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mirror of https://github.com/JKorf/CryptoExchange.Net.git synced 2026-10-15 07:31:50 +00:00
Commit Graph

11 Commits

Author SHA1 Message Date
Jan Korf ae7504c26c Shared API's V2 (#289)
Added V2 Shared API's infrastructure
Added request coalescing
Added rate limiting admission logic
Fixed some rate limiting issues
2026-09-23 09:15:39 +02:00
Jkorf 419e01d009 Fix for websocket queries which don't expects response getting stuck in subscribing state 2026-02-17 14:35:02 +01:00
Jan Korf 3b2a85d210 Feature/websocket sequencing (#267)
Added EnforceSequenceNumbers property on SocketApiClient to configure whether websocket message contain sequence numbers and if these should be checked to be sequential
Added fallback to existing websocket connection if no dedicated request connection was found
Added IntBoolConverter base class for arbitrary int value to bool mapping
Added SequenceNumber property to DataEvent object
Added _skipSequenceCheckFirstUpdateAfterSnapshotSet property for SymbolOrderBook implementations
Updated SymbolOrderBook sequenceNumber validation
Updated SymbolOrderBook log verbosities
Renamed SetInitialOrderBook to SetSnapshot in SymbolOrderBook
Renamed updateId references to sequenceNumber in SymbolOrderBook
2026-01-12 14:26:50 +01:00
Jan Korf a896fffdb3 Time offset management (#266)
Updated time sync / time offset management for REST API's
Added time offset tracking for WebSocket API's
Added GetAuthenticationQuery virtual method on AuthenticationProvider
Updated AuthenticationProvider GetTimestamp methods to include a one second offset by default
Added AuthenticationProvider GetTimestamp methods for SocketApiClient instances
Added ClientName property on BaseApiClient, resolving to the type name
Added ObjectOrArrayConverter JsonConverterFactory implementation for resolving json data which might be returned as object or array
Added UpdateServerTime, UpdateLocalTime and DataAge properties to (I)SymbolOrderBook
Added OutputToConsoleAsync method to (I)SymbolOrderBook
Updated SymbolOrderBook string representation
Added DataTimeLocal and DataAge properties to DataEvent object
Added SocketConnection parameter to subscription HandleSubQueryResponse and HandleUnsubQueryResponse methods
2026-01-07 10:00:14 +01:00
Jan Korf d079796020 Websocket performance update (#261)
Performance update:

Authentication
	Added Ed25519 signing support for NET8.0 and newer
	Added static methods on ApiCredentials to create credentials of a specific type
	Added static ApiCredentials.ReadFromFile method to read a key from file
	Added required abstract SupportedCredentialTypes property on AuthenticationProvider base class

General Performance
	Added checks before logging statements to prevent overhead of building the log string if logging is not needed	
	Added ExchangeHelpers.ProcessQueuedAsync method to process updates async
	Replaced locking object types from object to Lock in NET9.0 and newer 
	Replaced some Task response types with ValueTask to prevent allocation overhead on hot paths
	Updated Json ArrayConverter to reduce some allocation overhead 
	Updated Json BoolConverter to prevent boxing
	Updated Json DateTimeConverter to prevent boxing
	Updated Json EnumConverter caching to reduce lookup overhead
	Updated ExtensionMethods.CreateParamString to reduce allocations
	Updated ExtensionMethods.AppendPath to reduce overhead	

REST 
	Refactored REST message processing to separate IRestMessageHandler instance
	Split RestApiClient.PrepareAsync into CheckTimeSync and RateLimitAsync
	Updated IRequest.Accept type from string to MediaTypeWithQualityHeaderValue to prevent creation on each request
	Updated IRequest.GetHeaders response type from KeyValuePair<string, string[]>[] to HttpRequestHeaders to prevent additional mapping
	Updated IResponse.ResponseHeaders type from KeyValuePair<string, string[]>[] to HttpResponseHeaders to prevent additional mapping
	Updated WebCallResult RequestHeaders and ResponseHeaders types to HttpRequestHeaders and HttpResponseHeaders	
	Removed unnecessary empty dictionary initializations for each request
	Removed CallResult creation in internal methods to prevent having to create multiple versions for different result types 

Socket
	Added HighPerformance websocket client implementation which significantly reduces memory overhead and improves speed but with certain limitations
	Added MaxIndividualSubscriptionsPerConnection setting in SocketApiClient to limit the number of individual stream subscriptions on a connection
	Added SocketIndividualSubscriptionCombineTarget option to set the target number of individual stream subscriptions per connection
	Added new websocket message handling logic which is faster and reduces memory allocation
	Added UseUpdatedDeserialization option to toggle between updated deserialization and old deserialization 
	Added Exchange property to DataEvent to prevent additional mapping overhead for Shared apis
	Refactored message callback to be sync instead of async to prevent async overhead
	Refactored CryptoExchangeWebSocketClient.IncomingKbps calculation to significantly reduce overhead
	Moved websocket client creation from SocketApiClient to SocketConnection	
	Removed DataEvent.As and DataEvent.ToCallResult methods in favor of single ToType method
	Removed DataEvent creation on lower levels to prevent having to create multiple versions for different result types
	Removed Subscription<TSubResponse, TUnsubResponse> as its no longer used

Other
	Added null check to ParameterCollection for required parameters 
	Added Net10.0 target framework
	Updated dependency versions
	Updated Shared asset aliases check to be culture invariant
	Updated Error string representation
	Updated some namespaces
	Updated SymbolOrderBook processing of buffered updates to prevent additional allocation
	Removed ExchangeEvent type which is no longer needed
	Removed unused usings
2025-12-16 11:27:49 +01:00
Jkorf a258532d6a Fixed DataTime copying in DataEvent 2025-02-10 14:32:25 +01:00
JKorf 4bb5aae40a Split DataEvent.Timestamp in DataEvent.ReceivedTimestamp and 2025-02-09 16:40:28 +01:00
Jan Korf b8686d60b9 Shared exchange functionality (#214) 2024-09-27 09:17:44 +02:00
JKorf a85bfb4432 Added support for requiring multiple responses for queries, fixed possible exception when closing connection, added ToString override DataEvent object 2024-07-16 15:23:09 +02:00
Jan Korf 9fcd722991 Feature/body uri param split (#203)
* Added support for specifying seperate uri and body parameters
* Added support for different message and handling generic types on socket queries
* Split DataEvent.Topic into StreamId and Symbol properties
* Added support for negative time values parsing
* Added some helper methods for converting DataEvent to CallResult
* Added support for GZip/Deflate automatic decompressing in the default HttpClient
* Updated some testing methods
2024-06-11 16:23:48 +02:00
Jan Korf d533557324 Websocket refactoring (#190)
Websocket refactoring
2024-02-24 19:21:47 +01:00