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Code Issues Releases Wiki Activity

Shared API's V2 (#289)

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Added V2 Shared API's infrastructure
Added request coalescing
Added rate limiting admission logic
Fixed some rate limiting issues
This commit is contained in:
Jan Korf
2026-09-23 09:15:39 +02:00
committed by GitHub
parent cecfbcba48
commit ae7504c26c
482 changed files with 12870 additions and 2150 deletions
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CryptoExchange.Net.UnitTests/RateLimitTests.cs
+93 -24
View File
@@ -3,6 +3,7 @@ using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.RateLimiting.Filters;
using CryptoExchange.Net.RateLimiting.Guards;
using CryptoExchange.Net.RateLimiting.Interfaces;
using CryptoExchange.Net.RateLimiting.Trackers;
using CryptoExchange.Net.UnitTests.Implementations;
using NUnit.Framework;
using System;
@@ -33,12 +34,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(i == requests ? triggered : !triggered);
}
triggered = false;
await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(!triggered);
}
@@ -58,7 +59,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimiting ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -79,9 +80,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimiting ? evnt != null : evnt == null);
}
@@ -100,12 +101,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(i == requests ? triggered : !triggered);
}
triggered = false;
await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(!triggered);
}
@@ -123,7 +124,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -143,7 +144,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -166,9 +167,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -185,9 +186,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -205,9 +206,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -222,9 +223,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host1, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host1, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host2, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host2, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -238,8 +239,8 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, ct.Token);
Assert.That(result2.Error, Is.TypeOf<CancellationRequestedError>());
}
@@ -257,9 +258,9 @@ namespace CryptoExchange.Net.UnitTests
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
// act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, 1, ct.Token);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition, null, null, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, 1, ct.Token);
// assert
Assert.That(evnt, Is.Null);
@@ -279,10 +280,10 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
// act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, null, 1, RateLimitingBehaviour.Fail, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition1, null, null, null, default);
var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, default);
var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
// assert
Assert.That(evnt, Is.Not.Null);
@@ -321,5 +322,73 @@ namespace CryptoExchange.Net.UnitTests
// assert
Assert.That(evnt != null, Is.EqualTo(expectLimited));
}
[TestCase(RateLimitWindowType.Fixed)]
[TestCase(RateLimitWindowType.FixedAfterFirst)]
[TestCase(RateLimitWindowType.Sliding)]
[TestCase(RateLimitWindowType.Decay)]
public async Task LowerThreshold_ReservesCapacityForFullThreshold(RateLimitWindowType windowType)
{
var gate = new RateLimitGate("Test");
gate.AddGuard(new RateLimitGuard(
RateLimitGuard.PerHost,
new LimitItemTypeFilter(RateLimitItemType.Request),
10,
TimeSpan.FromHours(1),
windowType,
decayPerTimeSpan: 1));
var definition = new RequestDefinition(
"https://test.com", "/ticker", HttpMethod.Get);
var logger = new TraceLogger();
for (var i = 0; i < 8; i++)
{
var result = await gate.ProcessAsync(
logger, i, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 0.8, default);
Assert.That(result.Success, Is.True);
}
var marketData = await gate.ProcessAsync(
logger, 9, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 0.8, default);
Assert.That(marketData.Error, Is.TypeOf<ClientRateLimitError>());
var order = await gate.ProcessAsync(
logger, 10, RateLimitItemType.Request, definition, null, 2,
RateLimitingBehaviour.Fail, null, 1.0, default);
Assert.That(order.Success, Is.True);
var overHardLimit = await gate.ProcessAsync(
logger, 11, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 1.0, default);
Assert.That(overHardLimit.Error, Is.TypeOf<ClientRateLimitError>());
}
[TestCase(0.1, 10)]
[TestCase(1, 50)]
[TestCase(5, 250)]
[TestCase(60, 250)]
public void RateLimitSafetyMargin_DefaultIsProportionalAndCapped(double periodSeconds, int expectedMarginMilliseconds)
{
var margin = WindowTrackerHelpers.GetDefaultSafetyMargin(TimeSpan.FromSeconds(periodSeconds));
Assert.That(margin, Is.EqualTo(TimeSpan.FromMilliseconds(expectedMarginMilliseconds)));
}
[Test]
public void RateLimitGuard_ExplicitSafetyMarginIsUsed()
{
var guard = new RateLimitGuard(
RateLimitGuard.PerHost,
new LimitItemTypeFilter(RateLimitItemType.Request),
1,
TimeSpan.FromSeconds(1),
RateLimitWindowType.Sliding,
safetyMargin: TimeSpan.Zero);
Assert.That(guard.SafetyMargin, Is.EqualTo(TimeSpan.Zero));
}
}
}
CryptoExchange.Net.UnitTests/RequestCoalescerTests.cs
+281
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@@ -0,0 +1,281 @@
using CryptoExchange.Net.Objects;
using Microsoft.Extensions.Logging.Abstractions;
using NUnit.Framework;
using System;
using System.Collections;
using System.Reflection;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
public class RequestCoalescerTests
{
private static readonly TimeSpan _testTimeout = TimeSpan.FromSeconds(5);
[Test]
public async Task ExecuteAsync_WithIdenticalRequests_ShouldExecuteRequestOnce()
{
var coalescer = CreateCoalescer();
var key = CreateKey();
var requestCompletion = CreateCompletionSource<string>();
var requestStarted = CreateCompletionSource<bool>();
var requestCount = 0;
async Task<string> ExecuteRequest(CancellationToken cancellationToken)
{
Interlocked.Increment(ref requestCount);
requestStarted.TrySetResult(true);
return await requestCompletion.Task;
}
var first = coalescer.ExecuteAsync(key, ExecuteRequest, () => "canceled", CancellationToken.None);
await requestStarted.Task.WaitAsync(_testTimeout);
var second = coalescer.ExecuteAsync(key, ExecuteRequest, () => "canceled", CancellationToken.None);
Assert.That(requestCount, Is.EqualTo(1));
requestCompletion.SetResult("result");
Assert.That(await first.WaitAsync(_testTimeout), Is.EqualTo("result"));
Assert.That(await second.WaitAsync(_testTimeout), Is.EqualTo("result"));
Assert.That(requestCount, Is.EqualTo(1));
}
[Test]
public async Task ExecuteAsync_WithDifferentKeys_ShouldExecuteEachRequest()
{
var coalescer = CreateCoalescer();
var firstCompletion = CreateCompletionSource<string>();
var secondCompletion = CreateCompletionSource<string>();
var firstStarted = CreateCompletionSource<bool>();
var secondStarted = CreateCompletionSource<bool>();
var requestCount = 0;
var first = coalescer.ExecuteAsync(
CreateKey(parameters: "symbol=ETH"),
async cancellationToken =>
{
Interlocked.Increment(ref requestCount);
firstStarted.TrySetResult(true);
return await firstCompletion.Task;
},
() => "canceled",
CancellationToken.None);
var second = coalescer.ExecuteAsync(
CreateKey(parameters: "symbol=BTC"),
async cancellationToken =>
{
Interlocked.Increment(ref requestCount);
secondStarted.TrySetResult(true);
return await secondCompletion.Task;
},
() => "canceled",
CancellationToken.None);
await Task.WhenAll(firstStarted.Task, secondStarted.Task).WaitAsync(_testTimeout);
Assert.That(requestCount, Is.EqualTo(2));
firstCompletion.SetResult("first");
secondCompletion.SetResult("second");
Assert.That(await first.WaitAsync(_testTimeout), Is.EqualTo("first"));
Assert.That(await second.WaitAsync(_testTimeout), Is.EqualTo("second"));
}
[Test]
public async Task ExecuteAsync_WhenOneListenerCancels_ShouldKeepSharedRequestRunning()
{
var coalescer = CreateCoalescer();
var requestCompletion = CreateCompletionSource<string>();
var requestStarted = CreateCompletionSource<CancellationToken>();
var requestCount = 0;
using var firstCancellationSource = new CancellationTokenSource();
async Task<string> ExecuteRequest(CancellationToken cancellationToken)
{
Interlocked.Increment(ref requestCount);
requestStarted.TrySetResult(cancellationToken);
return await requestCompletion.Task;
}
var first = coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "canceled", firstCancellationSource.Token);
var requestCancellationToken = await requestStarted.Task.WaitAsync(_testTimeout);
var second = coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "canceled", CancellationToken.None);
firstCancellationSource.Cancel();
Assert.That(await first.WaitAsync(_testTimeout), Is.EqualTo("canceled"));
Assert.That(requestCancellationToken.IsCancellationRequested, Is.False);
Assert.That(requestCount, Is.EqualTo(1));
requestCompletion.SetResult("result");
Assert.That(await second.WaitAsync(_testTimeout), Is.EqualTo("result"));
}
[Test]
public async Task ExecuteAsync_WhenAllListenersCancel_ShouldCancelSharedRequest()
{
var coalescer = CreateCoalescer();
var requestStarted = CreateCompletionSource<bool>();
var requestCanceled = CreateCompletionSource<bool>();
using var firstCancellationSource = new CancellationTokenSource();
using var secondCancellationSource = new CancellationTokenSource();
async Task<string> ExecuteRequest(CancellationToken cancellationToken)
{
using (cancellationToken.Register(() => requestCanceled.TrySetResult(true)))
{
requestStarted.TrySetResult(true);
await requestCanceled.Task;
return "request canceled";
}
}
var first = coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "listener canceled", firstCancellationSource.Token);
await requestStarted.Task.WaitAsync(_testTimeout);
var second = coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "listener canceled", secondCancellationSource.Token);
firstCancellationSource.Cancel();
Assert.That(await first.WaitAsync(_testTimeout), Is.EqualTo("listener canceled"));
Assert.That(requestCanceled.Task.IsCompleted, Is.False);
secondCancellationSource.Cancel();
Assert.That(await second.WaitAsync(_testTimeout), Is.EqualTo("listener canceled"));
Assert.That(await requestCanceled.Task.WaitAsync(_testTimeout), Is.True);
}
[Test]
public async Task ExecuteAsync_WithAlreadyCanceledListener_ShouldNotStartRequest()
{
var coalescer = CreateCoalescer();
var requestCount = 0;
using var cancellationSource = new CancellationTokenSource();
cancellationSource.Cancel();
var result = await coalescer.ExecuteAsync(
CreateKey(),
cancellationToken =>
{
Interlocked.Increment(ref requestCount);
return Task.FromResult("result");
},
() => "canceled",
cancellationSource.Token);
Assert.That(result, Is.EqualTo("canceled"));
Assert.That(requestCount, Is.Zero);
}
[Test]
public async Task ExecuteAsync_AfterRequestCompletes_ShouldStartNewRequest()
{
var coalescer = CreateCoalescer();
var requestCount = 0;
Task<int> ExecuteRequest(CancellationToken cancellationToken)
=> Task.FromResult(Interlocked.Increment(ref requestCount));
var first = await coalescer.ExecuteAsync(CreateKey(typeof(int)), ExecuteRequest, () => -1, CancellationToken.None);
var second = await coalescer.ExecuteAsync(CreateKey(typeof(int)), ExecuteRequest, () => -1, CancellationToken.None);
Assert.That(first, Is.EqualTo(1));
Assert.That(second, Is.EqualTo(2));
Assert.That(requestCount, Is.EqualTo(2));
}
[Test]
public void ExecuteAsync_AfterRequestFails_ShouldStartNewRequest()
{
var coalescer = CreateCoalescer();
var requestCount = 0;
Task<string> ExecuteRequest(CancellationToken cancellationToken)
{
if (Interlocked.Increment(ref requestCount) == 1)
return Task.FromException<string>(new InvalidOperationException("Request failed"));
return Task.FromResult("result");
}
Assert.ThrowsAsync<InvalidOperationException>(async () =>
await coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "canceled", CancellationToken.None));
Assert.That(
coalescer.ExecuteAsync(CreateKey(), ExecuteRequest, () => "canceled", CancellationToken.None).GetAwaiter().GetResult(),
Is.EqualTo("result"));
Assert.That(requestCount, Is.EqualTo(2));
}
[Test]
public async Task ExecuteAsync_WhenAbandonedRequestCompletes_ShouldNotRemoveReplacementRequest()
{
var coalescer = CreateCoalescer();
var key = CreateKey();
var oldRequestCompletion = CreateCompletionSource<string>();
var oldRequestStarted = CreateCompletionSource<bool>();
var replacementCompletion = CreateCompletionSource<string>();
var replacementStarted = CreateCompletionSource<bool>();
var requestCount = 0;
using var cancellationSource = new CancellationTokenSource();
async Task<string> ExecuteOldRequest(CancellationToken cancellationToken)
{
Interlocked.Increment(ref requestCount);
oldRequestStarted.TrySetResult(true);
return await oldRequestCompletion.Task;
}
async Task<string> ExecuteReplacementRequest(CancellationToken cancellationToken)
{
Interlocked.Increment(ref requestCount);
replacementStarted.TrySetResult(true);
return await replacementCompletion.Task;
}
var abandonedListener = coalescer.ExecuteAsync(key, ExecuteOldRequest, () => "canceled", cancellationSource.Token);
await oldRequestStarted.Task.WaitAsync(_testTimeout);
var oldPhysicalRequest = GetPhysicalRequest(coalescer, key);
cancellationSource.Cancel();
Assert.That(await abandonedListener.WaitAsync(_testTimeout), Is.EqualTo("canceled"));
var replacementListener = coalescer.ExecuteAsync(key, ExecuteReplacementRequest, () => "canceled", CancellationToken.None);
await replacementStarted.Task.WaitAsync(_testTimeout);
oldRequestCompletion.SetResult("old result");
await oldPhysicalRequest.WaitAsync(_testTimeout);
var joinedReplacementListener = coalescer.ExecuteAsync(key, ExecuteReplacementRequest, () => "canceled", CancellationToken.None);
Assert.That(requestCount, Is.EqualTo(2));
replacementCompletion.SetResult("replacement result");
Assert.That(await replacementListener.WaitAsync(_testTimeout), Is.EqualTo("replacement result"));
Assert.That(await joinedReplacementListener.WaitAsync(_testTimeout), Is.EqualTo("replacement result"));
Assert.That(requestCount, Is.EqualTo(2));
}
private static RequestCoalescer CreateCoalescer()
=> new RequestCoalescer(NullLogger.Instance);
private static RequestCoalescingKey CreateKey(Type? responseType = null, string? parameters = null)
=> new RequestCoalescingKey("GET", "https://localhost/test", parameters, responseType ?? typeof(string));
private static TaskCompletionSource<T> CreateCompletionSource<T>()
=> new TaskCompletionSource<T>(TaskCreationOptions.RunContinuationsAsynchronously);
private static Task GetPhysicalRequest(RequestCoalescer coalescer, RequestCoalescingKey key)
{
var requestsField = typeof(RequestCoalescer).GetField("_requests", BindingFlags.Instance | BindingFlags.NonPublic)!;
var requests = (IDictionary)requestsField.GetValue(coalescer)!;
var entry = requests[key]!;
var requestProperty = entry.GetType().GetProperty("Request")!;
return ((Lazy<Task<object>>)requestProperty.GetValue(entry)!).Value;
}
}
}
CryptoExchange.Net.UnitTests/SharedApiClientTests.cs
+355
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@@ -0,0 +1,355 @@
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.DependencyInjection;
using NUnit.Framework;
using System;
using System.Linq;
using System.Threading.Tasks;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
internal class SharedApiClientTests
{
[Test]
public void GetCapability_ShouldUseCapabilityTradingModes()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot, TradingMode.PerpetualLinear],
[TradingMode.Spot]);
var client = new TestSharedApiClient(sharedApi);
Assert.Multiple(() =>
{
Assert.That(client.GetCapability<ITestCapability>(TradingMode.Spot)?.Capability, Is.SameAs(sharedApi));
Assert.That(client.GetCapability<ITestCapability>(TradingMode.PerpetualLinear), Is.Null);
Assert.That(client.GetCapabilities<ITestCapability>(TradingMode.Spot), Has.Count.EqualTo(1));
Assert.That(client.GetCapabilities<ITestCapability>(TradingMode.PerpetualLinear), Is.Empty);
});
}
[Test]
public void CapabilityTradingModes_ShouldDefaultToSharedApiTradingModes()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot, TradingMode.PerpetualLinear],
null);
var client = new TestSharedApiClient(sharedApi);
Assert.Multiple(() =>
{
Assert.That(client.GetCapability<ITestCapability>(TradingMode.Spot)?.Capability, Is.SameAs(sharedApi));
Assert.That(client.GetCapability<ITestCapability>(TradingMode.PerpetualLinear)?.Capability, Is.SameAs(sharedApi));
});
}
[Test]
public void GetCapabilities_WithReference_ShouldReturnMatchingCapabilities()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot],
[TradingMode.Spot]);
var client = new TestSharedApiClient(sharedApi);
var result = client.GetCapabilities(
new SharedCapabilityReference<ITestCapability>(),
TradingMode.Spot);
Assert.That(result, Has.Count.EqualTo(1));
Assert.That(result[0].Capability, Is.SameAs(sharedApi));
Assert.That(result[0].Options, Is.SameAs(sharedApi.CapabilityOptions));
}
[Test]
public void Discover_ShouldReturnAllSharedApiInformation()
{
var restApi = new TestRestSharedApi();
var socketApi = new TestSocketSharedApi();
var client = new TestDiSharedApiClient(
restApi,
socketApi);
var result = client.Discover();
Assert.Multiple(() =>
{
Assert.That(result.PreferredTransport, Is.EqualTo(SharedTransport.Socket));
Assert.That(result.SharedApis, Has.Length.EqualTo(2));
Assert.That(result.SharedApis[0].Transport, Is.EqualTo(SharedTransport.Rest));
Assert.That(result.SharedApis[1].Transport, Is.EqualTo(SharedTransport.Socket));
Assert.That(result.SharedApis[0].SupportedTradingModes, Is.EqualTo(new[] { TradingMode.Spot }));
Assert.That(result.SharedApis[0].Capabilities, Has.Length.EqualTo(1));
Assert.That(result.SharedApis[0].Authenticated, Is.False);
});
}
[Test]
public void RegisterSharedApiClient_ShouldResolvePreferredTransport()
{
var restApi = new TestRestSharedApi();
var socketApi = new TestSocketSharedApi();
var services = new ServiceCollection();
services.AddSingleton(restApi);
services.AddSingleton(socketApi);
services.RegisterSharedApiClient<
ITestSharedApiClient,
TestDiSharedApiClient>(sharedApis => sharedApis
.Add(client => client.Rest)
.Add(client => client.Socket));
using var provider = services.BuildServiceProvider();
Assert.Multiple(() =>
{
Assert.That(
provider.GetRequiredService<ITestSharedApiClient>(),
Is.Not.Null);
Assert.That(
provider.GetRequiredService<ISharedApiClientBase>(),
Is.InstanceOf<TestDiSharedApiClient>());
Assert.That(
provider.GetRequiredService<ITestCapability>(),
Is.SameAs(socketApi));
Assert.That(
provider.GetServices<ITestCapability>().ToArray(),
Is.EqualTo(new[] { socketApi }));
Assert.That(
provider.GetRequiredService<ITestRestCapability>(),
Is.SameAs(restApi));
Assert.That(
provider.GetRequiredService<ITestSocketCapability>(),
Is.SameAs(socketApi));
});
}
[Test]
public void CapabilityTradingModes_ShouldIntersectApiApplicableAndOverrideModes()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot, TradingMode.PerpetualLinear, TradingMode.DeliveryLinear],
[TradingMode.Spot, TradingMode.PerpetualLinear],
[TradingMode.PerpetualLinear, TradingMode.DeliveryLinear]);
Assert.That(
sharedApi.CapabilityOptions.SupportedTradingModes,
Is.EqualTo(new[] { TradingMode.PerpetualLinear }));
}
[Test]
public void CapabilityOptions_ShouldApplyIntrinsicTradingModes()
{
var apiModes = new[]
{
TradingMode.Spot,
TradingMode.PerpetualLinear,
TradingMode.DeliveryLinear,
TradingMode.PerpetualInverse,
TradingMode.DeliveryInverse
};
var spotOptions = new PlaceSpotOrderOptions("TestExchange");
var futuresOptions = new GetPositionsOptions("TestExchange", false);
var perpetualOptions = new GetFundingRateHistoryOptions(
"TestExchange",
true,
true,
true,
100,
false);
var unrestrictedOptions = new GetTickerOptions("TestExchange");
_ = new TestOptionsHost(apiModes, spotOptions);
_ = new TestOptionsHost(apiModes, futuresOptions);
_ = new TestOptionsHost(apiModes, perpetualOptions);
_ = new TestOptionsHost(apiModes, unrestrictedOptions);
Assert.Multiple(() =>
{
Assert.That(spotOptions.SupportedTradingModes, Is.EqualTo(new[] { TradingMode.Spot }));
Assert.That(futuresOptions.SupportedTradingModes, Is.EqualTo(new[]
{
TradingMode.PerpetualLinear,
TradingMode.DeliveryLinear,
TradingMode.PerpetualInverse,
TradingMode.DeliveryInverse
}));
Assert.That(perpetualOptions.SupportedTradingModes, Is.EqualTo(new[]
{
TradingMode.PerpetualLinear,
TradingMode.PerpetualInverse
}));
Assert.That(unrestrictedOptions.SupportedTradingModes, Is.EqualTo(apiModes));
});
}
private interface ITestCapability : ISharedApiCapability
{
}
private sealed class TestApiClient : IBaseApiClient
{
public string Exchange => "TestExchange";
public string BaseAddress => "https://test.invalid";
public string FormatSymbol(
string baseAsset,
string quoteAsset,
TradingMode tradingMode,
DateTime? deliverDate = null)
=> $"{baseAsset}{quoteAsset}";
public Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation)
=> operation();
}
private interface ITestRestCapability : ITestCapability, ISharedRest
{
}
private interface ITestSocketCapability : ITestCapability, ISharedSocket
{
}
private interface ITestRestSharedApi : ITestRestCapability
{
}
private interface ITestSocketSharedApi : ITestSocketCapability
{
}
private interface ITestSharedApiClient : ISharedApiClientBase
{
ITestRestSharedApi Rest { get; }
ITestSocketSharedApi Socket { get; }
}
private sealed class TestCapabilityOptions : CapabilityOptions<SharedRequest, ITestCapability>
{
public override string Description => "Test capability";
public TestCapabilityOptions(TradingMode[]? applicableTradingModes)
: base("TestExchange", false, "TestOperation", [], applicableTradingModes)
{
}
}
private sealed class TestSharedApi : SharedApiBase, ITestCapability
{
public TestCapabilityOptions CapabilityOptions { get; }
public TestSharedApi(TradingMode[] apiTradingModes, TradingMode[]? capabilityTradingModes)
: this(apiTradingModes, capabilityTradingModes, null)
{
}
public TestSharedApi(
TradingMode[] apiTradingModes,
TradingMode[]? capabilityTradingModes,
TradingMode[]? applicableTradingModes)
: base(
SharedTransport.Rest,
new TestApiClient(),
apiTradingModes,
() => false,
(baseAsset, quoteAsset, tradingMode, deliverDate) => $"{baseAsset}{quoteAsset}")
{
var options = new TestCapabilityOptions(applicableTradingModes)
{
SupportedTradingModeOverrides = capabilityTradingModes
};
SetCapabilities(options);
CapabilityOptions = options;
}
public override SharedClientInfo Discover() => new();
}
private sealed class TestOptionsHost : SharedApiBase
{
public TestOptionsHost(TradingMode[] apiTradingModes, CapabilityOptions capabilityOptions)
: base(
SharedTransport.Rest,
new TestApiClient(),
apiTradingModes,
() => false,
(baseAsset, quoteAsset, tradingMode, deliverDate) => $"{baseAsset}{quoteAsset}")
{
SetCapabilities(capabilityOptions);
}
public override SharedClientInfo Discover() => new();
}
private abstract class TestTransportSharedApi : SharedApiBase
{
protected TestTransportSharedApi(SharedTransport transport)
: base(
transport,
new TestApiClient(),
[TradingMode.Spot],
() => false,
(baseAsset, quoteAsset, tradingMode, deliverDate) => $"{baseAsset}{quoteAsset}")
{
SetCapabilities(new TestCapabilityOptions([TradingMode.Spot]));
}
public override SharedClientInfo Discover() => new()
{
Exchange = this.Exchange,
TypeName = GetType().Name,
SupportedTradingModes = this.SupportedTradingModes,
Transport = this.Transport,
Authenticated = this.Authenticated,
Capabilities = ((ISharedApi)this).Capabilities.ToArray()
};
}
private sealed class TestRestSharedApi : TestTransportSharedApi, ITestRestSharedApi
{
public TestRestSharedApi() : base(SharedTransport.Rest)
{
}
}
private sealed class TestSocketSharedApi : TestTransportSharedApi, ITestSocketSharedApi
{
public TestSocketSharedApi() : base(SharedTransport.Socket)
{
}
}
private sealed class TestDiSharedApiClient : SharedApiClientBase, ITestSharedApiClient
{
public ITestRestSharedApi Rest { get; }
public ITestSocketSharedApi Socket { get; }
public TestDiSharedApiClient(
TestRestSharedApi rest,
TestSocketSharedApi socket)
: base(SharedTransport.Socket, rest, socket)
{
Rest = rest;
Socket = socket;
}
}
private sealed class TestSharedApiClient : SharedApiClientBase
{
public TestSharedApiClient(params ISharedApiCapability[] sharedApis)
: base(SharedTransport.Rest, sharedApis)
{
}
}
}
}
CryptoExchange.Net.UnitTests/SharedCapabilitiesTests.cs
+89
View File
@@ -0,0 +1,89 @@
using CryptoExchange.Net.SharedApis;
using NUnit.Framework;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
internal class SharedCapabilitiesTests
{
[Test]
public void AllSharedApiCapabilities_ShouldBeListedInSharedCapabilities()
{
var markerTypes = new[]
{
typeof(ISharedApiCapability),
typeof(ISharedRest),
typeof(ISharedSocket),
typeof(ISharedSubscription)
};
var expectedCapabilities = typeof(ISharedApiCapability).Assembly
.GetTypes()
.Where(x => x.IsInterface
&& typeof(ISharedApiCapability).IsAssignableFrom(x)
&& !markerTypes.Contains(x))
.OrderBy(x => x.FullName)
.ToArray();
var listedCapabilities = GetTypeAndNestedTypes(typeof(SharedCapabilities))
.SelectMany(x => x.GetProperties(
BindingFlags.Public | BindingFlags.Static | BindingFlags.DeclaredOnly))
.SelectMany(x => x.PropertyType.GetGenericArguments())
.Where(x => x.IsInterface
&& typeof(ISharedApiCapability).IsAssignableFrom(x))
.ToArray();
var missingCapabilities = expectedCapabilities
.Except(listedCapabilities)
.Select(x => x.Name)
.ToArray();
var unknownCapabilities = listedCapabilities
.Except(expectedCapabilities)
.Select(x => x.Name)
.ToArray();
var duplicateCapabilities = listedCapabilities
.GroupBy(x => x)
.Where(x => x.Count() > 1)
.Select(x => x.Key.Name)
.ToArray();
Assert.Multiple(() =>
{
Assert.That(
missingCapabilities,
Is.Empty,
$"Capabilities missing from SharedCapabilities: " +
string.Join(", ", missingCapabilities));
Assert.That(
unknownCapabilities,
Is.Empty,
$"Unknown capabilities listed in SharedCapabilities: " +
string.Join(", ", unknownCapabilities));
Assert.That(
duplicateCapabilities,
Is.Empty,
$"Capabilities listed multiple times in SharedCapabilities: " +
string.Join(", ", duplicateCapabilities));
});
}
private static IEnumerable<Type> GetTypeAndNestedTypes(Type type)
{
yield return type;
foreach (var nestedType in type.GetNestedTypes(BindingFlags.Public))
{
foreach (var result in GetTypeAndNestedTypes(nestedType))
yield return result;
}
}
}
}
CryptoExchange.Net.UnitTests/SharedParametersTests.cs
+180
View File
@@ -0,0 +1,180 @@
using NUnit.Framework;
using CryptoExchange.Net.SharedApis;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
internal class SharedParametersTests
{
[Test]
public void AllSharedAPIOptions_ShouldListAllDefaultParametersInRequestParameterRules()
{
var failures = new List<string>();
var optionsTypes = typeof(CapabilityOptions).Assembly
.GetTypes()
.Where(x => x.IsClass
&& !x.IsAbstract
&& typeof(CapabilityOptions).IsAssignableFrom(x))
.OrderBy(x => x.FullName)
.ToArray();
foreach (var optionsType in optionsTypes)
{
var genericOptionsType = GetGenericOptionsType(optionsType);
if (genericOptionsType == null)
{
if (optionsType == typeof(ClosePositionOptions))
continue;
failures.Add($"{optionsType.Name}: unable to determine request type");
continue;
}
var requestType = genericOptionsType.GetGenericArguments()[0];
var defaultRulesField = GetDefaultParameterRulesField(optionsType);
if (defaultRulesField == null)
{
failures.Add($"{optionsType.Name}: no _defaultParameterRules field found");
continue;
}
var rules = (RequestParameterDescription[]?)defaultRulesField.GetValue(null);
if (rules == null)
{
failures.Add($"{optionsType.Name}: _defaultParameterRules is null");
continue;
}
var constructorParameterNames = requestType
.GetConstructors(BindingFlags.Instance | BindingFlags.Public)
.SelectMany(x => x.GetParameters())
.Where(x => !string.Equals(
x.Name,
"exchangeParameters",
StringComparison.OrdinalIgnoreCase))
.Select(x => x.Name!)
.ToHashSet(StringComparer.OrdinalIgnoreCase);
var parameterProperties = requestType
.GetProperties(BindingFlags.Instance | BindingFlags.Public)
.Where(x => x.DeclaringType == requestType
|| constructorParameterNames.Contains(x.Name))
.Where(x => x.Name != nameof(SharedRequest.ExchangeParameters))
.Select(x => x.Name)
.OrderBy(x => x)
.ToArray();
var ruleNames = rules
.Select(x => x.Name)
.ToHashSet(StringComparer.Ordinal);
foreach (var parameterProperty in parameterProperties)
{
if (!ruleNames.Contains(parameterProperty))
{
failures.Add(
$"{optionsType.Name}: request property " +
$"{requestType.Name}.{parameterProperty} has no default request parameter rule");
}
}
}
Assert.That(
failures,
Is.Empty,
$"Missing default request parameter rules:{Environment.NewLine}" +
string.Join(Environment.NewLine, failures));
}
[Test]
public void RequiredExchangeParameter_ShouldAcceptNameOrAnyAlias()
{
const string exchange = "TestExchange";
var options = new GetTickerOptions(exchange)
{
ExchangeParameterRules =
[
ExchangeParameterRule.Required(
"Parameter",
"Test parameter",
1,
"Alias1",
"Alias2")
]
};
var missingResult = options.ValidateRequest(null, null, [TradingMode.Spot]);
var nameResult = options.ValidateRequest(
new ExchangeParameters(new ExchangeParameter(exchange, "Parameter", 1)),
null,
[TradingMode.Spot]);
var firstAliasResult = options.ValidateRequest(
new ExchangeParameters(new ExchangeParameter(exchange, "Alias1", 1)),
null,
[TradingMode.Spot]);
var secondAliasResult = options.ValidateRequest(
new ExchangeParameters(new ExchangeParameter(exchange, "Alias2", 1)),
null,
[TradingMode.Spot]);
Assert.Multiple(() =>
{
Assert.That(missingResult, Is.Not.Null);
Assert.That(nameResult, Is.Null);
Assert.That(firstAliasResult, Is.Null);
Assert.That(secondAliasResult, Is.Null);
});
}
[Test]
public void RequiredExchangeParameterWithoutAliases_ShouldBeRequired()
{
const string exchange = "TestExchange";
var options = new GetTickerOptions(exchange)
{
ExchangeParameterRules =
[
ExchangeParameterRule.Required(
"Parameter",
"Test parameter",
1)
]
};
var result = options.ValidateRequest(null, null, [TradingMode.Spot]);
Assert.That(result, Is.Not.Null);
}
private static Type? GetGenericOptionsType(Type optionsType)
{
for (var type = optionsType; type != null; type = type.BaseType)
{
if (type.IsGenericType
&& type.GetGenericTypeDefinition() == typeof(CapabilityOptions<,>))
return type;
}
return null;
}
private static FieldInfo? GetDefaultParameterRulesField(Type optionsType)
{
for (var type = optionsType; type != null; type = type.BaseType)
{
var field = type.GetField(
"_defaultParameterRules",
BindingFlags.Static | BindingFlags.NonPublic | BindingFlags.DeclaredOnly);
if (field != null)
return field;
}
return null;
}
}
}
CryptoExchange.Net/Clients/BaseApiClient.cs
+32 -1
View File
@@ -1,10 +1,13 @@
using System;
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.Objects.Errors;
using CryptoExchange.Net.Objects.Options;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Logging.Abstractions;
using System;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Clients
{
@@ -78,6 +81,11 @@ namespace CryptoExchange.Net.Clients
/// </summary>
protected internal virtual ErrorMapping ErrorMapping { get; } = new ErrorMapping([]);
/// <summary>
/// Current rate limit admission override
/// </summary>
protected readonly AsyncLocal<RateLimitAdmission?> AdmissionOverride = new();
/// <summary>
/// ctor
/// </summary>
@@ -122,6 +130,29 @@ namespace CryptoExchange.Net.Clients
/// </summary>
public ErrorInfo GetErrorInfo(string code, string? message = null) => ErrorMapping.GetErrorInfo(code.ToString(), message);
/// <inheritdoc />
public async Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation)
{
if (admission == null)
throw new ArgumentNullException(nameof(admission));
if (operation == null)
throw new ArgumentNullException(nameof(operation));
var previous = AdmissionOverride.Value;
AdmissionOverride.Value = admission;
try
{
return await operation().ConfigureAwait(false);
}
finally
{
AdmissionOverride.Value = previous;
}
}
/// <summary>
/// Dispose
/// </summary>
CryptoExchange.Net/Clients/RestApiClient.cs
+100 -2
View File
@@ -98,6 +98,10 @@ namespace CryptoExchange.Net.Clients
/// Configured environment name
/// </summary>
public abstract string EnvironmentName { get; }
/// <summary>
/// Request coalescer
/// </summary>
protected RequestCoalescer RequestCoalescer { get; }
/// <summary>
/// ctor
@@ -123,6 +127,7 @@ namespace CryptoExchange.Net.Clients
{
TimeOffsetManager.RegisterRestApi(ClientName);
RequestCoalescer = new RequestCoalescer(_logger);
RequestFactory.Configure(options, httpClient);
}
@@ -177,8 +182,7 @@ namespace CryptoExchange.Net.Clients
/// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param>
/// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
/// <param name="rateLimitKeySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <returns></returns>
protected virtual async Task<HttpResult<T>> SendAsync<T>(
protected virtual Task<HttpResult<T>> SendAsync<T>(
RequestDefinition definition,
Parameters? uriParameters,
Parameters? bodyParameters,
@@ -187,6 +191,61 @@ namespace CryptoExchange.Net.Clients
int? weight = null,
int? weightSingleLimiter = null,
string? rateLimitKeySuffix = null)
{
if (!ShouldCoalesce(definition, additionalHeaders))
{
return SendCoreAsync<T>(
definition,
uriParameters,
bodyParameters,
cancellationToken,
additionalHeaders,
weight,
weightSingleLimiter,
rateLimitKeySuffix);
}
var key = GetRequestCoalescingKey<T>(
definition,
uriParameters);
return RequestCoalescer.ExecuteAsync(
key,
requestCancellationToken => SendCoreAsync<T>(
definition,
uriParameters,
bodyParameters,
requestCancellationToken,
additionalHeaders,
weight,
weightSingleLimiter,
rateLimitKeySuffix),
() => HttpResult.Fail<T>(
Exchange,
new CancellationRequestedError()),
cancellationToken);
}
/// <summary>
/// Send a request to the base address based on the request definition
/// </summary>
/// <typeparam name="T">Response type</typeparam>
/// <param name="definition">Request definition</param>
/// <param name="uriParameters">Request query parameters</param>
/// <param name="bodyParameters">Request body parameters</param>
/// <param name="cancellationToken">Cancellation token</param>
/// <param name="additionalHeaders">Additional headers for this request</param>
/// <param name="weight">Override the request weight for this request definition, for example when the weight depends on the parameters</param>
/// <param name="weightSingleLimiter">Specify the weight to apply to the individual rate limit guard for this request</param>
/// <param name="rateLimitKeySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
protected virtual async Task<HttpResult<T>> SendCoreAsync<T>(RequestDefinition definition,
Parameters? uriParameters,
Parameters? bodyParameters,
CancellationToken cancellationToken,
Dictionary<string, string>? additionalHeaders = null,
int? weight = null,
int? weightSingleLimiter = null,
string? rateLimitKeySuffix = null)
{
var requestId = ExchangeHelpers.NextId();
if (definition.Authenticated && GetAuthenticationProvider() == null)
@@ -291,6 +350,9 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled)
{
var admissionOverride = AdmissionOverride.Value ?? ClientOptions.RateLimitAdmission?.Invoke(definition, requestWeight);
var rateRatio = admissionOverride?.MaxUtilizationRatio ?? 1.0;
var limitResult = await definition.RateLimitGate.ProcessAsync(
_logger,
requestId,
@@ -300,6 +362,7 @@ namespace CryptoExchange.Net.Clients
requestWeight,
ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix + ClientOptions.RateLimitGroup,
rateRatio,
cancellationToken).ConfigureAwait(false);
if (!limitResult.Success)
return limitResult.Error!;
@@ -315,6 +378,9 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled)
{
var singleRequestWeight = weightSingleLimiter ?? 1;
var admissionOverride = AdmissionOverride.Value ?? ClientOptions.RateLimitAdmission?.Invoke(definition, singleRequestWeight);
var rateRatio = admissionOverride?.MaxUtilizationRatio ?? 1.0;
var limitResult = await definition.RateLimitGate.ProcessSingleAsync(
_logger,
requestId,
@@ -325,6 +391,7 @@ namespace CryptoExchange.Net.Clients
singleRequestWeight,
ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix,
rateRatio,
cancellationToken).ConfigureAwait(false);
if (!limitResult.Success)
return limitResult.Error!;
@@ -688,7 +755,10 @@ namespace CryptoExchange.Net.Clients
stringData = stringSerializer.Serialize(parameters.BodyValue);
}
else
{
stringData = stringSerializer.Serialize(parameters);
}
request.SetContent(stringData, RequestBodyContentEncoding, contentType);
}
else if (contentType == Constants.FormContentHeader)
@@ -808,6 +878,34 @@ namespace CryptoExchange.Net.Clients
return definition.FullUrl + definition + parameters?.ToFormData();
}
/// <summary>
/// Whether a request can be coalesced or not
/// </summary>
protected virtual bool ShouldCoalesce(
RequestDefinition definition,
Dictionary<string, string>? additionalHeaders)
{
return ClientOptions.RequestCoalescingEnabled // Enabled in client options
&& !definition.PreventRequestCoalescing // Enabled in request definition
&& definition.Method == HttpMethod.Get // Is a GET request
&& !definition.Authenticated // Not an authenticated request
&& (additionalHeaders == null || additionalHeaders.Count == 0); // No additional headers that might change the response
}
/// <summary>
/// Get a unique key for coalescing requests based on the request definition, parameters, and the type of the expected response.
/// </summary>
protected virtual RequestCoalescingKey GetRequestCoalescingKey<T>(
RequestDefinition definition,
Parameters? uriParameters)
{
return new RequestCoalescingKey(
definition.Method.Method,
definition.FullUrl,
uriParameters?.ToFormData(),
typeof(T));
}
/// <inheritdoc />
public virtual void SetOptions(UpdateOptions options)
{
CryptoExchange.Net/Clients/SocketApiClient.cs
+2
View File
@@ -858,6 +858,8 @@ namespace CryptoExchange.Net.Clients
ReconnectInterval = ClientOptions.ReconnectInterval,
RateLimiter = ClientOptions.RateLimiterEnabled ? RateLimiter : null,
RateLimitingBehavior = ClientOptions.RateLimitingBehaviour,
RateLimitAdmissionCallbackOptions = (def, weight) => ClientOptions.RateLimitAdmission?.Invoke(def, weight),
RateLimitAdmissionCallbackRequest = () => AdmissionOverride.Value,
Proxy = ClientOptions.Proxy,
Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout,
ReceiveBufferSize = ClientOptions.ReceiveBufferSize,
CryptoExchange.Net/ExtensionMethods.cs
+64 -8
View File
@@ -1,15 +1,20 @@
using CryptoExchange.Net.Interfaces;
using CryptoExchange.Net.Clients;
using CryptoExchange.Net.Interfaces;
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.DependencyInjection;
using System;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Globalization;
using System.IO;
using System.IO.Compression;
using System.Linq;
using System.Runtime.InteropServices;
using System.Text;
using System.Threading.Tasks;
using System.Web;
namespace CryptoExchange.Net
@@ -145,25 +150,42 @@ namespace CryptoExchange.Net
/// <returns></returns>
public static string ToFormData(this IDictionary<string, object> parameters)
{
var formData = HttpUtility.ParseQueryString(string.Empty);
var result = new StringBuilder();
var first = true;
void Append(string key, object value)
{
if (!first)
result.Append('&');
first = false;
if (!string.IsNullOrEmpty(key))
{
result.Append(HttpUtility.UrlEncode(key, Encoding.UTF8));
result.Append('=');
}
var text = string.Format(CultureInfo.InvariantCulture, "{0}", value);
result.Append(HttpUtility.UrlEncode(text, Encoding.UTF8));
}
foreach (var kvp in parameters)
{
if (kvp.Value is null)
continue;
if (kvp.Value.GetType().IsArray)
if (kvp.Value is Array array)
{
var array = (Array)kvp.Value;
foreach (var value in array)
formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", value));
Append(kvp.Key, value);
}
else
{
formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", kvp.Value));
Append(kvp.Key, kvp.Value);
}
}
return formData.ToString()!;
return result.ToString();
}
/// <summary>
@@ -395,7 +417,6 @@ namespace CryptoExchange.Net
services.AddTransient(x => (IBookTickerRestClient)client(x)!);
if (typeof(ITransferRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (ITransferRestClient)client(x)!);
if (typeof(ISpotOrderRestClient).IsAssignableFrom(typeof(T)))
services.AddTransient(x => (ISpotOrderRestClient)client(x)!);
if (typeof(ISpotSymbolRestClient).IsAssignableFrom(typeof(T)))
@@ -493,6 +514,41 @@ namespace CryptoExchange.Net
return bytes;
}
/// <summary>
/// Execute an operation with a specific rate limit admission rule
/// </summary>
/// <param name="client">Client</param>
/// <param name="admission">Rate limit admission rule</param>
/// <param name="operation">Operation to execute</param>
public static Task<TResult> WithRateLimitAdmissionAsync<TClient, TResult>(
this TClient client,
RateLimitAdmission admission,
Func<TClient, Task<TResult>> operation)
where TClient : IRateLimitAdmissionClient
{
return client.WithRateLimitAdmissionAsync(
admission,
() => operation(client));
}
/// <summary>
/// Return the task results in the form of an IAsyncEnumerable, returning the first completed task first
/// </summary>
/// <typeparam name="T">Type of task result</typeparam>
/// <param name="tasks">Task list</param>
public static async IAsyncEnumerable<T> ParallelEnumerateAsync<T>(this IEnumerable<Task<T>> tasks)
{
var remaining = new List<Task<T>>(tasks);
while (remaining.Count != 0)
{
var task = await Task.WhenAny(remaining).ConfigureAwait(false);
remaining.Remove(task);
yield return await task.ConfigureAwait(false);
}
}
}
}
CryptoExchange.Net/Interfaces/Clients/IBaseApiClient.cs
+2 -4
View File
@@ -1,6 +1,4 @@
using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.Objects.Options;
using CryptoExchange.Net.SharedApis;
using CryptoExchange.Net.SharedApis;
using System;
namespace CryptoExchange.Net.Interfaces.Clients
@@ -8,7 +6,7 @@ namespace CryptoExchange.Net.Interfaces.Clients
/// <summary>
/// Base api client
/// </summary>
public interface IBaseApiClient
public interface IBaseApiClient : IRateLimitAdmissionClient
{
/// <summary>
/// Exchange name
CryptoExchange.Net/Interfaces/IRateLimitAdmissionClient.cs
+22
View File
@@ -0,0 +1,22 @@
using CryptoExchange.Net.RateLimiting;
using System;
using System.Collections.Generic;
using System.Text;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Interfaces
{
/// <summary>
/// A client supporting rate limit admission rules
/// </summary>
public interface IRateLimitAdmissionClient
{
/// <summary>
/// Execute an operation with a specific rate limit admission rule
/// </summary>
Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation);
}
}
CryptoExchange.Net/Logging/Extensions/RestApiClientLoggingExtensions.cs
+11
View File
@@ -22,6 +22,7 @@ namespace CryptoExchange.Net.Logging.Extensions
private static readonly Action<ILogger, string, Exception?> _restApiCacheHit;
private static readonly Action<ILogger, string, Exception?> _restApiCacheNotHit;
private static readonly Action<ILogger, int?, Exception?> _restApiCancellationRequested;
private static readonly Action<ILogger, string, string, Exception?> _restApiRequestsJoined;
static RestApiClientLoggingExtensions()
{
@@ -90,6 +91,10 @@ namespace CryptoExchange.Net.Logging.Extensions
new EventId(4012, "RestApiCancellationRequested"),
"[Req {RequestId}] request cancelled by user");
_restApiRequestsJoined = LoggerMessage.Define<string, string>(
LogLevel.Debug,
new EventId(4013, "RestApiRequestsJoined"),
"Request for {Method} {Path} joined with in flight request");
}
public static void RestApiErrorReceived(this ILogger logger, int? requestId, HttpStatusCode? responseStatusCode, long responseTime, string? error, string? originalData, Exception? exception)
@@ -151,9 +156,15 @@ namespace CryptoExchange.Net.Logging.Extensions
{
_restApiCacheNotHit(logger, key, null);
}
public static void RestApiCancellationRequested(this ILogger logger, int? requestId)
{
_restApiCancellationRequested(logger, requestId, null);
}
public static void RestApiRequestsJoined(this ILogger logger, string method, string path)
{
_restApiRequestsJoined(logger, method, path, null);
}
}
}
CryptoExchange.Net/Objects/Options/ExchangeOptions.cs
+7
View File
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.RateLimiting;
using System;
namespace CryptoExchange.Net.Objects.Options
@@ -41,6 +42,12 @@ namespace CryptoExchange.Net.Objects.Options
/// </summary>
public RateLimitingBehaviour RateLimitingBehaviour { get; set; } = RateLimitingBehaviour.Wait;
/// <summary>
/// A delegate receiving the request definition and the request weight that can be used to determine whether a request should be admitted or rejected based
/// on the request definition and the current rate limit usage ratio. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RequestDefinition, int, RateLimitAdmission>? RateLimitAdmission { get; set; }
/// <inheritdoc />
public override string ToString()
{
CryptoExchange.Net/Objects/Options/RestExchangeOptions.cs
+7
View File
@@ -34,6 +34,11 @@ namespace CryptoExchange.Net.Objects.Options
= new Version(1, 1);
#endif
/// <summary>
/// Whether concurrent identical REST requests may share the same in-flight request when allowed by the request definition.
/// </summary>
public bool RequestCoalescingEnabled { get; set; } = true;
/// <summary>
/// Http client keep alive interval for keeping connections open. Only applied when using dotnet8.0 or higher and dependency injection
/// </summary>
@@ -70,9 +75,11 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.CachingEnabled = CachingEnabled;
item.CachingMaxAge = CachingMaxAge;
item.HttpVersion = HttpVersion;
item.RequestCoalescingEnabled = RequestCoalescingEnabled;
item.HttpKeepAliveInterval = HttpKeepAliveInterval;
#if NET5_0_OR_GREATER
item.HttpMaxConnectionsPerServer = HttpMaxConnectionsPerServer;
CryptoExchange.Net/Objects/Options/SocketExchangeOptions.cs
+1
View File
@@ -105,6 +105,7 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.ReceiveBufferSize = ReceiveBufferSize;
return item;
}
CryptoExchange.Net/Objects/RequestCoalescer.cs
+277
View File
@@ -0,0 +1,277 @@
using CryptoExchange.Net.Logging.Extensions;
using Microsoft.Extensions.Logging;
using System;
using System.Collections.Generic;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Objects
{
/// <summary>
/// Request coalescer, used to detect multiple identical requests and wait for and return only a single actual request result
/// </summary>
public class RequestCoalescer
{
private sealed class RequestEntry
{
public RequestCoalescingKey Key { get; }
public CancellationTokenSource CancellationSource { get; } = new();
public Lazy<Task<object>> Request { get; set; } = null!;
public int ListenerCount { get; set; }
public bool Completed { get; set; }
public bool CancellationInProgress { get; set; }
public bool Disposed { get; set; }
public RequestEntry(RequestCoalescingKey key)
{
Key = key;
}
}
private readonly object _sync = new();
private readonly ILogger _logger;
private readonly Dictionary<RequestCoalescingKey, RequestEntry> _requests = new();
/// <summary>
/// ctor
/// </summary>
public RequestCoalescer(ILogger logger)
{
_logger = logger;
}
/// <summary>
/// Execute a request, coalescing identical requests into a single request
/// </summary>
public Task<TResult> ExecuteAsync<TResult>(
RequestCoalescingKey key,
Func<CancellationToken, Task<TResult>> requestFactory,
Func<TResult> cancellationResultFactory,
CancellationToken cancellationToken)
{
if (cancellationToken.IsCancellationRequested)
return Task.FromResult(cancellationResultFactory());
RequestEntry entry;
bool joined;
lock (_sync)
{
joined = _requests.TryGetValue(key, out entry!);
if (!joined)
{
entry = CreateEntry(key, requestFactory);
_requests.Add(key, entry);
}
entry.ListenerCount++;
}
if (joined)
_logger.RestApiRequestsJoined(key.Method, key.Url);
return WaitAsync(
entry,
cancellationResultFactory,
cancellationToken);
}
private RequestEntry CreateEntry<TResult>(
RequestCoalescingKey key,
Func<CancellationToken, Task<TResult>> requestFactory)
{
var entry = new RequestEntry(key);
entry.Request = new Lazy<Task<object>>(
() => ExecuteCoreAsync(
entry,
async requestCancellationToken =>
(await requestFactory(requestCancellationToken).ConfigureAwait(false))!),
LazyThreadSafetyMode.ExecutionAndPublication);
return entry;
}
private async Task<object> ExecuteCoreAsync(
RequestEntry entry,
Func<CancellationToken, Task<object>> requestFactory)
{
try
{
return await requestFactory(entry.CancellationSource.Token).ConfigureAwait(false);
}
finally
{
CompleteRequest(entry);
}
}
private async Task<TResult> WaitAsync<TResult>(
RequestEntry entry,
Func<TResult> cancellationResultFactory,
CancellationToken cancellationToken)
{
try
{
var requestTask = entry.Request.Value;
if (!cancellationToken.CanBeCanceled)
return (TResult)await requestTask.ConfigureAwait(false);
var cancellationCompletion = new TaskCompletionSource<bool>(TaskCreationOptions.RunContinuationsAsynchronously);
using (cancellationToken.Register(
state => ((TaskCompletionSource<bool>)state!).TrySetResult(true),
cancellationCompletion))
{
var completedTask = await Task.WhenAny(requestTask, cancellationCompletion.Task).ConfigureAwait(false);
if (completedTask != requestTask)
return cancellationResultFactory();
}
return (TResult)await requestTask.ConfigureAwait(false);
}
finally
{
ReleaseListener(entry);
}
}
private void ReleaseListener(RequestEntry entry)
{
var cancelRequest = false;
var disposeCancellationSource = false;
lock (_sync)
{
entry.ListenerCount--;
if (entry.ListenerCount == 0)
{
if (!entry.Completed)
{
// Remove the entry before canceling it. A caller arriving
// after this point must create a new physical request
// instead of joining one that is being canceled.
RemoveEntry(entry);
entry.CancellationInProgress = true;
cancelRequest = true;
}
else if (!entry.Disposed)
{
entry.Disposed = true;
disposeCancellationSource = true;
}
}
}
if (cancelRequest)
{
try
{
entry.CancellationSource.Cancel();
}
catch (Exception exception)
{
// Cancellation callbacks are external to the coalescer and
// must not cause an exception to escape the library.
_logger.LogWarning(
exception,
"Error canceling in-flight request {Method} {Url}",
entry.Key.Method,
entry.Key.Url);
}
finally
{
CompleteCancellation(entry);
}
}
else if (disposeCancellationSource)
{
entry.CancellationSource.Dispose();
}
}
private void CompleteCancellation(RequestEntry entry)
{
var disposeCancellationSource = false;
lock (_sync)
{
entry.CancellationInProgress = false;
if (entry.Completed
&& entry.ListenerCount == 0
&& !entry.Disposed)
{
entry.Disposed = true;
disposeCancellationSource = true;
}
}
if (disposeCancellationSource)
entry.CancellationSource.Dispose();
}
private void CompleteRequest(RequestEntry entry)
{
var disposeCancellationSource = false;
lock (_sync)
{
entry.Completed = true;
// Only remove this specific entry. If all listeners canceled,
// a replacement request may already have been created for the
// same key.
RemoveEntry(entry);
if (entry.ListenerCount == 0
&& !entry.CancellationInProgress
&& !entry.Disposed)
{
entry.Disposed = true;
disposeCancellationSource = true;
}
}
if (disposeCancellationSource)
entry.CancellationSource.Dispose();
}
/// <summary>
/// Remove an entry when it is still the current entry for its key.
/// Must only be called while holding <see cref="_sync"/>.
/// </summary>
private void RemoveEntry(RequestEntry entry)
{
if (_requests.TryGetValue(entry.Key, out var current)
&& ReferenceEquals(current, entry))
{
_requests.Remove(entry.Key);
}
}
}
/// <summary>
/// Key used to identify identical requests for coalescing
/// </summary>
/// <param name="Method">Request method</param>
/// <param name="Url">Request URL</param>
/// <param name="Parameters">Request parameter string</param>
/// <param name="ResponseType">Response type</param>
public sealed record RequestCoalescingKey(
string Method,
string Url,
string? Parameters,
Type ResponseType);
}
CryptoExchange.Net/Objects/RequestDefinition.cs
+5
View File
@@ -101,6 +101,11 @@ namespace CryptoExchange.Net.Objects
}
}
/// <summary>
/// Whether concurrent identical requests should be prevented from sharing the same request/response
/// </summary>
public bool PreventRequestCoalescing { get; set; }
/// <summary>
/// ctor
/// </summary>
CryptoExchange.Net/Objects/RequestDefinitionCache.cs
+4 -1
View File
@@ -53,6 +53,7 @@ namespace CryptoExchange.Net.Objects
/// <param name="tryParseOnNonSuccess">Try parse the response even when status is not success</param>
/// <param name="forcePathEndWithSlash">Force trailing `/`</param>
/// <param name="identifier">Optional request identifier override</param>
/// <param name="preventRequestCoalescing">Whether concurrent identical requests should be prevented from sharing the same request/response</param>
/// <returns></returns>
public RequestDefinition GetOrCreate(
HttpMethod method,
@@ -68,7 +69,8 @@ namespace CryptoExchange.Net.Objects
bool? preventCaching = null,
bool? tryParseOnNonSuccess = null,
bool? forcePathEndWithSlash = null,
string? identifier = null)
string? identifier = null,
bool? preventRequestCoalescing = null)
{
var identifierToUse = identifier ?? $"{path}{method.Method}{baseAddress}";
if (!_definitions.TryGetValue(identifierToUse, out var def))
@@ -85,6 +87,7 @@ namespace CryptoExchange.Net.Objects
PreventCaching = preventCaching ?? false,
TryParseOnNonSuccess = tryParseOnNonSuccess ?? false,
ForcePathEndWithSlash = forcePathEndWithSlash ?? false,
PreventRequestCoalescing = preventRequestCoalescing ?? false,
};
_definitions.TryAdd(identifierToUse, def);
}
CryptoExchange.Net/Objects/Results/CallResult.cs
+1 -1
View File
@@ -97,7 +97,7 @@ public record CallResult<T> : CallResult, ICallResult<T>
/// Call result for an exchange
/// </summary>
/// <typeparam name="T">Data type</typeparam>
public record ExchangeCallResult<T> : CallResult<T>
public record ExchangeCallResult<T> : CallResult<T>, IExchangeCallResult<T>
{
/// <summary>
/// Exchange name
CryptoExchange.Net/Objects/Results/ICallResult.cs
+19
View File
@@ -41,3 +41,22 @@ public interface ICallResult<T> : ICallResult
/// </summary>
T? Data { get; }
}
/// <summary>
/// Exchange call result
/// </summary>
public interface IExchangeCallResult : ICallResult
{
/// <summary>
/// Exchange name
/// </summary>
public string Exchange { get; }
}
/// <summary>
/// Exchange call result
/// </summary>
/// <typeparam name="T">Result data type</typeparam>
public interface IExchangeCallResult<T> : IExchangeCallResult, ICallResult<T>
{
}
CryptoExchange.Net/Objects/Results/IHttpResult.cs
+2 -6
View File
@@ -10,12 +10,8 @@ namespace CryptoExchange.Net.Objects
/// <summary>
/// HTTP call result
/// </summary>
public interface IHttpResult : ICallResult
public interface IHttpResult : ICallResult, IExchangeCallResult
{
/// <summary>
/// Exchange name
/// </summary>
string Exchange { get; init; }
/// <summary>
/// The original data returned by the call, only available when `OutputOriginalData` is set to `true` in the client options
/// </summary>
@@ -79,7 +75,7 @@ namespace CryptoExchange.Net.Objects
/// HTTP call result
/// </summary>
/// <typeparam name="T">Result data type</typeparam>
public interface IHttpResult<T> : IHttpResult, ICallResult<T>
public interface IHttpResult<T> : IHttpResult, IExchangeCallResult<T>
{
}
}
CryptoExchange.Net/Objects/Results/IWebSocketResult.cs
+2 -7
View File
@@ -10,13 +10,8 @@ namespace CryptoExchange.Net.Objects
/// <summary>
/// WebSocket call result
/// </summary>
public interface IWebSocketResult : ICallResult
public interface IWebSocketResult : ICallResult, IExchangeCallResult
{
/// <summary>
/// Exchange name
/// </summary>
string Exchange { get; init; }
/// <summary>
/// The request id
/// </summary>
@@ -42,7 +37,7 @@ namespace CryptoExchange.Net.Objects
/// WebSocket call result
/// </summary>
/// <typeparam name="T">Data result type</typeparam>
public interface IWebSocketResult<T> : IWebSocketResult, ICallResult<T>
public interface IWebSocketResult<T> : IWebSocketResult, IExchangeCallResult<T>
{
}
CryptoExchange.Net/Objects/Sockets/DataEvent.cs
+4 -1
View File
@@ -165,7 +165,10 @@ namespace CryptoExchange.Net.Objects.Sockets
{
StreamId = StreamId,
UpdateType = UpdateType,
Symbol = Symbol
Symbol = Symbol,
DataTime = DataTime,
DataTimeLocal = DataTimeLocal,
SequenceNumber = SequenceNumber
};
}
CryptoExchange.Net/Objects/Sockets/WebSocketParameters.cs
+13 -1
View File
@@ -1,4 +1,5 @@
using CryptoExchange.Net.RateLimiting.Interfaces;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.RateLimiting.Interfaces;
using System;
using System.Collections.Generic;
using System.Text;
@@ -64,6 +65,17 @@ namespace CryptoExchange.Net.Objects.Sockets
/// </summary>
public RateLimitingBehaviour RateLimitingBehavior { get; set; }
/// <summary>
/// A delegate receiving the request definition and the request weight that can be used to determine whether a request should be admitted or rejected based
/// on the request definition and the current rate limit usage ratio. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RequestDefinition, int, RateLimitAdmission?>? RateLimitAdmissionCallbackOptions { get; set; }
/// <summary>
/// A delegate for retrieving the current rate limit admission decision for a specific request. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RateLimitAdmission?>? RateLimitAdmissionCallbackRequest { get; set; }
/// <summary>
/// Encoding for sending/receiving data
/// </summary>
CryptoExchange.Net/RateLimiting/Guards/RateLimitGuard.cs
+16 -8
View File
@@ -36,6 +36,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
private readonly Dictionary<string, IWindowTracker> _trackers;
private readonly RateLimitWindowType _windowType;
private readonly double? _decayRate;
private readonly TimeSpan _safetyMargin;
private readonly int? _connectionWeight;
private readonly Func<RequestDefinition, string?, string> _keySelector;
private readonly SemaphoreSlim? _sharedGuardSemaphore;
@@ -54,6 +55,10 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// The time period for the limit
/// </summary>
public TimeSpan TimeSpan { get; }
/// <summary>
/// Additional time to wait after a rate limit window expires to account for latency and timing differences
/// </summary>
public TimeSpan SafetyMargin => _safetyMargin;
/// <summary>
/// Whether this guard is shared between multiple gates
@@ -68,11 +73,12 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <param name="limit">Limit per period</param>
/// <param name="timeSpan">Timespan for the period</param>
/// <param name="windowType">Type of rate limit window</param>
/// <param name="safetyMargin">Additional time to wait after a window expires, or null to use the default margin</param>
/// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
/// <param name="connectionWeight">The weight of a new connection</param>
/// <param name="shared">Whether this guard is shared between multiple gates</param>
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
: this(keySelector, new[] { filter }, limit, timeSpan, windowType, decayPerTimeSpan, connectionWeight, shared)
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false, TimeSpan? safetyMargin = null)
: this(keySelector, new[] { filter }, limit, timeSpan, windowType, decayPerTimeSpan, connectionWeight, shared, safetyMargin)
{
}
@@ -84,10 +90,11 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <param name="limit">Limit per period</param>
/// <param name="timeSpan">Timespan for the period</param>
/// <param name="windowType">Type of rate limit window</param>
/// <param name="safetyMargin">Additional time to wait after a window expires, or null to use the default margin</param>
/// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
/// <param name="connectionWeight">The weight of a new connection</param>
/// <param name="shared">Whether this guard is shared between multiple gates</param>
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false, TimeSpan? safetyMargin = null)
{
_filters = filters;
_trackers = new Dictionary<string, IWindowTracker>();
@@ -97,6 +104,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
SharedGuard = shared;
_keySelector = keySelector;
_decayRate = decayPerTimeSpan;
_safetyMargin = safetyMargin ?? WindowTrackerHelpers.GetDefaultSafetyMargin(timeSpan); ;
_connectionWeight = connectionWeight;
if (SharedGuard)
@@ -104,7 +112,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{
foreach (var filter in _filters)
{
@@ -127,7 +135,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker);
}
var delay = tracker.GetWaitTime(requestWeight);
var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
if (delay == default)
return LimitCheck.NotNeeded(Limit, TimeSpan, tracker.Current);
@@ -205,9 +213,9 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <returns></returns>
protected IWindowTracker CreateTracker()
{
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(Limit, TimeSpan)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(Limit, TimeSpan)
: _windowType == RateLimitWindowType.FixedAfterFirst ? new FixedAfterStartWindowTracker(Limit, TimeSpan) :
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(Limit, TimeSpan, _safetyMargin)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(Limit, TimeSpan, _safetyMargin)
: _windowType == RateLimitWindowType.FixedAfterFirst ? new FixedAfterStartWindowTracker(Limit, TimeSpan, _safetyMargin) :
new DecayWindowTracker(Limit, TimeSpan, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
}
}
CryptoExchange.Net/RateLimiting/Guards/RetryAfterGuard.cs
+1 -1
View File
@@ -42,7 +42,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{
if (type != Type)
return LimitCheck.NotApplicable;
CryptoExchange.Net/RateLimiting/Guards/SingleLimitGuard.cs
+15 -7
View File
@@ -24,6 +24,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
private readonly Dictionary<string, IWindowTracker> _trackers;
private readonly RateLimitWindowType _windowType;
private readonly double? _decayRate;
private readonly TimeSpan _safetyMargin;
private readonly int _limit;
private readonly TimeSpan _period;
private readonly Func<RequestDefinition, string?, string> _keySelector;
@@ -32,7 +33,12 @@ namespace CryptoExchange.Net.RateLimiting.Guards
public string Name => "EndpointLimitGuard";
/// <inheritdoc />
public string Description => $"Limit requests to endpoint";
public string Description => _windowType == RateLimitWindowType.Decay ? $"Endpoint limit of {_limit} with a decay rate of {_decayRate}" : $"Limit of {_limit} per {_period}";
/// <summary>
/// Additional time to wait after a rate limit window expires to account for latency and timing differences
/// </summary>
public TimeSpan SafetyMargin => _safetyMargin;
/// <summary>
/// ctor
@@ -41,19 +47,21 @@ namespace CryptoExchange.Net.RateLimiting.Guards
int limit,
TimeSpan period,
RateLimitWindowType windowType,
double? decayRate = null,
Func<RequestDefinition, string?, string>? keySelector = null)
TimeSpan? safetyMargin = null,
Func<RequestDefinition, string?, string>? keySelector = null,
double? decayRate = null)
{
_limit = limit;
_period = period;
_windowType = windowType;
_decayRate = decayRate;
_safetyMargin = safetyMargin ?? WindowTrackerHelpers.GetDefaultSafetyMargin(period);
_keySelector = keySelector ?? Default;
_trackers = new Dictionary<string, IWindowTracker>();
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{
var key = _keySelector(definition, apiKey) + keySuffix;
if (!_trackers.TryGetValue(key, out var tracker))
@@ -62,7 +70,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker);
}
var delay = tracker.GetWaitTime(requestWeight);
var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
if (delay == default)
return LimitCheck.NotNeeded(_limit, _period, tracker.Current);
@@ -84,8 +92,8 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <returns></returns>
protected IWindowTracker CreateTracker()
{
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(_limit, _period)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(_limit, _period) :
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(_limit, _period, _safetyMargin)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(_limit, _period, _safetyMargin) :
new DecayWindowTracker(_limit, _period, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
}
CryptoExchange.Net/RateLimiting/Interfaces/IRateLimitGate.cs
+26 -3
View File
@@ -53,9 +53,20 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="requestWeight">Request weight</param>
/// <param name="behaviour">Behaviour when rate limit is hit</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="ct">Cancelation token</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancellation token</param>
/// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
ValueTask<CallResult> ProcessAsync(
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour behaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct);
/// <summary>
/// Enforces the rate limit as defined in the request definition. When a rate limit is hit will wait for the rate limit to pass if RateLimitingBehaviour is Wait, or return an error if it is set to Fail
@@ -69,9 +80,21 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="behaviour">Behaviour when rate limit is hit</param>
/// <param name="requestWeight">The weight to apply to the limit guard</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancelation token</param>
/// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
ValueTask<CallResult> ProcessSingleAsync(ILogger logger, int itemId, IRateLimitGuard guard, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
ValueTask<CallResult> ProcessSingleAsync(
ILogger logger,
int itemId,
IRateLimitGuard guard,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour behaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct);
/// <summary>
/// Reset the limit for the specified parameters
CryptoExchange.Net/RateLimiting/Interfaces/IRateLimitGuard.cs
+2 -1
View File
@@ -25,8 +25,9 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="apiKey">The API key</param>
/// <param name="requestWeight">The request weight</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <returns></returns>
LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix);
LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio);
/// <summary>
/// Apply the request to this guard with the specified weight
CryptoExchange.Net/RateLimiting/Interfaces/IWindowTracker.cs
+1 -3
View File
@@ -22,9 +22,7 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <summary>
/// Get the time to wait to fit the weight
/// </summary>
/// <param name="weight"></param>
/// <returns></returns>
TimeSpan GetWaitTime(int weight);
TimeSpan GetWaitTime(int weight, double allowedRateRatio);
/// <summary>
/// Register the weight in this window
/// </summary>
CryptoExchange.Net/RateLimiting/RateLimitAdmission.cs
+32
View File
@@ -0,0 +1,32 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.RateLimiting
{
/// <summary>
/// Rate limit admission decision result
/// </summary>
public record RateLimitAdmission
{
/// <summary>
/// Value ratio between 0 and 1
/// </summary>
public double MaxUtilizationRatio { get; }
private RateLimitAdmission(double maxUtilizationValue) {
if (maxUtilizationValue <= 0 || maxUtilizationValue > 1)
throw new ArgumentOutOfRangeException(nameof(maxUtilizationValue), "Max utilization value must be bigger than 0 and less than or equal to 1");
MaxUtilizationRatio = maxUtilizationValue;
}
/// <summary>
/// Only allow the request when below a certain ratio of the rate limit, for example 0.5 means it can use a max of 50% of the rate limit,
/// 1 means it's allowed to use the full rate limit.
/// </summary>
/// <param name="value">0.5 means a max use 50% of the rate limit, 1 means the request is allowed to use the full rate limit</param>
public static RateLimitAdmission WithMaxUtilizationRatio(double value)
=> new RateLimitAdmission(value);
}
}
CryptoExchange.Net/RateLimiting/RateLimitGate.cs
+40 -8
View File
@@ -37,14 +37,24 @@ namespace CryptoExchange.Net.RateLimiting
}
/// <inheritdoc />
public async ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct)
public async ValueTask<CallResult> ProcessAsync(
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
bool release = true;
_waitingCount++;
try
{
return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
}
catch (TaskCanceledException tce)
{
@@ -71,6 +81,7 @@ namespace CryptoExchange.Net.RateLimiting
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
@@ -78,7 +89,7 @@ namespace CryptoExchange.Net.RateLimiting
_waitingCount++;
try
{
return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
}
catch (TaskCanceledException tce)
{
@@ -94,12 +105,23 @@ namespace CryptoExchange.Net.RateLimiting
}
}
private async ValueTask<CallResult> CheckGuardsAsync(IEnumerable<IRateLimitGuard> guards, ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct)
private async ValueTask<CallResult> CheckGuardsAsync(
IEnumerable<IRateLimitGuard> guards,
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
foreach (var guard in guards)
{
// Check if a wait is needed for this guard
var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix);
var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix, allowedRateRatio);
if (result.Delay != TimeSpan.Zero && rateLimitingBehaviour == RateLimitingBehaviour.Fail)
{
// Delay is needed and limit behaviour is to fail the request
@@ -109,7 +131,10 @@ namespace CryptoExchange.Net.RateLimiting
logger.RateLimitRequestFailed(itemId, definition.Path, guard.Name, guard.Description);
RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
return CallResult.Fail(new ClientRateLimitError($"Rate limit check failed on guard {guard.Name}; {guard.Description}"));
var errorMsg = $"Rate limit check failed on guard {guard.Name}; {guard.Description}";
if (allowedRateRatio < 1)
errorMsg += $" with allowed ratio {allowedRateRatio}";
return CallResult.Fail(new ClientRateLimitError(errorMsg));
}
if (result.Delay != TimeSpan.Zero)
@@ -117,7 +142,14 @@ namespace CryptoExchange.Net.RateLimiting
// Delay is needed and limit behaviour is to wait for the request to be under the limit
_semaphore.Release();
var description = result.Limit == null ? guard.Description : $"{guard.Description}, Request weight: {requestWeight}, Current: {result.Current}, Limit: {result.Limit}, requests now being limited: {_waitingCount}";
var description =
result.Limit == null
? guard.Description
: $"{guard.Description}, Request weight: {requestWeight}," +
$" Current: {result.Current}" +
$", Limit: {result.Limit}" +
(allowedRateRatio < 1 ? $", Allowed ratio: {allowedRateRatio}" : "") +
$", requests now being limited: {_waitingCount}";
if (type == RateLimitItemType.Connection)
logger.RateLimitDelayingConnection(itemId, result.Delay, guard.Name, description);
else
@@ -126,7 +158,7 @@ namespace CryptoExchange.Net.RateLimiting
RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
await Task.Delay((int)result.Delay.TotalMilliseconds + 1, ct).ConfigureAwait(false);
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
}
}
CryptoExchange.Net/RateLimiting/Trackers/DecayWindowTracker.cs
+94 -40
View File
@@ -18,9 +18,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private int _currentWeight = 0;
private DateTime _lastDecrease = DateTime.UtcNow;
private double _decayProgress;
public DecayWindowTracker(int limit, TimeSpan period, double decayRate)
public DecayWindowTracker(
int limit,
TimeSpan period,
double decayRate)
{
if (period <= TimeSpan.Zero)
throw new ArgumentOutOfRangeException(nameof(period));
if (decayRate <= 0)
throw new ArgumentOutOfRangeException(nameof(decayRate));
Limit = limit;
TimePeriod = period;
DecreaseRate = decayRate;
@@ -31,73 +40,118 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
{
if (amount == null)
{
_lastDecrease = DateTime.UtcNow;
_currentWeight = 0;
ResetState();
return;
}
else
{
_currentWeight = Math.Max(0, _currentWeight - amount.Value);
}
if (_currentWeight == 0)
ResetState();
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Decrease the counter based on the last update time and decay rate
DecreaseCounter(DateTime.UtcNow);
var now = DateTime.UtcNow;
DecreaseCounter(now);
if ((Current + weight) / (double)Limit <= allowedRateRatio)
return TimeSpan.Zero;
if (Current + weight > Limit)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
if (allowedRateRatio < 1)
{
throw new Exception(
"Request limit reached max utilization. " +
"This request can never execute with the current rate limiter configuration. " +
$"Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, " +
$"AllowedRateRatio: {allowedRateRatio}");
}
// Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime(weight);
throw new Exception(
"Request limit reached without any prior request. " +
"This request can never execute with the current rate limiter. " +
$"Request weight: {weight}, RateLimit: {Limit}");
}
// Weight can fit without going over limit
return TimeSpan.Zero;
return DetermineWaitTime(
weight,
allowedRateRatio);
}
/// <inheritdoc />
public void ApplyWeight(int weight)
{
if (_currentWeight == 0)
{
_lastDecrease = DateTime.UtcNow;
_decayProgress = 0;
}
_currentWeight += weight;
}
/// <summary>
/// Decrease the counter based on time passed since last update and the decay rate
/// </summary>
/// <param name="time"></param>
protected void DecreaseCounter(DateTime time)
private void DecreaseCounter(DateTime now)
{
var dif = (time - _lastDecrease).TotalMilliseconds / TimePeriod.TotalMilliseconds * DecreaseRate;
var decrease = (int)Math.Floor(dif);
if (decrease >= 1)
if (_currentWeight == 0)
{
_currentWeight = Math.Max(0, _currentWeight - (int)Math.Floor(dif));
_lastDecrease = time;
_lastDecrease = now;
_decayProgress = 0;
return;
}
var elapsed = now - _lastDecrease;
if (elapsed <= TimeSpan.Zero)
return;
var elapsedDecay = elapsed.Ticks / (double)TimePeriod.Ticks * DecreaseRate;
var totalDecay = _decayProgress + elapsedDecay;
var completedDecay = (int)Math.Floor(totalDecay);
_lastDecrease = now;
if (completedDecay == 0)
{
_decayProgress = totalDecay;
return;
}
_currentWeight = Math.Max(0, _currentWeight - completedDecay);
if (_currentWeight == 0)
{
// Decay cannot accumulate as credit while the counter is empty.
_decayProgress = 0;
}
else
{
_decayProgress = totalDecay - completedDecay;
}
}
/// <summary>
/// Determine the time to wait before the weight would fit
/// </summary>
/// <param name="requestWeight"></param>
/// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight)
private TimeSpan DetermineWaitTime(
int requestWeight,
double allowedRateRatio)
{
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0);
var result = TimeSpan.FromMilliseconds(Math.Ceiling(weightToRemove / DecreaseRate) * TimePeriod.TotalMilliseconds);
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
var weightToRemove = Current + requestWeight - Limit * allowedRateRatio;
// The counter is integer-valued, so enough whole weight units
// must decay before the request can be admitted.
var requiredDecay = Math.Ceiling(weightToRemove);
var remainingDecay = Math.Max(0, requiredDecay - _decayProgress);
var waitTicks = Math.Ceiling(remainingDecay / DecreaseRate * TimePeriod.Ticks);
return waitTicks <= 0
? TimeSpan.Zero
: TimeSpan.FromTicks((long)waitTicks);
}
private void ResetState()
{
_currentWeight = 0;
_decayProgress = 0;
_lastDecrease = DateTime.UtcNow;
}
}
}
CryptoExchange.Net/RateLimiting/Trackers/FixedAfterStartWindowTracker.cs
+20 -8
View File
@@ -17,15 +17,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private int _currentWeight = 0;
private DateTime? _nextReset;
/// <summary>
/// Additional wait time to apply to account for time offset between server and client
/// </summary>
private static TimeSpan _fixedWindowBuffer = TimeSpan.FromMilliseconds(1000);
private readonly TimeSpan _safetyMargin;
public FixedAfterStartWindowTracker(int limit, TimeSpan period)
: this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
{
}
public FixedAfterStartWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
{
Limit = limit;
TimePeriod = period;
_safetyMargin = safetyMargin;
_entries = new Queue<LimitEntry>();
}
@@ -53,24 +56,33 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
}
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow;
if (_nextReset != null && checkTime > _nextReset)
if (_nextReset != null && checkTime >= _nextReset + _safetyMargin)
RemoveBefore(_nextReset.Value);
if (Current == 0)
_nextReset = null;
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime();
@@ -121,7 +133,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private TimeSpan DetermineWaitTime()
{
var checkTime = DateTime.UtcNow;
var result = (_nextReset!.Value - checkTime) + _fixedWindowBuffer;
var result = _nextReset!.Value + _safetyMargin - checkTime;
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
CryptoExchange.Net/RateLimiting/Trackers/FixedWindowTracker.cs
+26 -9
View File
@@ -16,15 +16,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private readonly Queue<LimitEntry> _entries;
private int _currentWeight = 0;
/// <summary>
/// Additional wait time to apply to account for time offset between server and client
/// </summary>
private static readonly TimeSpan _fixedWindowBuffer = TimeSpan.FromMilliseconds(1000);
private readonly TimeSpan _safetyMargin;
public FixedWindowTracker(int limit, TimeSpan period)
: this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
{
}
public FixedWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
{
Limit = limit;
TimePeriod = period;
_safetyMargin = safetyMargin;
_entries = new Queue<LimitEntry>();
}
@@ -52,20 +55,33 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow;
RemoveBefore(checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks)));
var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
var resetBoundary = checkTime >= startCurrentWindow + _safetyMargin
? startCurrentWindow
: startCurrentWindow - TimePeriod;
RemoveBefore(resetBoundary);
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime();
@@ -115,8 +131,9 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
{
var checkTime = DateTime.UtcNow;
var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
var wait = startCurrentWindow.Add(TimePeriod) - checkTime;
var result = wait.Add(_fixedWindowBuffer);
var result = checkTime < startCurrentWindow + _safetyMargin
? startCurrentWindow + _safetyMargin - checkTime
: startCurrentWindow + TimePeriod + _safetyMargin - checkTime;
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
CryptoExchange.Net/RateLimiting/Trackers/SlidingWindowTracker.cs
+24 -12
View File
@@ -16,15 +16,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private readonly List<LimitEntry> _entries;
private int _currentWeight = 0;
/// <summary>
/// Additional wait time to apply to account for fluctuating request times
/// </summary>
private static readonly TimeSpan _slidingWindowBuffer = TimeSpan.FromMilliseconds(1000);
private readonly TimeSpan _safetyMargin;
public SlidingWindowTracker(int limit, TimeSpan period)
: this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
{
}
public SlidingWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
{
Limit = limit;
TimePeriod = period;
_safetyMargin = safetyMargin;
_entries = new List<LimitEntry>();
}
@@ -53,22 +56,31 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Remove requests no longer in time period from the history
RemoveBefore(DateTime.UtcNow - TimePeriod);
RemoveBefore(DateTime.UtcNow - TimePeriod - _safetyMargin);
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime(weight);
return DetermineWaitTime(weight, allowedRateRatio);
}
// Weight can fit without going over limit
@@ -90,7 +102,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
{
for (var i = 0; i < _entries.Count; i++)
{
if (_entries[i].Timestamp < time)
if (_entries[i].Timestamp <= time)
{
var entry = _entries[i];
_entries.Remove(entry);
@@ -108,9 +120,9 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
/// Determine the time to wait before the weight would fit
/// </summary>
/// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight)
private TimeSpan DetermineWaitTime(int requestWeight, double allowedRateRatio)
{
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0);
var weightToRemove = Math.Max(Current + requestWeight - Limit * allowedRateRatio, 0);
var removedWeight = 0;
for (var i = 0; i < _entries.Count; i++)
{
@@ -118,7 +130,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
removedWeight += entry.Weight;
if (removedWeight >= weightToRemove)
{
var result = entry.Timestamp + TimePeriod + _slidingWindowBuffer - DateTime.UtcNow;
var result = entry.Timestamp + TimePeriod + _safetyMargin - DateTime.UtcNow;
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
CryptoExchange.Net/RateLimiting/Trackers/WindowTrackerHelpers.cs
+20
View File
@@ -0,0 +1,20 @@
using System;
namespace CryptoExchange.Net.RateLimiting.Trackers
{
internal static class WindowTrackerHelpers
{
private static readonly TimeSpan _minimumSafetyMargin = TimeSpan.FromMilliseconds(10);
private static readonly TimeSpan _maximumSafetyMargin = TimeSpan.FromMilliseconds(250);
public static TimeSpan GetDefaultSafetyMargin(TimeSpan period)
{
var margin = TimeSpan.FromTicks(period.Ticks / 20);
if (margin < _minimumSafetyMargin)
return _minimumSafetyMargin;
if (margin > _maximumSafetyMargin)
return _maximumSafetyMargin;
return margin;
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Assets.cs
+27
View File
@@ -0,0 +1,27 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Catalog of Shared API capability references.
/// </summary>
public static partial class SharedCapabilities
{
/// <summary>
/// Asset capabilities.
/// </summary>
public static class Assets
{
/// <summary>
/// Get asset capability.
/// </summary>
public static SharedRestCapability<IGetAsset, IGetAssetRest> GetAsset { get; } = new();
/// <summary>
/// Get all assets capability.
/// </summary>
public static SharedRestCapability<IGetAllAssets, IGetAllAssetsRest> GetAllAssets { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Balances.cs
+25
View File
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Balance capabilities.
/// </summary>
public static class Balances
{
/// <summary>
/// Get balances capability.
/// </summary>
public static SharedRestCapability<IGetBalances, IGetBalancesRest> GetBalances { get; } = new();
/// <summary>
/// Subscribe to balance updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeBalancesSocket> SubscribeBalances { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Deposits.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Deposit capabilities.
/// </summary>
public static class Deposits
{
/// <summary>
/// Get deposit addresses capability.
/// </summary>
public static SharedRestCapability<IGetDepositAddresses, IGetDepositAddressesRest> GetDepositAddresses { get; } = new();
/// <summary>
/// Get deposit history capability.
/// </summary>
public static SharedRestCapability<IGetDepositHistory, IGetDepositHistoryRest> GetDepositHistory { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Fees.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Fee capabilities.
/// </summary>
public static class Fees
{
/// <summary>
/// Get fees capability.
/// </summary>
public static SharedRestCapability<IGetFees, IGetFeesRest> GetFees { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Funding.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Funding capabilities.
/// </summary>
public static class Funding
{
/// <summary>
/// Get current funding information capability.
/// </summary>
public static SharedRestCapability<IGetFundingInfo, IGetFundingInfoRest> GetFundingInfo { get; } = new();
/// <summary>
/// Get funding rate history capability.
/// </summary>
public static SharedRestCapability<IGetFundingRateHistory, IGetFundingRateHistoryRest> GetFundingRateHistory { get; } = new();
/// <summary>
/// Get user funding history capability.
/// </summary>
public static SharedRestCapability<IGetUserFundingHistory, IGetUserFundingHistoryRest> GetUserFundingHistory { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.IndexPrices.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Index price capabilities.
/// </summary>
public static class IndexPrices
{
/// <summary>
/// Get an index price capability.
/// </summary>
public static SharedRestCapability<IGetIndexPrice, IGetIndexPriceRest> GetIndexPrice { get; } = new();
/// <summary>
/// Get all index prices capability.
/// </summary>
public static SharedRestCapability<IGetAllIndexPrices, IGetAllIndexPricesRest> GetAllIndexPrices { get; } = new();
/// <summary>
/// Subscribe to index price updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeIndexPriceSocket> SubscribeIndexPrice { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Klines.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Kline capabilities.
/// </summary>
public static class Klines
{
/// <summary>
/// Get klines capability.
/// </summary>
public static SharedRestCapability<IGetKlines, IGetKlinesRest> GetKlines { get; } = new();
/// <summary>
/// Get mark price klines capability.
/// </summary>
public static SharedRestCapability<IGetMarkPriceKlines, IGetMarkPriceKlinesRest> GetMarkPriceKlines { get; } = new();
/// <summary>
/// Get index price klines capability.
/// </summary>
public static SharedRestCapability<IGetIndexPriceKlines, IGetIndexPriceKlinesRest> GetIndexPriceKlines { get; } = new();
/// <summary>
/// Subscribe to kline updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeKlinesSocket> SubscribeKlines { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Ledger.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Ledger capabilities.
/// </summary>
public static class Ledger
{
/// <summary>
/// Get ledger entries capability.
/// </summary>
public static SharedRestCapability<IGetLedger, IGetLedgerRest> GetLedger { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Leverage.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Leverage capabilities.
/// </summary>
public static class Leverage
{
/// <summary>
/// Get leverage capability.
/// </summary>
public static SharedRestCapability<IGetLeverage, IGetLeverageRest> GetLeverage { get; } = new();
/// <summary>
/// Set leverage capability.
/// </summary>
public static SharedRestCapability<ISetLeverage, ISetLeverageRest> SetLeverage { get; } = new();
/// <summary>
/// Get leverage tiers capability.
/// </summary>
public static SharedRestCapability<IGetLeverageTiers, IGetLeverageTiersRest> GetLeverageTiers { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.MarkPrices.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Mark price capabilities.
/// </summary>
public static class MarkPrices
{
/// <summary>
/// Get a mark price capability.
/// </summary>
public static SharedRestCapability<IGetMarkPrice, IGetMarkPriceRest> GetMarkPrice { get; } = new();
/// <summary>
/// Get all mark prices capability.
/// </summary>
public static SharedRestCapability<IGetAllMarkPrices, IGetAllMarkPricesRest> GetAllMarkPrices { get; } = new();
/// <summary>
/// Subscribe to mark price updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeMarkPriceSocket> SubscribeMarkPrice { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.OpenInterest.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Open interest capabilities.
/// </summary>
public static class OpenInterest
{
/// <summary>
/// Get open interest capability.
/// </summary>
public static SharedRestCapability<IGetOpenInterest, IGetOpenInterestRest> GetOpenInterest { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.OrderBooks.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Order book capabilities.
/// </summary>
public static class OrderBooks
{
/// <summary>
/// Get an order book capability.
/// </summary>
public static SharedRestCapability<IGetOrderBook, IGetOrderBookRest> GetOrderBook { get; } = new();
/// <summary>
/// Get a book ticker capability.
/// </summary>
public static SharedRestCapability<IGetBookTicker, IGetBookTickerRest> GetBookTicker { get; } = new();
/// <summary>
/// Subscribe to order book updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeOrderBookSocket> SubscribeOrderBook { get; } = new();
/// <summary>
/// Subscribe to incremental order book updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeIncrementalOrderBookSocket> SubscribeIncrementalOrderBook { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Orders.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Order capabilities.
/// </summary>
public static class Orders
{
/// <summary>
/// Spot order capabilities.
/// </summary>
public static class Spot
{
/// <summary>
/// Place a spot order capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceSpotOrder, IPlaceSpotOrderRest, IPlaceSpotOrderSocket> PlaceOrder { get; } = new();
/// <summary>
/// Place multiple spot orders capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceMultipleSpotOrders, IPlaceMultipleSpotOrdersRest, IPlaceMultipleSpotOrdersSocket> PlaceMultipleOrders { get; } = new();
/// <summary>
/// Edit a spot order capability.
/// </summary>
public static SharedRestSocketCapability<IEditSpotOrder, IEditSpotOrderRest, IEditSpotOrderSocket> EditOrder { get; } = new();
/// <summary>
/// Edit a spot order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<IEditSpotOrderByClientOrderId, IEditSpotOrderByClientOrderIdRest, IEditSpotOrderByClientOrderIdSocket> EditOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel a spot order capability.
/// </summary>
public static SharedRestSocketCapability<ICancelSpotOrder, ICancelSpotOrderRest, ICancelSpotOrderSocket> CancelOrder { get; } = new();
/// <summary>
/// Cancel a spot order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<ICancelSpotOrderByClientOrderId, ICancelSpotOrderByClientOrderIdRest, ICancelSpotOrderByClientOrderIdSocket> CancelOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel all spot orders capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllSpotOrders, ICancelAllSpotOrdersRest, ICancelAllSpotOrdersSocket> CancelAllOrders { get; } = new();
/// <summary>
/// Cancel all spot orders for a symbol capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllSpotSymbolOrders, ICancelAllSpotSymbolOrdersRest, ICancelAllSpotSymbolOrdersSocket> CancelAllSymbolOrders { get; } = new();
/// <summary>
/// Get a spot order capability.
/// </summary>
public static SharedRestCapability<IGetSpotOrder, IGetSpotOrderRest> GetOrder { get; } = new();
/// <summary>
/// Get a spot order by client order id capability.
/// </summary>
public static SharedRestCapability<IGetSpotOrderByClientOrderId, IGetSpotOrderByClientOrderIdRest> GetOrderByClientOrderId { get; } = new();
/// <summary>
/// Get open spot orders capability.
/// </summary>
public static SharedRestCapability<IGetOpenSpotOrders, IGetOpenSpotOrdersRest> GetOpenOrders { get; } = new();
/// <summary>
/// Get closed spot orders capability.
/// </summary>
public static SharedRestCapability<IGetClosedSpotOrders, IGetClosedSpotOrdersRest> GetClosedOrders { get; } = new();
/// <summary>
/// Subscribe to spot order updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeSpotOrdersSocket> SubscribeOrders { get; } = new();
}
/// <summary>
/// Futures order capabilities.
/// </summary>
public static class Futures
{
/// <summary>
/// Place a futures order capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceFuturesOrder, IPlaceFuturesOrderRest, IPlaceFuturesOrderSocket> PlaceOrder { get; } = new();
/// <summary>
/// Place multiple futures orders capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceMultipleFuturesOrders, IPlaceMultipleFuturesOrdersRest, IPlaceMultipleFuturesOrdersSocket> PlaceMultipleOrders { get; } = new();
/// <summary>
/// Edit a futures order capability.
/// </summary>
public static SharedRestSocketCapability<IEditFuturesOrder, IEditFuturesOrderRest, IEditFuturesOrderSocket> EditOrder { get; } = new();
/// <summary>
/// Edit a futures order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<IEditFuturesOrderByClientOrderId, IEditFuturesOrderByClientOrderIdRest, IEditFuturesOrderByClientOrderIdSocket> EditOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel a futures order capability.
/// </summary>
public static SharedRestSocketCapability<ICancelFuturesOrder, ICancelFuturesOrderRest, ICancelFuturesOrderSocket> CancelOrder { get; } = new();
/// <summary>
/// Cancel a futures order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<ICancelFuturesOrderByClientOrderId, ICancelFuturesOrderByClientOrderIdRest, ICancelFuturesOrderByClientOrderIdSocket> CancelOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel all futures orders capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllFuturesOrders, ICancelAllFuturesOrdersRest, ICancelAllFuturesOrdersSocket> CancelAllOrders { get; } = new();
/// <summary>
/// Cancel all futures orders for a symbol capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllFuturesSymbolOrders, ICancelAllFuturesSymbolOrdersRest, ICancelAllFuturesSymbolOrdersSocket> CancelAllSymbolOrders { get; } = new();
/// <summary>
/// Get a futures order capability.
/// </summary>
public static SharedRestCapability<IGetFuturesOrder, IGetFuturesOrderRest> GetOrder { get; } = new();
/// <summary>
/// Get a futures order by client order id capability.
/// </summary>
public static SharedRestCapability<IGetFuturesOrderByClientOrderId, IGetFuturesOrderByClientOrderIdRest> GetOrderByClientOrderId { get; } = new();
/// <summary>
/// Get open futures orders capability.
/// </summary>
public static SharedRestCapability<IGetOpenFuturesOrders, IGetOpenFuturesOrdersRest> GetOpenOrders { get; } = new();
/// <summary>
/// Get closed futures orders capability.
/// </summary>
public static SharedRestCapability<IGetClosedFuturesOrders, IGetClosedFuturesOrdersRest> GetClosedOrders { get; } = new();
/// <summary>
/// Subscribe to futures order updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeFuturesOrdersSocket> SubscribeOrders { get; } = new();
}
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.PositionMode.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Position mode capabilities.
/// </summary>
public static class PositionMode
{
/// <summary>
/// Get position mode capability.
/// </summary>
public static SharedRestCapability<IGetPositionMode, IGetPositionModeRest> GetPositionMode { get; } = new();
/// <summary>
/// Set position mode capability.
/// </summary>
public static SharedRestCapability<ISetPositionMode, ISetPositionModeRest> SetPositionMode { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Positions.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Position capabilities.
/// </summary>
public static class Positions
{
/// <summary>
/// Get positions capability.
/// </summary>
public static SharedRestCapability<IGetPositions, IGetPositionsRest> GetPositions { get; } = new();
/// <summary>
/// Get position history capability.
/// </summary>
public static SharedRestCapability<IGetPositionHistory, IGetPositionHistoryRest> GetPositionHistory { get; } = new();
/// <summary>
/// Close a full position capability.
/// </summary>
public static SharedRestCapability<ICloseFullPosition, ICloseFullPositionRest> CloseFullPosition { get; } = new();
/// <summary>
/// Subscribe to position updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribePositionsSocket> SubscribePositions { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Symbols.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Symbol capabilities.
/// </summary>
public static class Symbols
{
/// <summary>
/// Get spot symbols capability.
/// </summary>
public static SharedRestCapability<IGetSpotSymbols, IGetSpotSymbolsRest> GetSpotSymbols { get; } = new();
/// <summary>
/// Get futures symbols capability.
/// </summary>
public static SharedRestCapability<IGetFuturesSymbols, IGetFuturesSymbolsRest> GetFuturesSymbols { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Tickers.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Ticker capabilities.
/// </summary>
public static class Tickers
{
/// <summary>
/// Get a ticker capability.
/// </summary>
public static SharedRestCapability<IGetTicker, IGetTickerRest> GetTicker { get; } = new();
/// <summary>
/// Get all tickers capability.
/// </summary>
public static SharedRestCapability<IGetAllTickers, IGetAllTickersRest> GetAllTickers { get; } = new();
/// <summary>
/// Subscribe to ticker updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeTickerSocket> SubscribeTicker { get; } = new();
/// <summary>
/// Subscribe to all ticker updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeAllTickersSocket> SubscribeAllTickers { get; } = new();
/// <summary>
/// Subscribe to book ticker updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeBookTickerSocket> SubscribeBookTicker { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.TpSl.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Take profit and stop loss capabilities.
/// </summary>
public static class TpSl
{
/// <summary>
/// Set futures take profit or stop loss capability.
/// </summary>
public static SharedRestCapability<ISetFuturesTpSl, ISetFuturesTpSlRest> SetFuturesTpSl { get; } = new();
/// <summary>
/// Cancel futures take profit or stop loss capability.
/// </summary>
public static SharedRestCapability<ICancelFuturesTpSl, ICancelFuturesTpSlRest> CancelFuturesTpSl { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Trades.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Public trade capabilities.
/// </summary>
public static class Trades
{
/// <summary>
/// Get recent trades capability.
/// </summary>
public static SharedRestCapability<IGetRecentTrades, IGetRecentTradesRest> GetRecentTrades { get; } = new();
/// <summary>
/// Get trade history capability.
/// </summary>
public static SharedRestCapability<IGetTradeHistory, IGetTradeHistoryRest> GetTradeHistory { get; } = new();
/// <summary>
/// Subscribe to trade updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeTradesSocket> SubscribeTrades { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Transfers.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Transfer capabilities.
/// </summary>
public static class Transfers
{
/// <summary>
/// Transfer assets capability.
/// </summary>
public static SharedRestCapability<ITransfer, ITransferRest> Transfer { get; } = new();
/// <summary>
/// Get transfer history capability.
/// </summary>
public static SharedRestCapability<IGetTransferHistory, IGetTransferHistoryRest> GetTransferHistory { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.TriggerOrders.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Trigger order capabilities.
/// </summary>
public static class TriggerOrders
{
/// <summary>
/// Spot trigger order capabilities.
/// </summary>
public static class Spot
{
/// <summary>
/// Place a spot trigger order capability.
/// </summary>
public static SharedRestCapability<IPlaceSpotTriggerOrder, IPlaceSpotTriggerOrderRest> PlaceOrder { get; } = new();
/// <summary>
/// Get a spot trigger order capability.
/// </summary>
public static SharedRestCapability<IGetSpotTriggerOrder, IGetSpotTriggerOrderRest> GetOrder { get; } = new();
/// <summary>
/// Cancel a spot trigger order capability.
/// </summary>
public static SharedRestCapability<ICancelSpotTriggerOrder, ICancelSpotTriggerOrderRest> CancelOrder { get; } = new();
}
/// <summary>
/// Futures trigger order capabilities.
/// </summary>
public static class Futures
{
/// <summary>
/// Place a futures trigger order capability.
/// </summary>
public static SharedRestCapability<IPlaceFuturesTriggerOrder, IPlaceFuturesTriggerOrderRest> PlaceOrder { get; } = new();
/// <summary>
/// Get a futures trigger order capability.
/// </summary>
public static SharedRestCapability<IGetFuturesTriggerOrder, IGetFuturesTriggerOrderRest> GetOrder { get; } = new();
/// <summary>
/// Cancel a futures trigger order capability.
/// </summary>
public static SharedRestCapability<ICancelFuturesTriggerOrder, ICancelFuturesTriggerOrderRest> CancelOrder { get; } = new();
}
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.UserTrades.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// User trade capabilities.
/// </summary>
public static class UserTrades
{
/// <summary>
/// Get trades for a spot order capability.
/// </summary>
public static SharedRestCapability<IGetSpotOrderTrades, IGetSpotOrderTradesRest> GetSpotOrderTrades { get; } = new();
/// <summary>
/// Get spot user trade history capability.
/// </summary>
public static SharedRestCapability<IGetSpotUserTradeHistory, IGetSpotUserTradeHistoryRest> GetSpotTradeHistory { get; } = new();
/// <summary>
/// Get trades for a futures order capability.
/// </summary>
public static SharedRestCapability<IGetFuturesOrderTrades, IGetFuturesOrderTradesRest> GetFuturesOrderTrades { get; } = new();
/// <summary>
/// Get futures user trade history capability.
/// </summary>
public static SharedRestCapability<IGetFuturesUserTradeHistory, IGetFuturesUserTradeHistoryRest> GetFuturesTradeHistory { get; } = new();
/// <summary>
/// Subscribe to user trade updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeUserTradesSocket> SubscribeUserTrades { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilities.Withdrawals.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Withdrawal capabilities.
/// </summary>
public static class Withdrawals
{
/// <summary>
/// Withdraw assets capability.
/// </summary>
public static SharedRestCapability<IWithdraw, IWithdrawRest> Withdraw { get; } = new();
/// <summary>
/// Get withdrawal history capability.
/// </summary>
public static SharedRestCapability<IGetWithdrawalHistory, IGetWithdrawalHistoryRest> GetWithdrawalHistory { get; } = new();
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilityReference.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Strongly typed reference to a Shared API capability.
/// </summary>
public class SharedCapabilityReference<T>
where T : ISharedApiCapability
{
/// <summary>
/// Capability interface type.
/// </summary>
public Type CapabilityType => typeof(T);
internal SharedCapabilityReference()
{
}
/// <inheritdoc />
public override string ToString() => typeof(T).Name;
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedCapabilityResolution.cs
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using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Capability lookup result
/// </summary>
/// <typeparam name="T">Capability type</typeparam>
public class SharedCapabilityResolution<T>
where T : ISharedApiCapability
{
/// <summary>
/// The exchange name
/// </summary>
public string Exchange => Capability.Exchange;
/// <summary>
/// The transport type
/// </summary>
public SharedTransport Transport => Capability.Transport;
/// <summary>
/// The capability
/// </summary>
public T Capability { get; }
/// <summary>
/// The capability options
/// </summary>
public CapabilityOptions Options { get; }
internal SharedCapabilityResolution(
T capability,
CapabilityOptions options)
{
Capability = capability;
Options = options;
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedRestCapability.cs
+29
View File
@@ -0,0 +1,29 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// References for a capability available through REST.
/// </summary>
public class SharedRestCapability<TCapability, TRest>
: SharedCapabilityReference<TCapability>
where TCapability : ISharedApiCapability
where TRest : TCapability, ISharedRest
{
/// <summary>
/// Transport-agnostic capability.
/// </summary>
public SharedCapabilityReference<TCapability> Any { get; } = new();
/// <summary>
/// REST capability.
/// </summary>
public SharedCapabilityReference<TRest> Rest { get; } = new();
internal SharedRestCapability()
{
}
}
}
CryptoExchange.Net/SharedApis/CapabilityReferences/SharedRestSocketCapability.cs
+30
View File
@@ -0,0 +1,30 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// References for a capability available through REST and WebSocket.
/// </summary>
public class SharedRestSocketCapability<TCapability, TRest, TSocket>
: SharedCapabilityReference<TCapability>
where TCapability : ISharedApiCapability
where TRest : TCapability, ISharedRest
where TSocket : TCapability, ISharedSocket
{
/// <summary>
/// REST capability.
/// </summary>
public SharedCapabilityReference<TRest> Rest { get; } = new();
/// <summary>
/// WebSocket capability.
/// </summary>
public SharedCapabilityReference<TSocket> Socket { get; } = new();
internal SharedRestSocketCapability()
{
}
}
}
CryptoExchange.Net/SharedApis/Enums/SharedLedgerEntryType.cs
+42
View File
@@ -0,0 +1,42 @@
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Ledger entry type
/// </summary>
public enum SharedLedgerEntryType
{
/// <summary>
/// Trade execution
/// </summary>
Trade,
/// <summary>
/// Withdrawal
/// </summary>
Withdrawal,
/// <summary>
/// Deposit
/// </summary>
Deposit,
/// <summary>
/// Transfer
/// </summary>
Transfer,
/// <summary>
/// Fee payment
/// </summary>
Fee,
/// <summary>
/// Funding fee payment
/// </summary>
FundingFee,
/// <summary>
/// Rebate
/// </summary>
Rebate,
/// <summary>
/// Other or unknown
/// </summary>
Unknown
}
}
CryptoExchange.Net/SharedApis/Enums/SharedOrderBookSubscriptionType.cs
+21
View File
@@ -0,0 +1,21 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// The type of updates the incremental order book subscription produces
/// </summary>
public enum SharedOrderBookSubscriptionType
{
/// <summary>
/// Subscription produces an initial snapshot update, followed by incremental change updates
/// </summary>
SnapshotThenIncremental,
/// <summary>
/// Subscription produces only incremental change updates
/// </summary>
OnlyIncremental
}
}
CryptoExchange.Net/SharedApis/Enums/SharedTransport.cs
+21
View File
@@ -0,0 +1,21 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// The type of transport used for the shared API
/// </summary>
public enum SharedTransport
{
/// <summary>
/// REST transport
/// </summary>
Rest,
/// <summary>
/// WebSocket transport
/// </summary>
Socket
}
}
CryptoExchange.Net/SharedApis/Models/Rest/ClosePositionRequest.cs → CryptoExchange.Net/SharedApis/Legacy/ClosePositionRequest.cs
View File
CryptoExchange.Net/SharedApis/Legacy/ISharedClient.cs
+12
View File
@@ -0,0 +1,12 @@
using System;
using System.Collections.Generic;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// A shared/common client interface
/// </summary>
public interface ISharedClient : ISharedApi
{
}
}
CryptoExchange.Net/SharedApis/Models/Options/Endpoints/CancelFuturesOrderSocketOptions.cs → CryptoExchange.Net/SharedApis/Legacy/Options/CancelFuturesOrderSocketOptions.cs
+2 -2
View File
@@ -7,7 +7,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Options for canceling a futures order
/// </summary>
public class CancelFuturesOrderSocketOptions : EndpointOptions<CancelOrderRequest, IFuturesOrderManagementSocketClient>
public class CancelFuturesOrderSocketOptions : CancelFuturesOrderOptions
{
/// <inheritdoc />
public override string Description => "Cancel a futures order over a socket connection";
@@ -15,7 +15,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// ctor
/// </summary>
public CancelFuturesOrderSocketOptions(string exchange, bool authenticated) : base(exchange, authenticated, nameof(IFuturesOrderManagementSocketClient.CancelFuturesOrderAsync))
public CancelFuturesOrderSocketOptions(string exchange, bool authenticated) : base(exchange, authenticated)
{
}
}
CryptoExchange.Net/SharedApis/Legacy/Options/CancelSpotOrderSocketOptions.cs
+23
View File
@@ -0,0 +1,23 @@
using CryptoExchange.Net.Objects;
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for canceling a spot order
/// </summary>
public class CancelSpotOrderSocketOptions : CancelSpotOrderOptions
{
/// <inheritdoc />
public override string Description => "Cancel a spot order over a socket connection";
/// <summary>
/// ctor
/// </summary>
public CancelSpotOrderSocketOptions(string exchange, bool authenticated) : base(exchange, authenticated)
{
}
}
}
CryptoExchange.Net/SharedApis/Legacy/Options/ClosePositionOptions.cs
+82
View File
@@ -0,0 +1,82 @@
using CryptoExchange.Net.Objects;
using Microsoft.Extensions.Logging;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for closing position
/// </summary>
#pragma warning disable CS0618 // Type or member is obsolete
public class ClosePositionOptions : EndpointOptions
#pragma warning restore CS0618 // Type or member is obsolete
{
private static PropertyInfo[] _requestProperties = typeof(ClosePositionRequest).GetProperties();
/// <inheritdoc />
public override string Description => "Close an open futures position";
/// <inheritdoc />
public override Type CapabilityType => typeof(IFuturesOrderRestClient);
private static readonly RequestParameterDescription[] _defaultParameterRules = new[]
{
RequestParameterRule<ClosePositionRequest>.Required(x => x.Symbol, "The symbol of the position to close", new SharedSymbol(TradingMode.PerpetualLinear, "ETH", "USDT")),
RequestParameterRule<ClosePositionRequest>.Required(x => x.PositionMode, "The current position mode of the account", SharedPositionMode.OneWay),
RequestParameterRule<ClosePositionRequest>.Optional(x => x.PositionSide, "The side of the position to close", SharedPositionSide.Long),
RequestParameterRule<ClosePositionRequest>.Optional(x => x.MarginMode, "The margin mode of the position", SharedMarginMode.Cross),
RequestParameterRule<ClosePositionRequest>.Optional(x => x.Quantity, "The quantity of the position to close", 1m),
};
/// <summary>
/// ctor
/// </summary>
public ClosePositionOptions(string exchange, bool authenticated) : base(exchange, nameof(IFuturesOrderRestClient.ClosePositionAsync), true, _defaultParameterRules, SharedTradingModeSets.Futures)
{
}
/// <summary>
/// Validate request
/// </summary>
public Error? ValidateRequest(ClosePositionRequest request, IFuturesOrderRestClient client)
{
if (NeedsAuthentication && !client.Authenticated)
return new NoApiCredentialsError();
foreach (var param in RequestParameterRules)
{
var property = _requestProperties.Single(x => x.Name == param.Name);
var value = property.GetValue(request);
if (param.Support == RequestParameterSupport.Required)
{
if (value == null)
{
return ArgumentError.Invalid(
param.Name,
$"Request parameter `{param.Name}` for exchange `{Exchange}` is required and should be provided. Example: {param.ExampleValue}");
}
}
}
if (request is SharedSymbolRequest symbolsRequest)
{
if (symbolsRequest.Symbols != null)
{
if (!SupportsMultipleSymbols)
return ArgumentError.Invalid(nameof(SharedSymbolRequest.Symbols), $"Only a single symbol parameter is allowed, multiple symbols are not supported");
if (symbolsRequest.Symbols.Length > MaxSymbolCount)
return ArgumentError.Invalid(nameof(SharedSymbolRequest.Symbols), $"Max number of symbols is {MaxSymbolCount} but {symbolsRequest.Symbols.Length} were passed");
}
}
return ValidateRequest(request.ExchangeParameters, request.TradingMode, client.SupportedTradingModes);
}
}
}
CryptoExchange.Net/SharedApis/Legacy/Options/PlaceFuturesOrderSocketOptions.cs
+23
View File
@@ -0,0 +1,23 @@
using CryptoExchange.Net.Objects;
using System;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for placing a new futures order
/// </summary>
public class PlaceFuturesOrderSocketOptions : PlaceFuturesOrderOptions
{
/// <inheritdoc />
public override string Description => "Place a new futures order over a socket connection";
/// <summary>
/// ctor
/// </summary>
public PlaceFuturesOrderSocketOptions(string exchange, bool supportsTpSl) : base(exchange, supportsTpSl)
{
}
}
}
CryptoExchange.Net/SharedApis/Legacy/Options/PlaceSpotOrderSocketOptions.cs
+23
View File
@@ -0,0 +1,23 @@
using CryptoExchange.Net.Objects;
using System;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for placing a new spot order
/// </summary>
public class PlaceSpotOrderSocketOptions : PlaceSpotOrderOptions
{
/// <inheritdoc />
public override string Description => "Place a new spot order over a socket connection";
/// <summary>
/// ctor
/// </summary>
public PlaceSpotOrderSocketOptions(string exchange) : base(exchange)
{
}
}
}
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IFundingRateRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IFundingRateRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Funding rate request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFundingRateHistoryOptions GetFundingRateHistoryOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IFuturesOrderClientIdRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IFuturesOrderClientIdRestClient.cs
+2 -2
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Futures get order by client order id request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFuturesOrderByClientOrderIdOptions GetFuturesOrderByClientOrderIdOptions { get; }
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Futures cancel order by client order id request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
CancelFuturesOrderByClientOrderIdOptions CancelFuturesOrderByClientOrderIdOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IFuturesOrderRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IFuturesOrderRestClient.cs
+10 -10
View File
@@ -38,7 +38,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Futures place order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
PlaceFuturesOrderOptions PlaceFuturesOrderOptions { get; }
@@ -52,7 +52,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Futures get order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFuturesOrderOptions GetFuturesOrderOptions { get; }
@@ -65,7 +65,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Futures get open orders request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetOpenFuturesOrdersOptions GetOpenFuturesOrdersOptions { get; }
@@ -78,7 +78,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Spot get closed orders request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFuturesClosedOrdersOptions GetClosedFuturesOrdersOptions { get; }
@@ -93,7 +93,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Futures get order trades request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFuturesOrderTradesOptions GetFuturesOrderTradesOptions { get; }
@@ -106,10 +106,10 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Futures user trades request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFuturesUserTradesOptions GetFuturesUserTradesOptions { get; }
GetFuturesUserTradeHistoryOptions GetFuturesUserTradesOptions { get; }
/// <summary>
/// Get futures user trade records, see <see cref="GetFuturesUserTradesOptions"/> for request options and exchange specific required/optional parameters. <br />
/// The result is paginated, if there are more results to be retrieved, the `NextPageRequest` property of the result will contain the pagination request to be used for the next request to continue pagination.
@@ -121,7 +121,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Futures cancel order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
CancelFuturesOrderOptions CancelFuturesOrderOptions { get; }
@@ -134,7 +134,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Positions request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetPositionsOptions GetPositionsOptions { get; }
@@ -147,7 +147,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Close position order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
ClosePositionOptions ClosePositionOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IFuturesSymbolRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IFuturesSymbolRestClient.cs
+1 -1
View File
@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Futures symbol request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFuturesSymbolsOptions GetFuturesSymbolsOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IFuturesTickerRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IFuturesTickerRestClient.cs
+4 -4
View File
@@ -11,10 +11,10 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Futures get ticker request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFuturesTickerOptions GetFuturesTickerOptions { get; }
GetTickerOptions GetFuturesTickerOptions { get; }
/// <summary>
/// Get ticker info for a specific futures symbol, see <see cref="GetFuturesTickerOptions"/> for request options and exchange specific required/optional parameters. <br />
/// </summary>
@@ -24,10 +24,10 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Futures get tickers request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFuturesTickersOptions GetFuturesTickersOptions { get; }
GetAllTickersOptions GetFuturesTickersOptions { get; }
/// <summary>
/// Get ticker info for all futures symbols, see <see cref="GetFuturesTickersOptions"/> for request options and exchange specific required/optional parameters. <br />
/// </summary>
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IFuturesTpSlRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IFuturesTpSlRestClient.cs
+2 -2
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Set take profit and/or stop loss options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
SetFuturesTpSlOptions SetFuturesTpSlOptions { get; }
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Cancel a take profit and/or stop loss options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
CancelFuturesTpSlOptions CancelFuturesTpSlOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IFuturesTriggerOrderRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IFuturesTriggerOrderRestClient.cs
+3 -3
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Place spot trigger order options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
PlaceFuturesTriggerOrderOptions PlaceFuturesTriggerOrderOptions { get; }
@@ -26,7 +26,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Get trigger order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFuturesTriggerOrderOptions GetFuturesTriggerOrderOptions { get; }
@@ -39,7 +39,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Cancel trigger order request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
CancelFuturesTriggerOrderOptions CancelFuturesTriggerOrderOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IIndexPriceKlineRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IIndexPriceKlineRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Index price klines request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetIndexPriceKlinesOptions GetIndexPriceKlinesOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/ILeverageRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/ILeverageRestClient.cs
+2 -2
View File
@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Leverage request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetLeverageOptions GetLeverageOptions { get; }
@@ -29,7 +29,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Leverage set request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
SetLeverageOptions SetLeverageOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IMarkPriceKlineRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IMarkPriceKlineRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Mark price klines request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetMarkPriceKlinesOptions GetMarkPriceKlinesOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IOpenInterestRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IOpenInterestRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Open interest request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetOpenInterestOptions GetOpenInterestOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IPositionHistoryRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IPositionHistoryRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Position history request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetPositionHistoryOptions GetPositionHistoryOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/Futures/IPositionModeRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Futures/IPositionModeRestClient.cs
+2 -2
View File
@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Position mode request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetPositionModeOptions GetPositionModeOptions { get; }
@@ -29,7 +29,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Position mode set request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
SetPositionModeOptions SetPositionModeOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/IAssetsRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IAssetsRestClient.cs
+3 -3
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Asset request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetAssetOptions GetAssetOptions { get; }
@@ -25,10 +25,10 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Assets request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetAssetsOptions GetAssetsOptions { get; }
GetAllAssetsOptions GetAssetsOptions { get; }
/// <summary>
/// Get info on all assets the exchange supports, see <see cref="GetAssetsOptions"/> for request options and exchange specific required/optional parameters. <br />
CryptoExchange.Net/SharedApis/Interfaces/Rest/IBalanceRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IBalanceRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Balances request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetBalancesOptions GetBalancesOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/IBookTickerRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IBookTickerRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Book ticker request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetBookTickerOptions GetBookTickerOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/IDepositRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IDepositRestClient.cs
+3 -3
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Deposit addresses request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetDepositAddressesOptions GetDepositAddressesOptions { get; }
@@ -26,10 +26,10 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Deposits request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetDepositsOptions GetDepositsOptions { get; }
GetDepositHistoryOptions GetDepositsOptions { get; }
/// <summary>
/// Get deposit records, see <see cref="GetDepositsOptions"/> for request options and exchange specific required/optional parameters. <br />
CryptoExchange.Net/SharedApis/Interfaces/Rest/IFeeRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IFeeRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Fee request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetFeeOptions GetFeeOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/IKlineRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IKlineRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Kline request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetKlinesOptions GetKlinesOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/IOrderBookRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IOrderBookRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Order book request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetOrderBookOptions GetOrderBookOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/IRecentTradeRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IRecentTradeRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Recent trades request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetRecentTradesOptions GetRecentTradesOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/ITradeHistoryRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/ITradeHistoryRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Trade history request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetTradeHistoryOptions GetTradeHistoryOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/ITransferRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/ITransferRestClient.cs
+1 -1
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Transfer request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
TransferOptions TransferOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/IWithdrawRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IWithdrawRestClient.cs
+5 -2
View File
@@ -1,17 +1,20 @@
using CryptoExchange.Net.Objects;
using System;
using System.Collections.Generic;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Client for requesting to withdraw funds from the exchange
/// Client for withdrawing funds
/// </summary>
public interface IWithdrawRestClient : ISharedClient
{
/// <summary>
/// Withdraw request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
WithdrawOptions WithdrawOptions { get; }
CryptoExchange.Net/SharedApis/Interfaces/Rest/IWithdrawalRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/IWithdrawalRestClient.cs
+2 -2
View File
@@ -11,10 +11,10 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Withdrawal records request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetWithdrawalsOptions GetWithdrawalsOptions { get; }
GetWithdrawalHistoryOptions GetWithdrawalsOptions { get; }
/// <summary>
/// Get withdrawal records, see <see cref="GetWithdrawalsOptions"/> for request options and exchange specific required/optional parameters. <br />
CryptoExchange.Net/SharedApis/Interfaces/Rest/Spot/ISpotOrderClientIdRestClient.cs → CryptoExchange.Net/SharedApis/Legacy/Rest/Spot/ISpotOrderClientIdRestClient.cs
+2 -2
View File
@@ -11,7 +11,7 @@ namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Spot get order by client order id request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
GetSpotOrderByClientOrderIdOptions GetSpotOrderByClientOrderIdOptions { get; }
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Spot cancel order by client order id request options.<br />
/// Use <see cref="EndpointOptions.RequiredExchangeParameters"/> and <see cref="EndpointOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Use <see cref="CapabilityOptions.RequiredExchangeParameters"/> and <see cref="CapabilityOptions.OptionalExchangeParameters"/> to check for required and optional parameters for the request. <br />
/// Exchange specific parameters can be added to the request via the `ExchangeParameters` property of the request object.
/// </summary>
CancelSpotOrderByClientOrderIdOptions CancelSpotOrderByClientOrderIdOptions { get; }

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