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Feature/9.0.0 (#236)

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* Added support for Native AOT compilation
* Updated all IEnumerable response types to array response types
* Added Pass support for ApiCredentials, removing the need for most implementations to add their own ApiCredentials type
* Added KeepAliveTimeout setting setting ping frame timeouts for SocketApiClient
* Added IBookTickerRestClient Shared interface for requesting book tickers
* Added ISpotTriggerOrderRestClient Shared interface for managing spot trigger orders
* Added ISpotOrderClientIdClient Shared interface for managing spot orders by client order id
* Added IFuturesTriggerOrderRestClient Shared interface for managing futures trigger orders
* Added IFuturesOrderClientIdClient Shared interface for managing futures orders by client order id
* Added IFuturesTpSlRestClient Shared interface for setting TP/SL on open futures positions
* Added GenerateClientOrderId to ISpotOrderRestClient and IFuturesOrderRestClient interface
* Added OptionalExchangeParameters and Supported properties to EndpointOptions
* Refactor Shared interfaces quantity parameters and properties to use SharedQuantity
* Added SharedSymbol property to Shared interface models returning a symbol
* Added TriggerPrice, IsTriggerOrder, TakeProfitPrice, StopLossPrice and IsCloseOrder to SharedFuturesOrder response model
* Added MaxShortLeverage and MaxLongLeverage to SharedFuturesSymbol response model
* Added StopLossPrice and TakeProfitPrice to SharedPosition response model
* Added TriggerPrice and IsTriggerOrder to SharedSpotOrder response model
* Added QuoteVolume property to SharedSpotTicker response model
* Added AssetAlias configuration models
* Added static ExchangeSymbolCache for tracking symbol information from exchanges
* Added static CallResult.SuccessResult to be used instead of constructing success CallResult instance
* Added static ApplyRules, RandomHexString and RandomLong helper methods to ExchangeHelpers class
* Added AsErrorWithData To CallResult
* Added OriginalData property to CallResult
* Added support for adjusting the rate limit key per call, allowing for ratelimiting depending on request parameters
* Added implementation for integration testing ISymbolOrderBook instances
* Added implementation for integration testing socket subscriptions
* Added implementation for testing socket queries
* Updated request cancellation logging to Debug level
* Updated logging SourceContext to include the client type
* Updated some logging logic, errors no longer contain any data, exception are not logged as string but instead forwarded to structured logging
* Fixed warning for Enum parsing throwing exception and output warnings for each object in a response to only once to prevent slowing down execution
* Fixed memory leak in AsyncAutoRestEvent
* Fixed logging for ping frame timeout
* Fixed warning getting logged when user stops SymbolOrderBook instance
* Fixed socket client `UnsubscribeAll` not unsubscribing dedicated connections
* Fixed memory leak in Rest client cache
* Fixed integers bigger than int16 not getting correctly parsed to enums
* Fixed issue where the default options were overridden when using SetApiCredentials
* Removed Newtonsoft.Json dependency
* Removed legacy Rest client code
* Removed legacy ISpotClient and IFuturesClient support
This commit is contained in:
Jan Korf
2025-05-13 10:15:30 +02:00
committed by GitHub
parent 3d6267da93
commit 6b14cdbf06
182 changed files with 3159 additions and 3950 deletions
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CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
+12 -12
View File
@@ -123,7 +123,7 @@ namespace CryptoExchange.Net.OrderBook
public event Action<(ISymbolOrderBookEntry BestBid, ISymbolOrderBookEntry BestAsk)>? OnBestOffersChanged;
/// <inheritdoc/>
public event Action<(IEnumerable<ISymbolOrderBookEntry> Bids, IEnumerable<ISymbolOrderBookEntry> Asks)>? OnOrderBookUpdate;
public event Action<(ISymbolOrderBookEntry[] Bids, ISymbolOrderBookEntry[] Asks)>? OnOrderBookUpdate;
/// <inheritdoc/>
public DateTime UpdateTime { get; private set; }
@@ -135,27 +135,27 @@ namespace CryptoExchange.Net.OrderBook
public int BidCount { get; private set; }
/// <inheritdoc/>
public IEnumerable<ISymbolOrderBookEntry> Asks
public ISymbolOrderBookEntry[] Asks
{
get
{
lock (_bookLock)
return _asks.Select(a => a.Value).ToList();
return _asks.Select(a => a.Value).ToArray();
}
}
/// <inheritdoc/>
public IEnumerable<ISymbolOrderBookEntry> Bids
public ISymbolOrderBookEntry[] Bids
{
get
{
lock (_bookLock)
return _bids.Select(a => a.Value).ToList();
return _bids.Select(a => a.Value).ToArray();
}
}
/// <inheritdoc/>
public (IEnumerable<ISymbolOrderBookEntry> bids, IEnumerable<ISymbolOrderBookEntry> asks) Book
public (ISymbolOrderBookEntry[] bids, ISymbolOrderBookEntry[] asks) Book
{
get
{
@@ -412,7 +412,7 @@ namespace CryptoExchange.Net.OrderBook
/// <param name="orderBookSequenceNumber">The last update sequence number until which the snapshot is in sync</param>
/// <param name="askList">List of asks</param>
/// <param name="bidList">List of bids</param>
protected void SetInitialOrderBook(long orderBookSequenceNumber, IEnumerable<ISymbolOrderBookEntry> bidList, IEnumerable<ISymbolOrderBookEntry> askList)
protected void SetInitialOrderBook(long orderBookSequenceNumber, ISymbolOrderBookEntry[] bidList, ISymbolOrderBookEntry[] askList)
{
_processQueue.Enqueue(new InitialOrderBookItem { StartUpdateId = orderBookSequenceNumber, EndUpdateId = orderBookSequenceNumber, Asks = askList, Bids = bidList });
_queueEvent.Set();
@@ -424,7 +424,7 @@ namespace CryptoExchange.Net.OrderBook
/// <param name="updateId">The sequence number</param>
/// <param name="bids">List of updated/new bids</param>
/// <param name="asks">List of updated/new asks</param>
protected void UpdateOrderBook(long updateId, IEnumerable<ISymbolOrderBookEntry> bids, IEnumerable<ISymbolOrderBookEntry> asks)
protected void UpdateOrderBook(long updateId, ISymbolOrderBookEntry[] bids, ISymbolOrderBookEntry[] asks)
{
_processQueue.Enqueue(new ProcessQueueItem { StartUpdateId = updateId, EndUpdateId = updateId, Asks = asks, Bids = bids });
_queueEvent.Set();
@@ -437,7 +437,7 @@ namespace CryptoExchange.Net.OrderBook
/// <param name="lastUpdateId">The sequence number of the last update</param>
/// <param name="bids">List of updated/new bids</param>
/// <param name="asks">List of updated/new asks</param>
protected void UpdateOrderBook(long firstUpdateId, long lastUpdateId, IEnumerable<ISymbolOrderBookEntry> bids, IEnumerable<ISymbolOrderBookEntry> asks)
protected void UpdateOrderBook(long firstUpdateId, long lastUpdateId, ISymbolOrderBookEntry[] bids, ISymbolOrderBookEntry[] asks)
{
_processQueue.Enqueue(new ProcessQueueItem { StartUpdateId = firstUpdateId, EndUpdateId = lastUpdateId, Asks = asks, Bids = bids });
_queueEvent.Set();
@@ -448,7 +448,7 @@ namespace CryptoExchange.Net.OrderBook
/// </summary>
/// <param name="bids">List of updated/new bids</param>
/// <param name="asks">List of updated/new asks</param>
protected void UpdateOrderBook(IEnumerable<ISymbolOrderSequencedBookEntry> bids, IEnumerable<ISymbolOrderSequencedBookEntry> asks)
protected void UpdateOrderBook(ISymbolOrderSequencedBookEntry[] bids, ISymbolOrderSequencedBookEntry[] asks)
{
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);
@@ -707,7 +707,7 @@ namespace CryptoExchange.Net.OrderBook
UpdateTime = DateTime.UtcNow;
_logger.OrderBookDataSet(Api, Symbol, BidCount, AskCount, item.EndUpdateId);
CheckProcessBuffer();
OnOrderBookUpdate?.Invoke((item.Bids, item.Asks));
OnOrderBookUpdate?.Invoke((item.Bids.ToArray(), item.Asks.ToArray()));
OnBestOffersChanged?.Invoke((BestBid, BestAsk));
}
}
@@ -745,7 +745,7 @@ namespace CryptoExchange.Net.OrderBook
return;
}
OnOrderBookUpdate?.Invoke((item.Bids, item.Asks));
OnOrderBookUpdate?.Invoke((item.Bids.ToArray(), item.Asks.ToArray()));
CheckBestOffersChanged(prevBestBid, prevBestAsk);
}
}