File

@ -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 };
@ -46,6 +47,20 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_requiresSymbolParameterOpenOrders = restClient.GetOpenFuturesOrdersOptions.RequiredOptionalParameters.Any(x => x.Name == "Symbol");
}
internal void ClearDataForSymbol(SharedSymbol symbol)
{
foreach (var order in _store)
{
if (order.Value.SharedSymbol!.TradingMode == symbol.TradingMode
&& order.Value.SharedSymbol.BaseAsset == symbol.BaseAsset
&& order.Value.SharedSymbol.QuoteAsset == symbol.QuoteAsset
&& order.Value.SharedSymbol.DeliverTime == symbol.DeliverTime)
{
_store.TryRemove(order.Key, out _);
}
}
}
/// <inheritdoc />
protected override bool Update(SharedFuturesOrder existingItem, SharedFuturesOrder updateItem)
{
@ -234,7 +249,7 @@ 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 +287,7 @@ 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 +388,14 @@ 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 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
}
_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;
}
}

26
CryptoExchange.Net/Trackers/UserData/ItemTrackers/FuturesUserTradeTracker.cs
View File

@ -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 };
@ -42,6 +43,20 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_exchangeParameters = exchangeParameters;
}
internal void ClearDataForSymbol(SharedSymbol symbol)
{
foreach (var order in _store)
{
if (order.Value.SharedSymbol!.TradingMode == symbol.TradingMode
&& order.Value.SharedSymbol.BaseAsset == symbol.BaseAsset
&& order.Value.SharedSymbol.QuoteAsset == symbol.QuoteAsset
&& order.Value.SharedSymbol.DeliverTime == symbol.DeliverTime)
{
_store.TryRemove(order.Key, out _);
}
}
}
/// <inheritdoc />
protected override string GetKey(SharedUserTrade item) => item.Id;
/// <inheritdoc />
@ -57,7 +72,7 @@ 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 +131,13 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
source = "StartTime";
}
var now = DateTime.UtcNow;
if (now - fromTime < TimeSpan.FromSeconds(1))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
}
_logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
return fromTime!.Value;
}

10
CryptoExchange.Net/Trackers/UserData/ItemTrackers/PositionTracker.cs
View File

@ -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.LogTrace("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, item.Symbol);
}
else if (_onlyTrackProvidedSymbols
&& !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
{
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)
UpdateSymbolsList(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
_symbolTracker.UpdateTrackedSymbols(@event.Where(x => x.PositionSize > 0).OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
// Update local store

29
CryptoExchange.Net/Trackers/UserData/ItemTrackers/SpotOrderTracker.cs
View File

@ -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 };
@ -46,6 +47,19 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_requiresSymbolParameterOpenOrders = restClient.GetOpenSpotOrdersOptions.RequiredOptionalParameters.Any(x => x.Name == "Symbol");
}
internal void ClearDataForSymbol(SharedSymbol symbol)
{
foreach(var order in _store)
{
if (order.Value.SharedSymbol!.TradingMode == symbol.TradingMode
&& order.Value.SharedSymbol.BaseAsset == symbol.BaseAsset
&& order.Value.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
{
_store.TryRemove(order.Key, out _);
}
}
}
/// <inheritdoc />
protected override bool Update(SharedSpotOrder existingItem, SharedSpotOrder updateItem)
{
@ -245,7 +259,7 @@ 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 +297,7 @@ 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 +399,14 @@ 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 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
}
_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;
}
}

24
CryptoExchange.Net/Trackers/UserData/ItemTrackers/SpotUserTradeTracker.cs
View File

@ -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 };
@ -42,6 +43,19 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
_exchangeParameters = exchangeParameters;
}
internal void ClearDataForSymbol(SharedSymbol symbol)
{
foreach (var trade in _store)
{
if (trade.Value.SharedSymbol!.TradingMode == symbol.TradingMode
&& trade.Value.SharedSymbol.BaseAsset == symbol.BaseAsset
&& trade.Value.SharedSymbol.QuoteAsset == symbol.QuoteAsset)
{
_store.TryRemove(trade.Key, out _);
}
}
}
/// <inheritdoc />
protected override string GetKey(SharedUserTrade item) => item.Id;
/// <inheritdoc />
@ -57,7 +71,7 @@ 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 +128,12 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
source = "StartTime";
}
if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
{
// Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
fromTime = DateTime.UtcNow.AddSeconds(-5);
}
_logger.LogTrace("{DataType} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}", DataType, source, fromTime);
return fromTime!.Value;
}

57
CryptoExchange.Net/Trackers/UserData/ItemTrackers/UserDataItemTracker.cs
View File

@ -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
&& !_symbols.Any(y => y.TradingMode == symbolModel.SharedSymbol!.TradingMode && y.BaseAsset == symbolModel.SharedSymbol.BaseAsset && y.QuoteAsset == symbolModel.SharedSymbol.QuoteAsset))
else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
{
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)
UpdateSymbolsList(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
_symbolTracker.UpdateTrackedSymbols(@event.OfType<SharedSymbolModel>().Select(x => x.SharedSymbol!));
}
// Update local store

85
CryptoExchange.Net/Trackers/UserData/Objects/UserDataSymbolTracker.cs Normal file
View File

@ -0,0 +1,85 @@
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
{
/// <summary>
/// Tracker for symbols used in UserDataTracker
/// </summary>
public class UserDataSymbolTracker
{
private readonly ILogger _logger;
private readonly List<SharedSymbol> _trackedSymbols;
private readonly bool _onlyTrackProvidedSymbols;
private readonly object _symbolLock = new object();
/// <summary>
/// ctor
/// </summary>
public UserDataSymbolTracker(ILogger logger, UserDataTrackerConfig config)
{
_logger = logger;
_trackedSymbols = config.TrackedSymbols?.ToList() ?? [];
_onlyTrackProvidedSymbols = config.OnlyTrackProvidedSymbols;
}
/// <summary>
/// Get currently tracked symbols
/// </summary>
/// <returns></returns>
public IEnumerable<SharedSymbol> GetTrackedSymbols()
{
lock (_symbolLock)
return _trackedSymbols.ToList();
}
/// <summary>
/// Check whether a symbol is in the tracked symbols list and should be processed
/// </summary>
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>
public void UpdateTrackedSymbols(IEnumerable<SharedSymbol> symbols, bool addByUser = false)
{
if (!addByUser && _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);
}
}
}
}
/// <summary>
/// Remove a symbol from the list
/// </summary>
public void RemoveTrackedSymbol(SharedSymbol symbol)
{
lock (_symbolLock)
{
var symbolToRemove = _trackedSymbols.SingleOrDefault(x => x.TradingMode == symbol.TradingMode && x.BaseAsset == symbol.BaseAsset && x.QuoteAsset == symbol.QuoteAsset);
if (symbolToRemove != null)
_trackedSymbols.Remove(symbolToRemove);
}
}
}
}

12
CryptoExchange.Net/Trackers/UserData/UserDataTracker.cs
View File

@ -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;
}

33
CryptoExchange.Net/Trackers/UserData/UserFuturesDataTracker.cs
View File

@ -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);
@ -154,5 +154,30 @@ namespace CryptoExchange.Net.Trackers.UserData
interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5);
}
}
/// <summary>
/// Add symbols to the list of symbols for which data is being tracked
/// </summary>
/// <param name="symbols">Symbols to add</param>
public void AddTrackedSymbolsAsync(IEnumerable<SharedSymbol> symbols)
{
if (symbols.Any(x => x.TradingMode == TradingMode.Spot))
throw new ArgumentException("Spot symbol not allowed in futures tracker", nameof(symbols));
SymbolTracker.UpdateTrackedSymbols(symbols, true);
}
/// <summary>
/// Remove a symbol from the list of symbols for which data is being tracked.
/// Note that the symbol will be added again if new data for that symbol is received, unless the OnlyTrackProvidedSymbols option has been set to true.
/// </summary>
/// <param name="symbol">Symbol to remove</param>
public void RemoveTrackedSymbolAsync(SharedSymbol symbol)
{
SymbolTracker.RemoveTrackedSymbol(symbol);
((FuturesOrderTracker)Orders).ClearDataForSymbol(symbol);
((FuturesUserTradeTracker?)Trades)?.ClearDataForSymbol(symbol);
}
}
}

31
CryptoExchange.Net/Trackers/UserData/UserSpotDataTracker.cs
View File

@ -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);
@ -127,5 +127,30 @@ namespace CryptoExchange.Net.Trackers.UserData
interval = result ? TimeSpan.FromMinutes(30) : TimeSpan.FromMinutes(5);
}
}
/// <summary>
/// Add symbols to the list of symbols for which data is being tracked
/// </summary>
/// <param name="symbols">Symbols to add</param>
public void AddTrackedSymbolsAsync(IEnumerable<SharedSymbol> symbols)
{
if (symbols.Any(x => x.TradingMode != TradingMode.Spot))
throw new ArgumentException("Futures symbol not allowed in spot tracker", nameof(symbols));
SymbolTracker.UpdateTrackedSymbols(symbols, true);
}
/// <summary>
/// Remove a symbol from the list of symbols for which data is being tracked. Also removes stored data for that symbol.
/// Note that the symbol will be added again if new data for that symbol is received, unless the OnlyTrackProvidedSymbols option has been set to true.
/// </summary>
/// <param name="symbol">Symbol to remove</param>
public void RemoveTrackedSymbolAsync(SharedSymbol symbol)
{
SymbolTracker.RemoveTrackedSymbol(symbol);
((SpotOrderTracker)Orders).ClearDataForSymbol(symbol);
((SpotUserTradeTracker?)Trades)?.ClearDataForSymbol(symbol);
}
}
}

10
README.md
View File

@ -67,6 +67,16 @@ Make a one time donation in a crypto currency of your choice. If you prefer to d
Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf).
## Release notes
* Version 10.6.0 - 16 Feb 2026
* Updated symbol tracking logic on UserDataTracker, now is per UserDataTracker instead of per topic
* Added check for startTime filter for polling being to close to current time which can cause issues if time isn't in sync with server
* Added AddTrackedSymbolsAsync and RemoveTrackedSymbolAsync methods to UserDataTracker
* Added check SymbolOrderBook is still alive when trying to add updates to prevent unnoticed growing in the background when subscription isn't closed while book is
* Version 10.5.4 - 12 Feb 2026
* Fixed type check ExchangeParameters GetValue
* Fixed bug in polling time filter for UserDataTracker item
* Version 10.5.3 - 11 Feb 2026
* Fixed orders getting incorrectly set to canceled state for UserDataTracker spot and futures orders
* Added check EnumConverter to detect undefined int value parsing