Initial v2 changes

CryptoExchange.Net.UnitTests/ExchangeClientTests.cs

@@ -174,7 +174,7 @@ namespace CryptoExchange.Net.UnitTests
             TestImplementation client;
             if (withOptions)
             {
-                var options = new ExchangeOptions()
+                var options = new ClientOptions()
                 {
                     ApiCredentials = new ApiCredentials("Test", "Test2"),
                     LogVerbosity = verbosity
@@ -219,7 +219,7 @@ namespace CryptoExchange.Net.UnitTests
             factory.Setup(c => c.Create(It.IsAny<string>()))
                 .Returns(request.Object);
 
-            TestImplementation client = credentials ? new TestImplementation(new ExchangeOptions() { ApiCredentials = new ApiCredentials("Test", "Test2") }) : new TestImplementation();
+            TestImplementation client = credentials ? new TestImplementation(new ClientOptions() { ApiCredentials = new ApiCredentials("Test", "Test2") }) : new TestImplementation();
             client.RequestFactory = factory.Object;
             return client;
         }

CryptoExchange.Net.UnitTests/TestImplementation.cs

@@ -6,11 +6,11 @@ using CryptoExchange.Net.Objects;
 
 namespace CryptoExchange.Net.UnitTests
 {
-    public class TestImplementation: ExchangeClient
+    public class TestImplementation: RestClient
     {
-        public TestImplementation(): base(new ExchangeOptions(), null) { }
+        public TestImplementation(): base(new ClientOptions(), null) { }
 
-        public TestImplementation(ExchangeOptions exchangeOptions) : base(exchangeOptions, exchangeOptions.ApiCredentials == null ? null : new TestAuthProvider(exchangeOptions.ApiCredentials))
+        public TestImplementation(ClientOptions exchangeOptions) : base(exchangeOptions, exchangeOptions.ApiCredentials == null ? null : new TestAuthProvider(exchangeOptions.ApiCredentials))
         {
         }
 

CryptoExchange.Net/BaseClient.cs

@@ -0,0 +1,244 @@
+using CryptoExchange.Net.Attributes;
+using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Logging;
+using CryptoExchange.Net.Objects;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reflection;
+using System.Text;
+
+namespace CryptoExchange.Net
+{
+    public abstract class BaseClient
+    {
+        protected string baseAddress;
+        protected Log log;
+        protected ApiProxy apiProxy;
+        protected AuthenticationProvider authProvider;
+
+        protected static int lastId;
+        protected static object idLock = new object();
+
+        private static readonly JsonSerializer defaultSerializer = JsonSerializer.Create(new JsonSerializerSettings()
+        {
+            DateTimeZoneHandling = DateTimeZoneHandling.Utc
+        });
+
+        public BaseClient(ExchangeOptions options, AuthenticationProvider authenticationProvider)
+        {
+            log = new Log();
+            authProvider = authenticationProvider;
+            Configure(options);
+        }
+
+        /// <summary>
+        /// Configure the client using the provided options
+        /// </summary>
+        /// <param name="exchangeOptions">Options</param>
+        protected virtual void Configure(ExchangeOptions exchangeOptions)
+        {
+            log.UpdateWriters(exchangeOptions.LogWriters);
+            log.Level = exchangeOptions.LogVerbosity;
+
+            baseAddress = exchangeOptions.BaseAddress;
+            apiProxy = exchangeOptions.Proxy;
+            if (apiProxy != null)
+                log.Write(LogVerbosity.Info, $"Setting api proxy to {exchangeOptions.Proxy.Host}:{exchangeOptions.Proxy.Port}");
+        }
+
+        /// <summary>
+        /// Set the authentication provider
+        /// </summary>
+        /// <param name="authentictationProvider"></param>
+        protected void SetAuthenticationProvider(AuthenticationProvider authentictationProvider)
+        {
+            log.Write(LogVerbosity.Debug, "Setting api credentials");
+            authProvider = authentictationProvider;
+        }
+
+        protected CallResult<T> Deserialize<T>(string data, bool checkObject = true, JsonSerializer serializer = null) where T : class
+        {
+            if (serializer == null)
+                serializer = defaultSerializer;
+
+            try
+            {
+                var obj = JToken.Parse(data);
+                if (checkObject && log.Level == LogVerbosity.Debug)
+                {
+                    try
+                    {
+                        if (obj is JObject o)
+                        {
+                            CheckObject(typeof(T), o);
+                        }
+                        else
+                        {
+                            var ary = (JArray)obj;
+                            if (ary.HasValues && ary[0] is JObject jObject)
+                                CheckObject(typeof(T).GetElementType(), jObject);
+                        }
+                    }
+                    catch (Exception e)
+                    {
+                        log.Write(LogVerbosity.Debug, "Failed to check response data: " + e.Message);
+                    }
+                }
+
+                return new CallResult<T>(obj.ToObject<T>(serializer), null);
+            }
+            catch (JsonReaderException jre)
+            {
+                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}. Received data: {data}";
+                log.Write(LogVerbosity.Error, info);
+                return new CallResult<T>(null, new DeserializeError(info));
+            }
+            catch (JsonSerializationException jse)
+            {
+                var info = $"Deserialize JsonSerializationException: {jse.Message}. Received data: {data}";
+                log.Write(LogVerbosity.Error, info);
+                return new CallResult<T>(null, new DeserializeError(info));
+            }
+            catch (Exception ex)
+            {
+                var info = $"Deserialize Unknown Exception: {ex.Message}. Received data: {data}";
+                log.Write(LogVerbosity.Error, info);
+                return new CallResult<T>(null, new DeserializeError(info));
+            }
+        }
+
+        private void CheckObject(Type type, JObject obj)
+        {
+            if (type.GetCustomAttribute<JsonConverterAttribute>(true) != null)
+                // If type has a custom JsonConverter we assume this will handle property mapping
+                return;
+
+            if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Dictionary<,>))
+                return;
+
+            if (!obj.HasValues && type != typeof(object))
+            {
+                log.Write(LogVerbosity.Warning, $"Expected `{type.Name}`, but received object was empty");
+                return;
+            }
+
+            bool isDif = false;
+            var properties = new List<string>();
+            var props = type.GetProperties(BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.Public | BindingFlags.FlattenHierarchy);
+            foreach (var prop in props)
+            {
+                var attr = prop.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault();
+                var ignore = prop.GetCustomAttributes(typeof(JsonIgnoreAttribute), false).FirstOrDefault();
+                if (ignore != null)
+                    continue;
+
+                properties.Add(attr == null ? prop.Name : ((JsonPropertyAttribute)attr).PropertyName);
+            }
+            foreach (var token in obj)
+            {
+                var d = properties.SingleOrDefault(p => p == token.Key);
+                if (d == null)
+                {
+                    d = properties.SingleOrDefault(p => p.ToLower() == token.Key.ToLower());
+                    if (d == null && !(type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Dictionary<,>)))
+                    {
+                        log.Write(LogVerbosity.Warning, $"Local object doesn't have property `{token.Key}` expected in type `{type.Name}`");
+                        isDif = true;
+                        continue;
+                    }
+                }
+                properties.Remove(d);
+
+                var propType = GetProperty(d, props)?.PropertyType;
+                if (propType == null)
+                    continue;
+                if (!IsSimple(propType) && propType != typeof(DateTime))
+                {
+                    if (propType.IsArray && token.Value.HasValues && ((JArray)token.Value).Any() && ((JArray)token.Value)[0] is JObject)
+                        CheckObject(propType.GetElementType(), (JObject)token.Value[0]);
+                    else if (token.Value is JObject)
+                        CheckObject(propType, (JObject)token.Value);
+                }
+            }
+
+            foreach (var prop in properties)
+            {
+                var propInfo = props.First(p => p.Name == prop ||
+                    ((JsonPropertyAttribute)p.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault())?.PropertyName == prop);
+                var optional = propInfo.GetCustomAttributes(typeof(JsonOptionalPropertyAttribute), false).FirstOrDefault();
+                if (optional != null)
+                    continue;
+
+                isDif = true;
+                log.Write(LogVerbosity.Warning, $"Local object has property `{prop}` but was not found in received object of type `{type.Name}`");
+            }
+
+            if (isDif)
+                log.Write(LogVerbosity.Debug, "Returned data: " + obj);
+        }
+
+        private PropertyInfo GetProperty(string name, PropertyInfo[] props)
+        {
+            foreach (var prop in props)
+            {
+                var attr = prop.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault();
+                if (attr == null)
+                {
+                    if (prop.Name.ToLower() == name.ToLower())
+                        return prop;
+                }
+                else
+                {
+                    if (((JsonPropertyAttribute)attr).PropertyName == name)
+                        return prop;
+                }
+            }
+            return null;
+        }
+
+        private bool IsSimple(Type type)
+        {
+            if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Nullable<>))
+            {
+                // nullable type, check if the nested type is simple.
+                return IsSimple(type.GetGenericArguments()[0]);
+            }
+            return type.IsPrimitive
+                   || type.IsEnum
+                   || type == typeof(string)
+                   || type == typeof(decimal);
+        }
+
+        protected int NextId()
+        {
+            lock (idLock)
+            {
+                lastId += 1;
+                return lastId;
+            }
+        }
+
+        protected static string FillPathParameter(string endpoint, params string[] values)
+        {
+            foreach (var value in values)
+            {
+                int index = endpoint.IndexOf("{}", StringComparison.Ordinal);
+                if (index >= 0)
+                {
+                    endpoint = endpoint.Remove(index, 2);
+                    endpoint = endpoint.Insert(index, value);
+                }
+            }
+            return endpoint;
+        }
+
+        public virtual void Dispose()
+        {
+            authProvider?.Credentials?.Dispose();
+            log.Write(LogVerbosity.Debug, "Disposing exchange client");
+        }
+    }
+}

CryptoExchange.Net/ExtensionMethods.cs

@@ -1,6 +1,7 @@
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using System.Net;
 using System.Runtime.InteropServices;
 using System.Security;
 
@@ -30,16 +31,16 @@ namespace CryptoExchange.Net
                 parameters.Add(key, value);
         }
 
-        public static string CreateParamString(this Dictionary<string, object> parameters)
+        public static string CreateParamString(this Dictionary<string, object> parameters, bool urlEncodeValues)
         {
-            var uriString = "?";
+            var uriString = "";
             var arraysParameters = parameters.Where(p => p.Value.GetType().IsArray).ToList();
             foreach (var arrayEntry in arraysParameters)
             {
-                uriString += $"{string.Join("&", ((object[])arrayEntry.Value).Select(v => $"{arrayEntry.Key}[]={v}"))}&";
+                uriString += $"{string.Join("&", ((object[])(urlEncodeValues ? WebUtility.UrlEncode(arrayEntry.Value.ToString()) : arrayEntry.Value)).Select(v => $"{arrayEntry.Key}[]={v}"))}&";
             }
 
-            uriString += $"{string.Join("&", parameters.Where(p => !p.Value.GetType().IsArray).Select(s => $"{s.Key}={s.Value}"))}";
+            uriString += $"{string.Join("&", parameters.Where(p => !p.Value.GetType().IsArray).Select(s => $"{s.Key}={(urlEncodeValues ? WebUtility.UrlEncode(s.Value.ToString()) : s.Value)}"))}";
             uriString = uriString.TrimEnd('&');
             return uriString;
         }

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -7,13 +7,15 @@ namespace CryptoExchange.Net.Interfaces
 {
     public interface IWebsocket: IDisposable
     {
-        void SetEnabledSslProtocols(SslProtocols protocols);
-
         event Action OnClose;
         event Action<string> OnMessage;
         event Action<Exception> OnError;
         event Action OnOpen;
 
+        int Id { get; }
+        bool ShouldReconnect { get; set; }
+        Func<byte[], string> DataInterpreter { get; set; }
+        DateTime? DisconnectTime { get; set; }
         string Url { get; }
         WebSocketState SocketState { get; }
         bool IsClosed { get; }
@@ -21,6 +23,7 @@ namespace CryptoExchange.Net.Interfaces
         bool PingConnection { get; set; }
         TimeSpan PingInterval { get; set; }
 
+        void SetEnabledSslProtocols(SslProtocols protocols);
         Task<bool> Connect();
         void Send(string data);
         Task Close();

CryptoExchange.Net/Objects/ByteOrderComparer.cs

@@ -0,0 +1,49 @@
+using System;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Objects
+{
+    public class ByteOrderComparer : IComparer<byte[]>
+    {
+        public int Compare(byte[] x, byte[] y)
+        {
+            // Shortcuts: If both are null, they are the same.
+            if (x == null && y == null) return 0;
+
+            // If one is null and the other isn't, then the
+            // one that is null is "lesser".
+            if (x == null && y != null) return -1;
+            if (x != null && y == null) return 1;
+
+            // Both arrays are non-null.  Find the shorter
+            // of the two lengths.
+            int bytesToCompare = Math.Min(x.Length, y.Length);
+
+            // Compare the bytes.
+            for (int index = 0; index < bytesToCompare; ++index)
+            {
+                // The x and y bytes.
+                byte xByte = x[index];
+                byte yByte = y[index];
+
+                // Compare result.
+                int compareResult = Comparer<byte>.Default.Compare(xByte, yByte);
+
+                // If not the same, then return the result of the
+                // comparison of the bytes, as they were the same
+                // up until now.
+                if (compareResult != 0) return compareResult;
+
+                // They are the same, continue.
+            }
+
+            // The first n bytes are the same.  Compare lengths.
+            // If the lengths are the same, the arrays
+            // are the same.
+            if (x.Length == y.Length) return 0;
+
+            // Compare lengths.
+            return x.Length < y.Length ? -1 : 1;
+        }
+    }
+}

CryptoExchange.Net/Objects/Constants.cs

@@ -0,0 +1,13 @@
+namespace CryptoExchange.Net.Objects
+{
+    public class Constants
+    {
+        public const string GetMethod = "GET";
+        public const string PostMethod = "POST";
+        public const string DeleteMethod = "DELETE";
+        public const string PutMethod = "PUT";
+
+        public const string JsonContentHeader = "application/json";
+        public const string FormContentHeader = "application/x-www-form-urlencoded";
+    }
+}

CryptoExchange.Net/Objects/ExchangeOptions.cs

@@ -1,4 +1,5 @@
-using System.Collections.Generic;
+using System;
+using System.Collections.Generic;
 using System.IO;
 using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Logging;
@@ -36,7 +37,10 @@ namespace CryptoExchange.Net.Objects
         /// The log writers
         /// </summary>
         public List<TextWriter> LogWriters { get; set; } = new List<TextWriter>() {new DebugTextWriter()};        
+    }
 
+    public class ClientOptions: ExchangeOptions
+    {
         /// <summary>
         /// List of ratelimiters to use
         /// </summary>
@@ -47,4 +51,12 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public RateLimitingBehaviour RateLimitingBehaviour { get; set; } = RateLimitingBehaviour.Wait;
     }
+
+    public class SocketClientOptions: ExchangeOptions
+    {
+        /// <summary>
+        /// Time to wait between reconnect attempts
+        /// </summary>
+        public TimeSpan ReconnectInterval { get; set; } = TimeSpan.FromSeconds(2);
+    }
 }

CryptoExchange.Net/RestClient.cs

@@ -6,11 +6,9 @@ using System.Linq;
 using System.Net;
 using System.Net.NetworkInformation;
 using System.Net.Sockets;
-using System.Reflection;
 using System.Text;
 using System.Threading.Tasks;
 using System.Web;
-using CryptoExchange.Net.Attributes;
 using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging;
@@ -18,23 +16,18 @@ using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.RateLimiter;
 using CryptoExchange.Net.Requests;
 using Newtonsoft.Json;
-using Newtonsoft.Json.Linq;
 
 namespace CryptoExchange.Net
 {
-    public abstract class ExchangeClient : IDisposable
+    public abstract class RestClient: BaseClient
     {
         public IRequestFactory RequestFactory { get; set; } = new RequestFactory();
 
-        protected string baseAddress;
-        protected Log log;
-        protected ApiProxy apiProxy;
         protected RateLimitingBehaviour rateLimitBehaviour;
 
         protected PostParameters postParametersPosition = PostParameters.InBody;
         protected RequestBodyFormat requestBodyFormat = RequestBodyFormat.Json;
 
-        protected AuthenticationProvider authProvider;
         private List<IRateLimiter> rateLimiters;
 
         private static readonly JsonSerializer defaultSerializer = JsonSerializer.Create(new JsonSerializerSettings()
@@ -42,10 +35,8 @@ namespace CryptoExchange.Net
             DateTimeZoneHandling = DateTimeZoneHandling.Utc            
         });
 
-        protected ExchangeClient(ExchangeOptions exchangeOptions, AuthenticationProvider authenticationProvider)
+        protected RestClient(ClientOptions exchangeOptions, AuthenticationProvider authenticationProvider): base(exchangeOptions, authenticationProvider)
         {
-            log = new Log();
-            authProvider = authenticationProvider;
             Configure(exchangeOptions);
         }
 
@@ -53,16 +44,8 @@ namespace CryptoExchange.Net
         /// Configure the client using the provided options
         /// </summary>
         /// <param name="exchangeOptions">Options</param>
-        protected void Configure(ExchangeOptions exchangeOptions)
+        protected void Configure(ClientOptions exchangeOptions)
         {
-            log.UpdateWriters(exchangeOptions.LogWriters);
-            log.Level = exchangeOptions.LogVerbosity;
-
-            baseAddress = exchangeOptions.BaseAddress;
-            apiProxy = exchangeOptions.Proxy;
-            if (apiProxy != null)
-                log.Write(LogVerbosity.Info, $"Setting api proxy to {exchangeOptions.Proxy.Host}:{exchangeOptions.Proxy.Port}");
-
             rateLimitBehaviour = exchangeOptions.RateLimitingBehaviour;
             rateLimiters = new List<IRateLimiter>();
             foreach (var rateLimiter in exchangeOptions.RateLimiters)
@@ -86,16 +69,6 @@ namespace CryptoExchange.Net
             rateLimiters.Clear();
         }
 
-        /// <summary>
-        /// Set the authentication provider
-        /// </summary>
-        /// <param name="authentictationProvider"></param>
-        protected void SetAuthenticationProvider(AuthenticationProvider authentictationProvider)
-        {
-            log.Write(LogVerbosity.Debug, "Setting api credentials");
-            authProvider = authentictationProvider;
-        }
-
         /// <summary>
         /// Ping to see if the server is reachable
         /// </summary>
@@ -130,7 +103,7 @@ namespace CryptoExchange.Net
             return new CallResult<long>(0, new CantConnectError() { Message = "Ping failed: " + reply.Status });
         }
 
-        protected virtual async Task<CallResult<T>> ExecuteRequest<T>(Uri uri, string method = "GET", Dictionary<string, object> parameters = null, bool signed = false) where T : class
+        protected virtual async Task<CallResult<T>> ExecuteRequest<T>(Uri uri, string method = Constants.GetMethod, Dictionary<string, object> parameters = null, bool signed = false) where T : class
         {
             log.Write(LogVerbosity.Debug, $"Creating request for " + uri);
             if (signed && authProvider == null)
@@ -185,12 +158,12 @@ namespace CryptoExchange.Net
             if(authProvider != null)
                 parameters = authProvider.AddAuthenticationToParameters(uriString, method, parameters, signed);
 
-            if((method == "GET" || method == "DELETE" || ((method == "POST" || method == "PUT") && postParametersPosition == PostParameters.InUri)) && parameters?.Any() == true)            
-                uriString += parameters.CreateParamString();
+            if((method == Constants.GetMethod || method == Constants.DeleteMethod || (postParametersPosition == PostParameters.InUri)) && parameters?.Any() == true)            
+                uriString += "?" + parameters.CreateParamString(true);
             
             var request = RequestFactory.Create(uriString);
-            request.ContentType = requestBodyFormat == RequestBodyFormat.Json ? "application/json": "application/x-www-form-urlencoded";
-            request.Accept = "application/json";
+            request.ContentType = requestBodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
+            request.Accept = Constants.JsonContentHeader;
             request.Method = method;
 
             var headers = new Dictionary<string, string>();
@@ -200,7 +173,7 @@ namespace CryptoExchange.Net
             foreach (var header in headers)
                 request.Headers.Add(header.Key, header.Value);
 
-            if ((method == "POST" || method == "PUT") && postParametersPosition != PostParameters.InUri)
+            if ((method == Constants.PostMethod || method == Constants.PutMethod) && postParametersPosition != PostParameters.InUri)
             {
                 if(parameters?.Any() == true)
                     WriteParamBody(request, parameters);
@@ -289,164 +262,5 @@ namespace CryptoExchange.Net
         {
             return new ServerError(error);
         }
-
-        protected CallResult<T> Deserialize<T>(string data, bool checkObject = true, JsonSerializer serializer = null) where T : class
-        {
-            if (serializer == null)
-                serializer = defaultSerializer;
-
-            try
-            {
-                var obj = JToken.Parse(data);
-                if (checkObject && log.Level == LogVerbosity.Debug)
-                {
-                    try
-                    {                        
-                        if (obj is JObject o)
-                        {
-                            CheckObject(typeof(T), o);
-                        }
-                        else
-                        {
-                            var ary = (JArray)obj;
-                            if (ary.HasValues && ary[0] is JObject jObject)
-                                CheckObject(typeof(T).GetElementType(), jObject);                            
-                        }
-                    }
-                    catch (Exception e)
-                    {
-                        log.Write(LogVerbosity.Debug, "Failed to check response data: " + e.Message);
-                    }
-                }
-                
-                return new CallResult<T>(obj.ToObject<T>(serializer), null);
-            }
-            catch (JsonReaderException jre)
-            {
-                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}. Received data: {data}";
-                log.Write(LogVerbosity.Error, info);
-                return new CallResult<T>(null, new DeserializeError(info));
-            }
-            catch (JsonSerializationException jse)
-            {
-                var info = $"Deserialize JsonSerializationException: {jse.Message}. Received data: {data}";
-                log.Write(LogVerbosity.Error, info);
-                return new CallResult<T>(null, new DeserializeError(info));
-            }
-            catch (Exception ex)
-            {
-                var info = $"Deserialize Unknown Exception: {ex.Message}. Received data: {data}";
-                log.Write(LogVerbosity.Error, info);
-                return new CallResult<T>(null, new DeserializeError(info));
-            }
-        }
-
-        private void CheckObject(Type type, JObject obj)
-        {
-            if (type.GetCustomAttribute<JsonConverterAttribute>(true) != null)
-                // If type has a custom JsonConverter we assume this will handle property mapping
-                return;
-
-            if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Dictionary<,>))
-                return;
-
-            if (!obj.HasValues && type != typeof(object))
-            {
-                log.Write(LogVerbosity.Warning, $"Expected `{type.Name}`, but received object was empty");
-                return;
-            }
-
-            bool isDif = false;
-            var properties = new List<string>();
-            var props = type.GetProperties();
-            foreach (var prop in props)
-            {
-                var attr = prop.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault();
-                var ignore = prop.GetCustomAttributes(typeof(JsonIgnoreAttribute), false).FirstOrDefault();
-                if (ignore != null)
-                    continue;
-
-                properties.Add(attr == null ? prop.Name : ((JsonPropertyAttribute)attr).PropertyName);
-            }
-            foreach (var token in obj)
-            {
-                var d = properties.SingleOrDefault(p => p == token.Key);
-                if (d == null)
-                {
-                    d = properties.SingleOrDefault(p => p.ToLower() == token.Key.ToLower());
-                    if (d == null && !(type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Dictionary<,>)))
-                    {                        
-                        log.Write(LogVerbosity.Warning, $"Local object doesn't have property `{token.Key}` expected in type `{type.Name}`");
-                        isDif = true;
-                        continue;
-                    }
-                }
-                properties.Remove(d);
-
-                var propType = GetProperty(d, props)?.PropertyType;
-                if (propType == null)
-                    continue;
-                if (!IsSimple(propType) && propType != typeof(DateTime))
-                {
-                    if (propType.IsArray && token.Value.HasValues && ((JArray)token.Value).Any() && ((JArray)token.Value)[0] is JObject)
-                        CheckObject(propType.GetElementType(), (JObject)token.Value[0]);
-                    else if (token.Value is JObject)
-                        CheckObject(propType, (JObject)token.Value);
-                }
-            }
-
-            foreach (var prop in properties)
-            {
-                var propInfo = props.First(p => p.Name == prop ||
-                    ((JsonPropertyAttribute)p.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault())?.PropertyName == prop);
-                var optional = propInfo.GetCustomAttributes(typeof(JsonOptionalPropertyAttribute), false).FirstOrDefault();
-                if (optional != null)
-                    continue;
-
-                isDif = true;
-                log.Write(LogVerbosity.Warning, $"Local object has property `{prop}` but was not found in received object of type `{type.Name}`");
-            }
-
-            if (isDif)
-                log.Write(LogVerbosity.Debug, "Returned data: " + obj);
-        }
-
-        private PropertyInfo GetProperty(string name, PropertyInfo[] props)
-        {
-            foreach (var prop in props)
-            {
-                var attr = prop.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault();
-                if (attr == null)
-                {
-                    if (prop.Name.ToLower() == name.ToLower())
-                        return prop;
-                }
-                else
-                {
-                    if (((JsonPropertyAttribute)attr).PropertyName == name)
-                        return prop;
-                }
-            }
-            return null;
-        }
-
-        private bool IsSimple(Type type)
-        {
-            if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Nullable<>))
-            {
-                // nullable type, check if the nested type is simple.
-                return IsSimple(type.GetGenericArguments()[0]);
-            }
-            return type.IsPrimitive
-                   || type.IsEnum
-                   || type == typeof(string)
-                   || type == typeof(decimal);
-        }
-
-        public virtual void Dispose()
-        {
-            authProvider?.Credentials?.Dispose();
-            log.Write(LogVerbosity.Debug, "Disposing exchange client");
-        }
     }
 }

CryptoExchange.Net/SocketClient.cs

@@ -0,0 +1,180 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Security.Authentication;
+using System.Text;
+using System.Threading;
+using System.Threading.Tasks;
+using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Logging;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Sockets;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
+
+namespace CryptoExchange.Net
+{
+    public abstract class SocketClient: BaseClient
+    {
+        #region fields
+        public IWebsocketFactory SocketFactory { get; set; } = new WebsocketFactory();
+
+        private const SslProtocols protocols = SslProtocols.Tls12 | SslProtocols.Tls11 | SslProtocols.Tls;
+
+        protected List<SocketSubscription> sockets = new List<SocketSubscription>();
+
+        protected TimeSpan reconnectInterval;
+        protected Func<byte[], string> dataInterpreter;
+        #endregion
+
+        protected SocketClient(SocketClientOptions exchangeOptions, AuthenticationProvider authenticationProvider): base(exchangeOptions, authenticationProvider)
+        {
+            Configure(exchangeOptions);
+        }
+
+        /// <summary>
+        /// Configure the client using the provided options
+        /// </summary>
+        /// <param name="exchangeOptions">Options</param>
+        protected void Configure(SocketClientOptions exchangeOptions)
+        {
+            reconnectInterval = exchangeOptions.ReconnectInterval;
+        }
+
+        protected void SetDataInterpreter(Func<byte[], string> handler)
+        {
+            dataInterpreter = handler;
+        }
+        
+        protected virtual IWebsocket CreateSocket(string address)
+        {
+            var socket = SocketFactory.CreateWebsocket(log, address);
+            log.Write(LogVerbosity.Debug, "Created new socket for " + address);
+
+            if (apiProxy != null)
+                socket.SetProxy(apiProxy.Host, apiProxy.Port);
+
+            socket.SetEnabledSslProtocols(protocols);
+            socket.DataInterpreter = dataInterpreter;
+            socket.OnClose += () =>
+            {
+                socket.DisconnectTime = DateTime.UtcNow;
+                SocketOnClose(socket);
+            };
+            socket.OnError += (e) =>
+            {
+                log.Write(LogVerbosity.Warning, $"Socket {socket.Id} error: " + e.ToString());
+                SocketError(socket, e);
+            };
+            socket.OnOpen += () =>
+            {
+                socket.ShouldReconnect = true;
+                SocketOpened(socket);
+            };
+            return socket;
+        }
+
+        protected abstract void SocketOpened(IWebsocket socket);
+        protected abstract void SocketClosed(IWebsocket socket);
+        protected abstract void SocketError(IWebsocket socket, Exception ex);
+        protected abstract bool SocketReconnect(SocketSubscription socket, TimeSpan disconnectedTime);
+
+        protected virtual CallResult<SocketSubscription> ConnectSocket(IWebsocket socket)
+        {
+            if (socket.Connect().Result)
+            {
+                var subscription = new SocketSubscription(socket);
+                lock (sockets)
+                    sockets.Add(subscription);
+                return new CallResult<SocketSubscription>(subscription, null);
+            }
+
+            socket.Dispose();
+            return new CallResult<SocketSubscription>(null, new CantConnectError());
+        }
+
+        protected virtual void SocketOnClose(IWebsocket socket)
+        {
+            if (socket.ShouldReconnect)
+            {
+                log.Write(LogVerbosity.Info, $"Socket {socket.Id} Connection lost, going to try to reconnect");
+                Task.Run(() =>
+                {
+                    Thread.Sleep(reconnectInterval);
+                    if (!socket.Connect().Result)
+                    {
+                        log.Write(LogVerbosity.Debug, $"Socket {socket.Id} failed to reconnect");
+                        return; // Connect() should result in a SocketClosed event so we end up here again
+                    }
+
+                    log.Write(LogVerbosity.Info, $"Socket {socket.Id} reconnected after {DateTime.UtcNow - socket.DisconnectTime.Value}");
+
+                    SocketSubscription subscription;
+                    lock(sockets)
+                        subscription = sockets.Single(s => s.Socket == socket);
+
+                    SocketReconnected(subscription, DateTime.UtcNow - socket.DisconnectTime.Value);                    
+                });
+            }
+            else
+            {
+                socket.Dispose();
+                lock (sockets)
+                {
+                    var subscription = sockets.SingleOrDefault(s => s.Socket == socket);
+                    if(subscription != null)
+                        sockets.Remove(subscription);
+                }
+            }
+        }
+
+        protected virtual void Send<T>(IWebsocket socket, T obj, NullValueHandling nullValueHandling = NullValueHandling.Ignore)
+        {
+            Send(socket, JsonConvert.SerializeObject(obj, Formatting.None, new JsonSerializerSettings { NullValueHandling = nullValueHandling }));            
+        }
+
+        protected virtual void Send(IWebsocket socket, string data)
+        {
+            log.Write(LogVerbosity.Debug, $"Socket {socket.Id} sending data: {data}");
+            socket.Send(data);
+        }
+
+        protected virtual async Task<CallResult<string>> SendAndWait<T>(IWebsocket socket, T obj, Func<JToken, bool> waitingFor, int timeout=5000) 
+        {
+            return await Task.Run(() =>
+            {
+                var data = JsonConvert.SerializeObject(obj);
+                ManualResetEvent evnt = new ManualResetEvent(false);
+                string result = null;
+                var onMessageAction = new Action<string>((msg) =>
+                {
+                    if (!waitingFor(JToken.Parse(msg)))
+                        return;
+
+                    log.Write(LogVerbosity.Debug, "Socket received query response: " + msg);
+                    result = msg;
+                    evnt?.Set();
+                });
+
+                socket.OnMessage += onMessageAction;
+                Send(socket, data);
+                evnt.WaitOne(timeout);
+                socket.OnMessage -= onMessageAction;                
+                evnt.Dispose();
+                evnt = null;
+                if (result == null)
+                    return new CallResult<string>(null, new ServerError("No response from server"));
+                return new CallResult<string>(result, null);
+            }).ConfigureAwait(false);
+        }
+
+        public override void Dispose()
+        {
+            lock(sockets)
+                foreach (var socket in sockets)
+                    socket.Socket.Dispose();
+                sockets.Clear();
+        }
+    }
+}

CryptoExchange.Net/Sockets/BaseSocket.cs

@@ -11,22 +11,30 @@ using SuperSocket.ClientEngine;
 using SuperSocket.ClientEngine.Proxy;
 using WebSocket4Net;
 
-namespace CryptoExchange.Net.Implementation
+namespace CryptoExchange.Net.Sockets
 {
     public class BaseSocket: IWebsocket
     {
+        internal static int lastStreamId;
+        private static readonly object streamIdLock = new object();
+
         protected WebSocket socket;
         protected Log log;
         protected object socketLock = new object();
+        protected DateTime? lostTime = null;
 
-        protected readonly List<Action<Exception>> errorhandlers = new List<Action<Exception>>();
-        protected readonly List<Action> openhandlers = new List<Action>();
-        protected readonly List<Action> closehandlers = new List<Action>();
-        protected readonly List<Action<string>> messagehandlers = new List<Action<string>>();
+        protected readonly List<Action<Exception>> errorHandlers = new List<Action<Exception>>();
+        protected readonly List<Action> openHandlers = new List<Action>();
+        protected readonly List<Action> closeHandlers = new List<Action>();
+        protected readonly List<Action<string>> messageHandlers = new List<Action<string>>();
 
+        public int Id { get; }
+        public DateTime? DisconnectTime { get; set; }
+        public bool ShouldReconnect { get; set; }
         public string Url { get; }
         public bool IsClosed => socket.State == WebSocketState.Closed;
         public bool IsOpen => socket.State == WebSocketState.Open;
+        public Func<byte[], string> DataInterpreter { get; set; }
 
         public bool PingConnection
         {
@@ -56,6 +64,7 @@ namespace CryptoExchange.Net.Implementation
 
         public BaseSocket(Log log, string url, IDictionary<string, string> cookies, IDictionary<string, string> headers)
         {
+            Id = NextStreamId();
             this.log = log;
             Url = url;
             socket = new WebSocket(url, cookies: cookies.ToList(), customHeaderItems: headers.ToList())
@@ -63,33 +72,38 @@ namespace CryptoExchange.Net.Implementation
                 EnableAutoSendPing = true,
                 AutoSendPingInterval = 10
             };
-            socket.Opened += (o, s) => Handle(openhandlers);
-            socket.Closed += (o, s) => Handle(closehandlers);
-            socket.Error += (o, s) => Handle(errorhandlers, s.Exception);
-            socket.MessageReceived += (o, s) => Handle(messagehandlers, s.Message);
-            socket.EnableAutoSendPing = true;
-            socket.AutoSendPingInterval = 10;
+            socket.Opened += (o, s) => Handle(openHandlers);
+            socket.Closed += (o, s) => Handle(closeHandlers);
+            socket.Error += (o, s) => Handle(errorHandlers, s.Exception);
+            socket.MessageReceived += (o, s) => Handle(messageHandlers, s.Message);
+            socket.DataReceived += (o, s) => HandleByteData(s.Data);
+        }
+
+        private void HandleByteData(byte[] data)
+        {
+            var message = DataInterpreter(data);
+            Handle(messageHandlers, message);
         }
 
         public event Action OnClose
         {
-            add => closehandlers.Add(value);
-            remove => closehandlers.Remove(value);
+            add => closeHandlers.Add(value);
+            remove => closeHandlers.Remove(value);
         }
         public event Action<string> OnMessage
         {
-            add => messagehandlers.Add(value);
-            remove => messagehandlers.Remove(value);
+            add => messageHandlers.Add(value);
+            remove => messageHandlers.Remove(value);
         }
         public event Action<Exception> OnError
         {
-            add => errorhandlers.Add(value);
-            remove => errorhandlers.Remove(value);
+            add => errorHandlers.Add(value);
+            remove => errorHandlers.Remove(value);
         }
         public event Action OnOpen
         {
-            add => openhandlers.Add(value);
-            remove => openhandlers.Remove(value);
+            add => openHandlers.Add(value);
+            remove => openHandlers.Remove(value);
         }
 
         protected static void Handle(List<Action> handlers)
@@ -112,12 +126,12 @@ namespace CryptoExchange.Net.Implementation
                 {
                     if (socket == null || IsClosed)
                     {
-                        log.Write(LogVerbosity.Debug, "Socket was already closed/disposed");
+                        log.Write(LogVerbosity.Debug, $"Socket {Id} was already closed/disposed");
                         return;
                     }
 
                     var waitLock = new object();
-                    log.Write(LogVerbosity.Debug, "Closing websocket");
+                    log.Write(LogVerbosity.Debug, $"Socket {Id} closing");
                     ManualResetEvent evnt = new ManualResetEvent(false);
                     var handler = new EventHandler((o, a) =>
                     {
@@ -133,7 +147,7 @@ namespace CryptoExchange.Net.Implementation
                         evnt.Dispose();
                         evnt = null;
                     }
-                    log.Write(LogVerbosity.Debug, "Websocket closed");
+                    log.Write(LogVerbosity.Debug, $"Socket {Id} closed");
                 }
             }).ConfigureAwait(false);
         }
@@ -150,7 +164,7 @@ namespace CryptoExchange.Net.Implementation
                 bool connected;
                 lock (socketLock)
                 {
-                    log.Write(LogVerbosity.Debug, "Connecting websocket");
+                    log.Write(LogVerbosity.Debug, $"Socket {Id} connecting");
                     var waitLock = new object();
                     ManualResetEvent evnt = new ManualResetEvent(false);
                     var handler = new EventHandler((o, a) =>
@@ -178,9 +192,9 @@ namespace CryptoExchange.Net.Implementation
                     }
                     connected = socket.State == WebSocketState.Open;
                     if (connected)
-                        log.Write(LogVerbosity.Debug, "Websocket connected");
+                        log.Write(LogVerbosity.Debug, $"Socket {Id} connected");
                     else
-                        log.Write(LogVerbosity.Debug, "Websocket connection failed, state: " + socket.State);
+                        log.Write(LogVerbosity.Debug, $"Socket {Id} connection failed, state: " + socket.State);
                 }
 
                 if (socket.State == WebSocketState.Connecting)
@@ -208,15 +222,24 @@ namespace CryptoExchange.Net.Implementation
             lock (socketLock)
             {
                 if (socket != null)
-                    log.Write(LogVerbosity.Debug, "Disposing websocket");
+                    log.Write(LogVerbosity.Debug, $"Socket {Id} sisposing websocket");
 
                 socket?.Dispose();
                 socket = null;
 
-                errorhandlers.Clear();
-                openhandlers.Clear();
-                closehandlers.Clear();
-                messagehandlers.Clear();
+                errorHandlers.Clear();
+                openHandlers.Clear();
+                closeHandlers.Clear();
+                messageHandlers.Clear();
+            }
+        }
+
+        private int NextStreamId()
+        {
+            lock (streamIdLock)
+            {
+                lastStreamId++;
+                return lastStreamId;
             }
         }
     }

CryptoExchange.Net/Sockets/SocketSubscription.cs

@@ -0,0 +1,39 @@
+using CryptoExchange.Net.Interfaces;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Sockets
+{
+    public class SocketSubscription
+    {
+        public event Action ConnectionLost;
+        public event Action ConnectionRestored;
+
+        public IWebsocket Socket { get; set; }
+        public object Request { get; set; }
+
+        private bool lostTriggered;
+
+        public SocketSubscription(IWebsocket socket)
+        {
+            Socket = socket;
+
+            Socket.OnClose += () =>
+            {
+                if (lostTriggered)
+                    return;
+
+                lostTriggered = true;
+                if (Socket.ShouldReconnect)
+                    ConnectionLost?.Invoke();
+            };
+            Socket.OnOpen += () =>
+            {
+                lostTriggered = false;
+                if (Socket.DisconnectTime != null)
+                    ConnectionRestored?.Invoke();
+            };
+        }
+    }
+}

CryptoExchange.Net/Sockets/WebsocketFactory.cs

@@ -1,7 +1,7 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging;
 
-namespace CryptoExchange.Net.Implementation
+namespace CryptoExchange.Net.Sockets
 {
     public class WebsocketFactory : IWebsocketFactory
     {