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mirror of https://github.com/JKorf/CryptoExchange.Net synced 2025-12-17 11:37:33 +00:00

9 Commits

Author SHA1 Message Date
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
3d942bd503 Updated decimal parser to support "NaN" and "-Infinity" strings, added check for negative overflow value, improved performance in most cases 2025-07-21 09:42:52 +02:00
Jkorf
fc3b7cc75b Added JsonConverter implementation for SharedQuantity and SharedSymbol types 2025-05-28 14:26:55 +02:00
Jan Korf
6b14cdbf06
Feature/9.0.0 (#236)
* Added support for Native AOT compilation
* Updated all IEnumerable response types to array response types
* Added Pass support for ApiCredentials, removing the need for most implementations to add their own ApiCredentials type
* Added KeepAliveTimeout setting setting ping frame timeouts for SocketApiClient
* Added IBookTickerRestClient Shared interface for requesting book tickers
* Added ISpotTriggerOrderRestClient Shared interface for managing spot trigger orders
* Added ISpotOrderClientIdClient Shared interface for managing spot orders by client order id
* Added IFuturesTriggerOrderRestClient Shared interface for managing futures trigger orders
* Added IFuturesOrderClientIdClient Shared interface for managing futures orders by client order id
* Added IFuturesTpSlRestClient Shared interface for setting TP/SL on open futures positions
* Added GenerateClientOrderId to ISpotOrderRestClient and IFuturesOrderRestClient interface
* Added OptionalExchangeParameters and Supported properties to EndpointOptions
* Refactor Shared interfaces quantity parameters and properties to use SharedQuantity
* Added SharedSymbol property to Shared interface models returning a symbol
* Added TriggerPrice, IsTriggerOrder, TakeProfitPrice, StopLossPrice and IsCloseOrder to SharedFuturesOrder response model
* Added MaxShortLeverage and MaxLongLeverage to SharedFuturesSymbol response model
* Added StopLossPrice and TakeProfitPrice to SharedPosition response model
* Added TriggerPrice and IsTriggerOrder to SharedSpotOrder response model
* Added QuoteVolume property to SharedSpotTicker response model
* Added AssetAlias configuration models
* Added static ExchangeSymbolCache for tracking symbol information from exchanges
* Added static CallResult.SuccessResult to be used instead of constructing success CallResult instance
* Added static ApplyRules, RandomHexString and RandomLong helper methods to ExchangeHelpers class
* Added AsErrorWithData To CallResult
* Added OriginalData property to CallResult
* Added support for adjusting the rate limit key per call, allowing for ratelimiting depending on request parameters
* Added implementation for integration testing ISymbolOrderBook instances
* Added implementation for integration testing socket subscriptions
* Added implementation for testing socket queries
* Updated request cancellation logging to Debug level
* Updated logging SourceContext to include the client type
* Updated some logging logic, errors no longer contain any data, exception are not logged as string but instead forwarded to structured logging
* Fixed warning for Enum parsing throwing exception and output warnings for each object in a response to only once to prevent slowing down execution
* Fixed memory leak in AsyncAutoRestEvent
* Fixed logging for ping frame timeout
* Fixed warning getting logged when user stops SymbolOrderBook instance
* Fixed socket client `UnsubscribeAll` not unsubscribing dedicated connections
* Fixed memory leak in Rest client cache
* Fixed integers bigger than int16 not getting correctly parsed to enums
* Fixed issue where the default options were overridden when using SetApiCredentials
* Removed Newtonsoft.Json dependency
* Removed legacy Rest client code
* Removed legacy ISpotClient and IFuturesClient support
2025-05-13 10:15:30 +02:00
Jkorf
94cb2caf0b Added System.Text.Json ArrayConverter Write implementation 2024-10-15 10:51:19 +02:00
JKorf
994c527c1d Fixed warning 2024-08-07 18:39:01 +02:00
JKorf
7fde8bf5da Added converters/handling for values too big to fit decimal 2024-08-07 14:00:50 +02:00
JKorf
185dfeb6fb Added ParseString to EnumConverter for manual calling 2024-07-28 22:39:38 +02:00
Jan Korf
2fb3442800
Feature/system.text.json (#192)
Initial support for System.Text.Json and some refactoring
2024-03-16 14:45:36 +01:00