1
0
mirror of https://github.com/JKorf/CryptoExchange.Net.git synced 2026-08-22 05:42:53 +00:00

CryptoExchange V12 (#281)

* Result types:
  * (Web)CallResult types are replaced by HttpResult, WebSocketResult and QueryResult with the same logic
  * Updated result types to record type
  * Result creation can be done with (Http/WebSocket/Query)Result.Ok(..) and .Fail(..)
  * Removed implicit result type conversion to bool, `if (result)` no longer works, instead use `if (result.Success)`
  * Replaced CallResult.SuccessResult with CallResult.Ok()
  * Fixed result object nullability hinting, for example Data might be null if Success isn't checked for true

* Parameters & serialization:
  * Added support for `enabled` and `disabled` strings to bool converter
  * Removed ParameterCollection type, has been replaced by Parameters type
  * Removed ArraySerialization, OrderParameters and ParameterOrderComparer properties from RestApiClient, moved to ParameterSerializationsSettings
  * Updated RestRequestConfiguration in AuthenticationProvider.ProcessRequest to contain the full RequestDefinition instead of copied fields	

* Clients:
  * Updated Api client constructor logging parameter from ILogger to ILoggerFactory? 
  * Added Api client constructor exchange name parameter
  * Added ToString overrides on base API types
  * Added Exchange property on BaseApiClient
  * Added ApiCredentials property on IRestApiClient and ISocketApiClient interfaces
  * Updated ILogger source from client name to topic specific client name
  * Removed logging from client creation
  * Fixed BaseRestClient SetApiCredentials not marked as virtual

* Rest:
  * Added BaseAddress to RequestDefinition object
  * Updated RestApiClient AuthenticationProvider logic from private to protected and virtual
  * Removed RestApiClient.SendAsync baseAddress parameter removed
  * Removed RestApiClient.SendAsync without type parameter

* WebSocket:
  * Updated MessageRouting definition into CreateForEvent for subscriptions and CreateForQuery for queries
  * Improved Query type safety with CeateForQuery which allows second parameter for specifying the result type
  * Renamed MessageRouter.CreateWithoutHandler to CreateVoid
  * Updated SocketApiClient.GetSocketConnection to check connection uri instead of Tag for finding compatible connections
  * Removed unused UnhandledMessageExpected property SocketApiClient
  * Fixed issue in SocketApiClient.GetSocketConnection causing requests to always wait the full max 10 seconds when there was a reconnecting socket
	
* Shared APIs:
  * Updated Option definitions to always require the exchange name as first parameter
  * Added missing dedicated option types
  * Added Discover method on ISharedClient interface, returning info on supported capabilities and operations
  * Added SharedRequest GetParamValue helper method accepting multiple parameter names
  * Added ResetStaticExchangeParameters method on ExchangeParameters
  * Added Status property to SharedWithdrawal model
  * Added TradingModes property to SharedBalance model
  * Updated ExchangeSymbolCache to support multiple environments and additional key separation
  * Updated Shared ExchangeParameters parameter names to be case insensitive
  * Updated code comments
  * Replaced ExchangeResult with ExchangeCallResult type
  * Removed AsExchangeResult/ExchangeWebResult
  * Removed TradingMode from the response model, only maintained on models where it makes sense
  * Removed IListenKey support, listen keys now rely on internal management with TokenManager

* Rate limiting:
  * Fixed websocket connection attempts counting towards rate limit even when server could not be reached
  * Removed host from rate limit methods, now part of the already provided RequestDefinition
  * Added amount parameter to RateLimit Reset method to allow partially resetting the limit

* Added TokenManager implementation for automatic listenkey/token management
* Added UserClientProvider base class
* Added async streaming on UserDataTracker items with StreamUpdatesAsync
* Added cancellation token support to UserDataTracker starting
* Added Unit type for non-result types
* Added ServerError constructor taking ErrorType and message to make it easier to create
* Added SupportedEnvironments property to PlatformInfo
* Updated SymbolOrderBook DoResyncAsync to return CallResult instead of CallResult<bool> which was redundant
* Various small performance improvements
This commit is contained in:
Jan Korf
2026-06-29 10:38:09 +02:00
committed by GitHub
parent afb84a1bf0
commit e823114623
285 changed files with 7029 additions and 3658 deletions
+42 -42
View File
@@ -29,16 +29,16 @@ namespace CryptoExchange.Net.UnitTests
var triggered = false;
rateLimiter.RateLimitTriggered += (x) => { triggered = true; };
var requestDefinition = new RequestDefinition("/sapi/v1/system/status", HttpMethod.Get);
var requestDefinition = new RequestDefinition("https://test.com", "/sapi/v1/system/status", HttpMethod.Get);
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(i == requests ? triggered : !triggered);
}
triggered = false;
await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(!triggered);
}
@@ -52,13 +52,13 @@ namespace CryptoExchange.Net.UnitTests
var rateLimiter = new RateLimitGate("Test");
rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new PathStartFilter("/sapi/"), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
var requestDefinition = new RequestDefinition(endpoint, HttpMethod.Get);
var requestDefinition = new RequestDefinition("https://test.com", endpoint, HttpMethod.Get);
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
bool expected = i == 1 ? expectLimiting ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -73,15 +73,15 @@ namespace CryptoExchange.Net.UnitTests
var rateLimiter = new RateLimitGate("Test");
rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new PathStartFilter("/sapi/"), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get);
var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get);
var requestDefinition1 = new RequestDefinition("https://test.com", endpoint1, HttpMethod.Get);
var requestDefinition2 = new RequestDefinition("https://test.com", endpoint2, HttpMethod.Get);
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimiting ? evnt != null : evnt == null);
}
@@ -96,16 +96,16 @@ namespace CryptoExchange.Net.UnitTests
bool triggered = false;
rateLimiter.RateLimitTriggered += (x) => { triggered = true; };
var requestDefinition = new RequestDefinition("/sapi/test", HttpMethod.Get);
var requestDefinition = new RequestDefinition("https://test.com", "/sapi/test", HttpMethod.Get);
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(i == requests ? triggered : !triggered);
}
triggered = false;
await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(!triggered);
}
@@ -117,13 +117,13 @@ namespace CryptoExchange.Net.UnitTests
var rateLimiter = new RateLimitGate("Test");
rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new ExactPathFilter("/sapi/test"), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
var requestDefinition = new RequestDefinition(endpoint, HttpMethod.Get);
var requestDefinition = new RequestDefinition("https://test.com", endpoint, HttpMethod.Get);
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -137,13 +137,13 @@ namespace CryptoExchange.Net.UnitTests
{
var rateLimiter = new RateLimitGate("Test");
rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerEndpoint, new ExactPathsFilter(new[] { "/sapi/test", "/sapi/test2" }), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
var requestDefinition = new RequestDefinition(endpoint, HttpMethod.Get);
var requestDefinition = new RequestDefinition("https://test.com", endpoint, HttpMethod.Get);
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -160,15 +160,15 @@ namespace CryptoExchange.Net.UnitTests
{
var rateLimiter = new RateLimitGate("Test");
rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerApiKey, new AuthenticatedEndpointFilter(true), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Sliding));
var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get) { Authenticated = key1 != null };
var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get) { Authenticated = key2 != null };
var requestDefinition1 = new RequestDefinition("https://test.com", endpoint1, HttpMethod.Get) { Authenticated = key1 != null };
var requestDefinition2 = new RequestDefinition("https://test.com", endpoint2, HttpMethod.Get) { Authenticated = key2 != null };
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", key1, 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", key2, 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -179,15 +179,15 @@ namespace CryptoExchange.Net.UnitTests
{
var rateLimiter = new RateLimitGate("Test");
rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, Array.Empty<IGuardFilter>(), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get);
var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get) { Authenticated = true };
var requestDefinition1 = new RequestDefinition("https://test.com", endpoint1, HttpMethod.Get);
var requestDefinition2 = new RequestDefinition("https://test.com", endpoint2, HttpMethod.Get) { Authenticated = true };
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "https://test.com", null, 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -199,15 +199,15 @@ namespace CryptoExchange.Net.UnitTests
{
var rateLimiter = new RateLimitGate("Test");
rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerHost, new HostFilter("https://test.com"), 1, TimeSpan.FromSeconds(0.1), RateLimitWindowType.Fixed));
var requestDefinition1 = new RequestDefinition(endpoint1, HttpMethod.Get);
var requestDefinition2 = new RequestDefinition(endpoint2, HttpMethod.Get) { Authenticated = true };
var requestDefinition1 = new RequestDefinition(host1, endpoint1, HttpMethod.Get);
var requestDefinition2 = new RequestDefinition(host2, endpoint2, HttpMethod.Get) { Authenticated = true };
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, host2, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -222,9 +222,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), host1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host1, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), host2, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host2, "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -238,8 +238,8 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("1", HttpMethod.Get), "https://test.com", "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, ct.Token);
Assert.That(result2.Error, Is.TypeOf<CancellationRequestedError>());
}
@@ -250,16 +250,16 @@ namespace CryptoExchange.Net.UnitTests
var rateLimiter = new RateLimitGate("Test");
rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerConnection, new LimitItemTypeFilter(RateLimitItemType.Request), 1, TimeSpan.FromSeconds(10), RateLimitWindowType.Fixed));
var definition = new RequestDefinition("1", HttpMethod.Get) { ConnectionId = 1 };
var definition = new RequestDefinition("https://test.com", "1", HttpMethod.Get) { ConnectionId = 1 };
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
// act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, "https://test.com", null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition, "https://test.com", null, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, "https://test.com", null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition, null, null, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
// assert
Assert.That(evnt, Is.Null);
@@ -272,17 +272,17 @@ namespace CryptoExchange.Net.UnitTests
var rateLimiter = new RateLimitGate("Test");
rateLimiter.AddGuard(new RateLimitGuard(RateLimitGuard.PerConnection, new LimitItemTypeFilter(RateLimitItemType.Request), 1, TimeSpan.FromSeconds(10), RateLimitWindowType.Fixed));
var definition1 = new RequestDefinition("1", HttpMethod.Get) { ConnectionId = 1 };
var definition2 = new RequestDefinition("2", HttpMethod.Get) { ConnectionId = 2 };
var definition1 = new RequestDefinition("https://test.com", "1", HttpMethod.Get) { ConnectionId = 1 };
var definition2 = new RequestDefinition("https://test.com", "2", HttpMethod.Get) { ConnectionId = 2 };
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
// act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, "https://test.com", null, 1, RateLimitingBehaviour.Fail, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, "https://test.com", null, 1, RateLimitingBehaviour.Fail, null, default);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition1, "https://test.com", null, null, default);
var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, "https://test.com", null, 1, RateLimitingBehaviour.Fail, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, null, 1, RateLimitingBehaviour.Fail, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, default);
await rateLimiter.ResetAsync(RateLimitItemType.Request, definition1, null, null, null, default);
var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, default);
// assert
Assert.That(evnt, Is.Not.Null);