wip

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestSubscription.cs

@@ -20,7 +20,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
 
         public CallResult DoHandleMessage(SocketConnection connection, DateTime receiveTime, string? originalData, T message)
         {
-            _handler.Invoke(new DataEvent<T>(message, receiveTime, originalData));
+            _handler.Invoke(new DataEvent<T>("Test", message, receiveTime, originalData));
             return new CallResult(null);
         }
 

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestSubscriptionWithResponseCheck.cs

@@ -22,7 +22,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
 
         public CallResult DoHandleMessage(SocketConnection connection, DateTime receiveTime, string? originalData, T message)
         {
-            _handler.Invoke(new DataEvent<T>(message, receiveTime, originalData));
+            _handler.Invoke(new DataEvent<T>("Test", message, receiveTime, originalData));
             return new CallResult(null);
         }
 

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -627,6 +627,7 @@ namespace CryptoExchange.Net.Clients
         /// <param name="dedicatedRequestConnection">Whether a dedicated request connection should be returned</param>
         /// <param name="ct">Cancellation token</param>
         /// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
+        /// <param name="individualSubscriptionCount">The number of individual subscriptions in this subscribe request</param>
         /// <returns></returns>
         protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(
             string address,

CryptoExchange.Net/Converters/SystemTextJson/ArrayConverter.cs

@@ -21,8 +21,9 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
     public class ArrayConverter<T> : JsonConverter<T> where T : new()
 #endif
     {
-        private static readonly Lazy<List<ArrayPropertyInfo>> _typePropertyInfo = new Lazy<List<ArrayPropertyInfo>>(CacheTypeAttributes, LazyThreadSafetyMode.PublicationOnly);
+        //private static readonly Lazy<List<ArrayPropertyInfo>> _typePropertyInfo = new Lazy<List<ArrayPropertyInfo>>(CacheTypeAttributes, LazyThreadSafetyMode.PublicationOnly);
-        
+        private static SortedDictionary<int, List<ArrayPropertyInfo>>? _typePropertyInfo;
+
         /// <inheritdoc />
 #if NET5_0_OR_GREATER
         [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL3050:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
@@ -36,54 +37,59 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 return;
             }
 
+            if (_typePropertyInfo == null)
+                _typePropertyInfo = CacheTypeAttributes();
+
             writer.WriteStartArray();
-
-            var ordered = _typePropertyInfo.Value.Where(x => x.ArrayProperty != null).OrderBy(p => p.ArrayProperty.Index);
             var last = -1;
-            foreach (var prop in ordered)
+            foreach (var indexProps in _typePropertyInfo)
             {
-                if (prop.ArrayProperty.Index == last)
+                foreach (var prop in indexProps.Value)
-                    continue;
-
-                while (prop.ArrayProperty.Index != last + 1)
                 {
-                    writer.WriteNullValue();
+                    if (prop.ArrayProperty.Index == last)
-                    last += 1;
+                        // Don't write the same index twice
-                }
+                        continue;
 
-                last = prop.ArrayProperty.Index;
+                    while (prop.ArrayProperty.Index != last + 1)
-
-                var objValue = prop.PropertyInfo.GetValue(value);
-                if (objValue == null)
-                {
-                    writer.WriteNullValue();
-                    continue;
-                }
-
-                JsonSerializerOptions? typeOptions = null;
-                if (prop.JsonConverter != null)
-                {
-                    typeOptions = new JsonSerializerOptions
                     {
-                        NumberHandling = JsonNumberHandling.AllowReadingFromString | JsonNumberHandling.AllowNamedFloatingPointLiterals,
+                        writer.WriteNullValue();
-                        PropertyNameCaseInsensitive = false,
+                        last += 1;
-                        TypeInfoResolver = options.TypeInfoResolver,
+                    }
-                    };
-                    typeOptions.Converters.Add(prop.JsonConverter);
-                }
 
-                if (prop.JsonConverter == null && IsSimple(prop.PropertyInfo.PropertyType))
+                    last = prop.ArrayProperty.Index;
-                {
+
-                    if (prop.TargetType == typeof(string))
+                    var objValue = prop.PropertyInfo.GetValue(value);
-                        writer.WriteStringValue(Convert.ToString(objValue, CultureInfo.InvariantCulture));
+                    if (objValue == null)
-                    else if (prop.TargetType == typeof(bool))
+                    {
-                        writer.WriteBooleanValue((bool)objValue);
+                        writer.WriteNullValue();
+                        continue;
+                    }
+
+                    JsonSerializerOptions? typeOptions = null;
+                    if (prop.JsonConverter != null)
+                    {
+                        typeOptions = new JsonSerializerOptions
+                        {
+                            NumberHandling = JsonNumberHandling.AllowReadingFromString | JsonNumberHandling.AllowNamedFloatingPointLiterals,
+                            PropertyNameCaseInsensitive = false,
+                            TypeInfoResolver = options.TypeInfoResolver,
+                        };
+                        typeOptions.Converters.Add(prop.JsonConverter);
+                    }
+
+                    if (prop.JsonConverter == null && IsSimple(prop.PropertyInfo.PropertyType))
+                    {
+                        if (prop.TargetType == typeof(string))
+                            writer.WriteStringValue(Convert.ToString(objValue, CultureInfo.InvariantCulture));
+                        else if (prop.TargetType == typeof(bool))
+                            writer.WriteBooleanValue((bool)objValue);
+                        else
+                            writer.WriteRawValue(Convert.ToString(objValue, CultureInfo.InvariantCulture)!);
+                    }
                     else
-                        writer.WriteRawValue(Convert.ToString(objValue, CultureInfo.InvariantCulture)!);
+                    {
-                }
+                        JsonSerializer.Serialize(writer, objValue, typeOptions ?? options);
-                else
+                    }
-                {
-                    JsonSerializer.Serialize(writer, objValue, typeOptions ?? options);
                 }
             }
 
@@ -112,14 +118,17 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
             if (reader.TokenType != JsonTokenType.StartArray)
                 throw new CeDeserializationException("Not an array");
 
+
+            if (_typePropertyInfo == null)
+                _typePropertyInfo = CacheTypeAttributes();
+
             int index = 0;
             while (reader.Read())
             {
                 if (reader.TokenType == JsonTokenType.EndArray)
                     break;
 
-                var indexAttributes = _typePropertyInfo.Value.Where(a => a.ArrayProperty.Index == index);
+                if(!_typePropertyInfo.TryGetValue(index, out var indexAttributes))
-                if (!indexAttributes.Any())
                 {
                     index++;
                     continue;
@@ -191,12 +200,12 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 #if NET5_0_OR_GREATER
         [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL3050:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
         [UnconditionalSuppressMessage("AssemblyLoadTrimming", "IL2026:RequiresUnreferencedCode", Justification = "JsonSerializerOptions provided here has TypeInfoResolver set")]
-        private static List<ArrayPropertyInfo> CacheTypeAttributes()
+        private static SortedDictionary<int, List<ArrayPropertyInfo>> CacheTypeAttributes()
 #else
-        private static List<ArrayPropertyInfo> CacheTypeAttributes()
+        private static SortedDictionary<int, List<ArrayPropertyInfo>> CacheTypeAttributes()
 #endif
         {
-            var attributes = new List<ArrayPropertyInfo>();
+            var result = new SortedDictionary<int, List<ArrayPropertyInfo>>();
             var properties = typeof(T).GetProperties();
             foreach (var property in properties)
             {
@@ -206,7 +215,13 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
 
                 var targetType = Nullable.GetUnderlyingType(property.PropertyType) ?? property.PropertyType;
                 var converterType = property.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType ?? targetType.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType;
-                attributes.Add(new ArrayPropertyInfo
+                if (!result.TryGetValue(att.Index, out var indexList))
+                {
+                    indexList = new List<ArrayPropertyInfo>();
+                    result[att.Index] = indexList;
+                }
+
+                indexList.Add(new ArrayPropertyInfo
                 {
                     ArrayProperty = att,
                     PropertyInfo = property,
@@ -216,7 +231,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 });
             }
 
-            return attributes;
+            return result;
         }
 
         private class ArrayPropertyInfo

CryptoExchange.Net/Objects/Sockets/DataEvent.cs

@@ -28,6 +28,11 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// </summary>
         public string? Symbol { get; set; }
 
+        /// <summary>
+        /// The exchange name
+        /// </summary>
+        public string Exchange { get; set; }
+
         /// <summary>
         /// The original data that was received, only available when OutputOriginalData is set to true in the client options
         /// </summary>
@@ -42,9 +47,11 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// ctor
         /// </summary>
         public DataEvent(
+            string exchange,
             DateTime receiveTimestamp,
             string? originalData)
         {
+            Exchange = exchange;
             OriginalData = originalData;
             ReceiveTime = receiveTimestamp;
         }
@@ -68,9 +75,10 @@ namespace CryptoExchange.Net.Objects.Sockets
         /// ctor
         /// </summary>
         public DataEvent(
+            string exchange,
             T data,
             DateTime receiveTimestamp,
-            string? originalData): base(receiveTimestamp, originalData)
+            string? originalData): base(exchange, receiveTimestamp, originalData)
         {
             Data = data;
         }
@@ -118,13 +126,15 @@ namespace CryptoExchange.Net.Objects.Sockets
         }
 
         /// <summary>
-        /// Copy the DataEvent to a new data type
+        /// Create a new DataEvent of the new type
         /// </summary>
-        public ExchangeEvent<K> AsExchangeEvent<K>(string exchange, K data)
+        public DataEvent<TNew> ToType<TNew>(TNew data)
         {
-            return new ExchangeEvent<K>(exchange, this, data)
+            return new DataEvent<TNew>(Exchange, data, ReceiveTime, OriginalData)
             {
-                DataTime = DataTime
+                StreamId = StreamId,
+                UpdateType = UpdateType,
+                Symbol = Symbol                
             };
         }
 

CryptoExchange.Net/SharedApis/Interfaces/Socket/Futures/IFuturesOrderSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToFuturesOrderUpdatesAsync(SubscribeFuturesOrderRequest request, Action<ExchangeEvent<SharedFuturesOrder[]>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToFuturesOrderUpdatesAsync(SubscribeFuturesOrderRequest request, Action<DataEvent<SharedFuturesOrder[]>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/Futures/IPositionSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToPositionUpdatesAsync(SubscribePositionRequest request, Action<ExchangeEvent<SharedPosition[]>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToPositionUpdatesAsync(SubscribePositionRequest request, Action<DataEvent<SharedPosition[]>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/IBalanceSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToBalanceUpdatesAsync(SubscribeBalancesRequest request, Action<ExchangeEvent<SharedBalance[]>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToBalanceUpdatesAsync(SubscribeBalancesRequest request, Action<DataEvent<SharedBalance[]>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/IBookTickerSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToBookTickerUpdatesAsync(SubscribeBookTickerRequest request, Action<ExchangeEvent<SharedBookTicker>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToBookTickerUpdatesAsync(SubscribeBookTickerRequest request, Action<DataEvent<SharedBookTicker>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/IKlineSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToKlineUpdatesAsync(SubscribeKlineRequest request, Action<ExchangeEvent<SharedKline>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToKlineUpdatesAsync(SubscribeKlineRequest request, Action<DataEvent<SharedKline>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/IOrderBookSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action<ExchangeEvent<SharedOrderBook>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToOrderBookUpdatesAsync(SubscribeOrderBookRequest request, Action<DataEvent<SharedOrderBook>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/ITickerSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToTickerUpdatesAsync(SubscribeTickerRequest request, Action<ExchangeEvent<SharedSpotTicker>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToTickerUpdatesAsync(SubscribeTickerRequest request, Action<DataEvent<SharedSpotTicker>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/ITickersSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToAllTickersUpdatesAsync(SubscribeAllTickersRequest request, Action<ExchangeEvent<SharedSpotTicker[]>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToAllTickersUpdatesAsync(SubscribeAllTickersRequest request, Action<DataEvent<SharedSpotTicker[]>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/ITradeSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToTradeUpdatesAsync(SubscribeTradeRequest request, Action<ExchangeEvent<SharedTrade[]>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToTradeUpdatesAsync(SubscribeTradeRequest request, Action<DataEvent<SharedTrade[]>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/IUserTradeSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToUserTradeUpdatesAsync(SubscribeUserTradeRequest request, Action<ExchangeEvent<SharedUserTrade[]>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToUserTradeUpdatesAsync(SubscribeUserTradeRequest request, Action<DataEvent<SharedUserTrade[]>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Interfaces/Socket/Spot/ISpotOrderSocketClient.cs

@@ -22,6 +22,6 @@ namespace CryptoExchange.Net.SharedApis
         /// <param name="handler">Update handler</param>
         /// <param name="ct">Cancellation token, can be used to stop the updates</param>
         /// <returns></returns>
-        Task<ExchangeResult<UpdateSubscription>> SubscribeToSpotOrderUpdatesAsync(SubscribeSpotOrderRequest request, Action<ExchangeEvent<SharedSpotOrder[]>> handler, CancellationToken ct = default);
+        Task<ExchangeResult<UpdateSubscription>> SubscribeToSpotOrderUpdatesAsync(SubscribeSpotOrderRequest request, Action<DataEvent<SharedSpotOrder[]>> handler, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/SharedApis/Models/ExchangeEvent.cs

@@ -1,34 +0,0 @@
-using CryptoExchange.Net.Objects.Sockets;
-
-namespace CryptoExchange.Net.SharedApis
-{
-    /// <summary>
-    /// An update event for a specific exchange
-    /// </summary>
-    /// <typeparam name="T">Type of the data</typeparam>
-    public class ExchangeEvent<T> : DataEvent<T>
-    {
-        /// <summary>
-        /// The exchange
-        /// </summary>
-        public string Exchange { get; }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        public ExchangeEvent(string exchange, DataEvent baseEvent, T data) :
-            base(data,
-                 baseEvent.ReceiveTime,
-                 baseEvent.OriginalData)
-        {
-            StreamId = baseEvent.StreamId;
-            Symbol = baseEvent.Symbol;
-            UpdateType = baseEvent.UpdateType;
-            DataTime = baseEvent.DataTime;
-            Exchange = exchange;
-        }
-
-        /// <inheritdoc />
-        public override string ToString() => $"{Exchange} - " + base.ToString();
-    }
-}

CryptoExchange.Net/Sockets/Default/SocketConnection.cs

@@ -625,6 +625,8 @@ namespace CryptoExchange.Net.Sockets.Default
                         query = cquery;
                     }
 
+                    var complete = false;
+
                     foreach (var route in processor.MessageRouter.Routes)
                     {
                         if (route.TypeIdentifier != typeIdentifier)
@@ -639,10 +641,16 @@ namespace CryptoExchange.Net.Sockets.Default
 
                             processed = true;
                             processor.Handle(this, receiveTime, originalData, result, route);
+
+                            if (isQuery && !route.MultipleReaders)
+                            {
+                                complete = true;
+                                break;
+                            }
                         }
                     }
 
-                    if (processed && isQuery && !query!.MultipleReaders)
+                    if (complete)
                         break;
                 }
             }
@@ -1054,7 +1062,9 @@ namespace CryptoExchange.Net.Sockets.Default
         public virtual ValueTask<CallResult> SendAsync<T>(int requestId, T obj, int weight)
         {
             if (_serializer is IByteMessageSerializer byteSerializer)
+            {
                 return SendBytesAsync(requestId, byteSerializer.Serialize(obj), weight);
+            }
             else if (_serializer is IStringMessageSerializer stringSerializer)
             {
                 if (obj is string str)

CryptoExchange.Net/Sockets/Default/Subscription.cs

@@ -190,7 +190,7 @@ namespace CryptoExchange.Net.Sockets.Default
         /// <summary>
         /// Handle an update message
         /// </summary>
-        public CallResult Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data, MessageRoute route)
+        public CallResult? Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data, MessageRoute route)
         {
             ConnectionInvocations++;
             TotalInvocations++;

CryptoExchange.Net/Sockets/Interfaces/IMessageProcessor.cs

@@ -29,7 +29,7 @@ namespace CryptoExchange.Net.Sockets.Interfaces
         /// <summary>
         /// Handle a message
         /// </summary>
-        CallResult Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object result, MessageRoute route);
+        CallResult? Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object result, MessageRoute route);
         /// <summary>
         /// Deserialize a message into object of type
         /// </summary>

CryptoExchange.Net/Sockets/MessageRouter.cs

@@ -27,51 +27,51 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Create message router without specific message handler
         /// </summary>
-        public static MessageRouter CreateWithoutHandler<T>(string typeIdentifier)
+        public static MessageRouter CreateWithoutHandler<T>(string typeIdentifier, bool multipleReaders = false)
         {
-            return new MessageRouter(new MessageRoute<T>(typeIdentifier, (string?)null, (con, receiveTime, originalData, msg) => new CallResult<T>(default, null, null)));
+            return new MessageRouter(new MessageRoute<T>(typeIdentifier, (string?)null, (con, receiveTime, originalData, msg) => new CallResult<T>(default, null, null), multipleReaders));
         }
 
         /// <summary>
         /// Create message router without specific message handler
         /// </summary>
-        public static MessageRouter CreateWithoutHandler<T>(string typeIdentifier, string topicFilter)
+        public static MessageRouter CreateWithoutHandler<T>(string typeIdentifier, string topicFilter, bool multipleReaders = false)
         {
-            return new MessageRouter(new MessageRoute<T>(typeIdentifier, topicFilter, (con, receiveTime, originalData, msg) => new CallResult<string>(default, null, null)));
+            return new MessageRouter(new MessageRoute<T>(typeIdentifier, topicFilter, (con, receiveTime, originalData, msg) => new CallResult<string>(default, null, null), multipleReaders));
         }
 
         /// <summary>
         /// Create message router without topic filter
         /// </summary>
-        public static MessageRouter CreateWithoutTopicFilter<T>(IEnumerable<string> values, Func<SocketConnection, DateTime, string?, T, CallResult> handler)
+        public static MessageRouter CreateWithoutTopicFilter<T>(IEnumerable<string> values, Func<SocketConnection, DateTime, string?, T, CallResult?> handler, bool multipleReaders = false)
         {
-            return new MessageRouter(values.Select(x => new MessageRoute<T>(x, (string?)null, handler)).ToArray());
+            return new MessageRouter(values.Select(x => new MessageRoute<T>(x, null, handler, multipleReaders)).ToArray());
         }
 
         /// <summary>
         /// Create message router without topic filter
         /// </summary>
-        public static MessageRouter CreateWithoutTopicFilter<T>(string typeIdentifier, Func<SocketConnection, DateTime, string?, T, CallResult> handler)
+        public static MessageRouter CreateWithoutTopicFilter<T>(string typeIdentifier, Func<SocketConnection, DateTime, string?, T, CallResult?> handler, bool multipleReaders = false)
         {
-            return new MessageRouter(new MessageRoute<T>(typeIdentifier, (string?)null, handler));
+            return new MessageRouter(new MessageRoute<T>(typeIdentifier, null, handler, multipleReaders));
         }
 
         /// <summary>
         /// Create message router with topic filter
         /// </summary>
-        public static MessageRouter CreateWithTopicFilter<T>(string typeIdentifier, string topicFilter, Func<SocketConnection, DateTime, string?, T, CallResult> handler)
+        public static MessageRouter CreateWithTopicFilter<T>(string typeIdentifier, string topicFilter, Func<SocketConnection, DateTime, string?, T, CallResult?> handler, bool multipleReaders = false)
         {
-            return new MessageRouter(new MessageRoute<T>(typeIdentifier, topicFilter, handler));
+            return new MessageRouter(new MessageRoute<T>(typeIdentifier, topicFilter, handler, multipleReaders));
         }
 
         /// <summary>
         /// Create message router with topic filter
         /// </summary>
-        public static MessageRouter CreateWithTopicFilter<T>(IEnumerable<string> typeIdentifiers, string topicFilter, Func<SocketConnection, DateTime, string?, T, CallResult> handler)
+        public static MessageRouter CreateWithTopicFilter<T>(IEnumerable<string> typeIdentifiers, string topicFilter, Func<SocketConnection, DateTime, string?, T, CallResult?> handler, bool multipleReaders = false)
         {
             var routes = new List<MessageRoute>();
             foreach (var type in typeIdentifiers)
-                routes.Add(new MessageRoute<T>(type, topicFilter, handler));
+                routes.Add(new MessageRoute<T>(type, topicFilter, handler, multipleReaders));
 
             return new MessageRouter(routes.ToArray());
         }
@@ -79,11 +79,11 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Create message router with topic filter
         /// </summary>
-        public static MessageRouter CreateWithTopicFilters<T>(string typeIdentifier, IEnumerable<string> topicFilters, Func<SocketConnection, DateTime, string?, T, CallResult> handler)
+        public static MessageRouter CreateWithTopicFilters<T>(string typeIdentifier, IEnumerable<string> topicFilters, Func<SocketConnection, DateTime, string?, T, CallResult?> handler, bool multipleReaders = false)
         {
             var routes = new List<MessageRoute>();
             foreach (var filter in topicFilters)
-                routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler));
+                routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler, multipleReaders));
 
             return new MessageRouter(routes.ToArray());
         }
@@ -91,13 +91,13 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Create message router with topic filter
         /// </summary>
-        public static MessageRouter CreateWithTopicFilters<T>(IEnumerable<string> typeIdentifiers, IEnumerable<string> topicFilters, Func<SocketConnection, DateTime, string?, T, CallResult> handler)
+        public static MessageRouter CreateWithTopicFilters<T>(IEnumerable<string> typeIdentifiers, IEnumerable<string> topicFilters, Func<SocketConnection, DateTime, string?, T, CallResult?> handler, bool multipleReaders = false)
         {
             var routes = new List<MessageRoute>();
             foreach (var type in typeIdentifiers)
             {
                 foreach (var filter in topicFilters)
-                    routes.Add(new MessageRoute<T>(type, filter, handler));
+                    routes.Add(new MessageRoute<T>(type, filter, handler, multipleReaders));
             }
 
             return new MessageRouter(routes.ToArray());
@@ -106,25 +106,25 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Create message router with optional topic filter
         /// </summary>
-        public static MessageRouter CreateWithOptionalTopicFilter<T>(string typeIdentifier, string? topicFilter, Func<SocketConnection, DateTime, string?, T, CallResult> handler)
+        public static MessageRouter CreateWithOptionalTopicFilter<T>(string typeIdentifier, string? topicFilter, Func<SocketConnection, DateTime, string?, T, CallResult?> handler, bool multipleReaders = false)
         {
-            return new MessageRouter(new MessageRoute<T>(typeIdentifier, topicFilter, handler));
+            return new MessageRouter(new MessageRoute<T>(typeIdentifier, topicFilter, handler, multipleReaders));
         }
 
         /// <summary>
         /// Create message router with optional topic filter
         /// </summary>
-        public static MessageRouter CreateWithOptionalTopicFilters<T>(string typeIdentifier, IEnumerable<string>? topicFilters, Func<SocketConnection, DateTime, string?, T, CallResult> handler)
+        public static MessageRouter CreateWithOptionalTopicFilters<T>(string typeIdentifier, IEnumerable<string>? topicFilters, Func<SocketConnection, DateTime, string?, T, CallResult?> handler, bool multipleReaders = false)
         {
             var routes = new List<MessageRoute>();
             if (topicFilters?.Count() > 0)
             {
                 foreach (var filter in topicFilters)
-                    routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler));
+                    routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler, multipleReaders));
             }
             else
             {
-                routes.Add(new MessageRoute<T>(typeIdentifier, null, handler));
+                routes.Add(new MessageRoute<T>(typeIdentifier, null, handler, multipleReaders));
             }
                 
             return new MessageRouter(routes.ToArray());
@@ -133,7 +133,7 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Create message router with optional topic filter
         /// </summary>
-        public static MessageRouter CreateWithOptionalTopicFilters<T>(IEnumerable<string> typeIdentifiers, IEnumerable<string>? topicFilters, Func<SocketConnection, DateTime, string?, T, CallResult> handler)
+        public static MessageRouter CreateWithOptionalTopicFilters<T>(IEnumerable<string> typeIdentifiers, IEnumerable<string>? topicFilters, Func<SocketConnection, DateTime, string?, T, CallResult?> handler, bool multipleReaders = false)
         {
             var routes = new List<MessageRoute>();
             foreach (var typeIdentifier in typeIdentifiers)
@@ -141,11 +141,11 @@ namespace CryptoExchange.Net.Sockets
                 if (topicFilters?.Count() > 0)
                 {
                     foreach (var filter in topicFilters)
-                        routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler));
+                        routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler, multipleReaders));
                 }
                 else
                 {
-                    routes.Add(new MessageRoute<T>(typeIdentifier, null, handler));
+                    routes.Add(new MessageRoute<T>(typeIdentifier, null, handler, multipleReaders));
                 }
             }
 
@@ -179,6 +179,12 @@ namespace CryptoExchange.Net.Sockets
         /// Optional topic filter
         /// </summary>
         public string? TopicFilter { get; set; }
+
+        /// <summary>
+        /// Whether responses to this route might be read by multiple listeners
+        /// </summary>
+        public bool MultipleReaders { get; set; } = false;
+
         /// <summary>
         /// Deserialization type
         /// </summary>
@@ -196,7 +202,7 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Message handler
         /// </summary>
-        public abstract CallResult Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data);
+        public abstract CallResult? Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data);
     }
 
     /// <summary>
@@ -204,46 +210,56 @@ namespace CryptoExchange.Net.Sockets
     /// </summary>
     public class MessageRoute<TMessage> : MessageRoute
     {
-        private Func<SocketConnection, DateTime, string?, TMessage, CallResult> _handler;
+        private Func<SocketConnection, DateTime, string?, TMessage, CallResult?> _handler;
 
         /// <inheritdoc />
-        public override Type DeserializationType => typeof(TMessage);
+        public override Type DeserializationType { get; } = typeof(TMessage);
 
         /// <summary>
         /// ctor
         /// </summary>
-        internal MessageRoute(string typeIdentifier, string? topicFilter, Func<SocketConnection, DateTime, string?, TMessage, CallResult> handler)
+        internal MessageRoute(string typeIdentifier, string? topicFilter, Func<SocketConnection, DateTime, string?, TMessage, CallResult?> handler, bool multipleReaders = false)
             : base(typeIdentifier, topicFilter)
         {
             _handler = handler;
+            MultipleReaders = multipleReaders;
         }
 
         /// <summary>
         /// Create route without topic filter
         /// </summary>
-        public static MessageRoute<TMessage> CreateWithoutTopicFilter(string typeIdentifier, Func<SocketConnection, DateTime, string?, TMessage, CallResult> handler)
+        public static MessageRoute<TMessage> CreateWithoutTopicFilter(string typeIdentifier, Func<SocketConnection, DateTime, string?, TMessage, CallResult?> handler, bool multipleReaders = false)
         {
-            return new MessageRoute<TMessage>(typeIdentifier, null, handler);
+            return new MessageRoute<TMessage>(typeIdentifier, null, handler)
+            {
+                MultipleReaders = multipleReaders
+            };
         }
 
         /// <summary>
         /// Create route with optional topic filter
         /// </summary>
-        public static MessageRoute<TMessage> CreateWithOptionalTopicFilter(string typeIdentifier, string? topicFilter, Func<SocketConnection, DateTime, string?, TMessage, CallResult> handler)
+        public static MessageRoute<TMessage> CreateWithOptionalTopicFilter(string typeIdentifier, string? topicFilter, Func<SocketConnection, DateTime, string?, TMessage, CallResult?> handler, bool multipleReaders = false)
         {
-            return new MessageRoute<TMessage>(typeIdentifier, topicFilter, handler);
+            return new MessageRoute<TMessage>(typeIdentifier, topicFilter, handler)
+            {
+                MultipleReaders = multipleReaders
+            };
         }
 
         /// <summary>
         /// Create route with topic filter
         /// </summary>
-        public static MessageRoute<TMessage> CreateWithTopicFilter(string typeIdentifier, string topicFilter, Func<SocketConnection, DateTime, string?, TMessage, CallResult> handler)
+        public static MessageRoute<TMessage> CreateWithTopicFilter(string typeIdentifier, string topicFilter, Func<SocketConnection, DateTime, string?, TMessage, CallResult?> handler, bool multipleReaders = false)
         {
-            return new MessageRoute<TMessage>(typeIdentifier, topicFilter, handler);
+            return new MessageRoute<TMessage>(typeIdentifier, topicFilter, handler)
+            {
+                MultipleReaders = multipleReaders
+            };
         }
 
         /// <inheritdoc />
-        public override CallResult Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data)
+        public override CallResult? Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data)
         {
             return _handler(connection, receiveTime, originalData, (TMessage)data);
         }

CryptoExchange.Net/Sockets/Query.cs

@@ -89,11 +89,6 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public bool ExpectsResponse { get; set; } = true;
 
-        /// <summary>
-        /// Whether responses to this query might be read by multiple listeners
-        /// </summary>
-        public bool MultipleReaders { get; set; } = false;
-
         /// <summary>
         /// Wait event for response
         /// </summary>
@@ -205,16 +200,18 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public override CallResult Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object message, MessageRoute route)
         {
-            if (!PreCheckMessage(connection, message))
-                return CallResult.SuccessResult;
-
             CurrentResponses++;
             if (CurrentResponses == RequiredResponses)
                 Response = message;
 
             if (Result?.Success != false)
+            {
                 // If an error result is already set don't override that
                 Result = route.Handle(connection, receiveTime, originalData, message);
+                if (Result == null)
+                    // Null from Handle means it wasn't actually for this query
+                    CurrentResponses -= 1;
+            }
 
             if (CurrentResponses == RequiredResponses)
             {
@@ -223,7 +220,7 @@ namespace CryptoExchange.Net.Sockets
                 OnComplete?.Invoke();
             }
 
-            return Result;
+            return Result ?? CallResult.SuccessResult;
         }
 
         /// <inheritdoc />