Squashed commit of the following:

commit 1ca93ce870468c7effcc69a05b1675f855598f3e Author: Jkorf <jankorf91@gmail.com> Date: Thu Aug 12 13:44:03 2021 +0200 Version 4.0.0 release commit f8cefe72cae8b845aa995d16415f160228f5dfc4 Author: Jkorf <jankorf91@gmail.com> Date: Mon Aug 9 11:46:50 2021 +0200 Fix for processing a duplicate message in symbol order book commit f3573e414f80ea622caadb38f9e020f2eab7c834 Author: Jkorf <jankorf91@gmail.com> Date: Mon Aug 9 11:36:50 2021 +0200 Updated version commit 170a3b5c83cd500f0adb5cf74eaaa9c1a8674a10 Merge: 73a0e2c 0d43f6e Author: Jkorf <jankorf91@gmail.com> Date: Mon Aug 9 11:33:59 2021 +0200 Merge branch 'feature/replace-websocket4net' of https://github.com/JKorf/CryptoExchange.Net into feature/replace-websocket4net commit 73a0e2cb62f8d51b4b8fe1b29fbf16f07ebf13e0 Author: Jkorf <jankorf91@gmail.com> Date: Mon Aug 9 11:33:45 2021 +0200 Fixed processing issue in SymbolOrderBook commit 0d43f6e14e9b61af9bb3250fd72559a5fbf5300a Author: Jan Korf <jankorf91@gmail.com> Date: Sat Jul 31 14:48:23 2021 +0200 Updated version commit 037d765fc73740d2aa2159bce6d57f01d989bdc2 Author: Jan Korf <jankorf91@gmail.com> Date: Sat Jul 31 11:14:42 2021 +0200 Socket fixes commit 13cf3e27b9e91b252368a5dc799363111eed9148 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 26 09:55:51 2021 +0200 Updated version commit 333c6c4207cafbfd09b37743fb36008f87939666 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 26 09:50:35 2021 +0200 Update CryptoExchangeWebSocketClient.cs commit ad2b6284b042cfa846e55f8b5f53b2397039dff7 Merge: 64bdcdf 2591cc6 Author: Jan Korf <jankorf91@gmail.com> Date: Sun Jul 25 22:44:49 2021 +0200 Merge branch 'feature/replace-websocket4net' of https://github.com/jkorf/CryptoExchange.Net into feature/replace-websocket4net commit 64bdcdf087d56b8470baedac1ac86d263ad72490 Author: Jan Korf <jankorf91@gmail.com> Date: Sun Jul 25 22:44:03 2021 +0200 Fix for deadlock commit 2591cc6782e281595c436ccb4b74a9c7c7f5dc57 Author: Jkorf <jankorf91@gmail.com> Date: Thu Jul 15 15:10:08 2021 +0200 Cleanup commit b3b6235b6edf0ea1a6437239919666d08c274129 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jul 9 16:14:33 2021 +0200 Updated version commit 12975fd13f7884382fea608d774b1e0ac384cb70 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jul 9 16:12:04 2021 +0200 Async postfix for order book methods commit d49d59094e18c83de994a1b591f906f7efe916c5 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jul 9 15:47:38 2021 +0200 Renamed async methods with Async post fixes commit cbe103930ab90378507780cb150596abcb15eb3f Author: Jkorf <jankorf91@gmail.com> Date: Thu Jul 8 09:29:34 2021 +0200 Added Book property on SymbolOrderBook commit ecc101aed11bab73c49fadc93d3ca4607094d92a Merge: 181f942 a172461 Author: Jan Korf <jankorf91@gmail.com> Date: Wed Jul 7 23:38:58 2021 +0200 Merge branch 'feature/replace-websocket4net' of https://github.com/jkorf/CryptoExchange.Net into feature/replace-websocket4net commit 181f942e2137ff5dfede5365012e24dfb2f07cf9 Author: Jan Korf <jankorf91@gmail.com> Date: Wed Jul 7 23:38:49 2021 +0200 Added CalculateAverageFillPrice to order book commit a17246153df463aa881e9808ffb87fa25f144d90 Author: Jkorf <jankorf91@gmail.com> Date: Wed Jul 7 13:11:39 2021 +0200 Updated version commit c60f138ae846a991662e7544d45845decd25cc10 Author: Jkorf <jankorf91@gmail.com> Date: Wed Jul 7 13:05:44 2021 +0200 Fix not logging responses with LogLevel.Debug commit 91f168fd25150b3048346bcc6acc549ee3685e50 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 5 10:39:48 2021 +0200 Added ExchangeHelpers to ReadMe commit ff6c02e574d3f8a270e2960fdda0222c53457868 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 5 10:34:25 2021 +0200 Added some helper methods, some code comments commit 55900a3db938f032436303c2399f41b7a3a5fef1 Merge: 9067a8a 7ab6bb0 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jul 5 09:24:43 2021 +0200 Merge branch 'master' into feature/replace-websocket4net commit 9067a8a82c5d8c1e1f6ba0f2600539efd7f1a122 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jul 2 16:03:38 2021 +0200 Update README.md commit 0f202d69c7e3db71f66dcfef5673b97f56451a40 Author: Jkorf <jankorf91@gmail.com> Date: Fri Jun 25 16:37:06 2021 +0200 Code comments, added console logger commit 52160c6dc1bbaca3cc498c49ec0dd71310d5102b Author: Jkorf <jankorf91@gmail.com> Date: Thu Jun 24 16:47:04 2021 +0200 Added/cleaned up code comments commit 95771c5c4ae3a74963fea5a01e05559596b1b39d Author: Jkorf <jankorf91@gmail.com> Date: Tue Jun 22 14:22:15 2021 +0200 Additional info socket connection error commit 6a90e2316d54d42c0f5b7772d60d4861ff340c5a Author: Jkorf <jankorf91@gmail.com> Date: Thu Jun 17 16:10:43 2021 +0200 Updated version commit b138c1050372b5d5fbdc3b2a33d3c09b677a669a Author: Jkorf <jankorf91@gmail.com> Date: Thu Jun 17 16:08:19 2021 +0200 Fix not receiving OriginalData in output commit 462f44cf45e1bc7ee333e37ad0a778185d84fa58 Author: Jan Korf <jankorf91@gmail.com> Date: Wed Jun 16 22:35:03 2021 +0200 Fix invalidoperation in order book commit aa7414321b1297487a5133fa0a7e5ede059a6939 Author: Jan Korf <jankorf91@gmail.com> Date: Sun Jun 13 20:56:01 2021 +0200 logging no data task commit 22aa5928f5cb11ac5877bc4c606d64550aad3f0c Author: Jan Korf <jankorf91@gmail.com> Date: Tue Jun 8 19:13:18 2021 +0200 Updated version commit 1ceb22994a5cdf779de8890e39101956728ab80c Author: Jan Korf <jankorf91@gmail.com> Date: Tue Jun 8 19:11:20 2021 +0200 Fixed exception on .net framework when creating socket commit 971cab739dd543de0122c9bc12819f57d4df15e3 Author: Jkorf <jankorf91@gmail.com> Date: Mon Jun 7 14:41:27 2021 +0200 Updated unit test packages commit 216213d5ad0e14c6cd7b8e22131b8b07338bacfc Author: Jkorf <jankorf91@gmail.com> Date: Mon Jun 7 10:46:57 2021 +0200 Updated version commit ce2c7ddc182599c5ca9ef0eb64e14906c8b734e1 Merge: b219705 55aa77e Author: Jan Korf <jankorf91@gmail.com> Date: Mon Jun 7 09:29:57 2021 +0200 Merge pull request #96 from ridicoulous/master iexchange client improvements commit b21970552602eb853a061034a5c223a381e7465b Author: Jkorf <jankorf91@gmail.com> Date: Tue Jun 1 14:55:02 2021 +0200 Updated version commit dd2cf84c163920e545ec09e1b0d29ab295f2fbe2 Author: Jkorf <jankorf91@gmail.com> Date: Tue Jun 1 14:52:55 2021 +0200 Added tests for LogLevel null commit 975003284f53094750ec3d4a608d814a6d70f745 Author: Jkorf <jankorf91@gmail.com> Date: Tue Jun 1 14:42:59 2021 +0200 Made LogLevel nullable in options, moved log formatting to the ILogger implementation commit 1c1de5651e31e9288b4fd125b0545efbfa9098f7 Merge: 34bf986 e7838ab Author: Jkorf <jankorf91@gmail.com> Date: Mon May 31 10:16:52 2021 +0200 Merge branch 'feature/replace-websocket4net' of https://github.com/JKorf/CryptoExchange.Net into feature/replace-websocket4net commit 34bf9867dcd2c2b195079094560351d0db2dac0f Author: Jkorf <jankorf91@gmail.com> Date: Mon May 31 10:16:49 2021 +0200 fixed some axync issues commit e7838ab9e8310b4ae02c172f0a764aad8ca8fd4e Author: Jan Korf <jankorf91@gmail.com> Date: Wed May 26 13:46:40 2021 +0200 Added Discord link to ReadMe commit 502939f57cf8deac1809c4bd2c63af4acc62bd43 Author: Jan Korf <jankorf91@gmail.com> Date: Wed May 26 11:12:59 2021 +0200 Updated version commit 92b745ca291259eb246572c8029709b87ddbf2d3 Author: Jan Korf <jankorf91@gmail.com> Date: Tue May 25 21:52:47 2021 +0200 Refactored logging to use ILogger commit b4904b5e4a239ffb29f00b13a314fea33d45d9cb Author: Jan Korf <jankorf91@gmail.com> Date: Tue May 25 14:07:01 2021 +0200 Added optional json output, added DataEvent for socket updates commit 55aa77e926 Author: Artem Kurianov <artemkuryanov@gmail.com> Date: Fri May 14 13:11:05 2021 +0000 added order time commit efe70445ed Author: Artem Kurianov <artemkuryanov@gmail.com> Date: Fri May 14 13:08:58 2021 +0000 iexchange client improvements commit 8f0943f0f0469b42f40334257f0f3ca5e39e3bd9 Author: Jkorf <jankorf91@gmail.com> Date: Thu May 6 10:24:33 2021 +0200 Updated version commit 17d1e5f71bd1986eea0e8273da070f3615d3e378 Author: Jkorf <jankorf91@gmail.com> Date: Thu May 6 10:01:24 2021 +0200 Added missing configureawaits commit ed748aa474e0d52a78bc15b9b0aa0a9b4d8dd35e Author: Jan Korf <jankorf91@gmail.com> Date: Fri Apr 30 23:00:07 2021 +0200 Updated version commit 1ae545563497889c75ed6183377e759da5beed61 Author: Jan Korf <jankorf91@gmail.com> Date: Fri Apr 30 21:00:40 2021 +0200 Updated socket closing commit 8243ad60dc64f96ed262ec54cbd6c55553c056be Author: Jkorf <jankorf91@gmail.com> Date: Fri Apr 30 15:48:36 2021 +0200 Updated version commit 4299f238f3debc2b1b062eb7cde195a3d64dbdfc Author: Jan Korf <jankorf91@gmail.com> Date: Fri Apr 30 15:44:32 2021 +0200 Fix for closing socket without timeout task commit 71f49cfe5142cb70fb651936e74b8eef5b7350d4 Author: Jkorf <jankorf91@gmail.com> Date: Fri Apr 30 14:59:10 2021 +0200 Updated version commit 5d669068ec0a7241daef383c6867c2e22ec21ed3 Author: Jkorf <jankorf91@gmail.com> Date: Fri Apr 30 14:56:15 2021 +0200 Renaming, cleanup handler -> subscription socket (SocketConnection) -> socketConnection commit 0fa13e286060cd3b96b808406434092c0e89e89d Author: Jkorf <jankorf91@gmail.com> Date: Thu Apr 29 16:20:41 2021 +0200 Initial work replacing Websocket4Net with ClientWebSocket
2026-08-15 02:13:01 +00:00 · 2021-08-12 13:46:39 +02:00
parent 7c10c58779
commit dcb2fa35af
61 changed files with 2696 additions and 1655 deletions
@@ -10,9 +10,10 @@ namespace CryptoExchange.Net.Objects
    public class CallResult
    {
        /// <summary>
-        /// An error if the call didn't succeed
+        /// An error if the call didn't succeed, will always be filled if Success = false
        /// </summary>
        public Error? Error { get; internal set; }
+
        /// <summary>
        /// Whether the call was successful
        /// </summary>
@@ -54,20 +55,27 @@ namespace CryptoExchange.Net.Objects
    public class CallResult<T>: CallResult
    {
        /// <summary>
-        /// The data returned by the call
+        /// The data returned by the call, only available when Success = true
        /// </summary>
        public T Data { get; internal set; }

+        /// <summary>
+        /// The original data returned by the call, only available when `OutputOriginalData` is set to `true` in the client options
+        /// </summary>
+        public string? OriginalData { get; set; }
+
        /// <summary>
        /// ctor
        /// </summary>
        /// <param name="data"></param>
        /// <param name="error"></param>
+#pragma warning disable 8618
        public CallResult([AllowNull]T data, Error? error): base(error)
+#pragma warning restore 8618
        {
 #pragma warning disable 8601
            Data = data;
-#pragma warning disable 8601
+#pragma warning restore 8601
        }

        /// <summary>
@@ -132,9 +140,9 @@ namespace CryptoExchange.Net.Objects
        /// <summary>
        /// ctor
        /// </summary>
-        /// <param name="code"></param>
-        /// <param name="responseHeaders"></param>
-        /// <param name="error"></param>
+        /// <param name="code">Status code</param>
+        /// <param name="responseHeaders">Response headers</param>
+        /// <param name="error">Error</param>
        public WebCallResult(
            HttpStatusCode? code,
            IEnumerable<KeyValuePair<string, IEnumerable<string>>>? responseHeaders, Error? error) : base(error)
@@ -146,9 +154,9 @@ namespace CryptoExchange.Net.Objects
        /// <summary>
        /// Create an error result
        /// </summary>
-        /// <param name="code"></param>
-        /// <param name="responseHeaders"></param>
-        /// <param name="error"></param>
+        /// <param name="code">Status code</param>
+        /// <param name="responseHeaders">Response headers</param>
+        /// <param name="error">Error</param>
        /// <returns></returns>
        public static WebCallResult CreateErrorResult(HttpStatusCode? code, IEnumerable<KeyValuePair<string, IEnumerable<string>>>? responseHeaders, Error error)
        {
@@ -191,31 +199,43 @@ namespace CryptoExchange.Net.Objects
        /// <param name="error"></param>
        public WebCallResult(
            HttpStatusCode? code, 
-            IEnumerable<KeyValuePair<string, IEnumerable<string>>>? responseHeaders, [AllowNull] T data, Error? error): base(data, error)
+            IEnumerable<KeyValuePair<string, IEnumerable<string>>>? responseHeaders, 
+            [AllowNull] T data, 
+            Error? error): base(data, error)
        {
            ResponseStatusCode = code;
            ResponseHeaders = responseHeaders;
        }

        /// <summary>
-        /// Create new based on existing
+        /// ctor
        /// </summary>
-        /// <param name="callResult"></param>
-        public WebCallResult(WebCallResult<T> callResult): base(callResult.Data, callResult.Error)
+        /// <param name="code"></param>
+        /// <param name="originalData"></param>
+        /// <param name="responseHeaders"></param>
+        /// <param name="data"></param>
+        /// <param name="error"></param>
+        public WebCallResult(
+            HttpStatusCode? code,
+            IEnumerable<KeyValuePair<string, IEnumerable<string>>>? responseHeaders,
+            string? originalData,
+            [AllowNull] T data,
+            Error? error) : base(data, error)
        {
-            ResponseHeaders = callResult.ResponseHeaders;
-            ResponseStatusCode = callResult.ResponseStatusCode;
+            OriginalData = originalData;
+            ResponseStatusCode = code;
+            ResponseHeaders = responseHeaders;
        }

        /// <summary>
-        /// Create from a call result
+        /// Copy the WebCallResult to a new data type
        /// </summary>
-        /// <typeparam name="Y"></typeparam>
-        /// <param name="source"></param>
+        /// <typeparam name="K">The new type</typeparam>
+        /// <param name="data">The data of the new type</param>
        /// <returns></returns>
-        public static WebCallResult<T> CreateFrom<Y>(WebCallResult<Y> source) where Y : T
+        public WebCallResult<K> As<K>([AllowNull] K data)
        {
-            return new WebCallResult<T>(source.ResponseStatusCode, source.ResponseHeaders, (T)source.Data, source.Error);
+            return new WebCallResult<K>(ResponseStatusCode, ResponseHeaders, OriginalData, data, Error);
        }

        /// <summary>
@@ -16,7 +16,7 @@
    }

    /// <summary>
-    /// Where the post parameters should be added
+    /// Where the parameters for a post request should be added
    /// </summary>
    public enum PostParameters
    {
@@ -101,4 +101,19 @@
        /// </summary>
        Array
    }
+
+    /// <summary>
+    /// How to round
+    /// </summary>
+    public enum RoundingType
+    {
+        /// <summary>
+        /// Round down (flooring)
+        /// </summary>
+        Down,
+        /// <summary>
+        /// Round to closest value
+        /// </summary>
+        Closest
+    }
 }
@@ -55,7 +55,7 @@
    }

    /// <summary>
-    /// No api credentials provided while trying to access private endpoint
+    /// No api credentials provided while trying to access a private endpoint
    /// </summary>
    public class NoApiCredentialsError : Error
    {
@@ -169,4 +169,16 @@
        /// </summary>
        public CancellationRequestedError() : base(null, "Cancellation requested", null) { }
    }
+
+    /// <summary>
+    /// Invalid operation requested
+    /// </summary>
+    public class InvalidOperationError: Error
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="message"></param>
+        public InvalidOperationError(string message) : base(null, message, null) { }
+    }
 }
@@ -1,10 +1,10 @@
 using System;
 using System.Collections.Generic;
-using System.IO;
 using System.Net.Http;
 using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging;
+using Microsoft.Extensions.Logging;

 namespace CryptoExchange.Net.Objects
 {
@@ -14,19 +14,24 @@ namespace CryptoExchange.Net.Objects
    public class BaseOptions
    {
        /// <summary>
-        /// The log verbosity
+        /// The minimum log level to output. Setting it to null will send all messages to the registered ILoggers. 
        /// </summary>
-        public LogVerbosity LogVerbosity { get; set; } = LogVerbosity.Info;
+        public LogLevel? LogLevel { get; set; } = Microsoft.Extensions.Logging.LogLevel.Information;

        /// <summary>
        /// The log writers
        /// </summary>
-        public List<TextWriter> LogWriters { get; set; } = new List<TextWriter> { new DebugTextWriter() };
+        public List<ILogger> LogWriters { get; set; } = new List<ILogger> { new DebugLogger() };
+
+        /// <summary>
+        /// If true, the CallResult and DataEvent objects will also include the originally received json data in the OriginalData property
+        /// </summary>
+        public bool OutputOriginalData { get; set; } = false;

        /// <inheritdoc />
        public override string ToString()
        {
-            return $"LogVerbosity: {LogVerbosity}, Writers: {LogWriters.Count}";
+            return $"LogLevel: {LogLevel}, Writers: {LogWriters.Count}, OutputOriginalData: {OutputOriginalData}";
        }
    }

@@ -47,11 +52,12 @@ namespace CryptoExchange.Net.Objects

        /// <summary>
        /// Whether or not a level should be removed from the book when it's pushed out of scope of the limit. For example with a book of limit 10,
-        /// when a new bid is added which makes the total amount of bids 11, should the last bid entry be removed
+        /// when a new bid level is added which makes the total amount of bids 11, should the last bid entry be removed
        /// </summary>
        public bool StrictLevels { get; }
        
        /// <summary>
+        /// ctor
        /// </summary>
        /// <param name="name">The name of the order book implementation</param>
        /// <param name="sequencesAreConsecutive">Whether each update should have a consecutive id number. Used to identify and reconnect when numbers are skipped.</param>
@@ -111,7 +117,7 @@ namespace CryptoExchange.Net.Objects
        /// <summary>
        /// ctor
        /// </summary>
-        /// <param name="baseAddress"></param>
+        /// <param name="baseAddress">The base address to use</param>
 #pragma warning disable 8618
        public ClientOptions(string baseAddress)
 #pragma warning restore 8618
@@ -122,7 +128,7 @@ namespace CryptoExchange.Net.Objects
        /// <inheritdoc />
        public override string ToString()
        {
-            return $"{base.ToString()}, Credentials: {(ApiCredentials == null ? "-": "Set")}, BaseAddress: {BaseAddress}, Proxy: {(Proxy == null? "-": Proxy.Host)}";
+            return $"{base.ToString()}, Credentials: {(ApiCredentials == null ? "-" : "Set")}, BaseAddress: {BaseAddress}, Proxy: {(Proxy == null ? "-" : Proxy.Host)}";
        }
    }

@@ -147,7 +153,7 @@ namespace CryptoExchange.Net.Objects
        public TimeSpan RequestTimeout { get; set; } = TimeSpan.FromSeconds(30);

        /// <summary>
-        /// Http client to use. If a HttpClient is provided in this property the RequestTimeout and Proxy options will be ignored and should be set on the provided HttpClient instance
+        /// Http client to use. If a HttpClient is provided in this property the RequestTimeout and Proxy options will be ignored in requests and should be set on the provided HttpClient instance
        /// </summary>
        public HttpClient? HttpClient { get; set; }

@@ -177,7 +183,7 @@ namespace CryptoExchange.Net.Objects
            var copy = new T
            {
                BaseAddress = BaseAddress,
-                LogVerbosity = LogVerbosity,
+                LogLevel = LogLevel,
                Proxy = Proxy,
                LogWriters = LogWriters,
                RateLimiters = RateLimiters,
@@ -215,24 +221,25 @@ namespace CryptoExchange.Net.Objects
        public TimeSpan ReconnectInterval { get; set; } = TimeSpan.FromSeconds(5);

        /// <summary>
-        /// The time to wait for a socket response
+        /// The time to wait for a socket response before giving a timeout
        /// </summary>
        public TimeSpan SocketResponseTimeout { get; set; } = TimeSpan.FromSeconds(10);
        /// <summary>
-        /// The time after which the connection is assumed to be dropped
+        /// The time 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.
        /// </summary>
        public TimeSpan SocketNoDataTimeout { get; set; }

        /// <summary>
        /// The amount of subscriptions that should be made on a single socket connection. Not all exchanges support multiple subscriptions on a single socket.
-        /// Setting this to a higher number increases subscription speed, but having more subscriptions on a single connection will also increase the amount of traffic on that single connection.
+        /// Setting this to a higher number increases subscription speed because not every subscription needs to connect to the server, but having more subscriptions on a 
+        /// single connection will also increase the amount of traffic on that single connection, potentially leading to issues.
        /// </summary>
        public int? SocketSubscriptionsCombineTarget { get; set; }

        /// <summary>
        /// ctor
        /// </summary>
-        /// <param name="baseAddress"></param>
+        /// <param name="baseAddress">The base address to use</param>
        public SocketClientOptions(string baseAddress) : base(baseAddress)
        {
        }
@@ -247,7 +254,7 @@ namespace CryptoExchange.Net.Objects
            var copy = new T
            {
                BaseAddress = BaseAddress,
-                LogVerbosity = LogVerbosity,
+                LogLevel = LogLevel,
                Proxy = Proxy,
                LogWriters = LogWriters,
                AutoReconnect = AutoReconnect,