wip

CryptoExchange.Net.UnitTests/Implementations/TestQuery.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.Objects.Errors;
 using CryptoExchange.Net.Sockets;
 using CryptoExchange.Net.Sockets.Default;
+using CryptoExchange.Net.Sockets.Default.Routing;
 using System;
 
 namespace CryptoExchange.Net.UnitTests.Implementations

CryptoExchange.Net.UnitTests/Implementations/TestSubscription.cs

@@ -2,6 +2,7 @@
 using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
 using CryptoExchange.Net.Sockets.Default;
+using CryptoExchange.Net.Sockets.Default.Routing;
 using Microsoft.Extensions.Logging;
 using System;
 using System.Collections.Generic;

CryptoExchange.Net/Converters/SystemTextJson/EnumConverter.cs

@@ -171,6 +171,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                     return resultOptimistic.Value;
             }
 
+            var isNumber = reader.TokenType == JsonTokenType.Number;
             var stringValue = reader.TokenType switch
             {
                 JsonTokenType.String => reader.GetString(),
@@ -207,7 +208,7 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
                 return null;
             }
 
-            if (RunOptimistic)
+            if (RunOptimistic && !isNumber)
             {
                 if (!_unknownValuesWarned.Contains(stringValue))
                 {

CryptoExchange.Net/Sockets/Default/Routing/MessageRoute.cs

@@ -0,0 +1,104 @@
+using CryptoExchange.Net.Objects;
+using System;
+
+namespace CryptoExchange.Net.Sockets.Default.Routing
+{
+    /// <summary>
+    /// Message route
+    /// </summary>
+    public abstract class MessageRoute
+    {
+        /// <summary>
+        /// Type identifier
+        /// </summary>
+        public string TypeIdentifier { get; set; }
+        /// <summary>
+        /// 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>
+        public abstract Type DeserializationType { get; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public MessageRoute(string typeIdentifier, string? topicFilter)
+        {
+            TypeIdentifier = typeIdentifier;
+            TopicFilter = topicFilter;
+        }
+
+        /// <summary>
+        /// Message handler
+        /// </summary>
+        public abstract CallResult? Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data);
+    }
+
+    /// <summary>
+    /// Message route
+    /// </summary>
+    public class MessageRoute<TMessage> : MessageRoute
+    {
+        private Func<SocketConnection, DateTime, string?, TMessage, CallResult?> _handler;
+
+        /// <inheritdoc />
+        public override Type DeserializationType { get; } = typeof(TMessage);
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        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, bool multipleReaders = false)
+        {
+            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, bool multipleReaders = false)
+        {
+            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, bool multipleReaders = false)
+        {
+            return new MessageRoute<TMessage>(typeIdentifier, topicFilter, handler)
+            {
+                MultipleReaders = multipleReaders
+            };
+        }
+
+        /// <inheritdoc />
+        public override CallResult? Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data)
+        {
+            return _handler(connection, receiveTime, originalData, (TMessage)data);
+        }
+    }
+}

CryptoExchange.Net/Sockets/Default/Routing/MessageRouter.cs

@@ -0,0 +1,185 @@
+using CryptoExchange.Net.Objects;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace CryptoExchange.Net.Sockets.Default.Routing
+{
+    /// <summary>
+    /// Message router
+    /// </summary>
+    public class MessageRouter
+    {
+        private RoutingSubTable? _routingTable;
+
+        /// <summary>
+        /// The routes registered for this router
+        /// </summary>
+        public MessageRoute[] Routes { get; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        private MessageRouter(params MessageRoute[] routes)
+        {
+            Routes = routes;
+        }
+
+        /// <summary>
+        /// Build the route mapping
+        /// </summary>
+        public void BuildRouteMap()
+        {
+            _routingTable = new RoutingSubTable(Routes);
+        }
+
+        /// <summary>
+        /// Get routes matching the type identifier
+        /// </summary>
+        internal RoutingSubTableEntry? this[string identifier]
+        {
+            get => (_routingTable ?? throw new InvalidOperationException("Route map not initialized before use"))[identifier];
+        }
+
+        /// <summary>
+        /// Create message router without specific message handler
+        /// </summary>
+        public static MessageRouter CreateWithoutHandler<T>(string typeIdentifier, bool multipleReaders = false)
+        {
+            return new MessageRouter(new MessageRoute<T>(typeIdentifier, 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, bool multipleReaders = false)
+        {
+            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, bool multipleReaders = false)
+        {
+            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, bool multipleReaders = false)
+        {
+            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, bool multipleReaders = false)
+        {
+            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, bool multipleReaders = false)
+        {
+            var routes = new List<MessageRoute>();
+            foreach (var type in typeIdentifiers)
+                routes.Add(new MessageRoute<T>(type, topicFilter, handler, multipleReaders));
+
+            return new MessageRouter(routes.ToArray());
+        }
+
+        /// <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, bool multipleReaders = false)
+        {
+            var routes = new List<MessageRoute>();
+            foreach (var filter in topicFilters)
+                routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler, multipleReaders));
+
+            return new MessageRouter(routes.ToArray());
+        }
+
+        /// <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, 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, multipleReaders));
+            }
+
+            return new MessageRouter(routes.ToArray());
+        }
+
+        /// <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, bool multipleReaders = false)
+        {
+            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, 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, multipleReaders));
+            }
+            else
+            {
+                routes.Add(new MessageRoute<T>(typeIdentifier, null, handler, multipleReaders));
+            }
+                
+            return new MessageRouter(routes.ToArray());
+        }
+
+        /// <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, bool multipleReaders = false)
+        {
+            var routes = new List<MessageRoute>();
+            foreach (var typeIdentifier in typeIdentifiers)
+            {
+                if (topicFilters?.Count() > 0)
+                {
+                    foreach (var filter in topicFilters)
+                        routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler, multipleReaders));
+                }
+                else
+                {
+                    routes.Add(new MessageRoute<T>(typeIdentifier, null, handler, multipleReaders));
+                }
+            }
+
+            return new MessageRouter(routes.ToArray());
+        }
+
+        /// <summary>
+        /// Create message matcher with specific routes
+        /// </summary>
+        public static MessageRouter Create(params MessageRoute[] routes)
+        {
+            return new MessageRouter(routes);
+        }
+
+        /// <summary>
+        /// Whether this matcher contains a specific link
+        /// </summary>
+        public bool ContainsCheck(MessageRoute route) => Routes.Any(x => x.TypeIdentifier == route.TypeIdentifier && x.TopicFilter == route.TopicFilter);
+    }
+}

CryptoExchange.Net/Sockets/Default/Routing/RoutingSubTable.cs

@@ -0,0 +1,142 @@
+using CryptoExchange.Net.Objects;
+using System;
+#if NET8_0_OR_GREATER
+using System.Collections.Frozen;
+#endif
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Sockets.Default.Routing
+{
+    internal class RoutingSubTable
+    {
+#if NET8_0_OR_GREATER
+        // Used for mapping a type identifier to the routes matching it
+        private FrozenDictionary<string, RoutingSubTableEntry> _routeMap;
+#else
+        private Dictionary<string, RoutingSubTableEntry> _routeMap;
+#endif
+
+        public RoutingSubTable(IEnumerable<MessageRoute> routes)
+        {
+            var newMap = new Dictionary<string, RoutingSubTableEntry>();
+            foreach (var route in routes)
+            {
+                if (!newMap.TryGetValue(route.TypeIdentifier, out var typeMap))
+                {
+                    typeMap = new RoutingSubTableEntry(route.DeserializationType);
+                    newMap.Add(route.TypeIdentifier, typeMap);
+                }
+
+                typeMap.AddRoute(route.TopicFilter, route);
+            }
+
+            foreach(var subEntry in newMap.Values)
+                subEntry.Build();
+
+#if NET8_0_OR_GREATER
+            _routeMap = newMap.ToFrozenDictionary();
+#else
+            _routeMap = newMap;
+#endif
+        }
+
+        /// <summary>
+        /// Get routes matching the type identifier
+        /// </summary>
+        public RoutingSubTableEntry? this[string identifier]
+        {
+            get => _routeMap.TryGetValue(identifier, out var routes) ? routes : null;
+        }
+    }
+
+    internal record RoutingSubTableEntry
+    {
+        public Type DeserializationType { get; }
+        public bool MultipleReaders { get; private set; }
+
+        private List<MessageRoute> _routesWithoutTopicFilter;
+        private Dictionary<string, List<MessageRoute>> _routesWithTopicFilter;
+#if NET8_0_OR_GREATER
+        // Used for mapping a type identifier to the routes matching it
+        private FrozenDictionary<string, List<MessageRoute>>? _routesWithTopicFilterFrozen;
+#endif
+
+        public RoutingSubTableEntry(Type routeType)
+        {
+            _routesWithoutTopicFilter = new List<MessageRoute>();
+            _routesWithTopicFilter = new Dictionary<string, List<MessageRoute>>();
+
+            DeserializationType = routeType;
+        }
+
+        public void AddRoute(string? topicFilter, MessageRoute route)
+        {
+            if (string.IsNullOrEmpty(topicFilter))
+            {
+                _routesWithoutTopicFilter.Add(route);
+            }
+            else
+            {
+                if (!_routesWithTopicFilter.TryGetValue(topicFilter!, out var list))
+                {
+                    list = new List<MessageRoute>();
+                    _routesWithTopicFilter.Add(topicFilter!, list);
+                }
+
+                list.Add(route);
+            }
+
+            if (route.MultipleReaders)
+                MultipleReaders = true;
+        }
+
+        public void Build()
+        {
+#if NET8_0_OR_GREATER
+            _routesWithTopicFilterFrozen = _routesWithTopicFilter.ToFrozenDictionary();
+#endif
+        }
+
+        internal bool Handle(string? topicFilter, SocketConnection connection, DateTime receiveTime, string? originalData, object data, out CallResult? result)
+        {
+            result = null;
+
+            // Routes without topic filter handle both when the message topic is empty and when it is not, so we always call them
+            var handled = false;
+            foreach (var route in _routesWithoutTopicFilter)
+            {
+                var thisResult = route.Handle(connection, receiveTime, originalData, data);
+                if (thisResult != null)
+                    result ??= thisResult;
+
+                handled = true;
+            }
+
+            // Forward to routes with matching topic filter, if any
+            if (topicFilter != null)
+            {
+#if NET8_0_OR_GREATER
+                _routesWithTopicFilterFrozen!.TryGetValue(topicFilter, out var matchingTopicRoutes);
+#else
+                _routesWithTopicFilter.TryGetValue(topicFilter, out var matchingTopicRoutes);
+#endif
+                foreach (var route in matchingTopicRoutes ?? [])
+                {
+                    var thisResult = route.Handle(connection, receiveTime, originalData, data);
+                    handled = true;
+
+                    if (thisResult != null)
+                    {
+                        result ??= thisResult;
+
+                        if (!MultipleReaders)
+                            break;
+                    }
+
+                }
+            }
+
+            return handled;
+        }
+    }
+}

CryptoExchange.Net/Sockets/Default/Routing/RoutingTable.cs

@@ -0,0 +1,96 @@
+using CryptoExchange.Net.Sockets.Interfaces;
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Sockets.Default.Routing
+{
+    /// <summary>
+    /// Routing table
+    /// </summary>
+    public class RoutingTable
+    {
+        private Dictionary<string, RoutingTableEntry> _routeTableEntries;
+
+        /// <summary>
+        /// Create routing table for provided processors
+        /// </summary>
+        public RoutingTable(IEnumerable<IMessageProcessor> processors)
+        {
+            _routeTableEntries = new Dictionary<string, RoutingTableEntry>();
+            foreach (var entry in processors)
+            {
+                foreach (var route in entry.MessageRouter.Routes)
+                {
+                    if (!_routeTableEntries.ContainsKey(route.TypeIdentifier))
+                        _routeTableEntries.Add(route.TypeIdentifier, new RoutingTableEntry(route.DeserializationType));                    
+
+                    _routeTableEntries[route.TypeIdentifier].Handlers.Add(entry);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Get route table entry for a type identifier
+        /// </summary>
+        public RoutingTableEntry? GetRouteTableEntry(string typeIdentifier)
+        {
+            return _routeTableEntries.TryGetValue(typeIdentifier, out var entry) ? entry : null;
+        }
+
+        /// <inheritdoc />
+        public override string ToString()
+        {
+            var sb = new StringBuilder();
+            foreach (var entry in _routeTableEntries)
+            {
+                sb.AppendLine($"{entry.Key}, {entry.Value.DeserializationType.Name}");
+                foreach(var item in entry.Value.Handlers)
+                {
+                    sb.AppendLine($" - Processor {item.GetType().Name}");
+                    foreach(var route in item.MessageRouter.Routes)
+                    {
+                        if (route.TypeIdentifier == entry.Key)
+                        {
+                            if (route.TopicFilter == null)
+                                sb.AppendLine($"   - Route without topic filter");
+                            else
+                                sb.AppendLine($"   - Route with topic filter {route.TopicFilter}");
+                        }
+                    }
+                }
+            }
+
+            return sb.ToString();
+        }
+    }
+
+    /// <summary>
+    /// Routing table entry
+    /// </summary>
+    public record RoutingTableEntry
+    {
+        /// <summary>
+        /// Whether the deserialization type is string
+        /// </summary>
+        public bool IsStringOutput { get; set; }
+        /// <summary>
+        /// The deserialization type
+        /// </summary>
+        public Type DeserializationType { get; set; }
+        /// <summary>
+        /// Message processors
+        /// </summary>
+        public List<IMessageProcessor> Handlers { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public RoutingTableEntry(Type deserializationType)
+        {
+            IsStringOutput = deserializationType == typeof(string);
+            DeserializationType = deserializationType;
+            Handlers = new List<IMessageProcessor>();
+        }
+    }
+}

CryptoExchange.Net/Sockets/Default/SocketConnection.cs

@@ -5,13 +5,11 @@ using CryptoExchange.Net.Logging.Extensions;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets.Default.Interfaces;
+using CryptoExchange.Net.Sockets.Default.Routing;
 using CryptoExchange.Net.Sockets.Interfaces;
 using Microsoft.Extensions.Logging;
 using System;
 using System.Collections;
-#if NET8_0_OR_GREATER
-using System.Collections.Frozen;
-#endif
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Data;
@@ -267,8 +265,7 @@ namespace CryptoExchange.Net.Sockets.Default
         private readonly object _listenersLock = new object();
 #endif
 
-
+        private RoutingTable _routeTable = new RoutingTable([]);
-        private RouteTable _routeTable = new RouteTable([]);
 
         private ReadOnlyCollection<IMessageProcessor> _listeners;
         private readonly ILogger _logger;
@@ -552,7 +549,7 @@ namespace CryptoExchange.Net.Sockets.Default
             object result;
             try
             {
-                if (routingEntry.RouteType == typeof(string))
+                if (routingEntry.IsStringOutput)
                 {
 #if NETSTANDARD2_0
                     result = Encoding.UTF8.GetString(data.ToArray());
@@ -562,7 +559,7 @@ namespace CryptoExchange.Net.Sockets.Default
                 }
                 else
                 {
-                    result = messageConverter.Deserialize(data, routingEntry.RouteType);
+                    result = messageConverter.Deserialize(data, routingEntry.DeserializationType);
                 }
             }
             catch(Exception ex)
@@ -1145,15 +1142,32 @@ namespace CryptoExchange.Net.Sockets.Default
             });
         }
 
+        private void BuildRoutingTable()
+        {
+            _routeTable = new RoutingTable(_listeners);
+        }
+
         private void AddMessageProcessor(IMessageProcessor processor)
         {
             lock (_listenersLock)
             {
                 var updatedList = new List<IMessageProcessor>(_listeners);
                 updatedList.Add(processor);
-                _routeTable = new RouteTable(updatedList);
+                processor.OnMessageRouterUpdated += () =>
+                {
+                    BuildRoutingTable();
+#if DEBUG
+                    _logger.LogTrace("MessageRouter updated, new routing table:\r\n" + _routeTable.ToString());
+#endif
+                };
                 _listeners = updatedList.AsReadOnly();
-
+                if (processor.MessageRouter.Routes.Length > 0)
+                {
+                    BuildRoutingTable();
+#if DEBUG
+                    _logger.LogTrace("Processor added, new routing table:\r\n" + _routeTable.ToString());
+#endif
+                }
             }
         }
 
@@ -1162,9 +1176,15 @@ namespace CryptoExchange.Net.Sockets.Default
             lock (_listenersLock)
             {
                 var updatedList = new List<IMessageProcessor>(_listeners);
-                updatedList.Remove(processor);
+                if (!updatedList.Remove(processor))
-                _routeTable = new RouteTable(updatedList);
+                    return; // If nothing removed nothing has changed
+
+                processor.OnMessageRouterUpdated -= BuildRoutingTable;
                 _listeners = updatedList.AsReadOnly();
+                BuildRoutingTable();
+#if DEBUG
+                _logger.LogTrace("Processor removed, new routing table:\r\n" + _routeTable.ToString());
+#endif
             }
         }
 
@@ -1173,13 +1193,24 @@ namespace CryptoExchange.Net.Sockets.Default
             lock (_listenersLock)
             {
                 var updatedList = new List<IMessageProcessor>(_listeners);
+                var anyRemoved = false;
                 foreach (var processor in processors)
-                    updatedList.Remove(processor);
+                {
-                _routeTable = new RouteTable(updatedList);
+                    processor.OnMessageRouterUpdated -= BuildRoutingTable;
+                    if (updatedList.Remove(processor))
+                        anyRemoved = true;
+                }
+
+                if (!anyRemoved)
+                    return; // If nothing removed nothing has changed
+
                 _listeners = updatedList.AsReadOnly();
-            }
+                BuildRoutingTable();
-        }
+#if DEBUG
-
+                _logger.LogTrace("Processors removed, new routing table:\r\n" + _routeTable.ToString());
+#endif
+            }
+        }
     }
 }
 

CryptoExchange.Net/Sockets/Default/Subscription.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Sockets.Default.Routing;
 using CryptoExchange.Net.Sockets.Interfaces;
 using Microsoft.Extensions.Logging;
 using System;
@@ -82,6 +83,7 @@ namespace CryptoExchange.Net.Sockets.Default
             {
                 _router = value;
                 _router.BuildRouteMap();
+                OnMessageRouterUpdated?.Invoke();
             }
         }
 
@@ -119,6 +121,9 @@ namespace CryptoExchange.Net.Sockets.Default
         /// </summary>
         public int IndividualSubscriptionCount { get; set; } = 1;
 
+        /// <inheritdoc />
+        public event Action? OnMessageRouterUpdated;
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -193,9 +198,7 @@ namespace CryptoExchange.Net.Sockets.Default
                 SubscriptionQuery.Timeout();
             }
 
-            return MessageRouter[typeIdentifier].Handle(topicFilter, connection, receiveTime, originalData, data, out _);
+            return MessageRouter[typeIdentifier]?.Handle(topicFilter, connection, receiveTime, originalData, data, out _) ?? false;
-
-            //return routeMap.Handle(topicFilter, connection, receiveTime, originalData, data, out _);
         }
 
         /// <summary>

CryptoExchange.Net/Sockets/Interfaces/IMessageProcessor.cs

@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Sockets.Default;
+using CryptoExchange.Net.Sockets.Default.Routing;
 using System;
 
 namespace CryptoExchange.Net.Sockets.Interfaces
@@ -19,6 +20,10 @@ namespace CryptoExchange.Net.Sockets.Interfaces
         /// </summary>
         public MessageRouter MessageRouter { get; }
         /// <summary>
+        /// Event when the message router for this processor has been changed
+        /// </summary>
+        public event Action OnMessageRouterUpdated;
+        /// <summary>
         /// Handle a message
         /// </summary>
         //bool Handle(string? topicFilter, SocketConnection connection, DateTime receiveTime, string? originalData, object result, MessageRoute route);

CryptoExchange.Net/Sockets/MessageRouter.cs

@@ -1,425 +0,0 @@
-using CryptoExchange.Net.Objects;
-using CryptoExchange.Net.Sockets.Default;
-using CryptoExchange.Net.Sockets.Interfaces;
-using System;
-#if NET8_0_OR_GREATER
-using System.Collections.Frozen;
-#endif
-using System.Collections.Generic;
-using System.Linq;
-
-namespace CryptoExchange.Net.Sockets
-{
-    public class RouteTable
-    {
-        private Dictionary<string, RouteTableEntry> _routeTableEntries;
-
-        public RouteTable(IEnumerable<IMessageProcessor> processors)
-        {
-            _routeTableEntries = new Dictionary<string, RouteTableEntry>();
-            foreach (var entry in processors)
-            {
-                foreach(var route in entry.MessageRouter.Routes)
-                {
-                    if (!_routeTableEntries.ContainsKey(route.TypeIdentifier)) {
-                        _routeTableEntries.Add(route.TypeIdentifier, new RouteTableEntry()
-                        {
-                            RouteType = route.DeserializationType,
-                            Handlers = new List<IMessageProcessor>()
-                        });
-                    }
-
-                    _routeTableEntries[route.TypeIdentifier].Handlers.Add(entry);
-                }
-
-            }
-        }
-
-        public RouteTableEntry? GetRouteTableEntry(string typeIdentifier)
-        {
-            return _routeTableEntries.TryGetValue(typeIdentifier, out var entry) ? entry : null;
-        }
-    }
-
-    public record RouteTableEntry
-    {
-        public Type RouteType { get; set; }
-        public  List<IMessageProcessor> Handlers { get; set; }
-
-    }
-
-    public record RouteMapEntry
-    {
-        public Type RouteType { get; }
-        public bool MultipleReaders { get; private set; }
-
-        private List<MessageRoute> _routesWithoutTopicFilter;
-        private Dictionary<string, List<MessageRoute>> _routesWithTopicFilter;
-
-        public RouteMapEntry(Type routeType)
-        {
-            _routesWithoutTopicFilter = new List<MessageRoute>();
-            _routesWithTopicFilter = new Dictionary<string, List<MessageRoute>>();
-
-            RouteType = routeType;
-        }
-
-        public void AddRoute(string? topicFilter, MessageRoute route)
-        {
-            if (string.IsNullOrEmpty(topicFilter))
-            {
-                _routesWithoutTopicFilter.Add(route);
-            }
-            else
-            {
-                if (!_routesWithTopicFilter.TryGetValue(topicFilter!, out var list))
-                {
-                    list = new List<MessageRoute>();
-                    _routesWithTopicFilter.Add(topicFilter!, list);
-                }
-
-                list.Add(route);
-            }
-
-            if (route.MultipleReaders)
-                MultipleReaders = true;
-        }
-
-        internal bool Handle(string? topicFilter, SocketConnection connection, DateTime receiveTime, string? originalData, object data, out CallResult? result)
-        {
-            result = null;
-
-            // Routes without topic filter handle both when the message topic is empty and when it is not, so we always call them
-            var handled = false;
-            foreach (var route in _routesWithoutTopicFilter)
-            {
-                var thisResult = route.Handle(connection, receiveTime, originalData, data);
-                if (thisResult != null)
-                    result ??= thisResult;
-
-                handled = true;
-            }
-
-            // Forward to routes with matching topic filter, if any
-            if (topicFilter != null)
-            {
-                _routesWithTopicFilter.TryGetValue(topicFilter, out var matchingTopicRoutes);
-                foreach (var route in matchingTopicRoutes ?? [])
-                {
-                    var thisResult = route.Handle(connection, receiveTime, originalData, data);
-                    handled = true;
-
-                    if (thisResult != null)
-                    {
-                        result ??= thisResult;
-
-                        if (!MultipleReaders)
-                            break;
-                    }
-
-                }
-            }
-
-            return handled;
-        }
-    }
-
-    /// <summary>
-    /// Message router
-    /// </summary>
-    public class MessageRouter
-    {
-        /// <summary>
-        /// The routes registered for this router
-        /// </summary>
-        public MessageRoute[] Routes { get; }
-
-#if NET8_0_OR_GREATER
-        // Used for mapping a type identifier to the routes matching it
-        private FrozenDictionary<string, RouteMapEntry>? _routeMap;
-#else
-        private Dictionary<string, RouteMapEntry>? _routeMap;
-#endif
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        private MessageRouter(params MessageRoute[] routes)
-        {
-            Routes = routes;
-        }
-
-        /// <summary>
-        /// Build the route mapping
-        /// </summary>
-        public void BuildRouteMap()
-        {
-            var newMap = new Dictionary<string, RouteMapEntry>();
-            foreach (var route in Routes)
-            {
-                if (!newMap.TryGetValue(route.TypeIdentifier, out var typeMap))
-                {
-                    typeMap = new RouteMapEntry(route.DeserializationType);
-                    newMap.Add(route.TypeIdentifier, typeMap);
-                }
-
-                typeMap.AddRoute(route.TopicFilter, route);
-            }
-
-#if NET8_0_OR_GREATER
-            _routeMap = newMap.ToFrozenDictionary();
-#else
-            _routeMap = newMap;
-#endif
-        }
-
-        /// <summary>
-        /// Get routes matching the type identifier
-        /// </summary>
-        public RouteMapEntry? this[string identifier]
-        {
-            get => (_routeMap ?? throw new InvalidOperationException("Route map not initialized before use")).TryGetValue(identifier, out var routes) ? routes: null;
-        }
-
-        /// <summary>
-        /// Create message router without specific message handler
-        /// </summary>
-        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), multipleReaders));
-        }
-
-        /// <summary>
-        /// Create message router without specific message handler
-        /// </summary>
-        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), multipleReaders));
-        }
-
-        /// <summary>
-        /// Create message router without topic filter
-        /// </summary>
-        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, 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, bool multipleReaders = false)
-        {
-            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, bool multipleReaders = false)
-        {
-            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, bool multipleReaders = false)
-        {
-            var routes = new List<MessageRoute>();
-            foreach (var type in typeIdentifiers)
-                routes.Add(new MessageRoute<T>(type, topicFilter, handler, multipleReaders));
-
-            return new MessageRouter(routes.ToArray());
-        }
-
-        /// <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, bool multipleReaders = false)
-        {
-            var routes = new List<MessageRoute>();
-            foreach (var filter in topicFilters)
-                routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler, multipleReaders));
-
-            return new MessageRouter(routes.ToArray());
-        }
-
-        /// <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, 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, multipleReaders));
-            }
-
-            return new MessageRouter(routes.ToArray());
-        }
-
-        /// <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, bool multipleReaders = false)
-        {
-            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, 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, multipleReaders));
-            }
-            else
-            {
-                routes.Add(new MessageRoute<T>(typeIdentifier, null, handler, multipleReaders));
-            }
-                
-            return new MessageRouter(routes.ToArray());
-        }
-
-        /// <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, bool multipleReaders = false)
-        {
-            var routes = new List<MessageRoute>();
-            foreach (var typeIdentifier in typeIdentifiers)
-            {
-                if (topicFilters?.Count() > 0)
-                {
-                    foreach (var filter in topicFilters)
-                        routes.Add(new MessageRoute<T>(typeIdentifier, filter, handler, multipleReaders));
-                }
-                else
-                {
-                    routes.Add(new MessageRoute<T>(typeIdentifier, null, handler, multipleReaders));
-                }
-            }
-
-            return new MessageRouter(routes.ToArray());
-        }
-
-        /// <summary>
-        /// Create message matcher with specific routes
-        /// </summary>
-        public static MessageRouter Create(params MessageRoute[] routes)
-        {
-            return new MessageRouter(routes);
-        }
-
-        /// <summary>
-        /// Whether this matcher contains a specific link
-        /// </summary>
-        public bool ContainsCheck(MessageRoute route) => Routes.Any(x => x.TypeIdentifier == route.TypeIdentifier && x.TopicFilter == route.TopicFilter);
-    }
-
-    /// <summary>
-    /// Message route
-    /// </summary>
-    public abstract class MessageRoute
-    {
-        /// <summary>
-        /// Type identifier
-        /// </summary>
-        public string TypeIdentifier { get; set; }
-        /// <summary>
-        /// 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>
-        public abstract Type DeserializationType { get; }
-        
-        /// <summary>
-        /// ctor
-        /// </summary>
-        public MessageRoute(string typeIdentifier, string? topicFilter)
-        {
-            TypeIdentifier = typeIdentifier;
-            TopicFilter = topicFilter;
-        }
-
-        /// <summary>
-        /// Message handler
-        /// </summary>
-        public abstract CallResult? Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data);
-    }
-
-    /// <summary>
-    /// Message route
-    /// </summary>
-    public class MessageRoute<TMessage> : MessageRoute
-    {
-        private Func<SocketConnection, DateTime, string?, TMessage, CallResult?> _handler;
-
-        /// <inheritdoc />
-        public override Type DeserializationType { get; } = typeof(TMessage);
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        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, bool multipleReaders = false)
-        {
-            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, bool multipleReaders = false)
-        {
-            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, bool multipleReaders = false)
-        {
-            return new MessageRoute<TMessage>(typeIdentifier, topicFilter, handler)
-            {
-                MultipleReaders = multipleReaders
-            };
-        }
-
-        /// <inheritdoc />
-        public override CallResult? Handle(SocketConnection connection, DateTime receiveTime, string? originalData, object data)
-        {
-            return _handler(connection, receiveTime, originalData, (TMessage)data);
-        }
-    }
-
-}

CryptoExchange.Net/Sockets/Query.cs

@@ -1,6 +1,7 @@
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Sockets.Default;
+using CryptoExchange.Net.Sockets.Default.Routing;
 using CryptoExchange.Net.Sockets.Interfaces;
 using System;
 using System.Threading;
@@ -70,6 +71,7 @@ namespace CryptoExchange.Net.Sockets
             {
                 _router = value;
                 _router.BuildRouteMap();
+                OnMessageRouterUpdated?.Invoke();
             }
         }
 
@@ -108,6 +110,9 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public Action? OnComplete { get; set; }
 
+        /// <inheritdoc />
+        public event Action? OnMessageRouterUpdated;
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -203,7 +208,7 @@ namespace CryptoExchange.Net.Sockets
             if (Result?.Success != false)
             {
                 // If an error result is already set don't override that
-                MessageRouter[typeIdentifier].Handle(topicFilter, connection, receiveTime, originalData, message, out var result);
+                MessageRouter[typeIdentifier]!.Handle(topicFilter, connection, receiveTime, originalData, message, out var result);
                 Result = result;
                 if (Result == null)
                     // Null from Handle means it wasn't actually for this query