Shared API's V2 (#289)

Added V2 Shared API's infrastructure
Added request coalescing
Added rate limiting admission logic
Fixed some rate limiting issues

CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/ISubscribeIncrementalOrderBook.cs

@@ -0,0 +1,28 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.SharedApis
+{
+    /// <summary>
+    /// Operation for subscribing to incremental order book updates for a symbol
+    /// </summary>
+    public interface ISubscribeIncrementalOrderBookSocket : ISharedSubscription
+    {
+        /// <summary>
+        /// Order book subscription options
+        /// </summary>
+        SubscribeOrderBookOptions SubscribeOrderBookOptions { get; }
+
+        /// <summary>
+        /// Subscribe to incremental order book updates for a symbol
+        /// </summary>
+        /// <param name="request">Request info</param>
+        /// <param name="handler">Update handler</param>
+        /// <param name="ct">Cancellation token, can be used to stop the updates</param>
+        /// <returns></returns>
+        Task<WebSocketResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action<DataEvent<SharedOrderBook>> handler, CancellationToken ct = default);
+    }
+}

CryptoExchange.Net/SharedApis/V2/OrderBooks/SubscribeIncrementalOrderBook/SubscribeIncrementalOrderBookOptions.cs

@@ -0,0 +1,57 @@
+using CryptoExchange.Net.Objects;
+using System;
+using System.Linq;
+
+namespace CryptoExchange.Net.SharedApis
+{
+    /// <summary>
+    /// Options for subscribing to order book snapshot updates
+    /// </summary>
+    public class SubscribeIncrementalOrderBookOptions : CapabilityOptions<SubscribeOrderBookRequest, ISubscribeIncrementalOrderBookSocket>
+    {
+        /// <inheritdoc />
+        public override string Description => "Subscribe to incremental order book updates for a symbol";
+
+        private static readonly RequestParameterDescription[] _defaultParameterRules = new[]
+        {
+            RequestParameterRule<SubscribeOrderBookRequest>.Optional(x => x.Symbol, "The symbol to subscribe to", new SharedSymbol(TradingMode.Spot, "ETH", "USDT")),
+            RequestParameterRule<SubscribeOrderBookRequest>.Optional(x => x.Symbols, "The symbols to subscribe to", new[] { new SharedSymbol(TradingMode.Spot, "ETH", "USDT") }),
+            RequestParameterRule<SubscribeOrderBookRequest>.Optional(x => x.Limit, "The order book depth", 100),
+        };
+
+        /// <summary>
+        /// Order book depths supported for updates
+        /// </summary>
+        public int[] SupportedLimits { get; }
+
+        /// <summary>
+        /// The type of updates the subscription produces
+        /// </summary>
+        public SharedOrderBookSubscriptionType UpdateType { get; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SubscribeIncrementalOrderBookOptions(string exchange, bool needsAuthentication, int[] limits, SharedOrderBookSubscriptionType updateType)
+            : base(exchange, needsAuthentication, nameof(ISubscribeIncrementalOrderBookSocket.SubscribeToOrderBookUpdatesAsync), _defaultParameterRules)
+        {
+            SupportedLimits = limits;
+            UpdateType = updateType;
+        }
+
+        /// <summary>
+        /// Validate a request
+        /// </summary>
+        public override Error? ValidateRequest(SubscribeOrderBookRequest request, ISubscribeIncrementalOrderBookSocket client)
+        {
+            var error = base.ValidateRequest(request, client);
+            if (error != null)
+                return error;
+
+            if (request.Limit != null && !SupportedLimits.Contains(request.Limit.Value))
+                return ArgumentError.Invalid(nameof(SubscribeOrderBookRequest.Limit), "Limit not supported");
+
+            return null;
+        }
+    }
+}