Merge pull request #1 from JKorf/master

rebase from fork master

CryptoExchange.Net/BaseClient.cs

@@ -106,19 +106,16 @@ namespace CryptoExchange.Net
             catch (JsonReaderException jre)
             {
                 var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}. Data: {data}";
-                log.Write(LogVerbosity.Error, info);
                 return new CallResult<JToken>(null, new DeserializeError(info));
             }
             catch (JsonSerializationException jse)
             {
                 var info = $"Deserialize JsonSerializationException: {jse.Message}. Data: {data}";
-                log.Write(LogVerbosity.Error, info);
                 return new CallResult<JToken>(null, new DeserializeError(info));
             }
             catch (Exception ex)
             {
                 var info = $"Deserialize Unknown Exception: {ex.Message}. Data: {data}";
-                log.Write(LogVerbosity.Error, info);
                 return new CallResult<JToken>(null, new DeserializeError(info));
             }
         }
@@ -134,7 +131,13 @@ namespace CryptoExchange.Net
         protected CallResult<T> Deserialize<T>(string data, bool checkObject = true, JsonSerializer? serializer = null)
         {
             var tokenResult = ValidateJson(data);
-            return !tokenResult ? new CallResult<T>(default, tokenResult.Error) : Deserialize<T>(tokenResult.Data, checkObject, serializer);
+            if (!tokenResult)
+            {
+                log.Write(LogVerbosity.Error, tokenResult.Error!.Message);
+                return new CallResult<T>(default, tokenResult.Error);
+            }
+
+            return Deserialize<T>(tokenResult.Data, checkObject, serializer);
         }
 
         /// <summary>

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -5,12 +5,13 @@
   <PropertyGroup>
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
-    <PackageVersion>3.0.2</PackageVersion>
+	<Description>A base package for implementing cryptocurrency exchange API's</Description>
+    <PackageVersion>3.0.4</PackageVersion>
     <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
     <PackageProjectUrl>https://github.com/JKorf/CryptoExchange.Net</PackageProjectUrl>
     <NeutralLanguage>en</NeutralLanguage>
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
-    <PackageReleaseNotes>3.0.2 - Removed invalid check for unauthenticated proxy</PackageReleaseNotes>
+    <PackageReleaseNotes>3.0.4 - Removed unnecessary json serialization when sending string data</PackageReleaseNotes>
     <Nullable>enable</Nullable>
     <LangVersion>8.0</LangVersion>
     <PackageLicenseExpression>MIT</PackageLicenseExpression>

CryptoExchange.Net/CryptoExchange.Net.xml

@@ -797,6 +797,11 @@
             Event when order book was updated. Be careful! It can generate a lot of events at high-liquidity markets
             </summary>    
         </member>
+        <member name="E:CryptoExchange.Net.Interfaces.ISymbolOrderBook.OnBestOffersChanged">
+            <summary>
+            Event when the BestBid or BestAsk changes ie a Pricing Tick
+            </summary>
+        </member>
         <member name="P:CryptoExchange.Net.Interfaces.ISymbolOrderBook.LastOrderBookUpdate">
             <summary>
             Timestamp of the last update
@@ -1769,6 +1774,11 @@
             Event when the state changes
             </summary>
         </member>
+        <member name="E:CryptoExchange.Net.OrderBook.SymbolOrderBook.OnBestOffersChanged">
+            <summary>
+            Event when the BestBid or BestAsk changes ie a Pricing Tick
+            </summary>
+        </member>
         <member name="E:CryptoExchange.Net.OrderBook.SymbolOrderBook.OnOrderBookUpdate">
             <summary>
             Event when order book was updated, containing the changed bids and asks. Be careful! It can generate a lot of events at high-liquidity markets

CryptoExchange.Net/Interfaces/ISymbolOrderBook.cs

@@ -33,6 +33,10 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>    
         event Action<IEnumerable<ISymbolOrderBookEntry>, IEnumerable<ISymbolOrderBookEntry>> OnOrderBookUpdate;
         /// <summary>
+        /// Event when the BestBid or BestAsk changes ie a Pricing Tick
+        /// </summary>
+        event Action<ISymbolOrderBookEntry, ISymbolOrderBookEntry> OnBestOffersChanged;
+        /// <summary>
         /// Timestamp of the last update
         /// </summary>
         DateTime LastOrderBookUpdate { get; }

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -79,6 +79,12 @@ namespace CryptoExchange.Net.OrderBook
         /// Event when the state changes
         /// </summary>
         public event Action<OrderBookStatus, OrderBookStatus>? OnStatusChange;
+
+        /// <summary>
+        /// Event when the BestBid or BestAsk changes ie a Pricing Tick
+        /// </summary>
+        public event Action<ISymbolOrderBookEntry, ISymbolOrderBookEntry>? OnBestOffersChanged;
+
         /// <summary>
         /// Event when order book was updated, containing the changed bids and asks. Be careful! It can generate a lot of events at high-liquidity markets
         /// </summary>
@@ -286,9 +292,17 @@ namespace CryptoExchange.Net.OrderBook
                 log.Write(LogVerbosity.Debug, $"{Id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks. #{orderBookSequenceNumber}");
                 CheckProcessBuffer();
                 OnOrderBookUpdate?.Invoke(bidList, askList);
+                OnBestOffersChanged?.Invoke(BestBid, BestAsk);
             }
         }
 
+        private void CheckBestOffersChanged(ISymbolOrderBookEntry prevBestBid, ISymbolOrderBookEntry prevBestAsk)
+        {
+            if (BestBid.Price != prevBestBid.Price || BestBid.Quantity != prevBestBid.Quantity ||
+                   BestAsk.Price != prevBestAsk.Price || BestAsk.Quantity != prevBestAsk.Quantity)
+                OnBestOffersChanged?.Invoke(BestBid, BestAsk);
+        }
+
         /// <summary>
         /// Update the order book using a single id for an update
         /// </summary>
@@ -315,8 +329,11 @@ namespace CryptoExchange.Net.OrderBook
                 else
                 {
                     CheckProcessBuffer();
+                    var prevBestBid = BestBid;
+                    var prevBestAsk = BestAsk;
                     ProcessSingleSequenceUpdates(rangeUpdateId, bids, asks);
                     OnOrderBookUpdate?.Invoke(bids, asks);
+                    CheckBestOffersChanged(prevBestBid, prevBestAsk);
                 }
             }
         }
@@ -349,8 +366,11 @@ namespace CryptoExchange.Net.OrderBook
                 else
                 {
                     CheckProcessBuffer();
+                    var prevBestBid = BestBid;
+                    var prevBestAsk = BestAsk;
                     ProcessRangeUpdates(firstUpdateId, lastUpdateId, bids, asks);
                     OnOrderBookUpdate?.Invoke(bids, asks);
+                    CheckBestOffersChanged(prevBestBid, prevBestAsk);
                 }
             }
         }
@@ -376,8 +396,11 @@ namespace CryptoExchange.Net.OrderBook
                 else
                 {
                     CheckProcessBuffer();
+                    var prevBestBid = BestBid;
+                    var prevBestAsk = BestAsk;
                     ProcessUpdates(bids, asks);
                     OnOrderBookUpdate?.Invoke(bids, asks);
+                    CheckBestOffersChanged(prevBestBid, prevBestAsk);
                 }
             }
         }

CryptoExchange.Net/RestClient.cs

@@ -181,7 +181,7 @@ namespace CryptoExchange.Net
             }
 
             string? paramString = null;            
-            if (parameters != null && method == HttpMethod.Post)            
+            if (method == HttpMethod.Post)            
                 paramString = " with request body " + request.Content;
 
             log.Write(LogVerbosity.Debug, $"Sending {method}{(signed ? " signed" : "")} request to {request.Uri}{paramString ?? " "}{(apiProxy == null? "": $" via proxy {apiProxy.Host}")}");

CryptoExchange.Net/SocketClient.cs

@@ -552,7 +552,7 @@ namespace CryptoExchange.Net
         {
             log.Write(LogVerbosity.Debug, $"Closing all {sockets.Sum(s => s.Value.HandlerCount)} subscriptions");
 
-            await Task.Run(() =>
+            await Task.Run(async () =>
             {
                 var tasks = new List<Task>();
                 {
@@ -561,7 +561,7 @@ namespace CryptoExchange.Net
                         tasks.Add(sub.Close());
                 }
 
-                Task.WaitAll(tasks.ToArray());
+                await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
             }).ConfigureAwait(false);
         }
 

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -216,7 +216,10 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="nullValueHandling">How null values should be serialized</param>
         public virtual void Send<T>(T obj, NullValueHandling nullValueHandling = NullValueHandling.Ignore)
         {
-            Send(JsonConvert.SerializeObject(obj, Formatting.None, new JsonSerializerSettings { NullValueHandling = nullValueHandling }));
+            if(obj is string str)
+                Send(str);
+            else
+                Send(JsonConvert.SerializeObject(obj, Formatting.None, new JsonSerializerSettings { NullValueHandling = nullValueHandling }));
         }
 
         /// <summary>

README.md

@@ -194,6 +194,9 @@ The order book will automatically reconnect when the connection is lost and resy
 To stop synchronizing an order book use the `Stop` method.
 
 ## Release notes
+* Version 3.0.3 - 23 Jan 2020
+    * Added OnBestOffersChanged event to order book implementations
+
 * Version 3.0.2 - 10 Dec 2019
     * Removed invalid check for unauthenticated proxy