Added CancellationToken support on Common client interface and SymbolOrderBook, improved SymbolOrderBook start/stop robustness

CryptoExchange.Net/Interfaces/ISpotClient.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.Objects;
 using System;
 using System.Collections.Generic;
+using System.Threading;
 using System.Threading.Tasks;
 
 namespace CryptoExchange.Net.Interfaces
@@ -28,29 +29,32 @@ namespace CryptoExchange.Net.Interfaces
         /// <summary>
         /// Get the symbol name based on a base and quote asset
         /// </summary>
-        /// <param name="baseAsset"></param>
-        /// <param name="quoteAsset"></param>
+        /// <param name="baseAsset">The base asset</param>
+        /// <param name="quoteAsset">The quote asset</param>
         /// <returns></returns>
         string GetSymbolName(string baseAsset, string quoteAsset);
 
         /// <summary>
         /// Get a list of symbols for the exchange
         /// </summary>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<Symbol>>> GetSymbolsAsync();
+        Task<WebCallResult<IEnumerable<Symbol>>> GetSymbolsAsync(CancellationToken ct = default);
 
         /// <summary>
         /// Get a ticker for the exchange
         /// </summary>
         /// <param name="symbol">The symbol to get klines for</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<Ticker>> GetTickerAsync(string symbol);
+        Task<WebCallResult<Ticker>> GetTickerAsync(string symbol, CancellationToken ct = default);
 
         /// <summary>
         /// Get a list of tickers for the exchange
         /// </summary>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<Ticker>>> GetTickersAsync();
+        Task<WebCallResult<IEnumerable<Ticker>>> GetTickersAsync(CancellationToken ct = default);
 
         /// <summary>
         /// Get a list of candles for a given symbol on the exchange
@@ -60,67 +64,76 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="startTime">[Optional] Start time to retrieve klines for</param>
         /// <param name="endTime">[Optional] End time to retrieve klines for</param>
         /// <param name="limit">[Optional] Max number of results</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<Kline>>> GetKlinesAsync(string symbol, TimeSpan timespan, DateTime? startTime = null, DateTime? endTime = null, int? limit = null);
+        Task<WebCallResult<IEnumerable<Kline>>> GetKlinesAsync(string symbol, TimeSpan timespan, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, CancellationToken ct = default);
 
         /// <summary>
         /// Get the order book for a symbol
         /// </summary>
         /// <param name="symbol">The symbol to get the book for</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<CommonObjects.OrderBook>> GetOrderBookAsync(string symbol);
+        Task<WebCallResult<CommonObjects.OrderBook>> GetOrderBookAsync(string symbol, CancellationToken ct = default);
 
         /// <summary>
         /// The recent trades for a symbol
         /// </summary>
         /// <param name="symbol">The symbol to get the trades for</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<Trade>>> GetRecentTradesAsync(string symbol);
+        Task<WebCallResult<IEnumerable<Trade>>> GetRecentTradesAsync(string symbol, CancellationToken ct = default);
 
         /// <summary>
         /// Get balances
         /// </summary>
         /// <param name="accountId">[Optional] The account id to retrieve balances for, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<Balance>>> GetBalancesAsync(string? accountId = null);
+        Task<WebCallResult<IEnumerable<Balance>>> GetBalancesAsync(string? accountId = null, CancellationToken ct = default);
 
         /// <summary>
         /// Get an order by id
         /// </summary>
         /// <param name="orderId">The id</param>
         /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<Order>> GetOrderAsync(string orderId, string? symbol = null);
+        Task<WebCallResult<Order>> GetOrderAsync(string orderId, string? symbol = null, CancellationToken ct = default);
 
         /// <summary>
         /// Get trades for an order by id
         /// </summary>
         /// <param name="orderId">The id</param>
         /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<UserTrade>>> GetOrderTradesAsync(string orderId, string? symbol = null);
+        Task<WebCallResult<IEnumerable<UserTrade>>> GetOrderTradesAsync(string orderId, string? symbol = null, CancellationToken ct = default);
 
         /// <summary>
         /// Get a list of open orders
         /// </summary>
         /// <param name="symbol">[Optional] The symbol to get open orders for, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<Order>>> GetOpenOrdersAsync(string? symbol = null);
+        Task<WebCallResult<IEnumerable<Order>>> GetOpenOrdersAsync(string? symbol = null, CancellationToken ct = default);
 
         /// <summary>
         /// Get a list of closed orders
         /// </summary>
         /// <param name="symbol">[Optional] The symbol to get closed orders for, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<Order>>> GetClosedOrdersAsync(string? symbol = null);
+        Task<WebCallResult<IEnumerable<Order>>> GetClosedOrdersAsync(string? symbol = null, CancellationToken ct = default);
 
         /// <summary>
         /// Cancel an order by id
         /// </summary>
         /// <param name="orderId">The id</param>
         /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<OrderId>> CancelOrderAsync(string orderId, string? symbol = null);
+        Task<WebCallResult<OrderId>> CancelOrderAsync(string orderId, string? symbol = null, CancellationToken ct = default);
     }
 
     /// <summary>
@@ -138,14 +151,16 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="price">The price of the order, only for limit orders</param>
         /// <param name="accountId">[Optional] The account id to place the order on, required for some exchanges, ignored otherwise</param>
         /// <param name="leverage">[Optional] Leverage for this order. This is needed for some exchanges. For exchanges where this is not needed this parameter is ignored (and should be set before hand)</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns>The id of the resulting order</returns>
-        Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, int? leverage = null, string? accountId = null);
+        Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, int? leverage = null, string? accountId = null, CancellationToken ct = default);
 
         /// <summary>
         /// Get position
         /// </summary>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<Position>>> GetPositionsAsync();
+        Task<WebCallResult<IEnumerable<Position>>> GetPositionsAsync(CancellationToken ct = default);
     }
 
     /// <summary>
@@ -162,7 +177,8 @@ namespace CryptoExchange.Net.Interfaces
         /// <param name="quantity">The quantity of the order</param>
         /// <param name="price">The price of the order, only for limit orders</param>
         /// <param name="accountId">[Optional] The account id to place the order on, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns>The id of the resulting order</returns>
-        Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, string? accountId = null);
+        Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, string? accountId = null, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/Interfaces/ISymbolOrderBook.cs

@@ -1,5 +1,6 @@
 using System;
 using System.Collections.Generic;
+using System.Threading;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Objects;
 
@@ -88,8 +89,9 @@ namespace CryptoExchange.Net.Interfaces
         /// <summary>
         /// Start connecting and synchronizing the order book
         /// </summary>
+        /// <param name="ct">A cancellation token to stop the order book when canceled</param>
         /// <returns></returns>
-        Task<CallResult<bool>> StartAsync();
+        Task<CallResult<bool>> StartAsync(CancellationToken? ct = null);
 
         /// <summary>
         /// Stop syncing the order book

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -26,6 +26,7 @@ namespace CryptoExchange.Net.OrderBook
         
         private bool _stopProcessing;
         private Task? _processTask;
+        private CancellationTokenSource _cts;
 
         private readonly AsyncResetEvent _queueEvent;
         private readonly ConcurrentQueue<object> _processQueue;
@@ -220,22 +221,42 @@ namespace CryptoExchange.Net.OrderBook
         }
 
         /// <inheritdoc/>
-        public async Task<CallResult<bool>> StartAsync()
+        public async Task<CallResult<bool>> StartAsync(CancellationToken? ct = null)
         {
             if (Status != OrderBookStatus.Disconnected)
                 throw new InvalidOperationException($"Can't start book unless state is {OrderBookStatus.Connecting}. Was {Status}");
 
             log.Write(LogLevel.Debug, $"{Id} order book {Symbol} starting");
+            _cts = new CancellationTokenSource();
+            ct?.Register(async () =>
+            {
+                _cts.Cancel();
+                await StopAsync().ConfigureAwait(false);
+            }, false);
+
+            // Clear any previous messages
+            while (_processQueue.TryDequeue(out _)) { }
+            processBuffer.Clear();
+            bookSet = false;
+
             Status = OrderBookStatus.Connecting;
             _processTask = Task.Factory.StartNew(ProcessQueue, TaskCreationOptions.LongRunning);
 
-            var startResult = await DoStartAsync().ConfigureAwait(false);
+            var startResult = await DoStartAsync(_cts.Token).ConfigureAwait(false);
             if (!startResult)
             {
                 Status = OrderBookStatus.Disconnected;
                 return new CallResult<bool>(startResult.Error!);
             }
 
+            if (_cts.IsCancellationRequested)
+            {
+                log.Write(LogLevel.Debug, $"{Id} order book {Symbol} stopped while starting");
+                await startResult.Data.CloseAsync().ConfigureAwait(false);
+                Status = OrderBookStatus.Disconnected;
+                return new CallResult<bool>(new CancellationRequestedError());
+            }
+
             _subscription = startResult.Data;
             _subscription.ConnectionLost += () =>
             {
@@ -260,6 +281,7 @@ namespace CryptoExchange.Net.OrderBook
         {
             log.Write(LogLevel.Debug, $"{Id} order book {Symbol} stopping");
             Status = OrderBookStatus.Disconnected;
+            _cts.Cancel();
             _queueEvent.Set();
             if (_processTask != null)
                 await _processTask.ConfigureAwait(false);
@@ -305,7 +327,7 @@ namespace CryptoExchange.Net.OrderBook
         /// and setting the initial order book
         /// </summary>
         /// <returns></returns>
-        protected abstract Task<CallResult<UpdateSubscription>> DoStartAsync();
+        protected abstract Task<CallResult<UpdateSubscription>> DoStartAsync(CancellationToken ct);
 
         /// <summary>
         /// Reset the order book
@@ -316,7 +338,7 @@ namespace CryptoExchange.Net.OrderBook
         /// Resync the order book
         /// </summary>
         /// <returns></returns>
-        protected abstract Task<CallResult<bool>> DoResyncAsync();
+        protected abstract Task<CallResult<bool>> DoResyncAsync(CancellationToken ct);
 
         /// <summary>
         /// Implementation for validating a checksum value with the current order book. If checksum validation fails (returns false)
@@ -459,16 +481,25 @@ namespace CryptoExchange.Net.OrderBook
         /// Wait until the order book snapshot has been set
         /// </summary>
         /// <param name="timeout">Max wait time</param>
+        /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
-        protected async Task<CallResult<bool>> WaitForSetOrderBookAsync(int timeout)
+        protected async Task<CallResult<bool>> WaitForSetOrderBookAsync(int timeout, CancellationToken ct)
         {
             var startWait = DateTime.UtcNow;
             while (!bookSet && Status == OrderBookStatus.Syncing)
             {
+                if(ct.IsCancellationRequested)
+                    return new CallResult<bool>(new CancellationRequestedError());
+
                 if ((DateTime.UtcNow - startWait).TotalMilliseconds > timeout)
                     return new CallResult<bool>(new ServerError("Timeout while waiting for data"));
 
-                await Task.Delay(10).ConfigureAwait(false);
+                try
+                {
+                    await Task.Delay(10, ct).ConfigureAwait(false);
+                }
+                catch (OperationCanceledException)
+                { }
             }
 
             return new CallResult<bool>(true);
@@ -533,7 +564,7 @@ namespace CryptoExchange.Net.OrderBook
                 if (Status != OrderBookStatus.Syncing)
                     return;
 
-                var resyncResult = await DoResyncAsync().ConfigureAwait(false);
+                var resyncResult = await DoResyncAsync(_cts.Token).ConfigureAwait(false);
                 success = resyncResult;
             }
 
@@ -665,6 +696,12 @@ namespace CryptoExchange.Net.OrderBook
             Status = OrderBookStatus.Syncing;
             _ = Task.Run(async () =>
             {
+                if(_subscription == null)
+                {
+                    Status = OrderBookStatus.Disconnected;
+                    return;
+                }
+
                 await _subscription!.UnsubscribeAsync().ConfigureAwait(false);
                 Reset();
                 _stopProcessing = false;