Added AddTrackedSymbolsAsync and RemoveTrackedSymbolAsync methods to UserDataTracker, updated minimal fromTime filter in UserDataTracker to 5 seconds

CryptoExchange.Net/Trackers/UserData/Interfaces/IUserFuturesDataTracker.cs

@@ -65,5 +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);
     }
 }

CryptoExchange.Net/Trackers/UserData/Interfaces/IUserSpotDataTracker.cs

@@ -61,5 +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);
     }
 }

CryptoExchange.Net/Trackers/UserData/ItemTrackers/FuturesOrderTracker.cs

@@ -47,6 +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)
         {
@@ -376,8 +390,8 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
 
             if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
             {
-                // Set it to at least a seconds in the past to prevent issues
+                // Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
-                fromTime = DateTime.UtcNow.AddSeconds(-1);
+                fromTime = DateTime.UtcNow.AddSeconds(-5);
             }
 
             _logger.LogTrace("{DataType}.{Symbol} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}",

CryptoExchange.Net/Trackers/UserData/ItemTrackers/FuturesUserTradeTracker.cs

@@ -43,6 +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 />
@@ -120,8 +134,8 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
             var now = DateTime.UtcNow;
             if (now - fromTime < TimeSpan.FromSeconds(1))
             {
-                // Set it to at least a seconds in the past to prevent issues
+                // Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
-                fromTime = now.AddSeconds(-1);
+                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);

CryptoExchange.Net/Trackers/UserData/ItemTrackers/PositionTracker.cs

@@ -119,7 +119,7 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
                     {
                         toRemove ??= new List<SharedPosition>();
                         toRemove.Add(item);
-                        _logger.LogWarning("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, GetKey(item));
+                        _logger.LogTrace("Ignoring {DataType} update for {Key}, no SharedSymbol set", DataType, item.Symbol);
                     }
                     else if (!_symbolTracker.ShouldProcess(symbolModel.SharedSymbol))
                     {

CryptoExchange.Net/Trackers/UserData/ItemTrackers/SpotOrderTracker.cs

@@ -47,6 +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)
         {
@@ -388,8 +401,8 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
 
             if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
             {
-                // Set it to at least a seconds in the past to prevent issues
+                // Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
-                fromTime = DateTime.UtcNow.AddSeconds(-1);
+                fromTime = DateTime.UtcNow.AddSeconds(-5);
             }
 
             _logger.LogTrace("{DataType}.{Symbol} UserDataTracker poll startTime filter based on {Source}: {Time:yyyy-MM-dd HH:mm:ss.fff}",

CryptoExchange.Net/Trackers/UserData/ItemTrackers/SpotUserTradeTracker.cs

@@ -43,6 +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 />
@@ -117,8 +130,8 @@ namespace CryptoExchange.Net.Trackers.UserData.ItemTrackers
 
             if (DateTime.UtcNow - fromTime < TimeSpan.FromSeconds(1))
             {
-                // Set it to at least a seconds in the past to prevent issues
+                // Set it to at least 5 seconds in the past to prevent issues when local time isn't in sync
-                fromTime = DateTime.UtcNow.AddSeconds(-1);
+                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);

CryptoExchange.Net/Trackers/UserData/Objects/UserDataSymbolTracker.cs

@@ -38,10 +38,9 @@ namespace CryptoExchange.Net.Trackers.UserData.Objects
         /// <summary>
         /// Update the tracked symbol list with potential new symbols
         /// </summary>
-        /// <param name="symbols"></param>
+        public void UpdateTrackedSymbols(IEnumerable<SharedSymbol> symbols, bool addByUser = false)
-        public void UpdateTrackedSymbols(IEnumerable<SharedSymbol> symbols)
         {
-            if (_onlyTrackProvidedSymbols)
+            if (!addByUser && _onlyTrackProvidedSymbols)
                 return;
 
             lock (_symbolLock)
@@ -56,5 +55,18 @@ namespace CryptoExchange.Net.Trackers.UserData.Objects
                 }
             }
         }
+
+        /// <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);
+            }
+        }
     }
 }

CryptoExchange.Net/Trackers/UserData/UserFuturesDataTracker.cs

@@ -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);
+        }
     }
 }

CryptoExchange.Net/Trackers/UserData/UserSpotDataTracker.cs

@@ -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);
+        }
     }
 }