Ratelimiting for socket requests

CryptoExchange.Net.UnitTests/SocketClientTests.cs

@@ -140,6 +140,12 @@ namespace CryptoExchange.Net.UnitTests
             var sub2 = new SocketConnection(new TraceLogger(), client.SubClient, socket2, null);
             client.SubClient.ConnectSocketSub(sub1);
             client.SubClient.ConnectSocketSub(sub2);
+            var us1 = SocketSubscription.CreateForIdentifier(10, "Test1", true, false, (e) => { });
+            var us2 = SocketSubscription.CreateForIdentifier(11, "Test2", true, false, (e) => { });
+            sub1.AddSubscription(us1);
+            sub2.AddSubscription(us2);
+            var ups1 = new UpdateSubscription(sub1, us1);
+            var ups2 = new UpdateSubscription(sub2, us2);
 
             // act
             client.UnsubscribeAllAsync().Wait();

CryptoExchange.Net.UnitTests/TestImplementations/TestRestClient.cs

@@ -182,9 +182,11 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             return await SendRequestAsync<T>(new Uri("http://www.test.com"), HttpMethod.Get, ct);
         }
 
-        protected override Error ParseErrorResponse(JToken error)
+        protected override Error ParseErrorResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, string data)
         {
-            return new ServerError((int)error["errorCode"], (string)error["errorMessage"]);
+            var errorData = ValidateJson(data);
+
+            return new ServerError((int)errorData.Data["errorCode"], (string)errorData.Data["errorMessage"]);
         }
 
         public override TimeSpan? GetTimeOffset()

CryptoExchange.Net.UnitTests/TestImplementations/TestSocket.cs

@@ -18,6 +18,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         public event Action OnReconnected;
         public event Action OnReconnecting;
 #pragma warning restore 0067
+        public event Action<int> OnRequestSent;
         public event Action<string> OnMessage;
         public event Action<Exception> OnError;
         public event Action OnOpen;
@@ -69,10 +70,11 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             return Task.FromResult(CanConnect);
         }
 
-        public void Send(string data)
+        public void Send(int requestId, string data, int weight)
         {
             if(!Connected)
                 throw new Exception("Socket not connected");
+            OnRequestSent?.Invoke(requestId);
         }
 
         public void Reset()

CryptoExchange.Net/Clients/BaseApiClient.cs

@@ -77,15 +77,6 @@ namespace CryptoExchange.Net
         /// </summary>
         public bool OutputOriginalData { get; }
 
-        /// <summary>
-        /// The last used id, use NextId() to get the next id and up this
-        /// </summary>
-        protected static int _lastId;
-        /// <summary>
-        /// Lock for id generating
-        /// </summary>
-        protected static object _idLock = new();
-
         /// <summary>
         /// A default serializer
         /// </summary>
@@ -338,19 +329,6 @@ namespace CryptoExchange.Net
             return await reader.ReadToEndAsync().ConfigureAwait(false);
         }
 
-        /// <summary>
-        /// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique across different client instances
-        /// </summary>
-        /// <returns></returns>
-        protected static int NextId()
-        {
-            lock (_idLock)
-            {
-                _lastId += 1;
-                return _lastId;
-            }
-        }
-
         /// <summary>
         /// Dispose
         /// </summary>

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -15,6 +15,7 @@ using CryptoExchange.Net.Requests;
 using Microsoft.Extensions.Logging;
 using Newtonsoft.Json;
 using Newtonsoft.Json.Linq;
+using static CryptoExchange.Net.Objects.RateLimiter;
 
 namespace CryptoExchange.Net
 {
@@ -195,7 +196,7 @@ namespace CryptoExchange.Net
             Dictionary<string, string>? additionalHeaders = null,
             bool ignoreRatelimit = false)
         {
-            var requestId = NextId();
+            var requestId = ExchangeHelpers.NextId();
 
             if (signed)
             {

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -12,6 +12,7 @@ using System.Linq;
 using System.Text;
 using System.Threading;
 using System.Threading.Tasks;
+using static CryptoExchange.Net.Objects.RateLimiter;
 
 namespace CryptoExchange.Net
 {
@@ -76,9 +77,9 @@ namespace CryptoExchange.Net
         protected internal bool UnhandledMessageExpected { get; set; }
 
         /// <summary>
-        /// The max amount of outgoing messages per socket per second
+        /// The rate limiters 
         /// </summary>
-        protected internal int? RateLimitPerSocketPerSecond { get; set; }
+        protected internal IEnumerable<IRateLimiter>? RateLimiters { get; set; }
 
         /// <inheritdoc />
         public double IncomingKbps
@@ -130,6 +131,10 @@ namespace CryptoExchange.Net
                   options,
                   apiOptions)
         {
+            var rateLimiters = new List<IRateLimiter>();
+            foreach (var rateLimiter in apiOptions.RateLimiters)
+                rateLimiters.Add(rateLimiter);
+            RateLimiters = rateLimiters;
         }
 
         /// <summary>
@@ -275,7 +280,7 @@ namespace CryptoExchange.Net
         protected internal virtual async Task<CallResult<bool>> SubscribeAndWaitAsync(SocketConnection socketConnection, object request, SocketSubscription subscription)
         {
             CallResult<object>? callResult = null;
-            await socketConnection.SendAndWaitAsync(request, ClientOptions.RequestTimeout, subscription, data => HandleSubscriptionResponse(socketConnection, subscription, request, data, out callResult)).ConfigureAwait(false);
+            await socketConnection.SendAndWaitAsync(request, ClientOptions.RequestTimeout, subscription, 1, data => HandleSubscriptionResponse(socketConnection, subscription, request, data, out callResult)).ConfigureAwait(false);
 
             if (callResult?.Success == true)
             {
@@ -295,10 +300,11 @@ namespace CryptoExchange.Net
         /// <typeparam name="T">Expected result type</typeparam>
         /// <param name="request">The request to send, will be serialized to json</param>
         /// <param name="authenticated">If the query is to an authenticated endpoint</param>
+        /// <param name="weight">Weight of the request</param>
         /// <returns></returns>
-        protected virtual Task<CallResult<T>> QueryAsync<T>(object request, bool authenticated)
+        protected virtual Task<CallResult<T>> QueryAsync<T>(object request, bool authenticated, int weight = 1)
         {
-            return QueryAsync<T>(BaseAddress, request, authenticated);
+            return QueryAsync<T>(BaseAddress, request, authenticated, weight);
         }
 
         /// <summary>
@@ -308,8 +314,9 @@ namespace CryptoExchange.Net
         /// <param name="url">The url for the request</param>
         /// <param name="request">The request to send</param>
         /// <param name="authenticated">Whether the socket should be authenticated</param>
+        /// <param name="weight">Weight of the request</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<T>> QueryAsync<T>(string url, object request, bool authenticated)
+        protected virtual async Task<CallResult<T>> QueryAsync<T>(string url, object request, bool authenticated, int weight = 1)
         {
             if (_disposing)
                 return new CallResult<T>(new InvalidOperationError("Client disposed, can't query"));
@@ -348,7 +355,7 @@ namespace CryptoExchange.Net
                 return new CallResult<T>(new ServerError("Socket is paused"));
             }
 
-            return await QueryAndWaitAsync<T>(socketConnection, request).ConfigureAwait(false);
+            return await QueryAndWaitAsync<T>(socketConnection, request, weight).ConfigureAwait(false);
         }
 
         /// <summary>
@@ -357,11 +364,12 @@ namespace CryptoExchange.Net
         /// <typeparam name="T">The expected result type</typeparam>
         /// <param name="socket">The connection to send and wait on</param>
         /// <param name="request">The request to send</param>
+        /// <param name="weight">The weight of the query</param>
         /// <returns></returns>
-        protected virtual async Task<CallResult<T>> QueryAndWaitAsync<T>(SocketConnection socket, object request)
+        protected virtual async Task<CallResult<T>> QueryAndWaitAsync<T>(SocketConnection socket, object request, int weight)
         {
             var dataResult = new CallResult<T>(new ServerError("No response on query received"));
-            await socket.SendAndWaitAsync(request, ClientOptions.RequestTimeout, null, data =>
+            await socket.SendAndWaitAsync(request, ClientOptions.RequestTimeout, null, weight, data =>
             {
                 if (!HandleQueryResponse<T>(socket, request, data, out var callResult))
                     return false;
@@ -518,8 +526,8 @@ namespace CryptoExchange.Net
             }
 
             var subscription = request == null
-                ? SocketSubscription.CreateForIdentifier(NextId(), identifier!, userSubscription, authenticated, InternalHandler)
+                ? SocketSubscription.CreateForIdentifier(ExchangeHelpers.NextId(), identifier!, userSubscription, authenticated, InternalHandler)
-                : SocketSubscription.CreateForRequest(NextId(), request, userSubscription, authenticated, InternalHandler);
+                : SocketSubscription.CreateForRequest(ExchangeHelpers.NextId(), request, userSubscription, authenticated, InternalHandler);
             if (!connection.AddSubscription(subscription))
                 return null;
             return subscription;
@@ -533,7 +541,7 @@ namespace CryptoExchange.Net
         protected void AddGenericHandler(string identifier, Action<MessageEvent> action)
         {
             genericHandlers.Add(identifier, action);
-            var subscription = SocketSubscription.CreateForIdentifier(NextId(), identifier, false, false, action);
+            var subscription = SocketSubscription.CreateForIdentifier(ExchangeHelpers.NextId(), identifier, false, false, action);
             foreach (var connection in socketConnections.Values)
                 connection.AddSubscription(subscription);
         }
@@ -607,7 +615,7 @@ namespace CryptoExchange.Net
             socketConnection.UnhandledMessage += HandleUnhandledMessage;
             foreach (var kvp in genericHandlers)
             {
-                var handler = SocketSubscription.CreateForIdentifier(NextId(), kvp.Key, false, false, kvp.Value);
+                var handler = SocketSubscription.CreateForIdentifier(ExchangeHelpers.NextId(), kvp.Key, false, false, kvp.Value);
                 socketConnection.AddSubscription(handler);
             }
 
@@ -651,7 +659,7 @@ namespace CryptoExchange.Net
                 DataInterpreterString = dataInterpreterString,
                 KeepAliveInterval = KeepAliveInterval,
                 ReconnectInterval = ClientOptions.ReconnectInterval,
-                RatelimitPerSecond = RateLimitPerSocketPerSecond,
+                RateLimiters = RateLimiters,
                 Proxy = ClientOptions.Proxy,
                 Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout
             };
@@ -704,7 +712,7 @@ namespace CryptoExchange.Net
 
                         try
                         {
-                            socketConnection.Send(obj);
+                            socketConnection.Send(ExchangeHelpers.NextId(), obj, 1);
                         }
                         catch (Exception ex)
                         {

CryptoExchange.Net/ExchangeHelpers.cs

@@ -8,6 +8,15 @@ namespace CryptoExchange.Net
     /// </summary>
     public static class ExchangeHelpers
     {
+        /// <summary>
+        /// The last used id, use NextId() to get the next id and up this
+        /// </summary>
+        private static int _lastId;
+        /// <summary>
+        /// Lock for id generating
+        /// </summary>
+        private static object _idLock = new();
+
         /// <summary>
         /// Clamp a value between a min and max
         /// </summary>
@@ -118,5 +127,19 @@ namespace CryptoExchange.Net
         {
             return value / 1.000000000000000000000000000000000m;
         }
+
+
+        /// <summary>
+        /// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique
+        /// </summary>
+        /// <returns></returns>
+        public static int NextId()
+        {
+            lock (_idLock)
+            {
+                _lastId += 1;
+                return _lastId;
+            }
+        }
     }
 }

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -8,7 +8,7 @@ using System.Threading.Tasks;
 namespace CryptoExchange.Net.Interfaces
 {
     /// <summary>
-    /// Webscoket connection interface
+    /// Websocket connection interface
     /// </summary>
     public interface IWebsocket: IDisposable
     {
@@ -21,6 +21,10 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         event Action<string> OnMessage;
         /// <summary>
+        /// Websocket sent event, RequestId as parameter
+        /// </summary>
+        event Action<int> OnRequestSent;
+        /// <summary>
         /// Websocket error event
         /// </summary>
         event Action<Exception> OnError;
@@ -69,8 +73,10 @@ namespace CryptoExchange.Net.Interfaces
         /// <summary>
         /// Send data
         /// </summary>
+        /// <param name="id"></param>
         /// <param name="data"></param>
-        void Send(string data);
+        /// <param name="weight"></param>
+        void Send(int id, string data, int weight);
         /// <summary>
         /// Reconnect the socket
         /// </summary>

CryptoExchange.Net/Objects/Error.cs

@@ -41,7 +41,7 @@ namespace CryptoExchange.Net.Objects
         /// <returns></returns>
         public override string ToString()
         {
-            return $"{Code}: {Message} {Data}";
+            return Code != null ? $"{Code}: {Message} {Data}" : $"{Message} {Data}";
         }
     }
 

CryptoExchange.Net/Objects/Options/SocketApiOptions.cs

@@ -1,5 +1,7 @@
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Interfaces;
 using System;
+using System.Collections.Generic;
 
 namespace CryptoExchange.Net.Objects.Options
 {
@@ -8,6 +10,11 @@ namespace CryptoExchange.Net.Objects.Options
     /// </summary>
     public class SocketApiOptions : ApiOptions
     {
+        /// <summary>
+        /// List of rate limiters to use
+        /// </summary>
+        public List<IRateLimiter> RateLimiters { get; set; } = new List<IRateLimiter>();
+
         /// <summary>
         /// The max time of not receiving any data after which the connection is assumed to be dropped. This can only be used for socket connections where a steady flow of data is expected,
         /// for example when the server sends intermittent ping requests
@@ -30,6 +37,7 @@ namespace CryptoExchange.Net.Objects.Options
             {
                 ApiCredentials = ApiCredentials?.Copy(),
                 OutputOriginalData = OutputOriginalData,
+                RateLimiters = RateLimiters,
                 SocketNoDataTimeout = SocketNoDataTimeout,
                 MaxSocketConnections = MaxSocketConnections,
             };

CryptoExchange.Net/Objects/RateLimiter.cs

@@ -17,7 +17,7 @@ namespace CryptoExchange.Net.Objects
     public class RateLimiter : IRateLimiter
     {
         private readonly object _limiterLock = new object();
-        internal List<Limiter> Limiters = new List<Limiter>();
+        internal List<Limiter> _limiters = new List<Limiter>();
 
         /// <summary>
         /// Create a new RateLimiter. Configure the rate limiter by calling <see cref="AddTotalRateLimit"/>, 
@@ -35,7 +35,7 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddTotalRateLimit(int limit, TimeSpan perTimePeriod)
         {
             lock(_limiterLock)
-                Limiters.Add(new TotalRateLimiter(limit, perTimePeriod, null));
+                _limiters.Add(new TotalRateLimiter(limit, perTimePeriod, null));
             return this;
         }
 
@@ -50,7 +50,7 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddEndpointLimit(string endpoint, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool excludeFromOtherRateLimits = false)
         {
             lock(_limiterLock)
-                Limiters.Add(new EndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, excludeFromOtherRateLimits));
+                _limiters.Add(new EndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, excludeFromOtherRateLimits));
             return this;
         }
 
@@ -65,7 +65,7 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddEndpointLimit(IEnumerable<string> endpoints, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool excludeFromOtherRateLimits = false)
         {
             lock(_limiterLock)
-                Limiters.Add(new EndpointRateLimiter(endpoints.ToArray(), limit, perTimePeriod, method, excludeFromOtherRateLimits));
+                _limiters.Add(new EndpointRateLimiter(endpoints.ToArray(), limit, perTimePeriod, method, excludeFromOtherRateLimits));
             return this;
         }
 
@@ -81,7 +81,7 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddPartialEndpointLimit(string endpoint, int limit, TimeSpan perTimePeriod, HttpMethod? method = null, bool countPerEndpoint = false, bool ignoreOtherRateLimits = false)
         {
             lock(_limiterLock)
-                Limiters.Add(new PartialEndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, ignoreOtherRateLimits, countPerEndpoint));
+                _limiters.Add(new PartialEndpointRateLimiter(new[] { endpoint }, limit, perTimePeriod, method, ignoreOtherRateLimits, countPerEndpoint));
             return this;
         }
 
@@ -95,7 +95,20 @@ namespace CryptoExchange.Net.Objects
         public RateLimiter AddApiKeyLimit(int limit, TimeSpan perTimePeriod, bool onlyForSignedRequests, bool excludeFromTotalRateLimit)
         {
             lock(_limiterLock)
-                Limiters.Add(new ApiKeyRateLimiter(limit, perTimePeriod, null, onlyForSignedRequests, excludeFromTotalRateLimit));
+                _limiters.Add(new ApiKeyRateLimiter(limit, perTimePeriod, null, onlyForSignedRequests, excludeFromTotalRateLimit));
+            return this;
+        }
+
+        /// <summary>
+        /// Add a rate limit for the amount of messages that can be send per connection
+        /// </summary>
+        /// <param name="endpoint">The endpoint that the limit is for</param>
+        /// <param name="limit">The limit per period. Note that this is weight, not single request, altough by default requests have a weight of 1</param>
+        /// <param name="perTimePeriod">The time period the limit is for</param>
+        public RateLimiter AddConnectionRateLimit(string endpoint, int limit, TimeSpan perTimePeriod)
+        {
+            lock (_limiterLock)
+                _limiters.Add(new ConnectionRateLimiter(new[] { endpoint }, limit, perTimePeriod));
             return this;
         }
 
@@ -106,7 +119,7 @@ namespace CryptoExchange.Net.Objects
 
             EndpointRateLimiter? endpointLimit;
             lock (_limiterLock)
-                endpointLimit = Limiters.OfType<EndpointRateLimiter>().SingleOrDefault(h => h.Endpoints.Contains(endpoint) && (h.Method  == null || h.Method == method));
+                endpointLimit = _limiters.OfType<EndpointRateLimiter>().SingleOrDefault(h => h.Endpoints.Contains(endpoint) && (h.Method  == null || h.Method == method));
             if(endpointLimit != null)
             {
                 var waitResult = await ProcessTopic(logger, endpointLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
@@ -121,7 +134,7 @@ namespace CryptoExchange.Net.Objects
 
             List<PartialEndpointRateLimiter> partialEndpointLimits;
             lock (_limiterLock)
-                partialEndpointLimits = Limiters.OfType<PartialEndpointRateLimiter>().Where(h => h.PartialEndpoints.Any(h => endpoint.Contains(h)) && (h.Method == null || h.Method == method)).ToList();
+                partialEndpointLimits = _limiters.OfType<PartialEndpointRateLimiter>().Where(h => h.PartialEndpoints.Any(h => endpoint.Contains(h)) && (h.Method == null || h.Method == method)).ToList();
             foreach (var partialEndpointLimit in partialEndpointLimits)
             {
                 if (partialEndpointLimit.CountPerEndpoint)
@@ -129,11 +142,11 @@ namespace CryptoExchange.Net.Objects
                     SingleTopicRateLimiter? thisEndpointLimit;
                     lock (_limiterLock)
                     {
-                        thisEndpointLimit = Limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.PartialEndpoint && (string)h.Topic == endpoint);
+                        thisEndpointLimit = _limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.PartialEndpoint && (string)h.Topic == endpoint);
                         if (thisEndpointLimit == null)
                         {
                             thisEndpointLimit = new SingleTopicRateLimiter(endpoint, partialEndpointLimit);
-                            Limiters.Add(thisEndpointLimit);
+                            _limiters.Add(thisEndpointLimit);
                         }
                     }
 
@@ -158,7 +171,7 @@ namespace CryptoExchange.Net.Objects
 
             ApiKeyRateLimiter? apiLimit;
             lock (_limiterLock)
-                apiLimit = Limiters.OfType<ApiKeyRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey);
+                apiLimit = _limiters.OfType<ApiKeyRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey);
             if (apiLimit != null)
             {
                 if(apiKey == null)
@@ -177,11 +190,11 @@ namespace CryptoExchange.Net.Objects
                     SingleTopicRateLimiter? thisApiLimit;
                     lock (_limiterLock)
                     {
-                        thisApiLimit = Limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey && ((SecureString)h.Topic).IsEqualTo(apiKey));
+                        thisApiLimit = _limiters.OfType<SingleTopicRateLimiter>().SingleOrDefault(h => h.Type == RateLimitType.ApiKey && ((SecureString)h.Topic).IsEqualTo(apiKey));
                         if (thisApiLimit == null)
                         {
                             thisApiLimit = new SingleTopicRateLimiter(apiKey, apiLimit);
-                            Limiters.Add(thisApiLimit);
+                            _limiters.Add(thisApiLimit);
                         }
                     }
 
@@ -198,7 +211,7 @@ namespace CryptoExchange.Net.Objects
 
             TotalRateLimiter? totalLimit;
             lock (_limiterLock)
-                totalLimit = Limiters.OfType<TotalRateLimiter>().SingleOrDefault();
+                totalLimit = _limiters.OfType<TotalRateLimiter>().SingleOrDefault();
             if (totalLimit != null)
             {
                 var waitResult = await ProcessTopic(logger, totalLimit, endpoint, requestWeight, limitBehaviour, ct).ConfigureAwait(false);
@@ -224,6 +237,8 @@ namespace CryptoExchange.Net.Objects
             }
             sw.Stop();
 
+            try
+            {
                 int totalWaitTime = 0;
                 while (true)
                 {
@@ -240,7 +255,7 @@ namespace CryptoExchange.Net.Objects
                             break;
                     }
 
-                var currentWeight = !historyTopic.Entries.Any() ? 0: historyTopic.Entries.Sum(h => h.Weight);
+                    var currentWeight = !historyTopic.Entries.Any() ? 0 : historyTopic.Entries.Sum(h => h.Weight);
                     if (currentWeight + requestWeight > historyTopic.Limit)
                     {
                         if (currentWeight == 0)
@@ -248,18 +263,17 @@ namespace CryptoExchange.Net.Objects
                                 $"This request can never execute with the current rate limiter. Request weight: {requestWeight}, Ratelimit: {historyTopic.Limit}");
 
                         // Wait until the next entry should be removed from the history
-                    var thisWaitTime = (int)Math.Round((historyTopic.Entries.First().Timestamp - (checkTime - historyTopic.Period)).TotalMilliseconds);
+                        var thisWaitTime = (int)Math.Round(((historyTopic.Entries.First().Timestamp + historyTopic.Period) - checkTime).TotalMilliseconds);
                         if (thisWaitTime > 0)
                         {
                             if (limitBehaviour == RateLimitingBehaviour.Fail)
                             {
-                            historyTopic.Semaphore.Release();
                                 var msg = $"Request to {endpoint} failed because of rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}";
                                 logger.Log(LogLevel.Warning, msg);
                                 return new CallResult<int>(new ClientRateLimitError(msg) { RetryAfter = DateTime.UtcNow.AddSeconds(thisWaitTime) });
                             }
 
-                        logger.Log(LogLevel.Information, $"Request to {endpoint} waiting {thisWaitTime}ms for rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}");
+                            logger.Log(LogLevel.Information, $"Message to {endpoint} waiting {thisWaitTime}ms for rate limit `{historyTopic.Type}`. Current weight: {currentWeight}/{historyTopic.Limit}, request weight: {requestWeight}");
                             try
                             {
                                 await Task.Delay(thisWaitTime, ct).ConfigureAwait(false);
@@ -279,9 +293,13 @@ namespace CryptoExchange.Net.Objects
 
                 var newTime = DateTime.UtcNow;
                 historyTopic.Entries.Add(new LimitEntry(newTime, requestWeight));
-            historyTopic.Semaphore.Release();
                 return new CallResult<int>(totalWaitTime);
             }
+            finally
+            {
+                historyTopic.Semaphore.Release();
+            }
+        }
 
         internal struct LimitEntry
         {
@@ -329,6 +347,24 @@ namespace CryptoExchange.Net.Objects
             }
         }
 
+        internal class ConnectionRateLimiter : PartialEndpointRateLimiter
+        {
+            public ConnectionRateLimiter(int limit, TimeSpan perPeriod)
+                : base(new[] { "/" }, limit, perPeriod, null, true, true)
+            {
+            }
+
+            public ConnectionRateLimiter(string[] endpoints, int limit, TimeSpan perPeriod)
+                : base(endpoints, limit, perPeriod, null, true, true)
+            {
+            }
+
+            public override string ToString()
+            {
+                return nameof(ConnectionRateLimiter);
+            }
+        }
+
         internal class EndpointRateLimiter: Limiter
         {
             public string[] Endpoints { get; set; }

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -7,6 +7,7 @@ using System.Collections.Generic;
 using System.IO;
 using System.Linq;
 using System.Net;
+using System.Net.Http;
 using System.Net.WebSockets;
 using System.Threading;
 using System.Threading.Tasks;
@@ -30,9 +31,8 @@ namespace CryptoExchange.Net.Sockets
         private static readonly object _streamIdLock = new();
 
         private readonly AsyncResetEvent _sendEvent;
-        private readonly ConcurrentQueue<byte[]> _sendBuffer;
+        private readonly ConcurrentQueue<SendItem> _sendBuffer;
         private readonly SemaphoreSlim _closeSem;
-        private readonly List<DateTime> _outgoingMessages;
 
         private ClientWebSocket _socket;
         private CancellationTokenSource _ctsSource;
@@ -103,6 +103,9 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public event Action<string>? OnMessage;
 
+        /// <inheritdoc />
+        public event Action<int>? OnRequestSent;
+
         /// <inheritdoc />
         public event Action<Exception>? OnError;
 
@@ -128,10 +131,9 @@ namespace CryptoExchange.Net.Sockets
             _logger = logger;
 
             Parameters = websocketParameters;
-            _outgoingMessages = new List<DateTime>();
             _receivedMessages = new List<ReceiveItem>();
             _sendEvent = new AsyncResetEvent();
-            _sendBuffer = new ConcurrentQueue<byte[]>();
+            _sendBuffer = new ConcurrentQueue<SendItem>();
             _ctsSource = new CancellationTokenSource();
             _receivedMessagesLock = new object();
 
@@ -270,14 +272,14 @@ namespace CryptoExchange.Net.Sockets
         }
 
         /// <inheritdoc />
-        public virtual void Send(string data)
+        public virtual void Send(int id, string data, int weight)
         {
             if (_ctsSource.IsCancellationRequested)
                 return;
 
             var bytes = Parameters.Encoding.GetBytes(data);
-            _logger.Log(LogLevel.Trace, $"Socket {Id} Adding {bytes.Length} to sent buffer");
+            _logger.Log(LogLevel.Trace, $"Socket {Id} - msg {id} - Adding {bytes.Length} to send buffer");
-            _sendBuffer.Enqueue(bytes);
+            _sendBuffer.Enqueue(new SendItem { Id = id, Weight = weight, Bytes = bytes });
             _sendEvent.Set();
         }
 
@@ -392,6 +394,7 @@ namespace CryptoExchange.Net.Sockets
         {
             try
             {
+                var limitKey = Uri.ToString() + "/" + Id.ToString();
                 while (true)
                 {
                     if (_ctsSource.IsCancellationRequested)
@@ -404,25 +407,24 @@ namespace CryptoExchange.Net.Sockets
 
                     while (_sendBuffer.TryDequeue(out var data))
                     {
-                        if (Parameters.RatelimitPerSecond != null)
+                        if (Parameters.RateLimiters != null)
                         {
-                            // Wait for rate limit
+                            foreach(var ratelimiter in Parameters.RateLimiters)
-                            DateTime? start = null;
-                            while (MessagesSentLastSecond() >= Parameters.RatelimitPerSecond)
                             {
-                                start ??= DateTime.UtcNow;
+                                var limitResult = await ratelimiter.LimitRequestAsync(_logger, limitKey, HttpMethod.Get, false, null, RateLimitingBehaviour.Wait, data.Weight, _ctsSource.Token).ConfigureAwait(false);
-                                await Task.Delay(50).ConfigureAwait(false);
+                                if (limitResult.Success)
+                                {
+                                    if (limitResult.Data > 0)
+                                        _logger.Log(LogLevel.Debug, $"Socket {Id} - msg {data.Id} - send delayed {limitResult.Data}ms because of rate limit");
+                                }
                             }
-
-                            if (start != null)
-                                _logger.Log(LogLevel.Debug, $"Socket {Id} sent delayed {Math.Round((DateTime.UtcNow - start.Value).TotalMilliseconds)}ms because of rate limit");
                         }
 
                         try
                         {
-                            await _socket.SendAsync(new ArraySegment<byte>(data, 0, data.Length), WebSocketMessageType.Text, true, _ctsSource.Token).ConfigureAwait(false);
+                            await _socket.SendAsync(new ArraySegment<byte>(data.Bytes, 0, data.Bytes.Length), WebSocketMessageType.Text, true, _ctsSource.Token).ConfigureAwait(false);
-                            _outgoingMessages.Add(DateTime.UtcNow);
+                            OnRequestSent?.Invoke(data.Id);
-                            _logger.Log(LogLevel.Trace, $"Socket {Id} sent {data.Length} bytes");
+                            _logger.Log(LogLevel.Trace, $"Socket {Id} - msg {data.Id} - sent {data.Bytes.Length} bytes");
                         }
                         catch (OperationCanceledException)
                         {
@@ -630,42 +632,6 @@ namespace CryptoExchange.Net.Sockets
             }
         }
 
-        /// <summary>
-        /// Trigger the OnMessage event
-        /// </summary>
-        /// <param name="data"></param>
-        protected void TriggerOnMessage(string data)
-        {
-            LastActionTime = DateTime.UtcNow;
-            OnMessage?.Invoke(data);
-        }
-
-        /// <summary>
-        /// Trigger the OnError event
-        /// </summary>
-        /// <param name="ex"></param>
-        protected void TriggerOnError(Exception ex) => OnError?.Invoke(ex);
-
-        /// <summary>
-        /// Trigger the OnError event
-        /// </summary>
-        protected void TriggerOnOpen() => OnOpen?.Invoke();
-
-        /// <summary>
-        /// Trigger the OnError event
-        /// </summary>
-        protected void TriggerOnClose() => OnClose?.Invoke();
-
-        /// <summary>
-        /// Trigger the OnReconnecting event
-        /// </summary>
-        protected void TriggerOnReconnecting() => OnReconnecting?.Invoke();
-
-        /// <summary>
-        /// Trigger the OnReconnected event
-        /// </summary>
-        protected void TriggerOnReconnected() => OnReconnected?.Invoke();
-
         /// <summary>
         /// Checks if there is no data received for a period longer than the specified timeout
         /// </summary>
@@ -721,13 +687,6 @@ namespace CryptoExchange.Net.Sockets
             }
         }
 
-        private int MessagesSentLastSecond()
-        {
-            var testTime = DateTime.UtcNow;
-            _outgoingMessages.RemoveAll(r => testTime - r > TimeSpan.FromSeconds(1));
-            return _outgoingMessages.Count;            
-        }
-
         /// <summary>
         /// Update the received messages list, removing messages received longer than 3s ago
         /// </summary>
@@ -769,6 +728,32 @@ namespace CryptoExchange.Net.Sockets
         }
     }
 
+    /// <summary>
+    /// Message info
+    /// </summary>
+    public struct SendItem
+    {
+        /// <summary>
+        /// The request id
+        /// </summary>
+        public int Id { get; set; }
+
+        /// <summary>
+        /// The request id
+        /// </summary>
+        public int Weight { get; set; }
+
+        /// <summary>
+        /// Timestamp the request was sent
+        /// </summary>
+        public DateTime SendTime { get; set; }
+
+        /// <summary>
+        /// The bytes to send
+        /// </summary>
+        public byte[] Bytes { get; set; }
+    }
+
     /// <summary>
     /// Received message info
     /// </summary>

CryptoExchange.Net/Sockets/PendingRequest.cs

@@ -7,6 +7,7 @@ namespace CryptoExchange.Net.Sockets
 {
     internal class PendingRequest
     {
+        public int Id { get; set; }
         public Func<JToken, bool> Handler { get; }
         public JToken? Result { get; private set; }
         public bool Completed { get; private set; }
@@ -15,17 +16,22 @@ namespace CryptoExchange.Net.Sockets
         public TimeSpan Timeout { get; }
         public SocketSubscription? Subscription { get; }
 
-        private CancellationTokenSource _cts;
+        private CancellationTokenSource? _cts;
 
-        public PendingRequest(Func<JToken, bool> handler, TimeSpan timeout, SocketSubscription? subscription)
+        public PendingRequest(int id, Func<JToken, bool> handler, TimeSpan timeout, SocketSubscription? subscription)
         {
+            Id = id;
             Handler = handler;
             Event = new AsyncResetEvent(false, false);
             Timeout = timeout;
             RequestTimestamp = DateTime.UtcNow;
             Subscription = subscription;
+        }
 
-            _cts = new CancellationTokenSource(timeout);
+        public void IsSend()
+        {
+            // Start timeout countdown
+            _cts = new CancellationTokenSource(Timeout);
             _cts.Token.Register(Fail, false);
         }
 

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -182,6 +182,7 @@ namespace CryptoExchange.Net.Sockets
 
             _socket = socket;
             _socket.OnMessage += HandleMessage;
+            _socket.OnRequestSent += HandleRequestSent;
             _socket.OnOpen += HandleOpen;
             _socket.OnClose += HandleClose;
             _socket.OnReconnecting += HandleReconnecting;
@@ -284,6 +285,22 @@ namespace CryptoExchange.Net.Sockets
                 _logger.Log(LogLevel.Warning, $"Socket {SocketId} error: " + e.ToLogString());
         }
 
+        /// <summary>
+        /// Handler for whenever a request is sent over the websocket
+        /// </summary>
+        /// <param name="requestId">Id of the request sent</param>
+        protected virtual void HandleRequestSent(int requestId)
+        {
+            var pendingRequest = _pendingRequests.SingleOrDefault(p => p.Id == requestId);
+            if (pendingRequest == null)
+            {
+                _logger.Log(LogLevel.Debug, $"Socket {SocketId} - msg {requestId} -  message sent, but not pending");
+                return;
+            }
+
+            pendingRequest.IsSend();
+        }
+
         /// <summary>
         /// Process a message received by the socket
         /// </summary>
@@ -318,7 +335,6 @@ namespace CryptoExchange.Net.Sockets
             // Check if this message is an answer on any pending requests
             foreach (var pendingRequest in requests)
             {
-
                 if (pendingRequest.CheckData(tokenData))
                 {
                     lock (_pendingRequests)
@@ -329,12 +345,13 @@ namespace CryptoExchange.Net.Sockets
                         // Answer to a timed out request, unsub if it is a subscription request
                         if (pendingRequest.Subscription != null)
                         {
-                            _logger.Log(LogLevel.Warning, "Received subscription info after request timed out; unsubscribing. Consider increasing the SocketResponseTimout");
+                            _logger.Log(LogLevel.Warning, "Received subscription info after request timed out; unsubscribing. Consider increasing the RequestTimeout");
                             _ = ApiClient.UnsubscribeAsync(this, pendingRequest.Subscription).ConfigureAwait(false);
                         }
                     }
                     else
                     {
+                        _logger.Log(LogLevel.Trace, $"Socket {SocketId} - msg {pendingRequest.Id} - received data matched to pending request");
                         pendingRequest.Succeed(tokenData);
                     }
 
@@ -570,45 +587,69 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="timeout">The timeout for response</param>
         /// <param name="subscription">Subscription if this is a subscribe request</param>
         /// <param name="handler">The response handler, should return true if the received JToken was the response to the request</param>
+        /// <param name="weight">The weight of the message</param>
         /// <returns></returns>
-        public virtual Task SendAndWaitAsync<T>(T obj, TimeSpan timeout, SocketSubscription? subscription, Func<JToken, bool> handler)
+        public virtual async Task SendAndWaitAsync<T>(T obj, TimeSpan timeout, SocketSubscription? subscription, int weight, Func<JToken, bool> handler)
         {
-            var pending = new PendingRequest(handler, timeout, subscription);
+            var pending = new PendingRequest(ExchangeHelpers.NextId(), handler, timeout, subscription);
             lock (_pendingRequests)
             {
                 _pendingRequests.Add(pending);
             }
-            var sendOk = Send(obj);
-            if(!sendOk)            
-                pending.Fail();            
 
-            return pending.Event.WaitAsync(timeout);
+            var sendOk = Send(pending.Id, obj, weight);
+            if (!sendOk)
+            {
+                pending.Fail();
+                return;
+            }
+
+            while (true)
+            {
+                if(!_socket.IsOpen)
+                {
+                    pending.Fail();
+                    return;
+                }
+
+                if (pending.Completed)
+                    return;
+
+                await pending.Event.WaitAsync(TimeSpan.FromMilliseconds(500)).ConfigureAwait(false);
+
+                if (pending.Completed)
+                    return;
+            }
         }
 
         /// <summary>
         /// Send data over the websocket connection
         /// </summary>
         /// <typeparam name="T">The type of the object to send</typeparam>
+        /// <param name="requestId">The request id</param>
         /// <param name="obj">The object to send</param>
         /// <param name="nullValueHandling">How null values should be serialized</param>
-        public virtual bool Send<T>(T obj, NullValueHandling nullValueHandling = NullValueHandling.Ignore)
+        /// <param name="weight">The weight of the message</param>
+        public virtual bool Send<T>(int requestId, T obj, int weight, NullValueHandling nullValueHandling = NullValueHandling.Ignore)
         {
             if(obj is string str)
-                return Send(str);
+                return Send(requestId, str, weight);
             else
-                return Send(JsonConvert.SerializeObject(obj, Formatting.None, new JsonSerializerSettings { NullValueHandling = nullValueHandling }));
+                return Send(requestId, JsonConvert.SerializeObject(obj, Formatting.None, new JsonSerializerSettings { NullValueHandling = nullValueHandling }), weight);
         }
 
         /// <summary>
         /// Send string data over the websocket connection
         /// </summary>
         /// <param name="data">The data to send</param>
-        public virtual bool Send(string data)
+        /// <param name="weight">The weight of the message</param>
+        /// <param name="requestId">The id of the request</param>
+        public virtual bool Send(int requestId, string data, int weight)
         {
-            _logger.Log(LogLevel.Trace, $"Socket {SocketId} sending data: {data}");
+            _logger.Log(LogLevel.Trace, $"Socket {SocketId} - msg {requestId} - sending messsage: {data}");
             try
             {
-                _socket.Send(data);
+                _socket.Send(requestId, data, weight);
                 return true;
             }
             catch(Exception)

CryptoExchange.Net/Sockets/WebSocketParameters.cs

@@ -1,4 +1,5 @@
-using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
 using System;
 using System.Collections.Generic;
 using System.Text;
@@ -52,9 +53,9 @@ namespace CryptoExchange.Net.Sockets
         public TimeSpan? KeepAliveInterval { get; set; }
 
         /// <summary>
-        /// The max amount of messages to send per second
+        /// The rate limiters for the socket connection
         /// </summary>
-        public int? RatelimitPerSecond { get; set; }
+        public IEnumerable<IRateLimiter>? RateLimiters { get; set; }
 
         /// <summary>
         /// Origin header value to send in the connection handshake