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Author SHA1 Message Date
Jkorf f079e6f0f4 Updated to version 13.2.0 2026-10-13 11:41:36 +02:00
Jkorf c6647f6815 Fixed DelayAfterConnect applying on failed connection attemps on HighPerf connections 2026-10-13 10:38:21 +02:00
Jkorf 5135047097 Fix for duplicate subscription coverage 2026-10-13 10:37:49 +02:00
Jkorf 4f25a6e7d6 Added processor parameter for some methods in SocketApiClient to allow specific overriding behavior 2026-10-13 10:08:16 +02:00
Jan Korf a0f3dcaa4c WebSocket covered subscriptions
Updated WebSocket duplicate subscription handling
Fixed incorrect status keeping of WebSocket subscriptions which don't expect a response
2026-10-12 13:19:44 +02:00
Jkorf 550afd41c3 Added DelayAfterConnect to SocketApiOptions, fixed DelayAfterConnect not being respected on reconnection 2026-10-02 15:42:35 +02:00
Jkorf afdced3bb8 Added Shared API ISubscribeFundingInfoSocket 2026-10-02 11:09:07 +02:00
Jkorf f8c657f308 Updated Shared APIs ISubscribeIncrementalOrderBook 2026-10-02 09:33:15 +02:00
Jkorf c9ae1bf379 Updated to version 13.1.0 2026-09-28 11:23:36 +02:00
Jkorf 59acbd648e Added UnsubscribeAllAsync method to Shared APIs ISharedSubscription and IShaerdApiClientBase 2026-09-28 11:11:41 +02:00
Jkorf 7a11bd0c5e Added WaitAllAsync extension method 2026-09-25 09:33:45 +02:00
Jkorf 9502db6d58 Added SubscribeAllAsync extension methods for Shared API resolved capabilities 2026-09-25 08:32:57 +02:00
Jkorf e6ab899654 Updated examples 2026-09-24 11:41:44 +02:00
Jkorf a8517d2c76 AI docs 2026-09-23 10:16:15 +02:00
Jkorf bda81d8170 Updated to version 13.0.0 2026-09-23 10:07:50 +02:00
Jkorf 666ca76776 Fixed incorrect example 2026-09-23 09:47:15 +02:00
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
Maxxx555 cecfbcba48 ArrayConverter: parse string decimals in scientific notation (#292) 2026-09-21 11:54:15 +02:00
270 changed files with 5393 additions and 895 deletions
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---
description: Conventions for cross-exchange code using CryptoExchange.Net SharedApis abstractions. Apply when generating C# code that interacts with multiple cryptocurrency exchanges through a unified interface.
description: Conventions for cross-exchange C# code using CryptoExchange.Net Shared API V2 capabilities.
globs:
- "**/*.cs"
- "**/*.csproj"
alwaysApply: false
---
# CryptoExchange.Net Conventions
# CryptoExchange.Net conventions
This codebase uses **CryptoExchange.Net** abstractions for multi-exchange access. Each exchange has its own library (Binance.Net, Bybit.Net, OKX.Net, ...). Use `CryptoExchange.Net.SharedApis` for code that should work across exchanges.
CryptoExchange.Net is the base dependency for exchange-specific libraries. Install Binance.Net, Bybit.Net, JK.OKX.Net, or another exchange library; use `CryptoClients.Net` when the application needs the bundle.
## Multi-exchange pattern
## Use Shared API V2
For new cross-exchange code, use the fine-grained interfaces in `CryptoExchange.Net.SharedApis` and each API surface's `.SharedApi` property:
```csharp
using Binance.Net.Clients;
using OKX.Net.Clients;
using CryptoExchange.Net.SharedApis;
ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
IGetTickerRest binance = new BinanceRestClient().SpotApi.SharedApi;
IGetTickerRest okx = new OKXRestClient().UnifiedApi.SharedApi;
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
// ticker.Data.LastPrice — same model regardless of exchange
var result = await binance.GetTickerAsync(new GetTickerRequest(symbol));
```
## Symbol normalization
Use one capability per operation, such as `IGetTickerRest`, `IGetOrderBookRest`, `IPlaceSpotOrderRest`, or `ISubscribeTradesSocket`. Do not use a broad V1 interface for new code. `.SharedClient` remains only for incremental V1 migration.
`SharedSymbol(TradingMode.Spot, "BTC", "USDT")` is portable. Each library translates to its native format internally. Don't pass raw strings like `"BTCUSDT"` to shared methods.
## Capability discovery
## Symbol metadata and catalogs
In 12.2.0, `SharedSpotSymbol` and `SharedFuturesSymbol` include `DisplayName` and base/quote asset classification through `SharedAssetType` (`Crypto`, `Fiat`, `TradFi`) and `SharedAssetSubType` (`StableCoin`, `Equity`, `Commodity`). Pass the matching base/quote filters to `GetSymbolsRequest` when discovery should return only a class of markets.
After calling `GetSpotSymbolsAsync`, `ISpotSymbolRestClient.SpotSymbolCatalog` maps asset and symbol names to shared metadata. `IFuturesSymbolRestClient.FuturesSymbolCatalog` works the same way after `GetFuturesSymbolsAsync`. Treat either property as unavailable before its corresponding request has populated the cache.
When implementing an exchange library, use `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` only as best-effort classifiers and supply exchange-specific additions where needed.
## Shared market-data quantities
In 12.4.0, use `SharedOrderQuantity`-valued `Volumes` on shared spot/futures tickers and klines, and `Quantities` on shared trades. The scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete.
## WebSocket order commands
In 12.5.0, `ISpotOrderManagementSocketClient` and `IFuturesOrderManagementSocketClient` optionally provide place/cancel order commands over WebSocket. Their methods return `QueryResult<SharedId>`, not `WebSocketResult<UpdateSubscription>`. Check whether the exchange implements the interface.
## Result pattern
REST methods return `HttpResult<T>` and websocket subscription methods return `WebSocketResult<UpdateSubscription>`. Always check `.Success`. `.Exchange` property identifies which exchange responded — useful for logging.
## Available shared interfaces
- REST tickers/symbols/orderbook/klines/trades, orders (spot/futures, regular/trigger/TP-SL), balances, positions, fees, deposits/withdrawals, transfers
- WebSocket tickers, book tickers, order book, trades, klines, user data, and optional spot/futures order management
Each exchange documents which it implements. Not every exchange supports every operation.
## Multi-exchange aggregation
Run requests across exchanges concurrently via `Task.WhenAll` — the library is async-safe and concurrent requests are the norm.
When the exchange and API surface are known, assign the typed `.SharedApi` to the required capability. When selection is dynamic, use an exchange-wide `I[Exchange]SharedApiClient` and a strongly typed reference:
```csharp
var clients = new ISpotTickerRestClient[] { binance, okx, bybit };
var tasks = clients.Select(c => c.GetSpotTickerAsync(new GetTickerRequest(symbol)));
var match = sharedClient.GetCapability(
SharedCapabilities.Orders.Futures.PlaceOrder.Rest,
TradingMode.PerpetualLinear);
if (match is not null)
await match.Capability.PlaceFuturesOrderAsync(request);
```
`GetCapability` returns one preferred match or `null`; `GetCapabilities` returns all matches. Specify `TradingMode` when multiple API surfaces may implement the same capability. A `SharedCapabilities` reference is a lookup key, not proof of exchange support.
## Symbols and parameters
Use `SharedSymbol` instead of native strings such as `BTCUSDT`. The exchange library performs formatting.
Capability presence does not imply support for every request property. For dynamic code, inspect `match.Options.RequestParameterRules`, `ExchangeParameterRules`, and `SupportedTradingModes`. Supply exchange-specific values through the request's `ExchangeParameters`.
## Transports and results
- Transport-agnostic capabilities return `IExchangeCallResult<T>`.
- `...Rest` capabilities return `HttpResult<T>`.
- socket command capabilities return `QueryResult<T>`.
- `ISubscribe...Socket` capabilities return `WebSocketResult<UpdateSubscription>`.
Use `.Rest` or `.Socket` on capability references when the transport matters. Otherwise exchange-wide lookup honors `PreferredTransport`, normally REST. Always check `.Success` before `.Data` and include `.Exchange` in multi-exchange logs.
## Concurrent aggregation
```csharp
var clients = new IGetTickerRest[] { binance, okx, bybit };
var tasks = clients.Select(x =>
x.GetTickerAsync(new GetTickerRequest(symbol)));
var results = await Task.WhenAll(tasks);
```
Reuse clients through dependency injection and run independent exchange calls concurrently.
## V2 semantics
- `GetTickerAsync` and `GetAllTickersAsync` return `SharedTicker` for spot and futures.
- WebSocket order updates use `SharedSpotOrderUpdate` and `SharedFuturesOrderUpdate`.
- `ICloseFullPosition` closes the entire position; use an order capability for partial closes.
- Each exchange supports a subset of capabilities and parameter combinations.
## Hard rules
- ❌ Never install `CryptoExchange.Net` alone and expect to call exchanges — it's a base library; you need exchange-specific packages
- ❌ Never mix exchange-specific models in cross-exchange code (use `SharedSymbol`, `SharedSpotTicker`, etc.)
- ❌ Never use `.Result` / `.Wait()` — async-only
- ❌ Never iterate sequentially when concurrency is fine — `Task.WhenAll` is your friend
- ❌ Never instantiate clients per-request — reuse via DI
- ✅ Always use `.SharedClient` for cross-exchange code
- ✅ Always check `.Success` before reading `.Data`
- ✅ Always log with `.Exchange` so multi-exchange logs are decipherable
- ✅ Always handle "not supported on this exchange" errors gracefully
- Never install CryptoExchange.Net alone and expect exchange endpoints.
- Never pass exchange-native models or symbols through shared services.
- Never assume a capability or request field is supported; resolve and inspect it.
- Never use `.Result` or `.Wait()`.
- Never instantiate exchange clients per request.
- Prefer `Task.WhenAll` for independent cross-exchange calls.
- Prefer `.SharedApi` and fine-grained V2 interfaces for new code.
## Reference
- `AGENTS.md` in repo root has fuller examples
- `llms.txt` for AI context
- `Examples/ai-friendly/` for compilable examples
- For single-exchange code, see that exchange's library (e.g., Binance.Net `AGENTS.md`)
- `AGENTS.md` for fuller examples
- `docs/ai-api-map.md` for the V2 interface map
- `docs/SHARED_API_V2_MIGRATION.md` for V1 migration details
- `llms-full.txt` for expanded AI context
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# Copilot Instructions for CryptoExchange.Net
This repository is **CryptoExchange.Net** — the base library powering 28+ cryptocurrency exchange wrappers in C#/.NET (Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, Coinbase.Net, etc.).
CryptoExchange.Net is the base library behind exchange-specific C#/.NET clients such as Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, and Coinbase.Net.
When generating code in this ecosystem, follow these conventions:
## Package choice
## You don't install CryptoExchange.Net directly
Do not install CryptoExchange.Net alone to call an exchange. Install the exchange-specific package, or use `CryptoClients.Net` for the full bundle. For single-exchange code, prefer that library's native client. For portable multi-exchange code, use `CryptoExchange.Net.SharedApis`.
Install the exchange-specific library you need (`Binance.Net`, `JK.OKX.Net`, `Bybit.Net`, ...) or `CryptoClients.Net` for the bundle. CryptoExchange.Net is pulled in as a dependency.
## Generate Shared API V2 code
## Multi-exchange code uses SharedApis
For code that must work against multiple exchanges, use `CryptoExchange.Net.SharedApis` interfaces accessed via `.SharedClient` properties on each exchange's API surface:
Use fine-grained V2 capabilities through `.SharedApi`:
```csharp
using CryptoExchange.Net.SharedApis;
ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
IGetTickerRest binance = new BinanceRestClient().SpotApi.SharedApi;
IGetTickerRest okx = new OKXRestClient().UnifiedApi.SharedApi;
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
var result = await binance.GetTickerAsync(new GetTickerRequest(symbol));
```
Same code works on every exchange that implements the interface. Use `Task.WhenAll` for concurrent multi-exchange calls.
Choose the interface for the operation: for example, `IGetTickerRest`, `IGetOrderBookRest`, `IPlaceSpotOrderRest`, `ICancelFuturesOrderRest`, or `ISubscribeTradesSocket`. V1 broad interfaces remain on `.SharedClient` for migration, but new code should use `.SharedApi`.
## Shared symbol metadata
Use `SharedSymbol`; do not hard-code exchange-native symbol formatting in shared code.
CryptoExchange.Net 12.2.0 classifies the base and quote sides of `SharedSpotSymbol` and `SharedFuturesSymbol` with `SharedAssetType` (`Crypto`, `Fiat`, `TradFi`) and optional `SharedAssetSubType` (`StableCoin`, `Equity`, `Commodity`). The models also expose `DisplayName`. Use the corresponding base/quote fields on `GetSymbolsRequest` to filter symbol discovery.
## Runtime capability selection
`ISpotSymbolRestClient.SpotSymbolCatalog` is populated by `GetSpotSymbolsAsync`; `IFuturesSymbolRestClient.FuturesSymbolCatalog` is populated by `GetFuturesSymbolsAsync`. Do not assume a catalog is available before that request. For exchange-library implementations, `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` offer best-effort classification and can be extended with exchange-specific values.
When the API surface is known, assign its typed `.SharedApi` directly. When support or the API surface is selected at runtime, use the exchange-wide `I[Exchange]SharedApiClient`:
## Shared market-data quantities
```csharp
var match = sharedClient.GetCapability(
SharedCapabilities.Orders.Futures.PlaceOrder.Rest,
TradingMode.PerpetualLinear);
CryptoExchange.Net 12.4.0 uses `SharedOrderQuantity` for market-data quantities. Prefer `Volumes` on `SharedSpotTicker`, `SharedFuturesTicker`, and `SharedKline`, and `Quantities` on `SharedTrade`; the scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete.
if (match is null)
return;
## WebSocket order commands
var result = await match.Capability.PlaceFuturesOrderAsync(request);
```
CryptoExchange.Net 12.5.0 adds optional `ISpotOrderManagementSocketClient` and `IFuturesOrderManagementSocketClient` interfaces for placing and canceling orders over WebSocket. These command methods return `QueryResult<SharedId>` rather than a subscription result. Check exchange support before relying on either interface.
`GetCapability` returns one preferred `SharedCapabilityResolution<T>` or `null`; `GetCapabilities` returns all matching implementations. Include `TradingMode` when an exchange can expose multiple futures surfaces. `SharedCapabilities` entries are lookup references, not guarantees of support.
## Single-exchange code uses the exchange's own client
Before constructing dynamic requests, inspect `match.Options.RequestParameterRules`, `ExchangeParameterRules`, and `SupportedTradingModes`. A capability may exist while a particular request field is unsupported.
For Binance-only code, use `BinanceRestClient` directly (see Binance.Net repo `AGENTS.md`). SharedApis is for portability — use it when you need that.
## Results and transports
## Result pattern
- Transport-agnostic operation: `IExchangeCallResult<T>`
- REST capability: `HttpResult<T>`
- WebSocket command capability: `QueryResult<T>`
- WebSocket subscription capability: `WebSocketResult<UpdateSubscription>`
REST methods return `HttpResult<T>` and websocket subscription methods return `WebSocketResult<UpdateSubscription>`. Check `.Success` before `.Data`. `.Error` has structured info. `.Exchange` on shared clients identifies which exchange responded.
Select `.Rest` or `.Socket` when transport-specific behavior matters. Otherwise exchange-wide selection uses `PreferredTransport`, normally REST. Always check `.Success` before `.Data`; use `.Error` and `.Exchange` for diagnostics.
## Available shared interfaces
## Current V2 semantics
REST: tickers, symbols, orderbook, klines, trades, orders (spot/futures, trigger, TP-SL), balances, positions, fees, deposits/withdrawals, transfers.
WebSocket: tickers, book tickers, orderbook, trades, klines, user data, and optional spot/futures order management.
- Ticker operations are `GetTickerAsync` and `GetAllTickersAsync`, returning `SharedTicker` for both spot and futures.
- Socket order streams use `SharedSpotOrderUpdate` and `SharedFuturesOrderUpdate`.
- `ICloseFullPosition` closes a complete position, not a partial quantity.
- Exchange support varies by operation, transport, trading mode, and request parameter.
Each exchange library implements a subset. Check exchange docs for support matrix.
## Engineering conventions
## Avoid
- Reuse clients through dependency injection.
- Use `await`; never use `.Result` or `.Wait()`.
- Use `Task.WhenAll` for independent requests across exchanges.
- Keep exchange-native models out of portable services.
- Do not infer feature support from a broad interface or request model.
- Installing `CryptoExchange.Net` alone and trying to call exchange APIs (need exchange-specific packages)
- Mixing exchange-native models in cross-exchange code (use Shared* types)
- Synchronous `.Result` / `.Wait()` (use `await`)
- Instantiating clients per-request (use DI, reuse instances)
- Sequential per-exchange calls when parallel is fine (`Task.WhenAll`)
## Reference
For detailed patterns see `AGENTS.md` and `llms.txt` in repo root, `examples/ai-friendly/` for compilable examples.
See `AGENTS.md`, `docs/ai-api-map.md`, and `docs/SHARED_API_V2_MIGRATION.md` for expanded guidance.
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---
name: cryptoexchange-net
description: Use CryptoExchange.Net abstractions when generating C#/.NET code that needs to work across MULTIPLE cryptocurrency exchanges (Binance + Bybit + OKX + Kraken + Coinbase + ...) — for arbitrage, best-execution routing, multi-exchange portfolio dashboards, exchange-agnostic trading bots, or comparison tools. Triggers on requests mentioning multi-exchange, cross-exchange, arbitrage, exchange-agnostic, or unified crypto API in C#. Also triggers when the user is implementing a new exchange library following the CryptoExchange.Net pattern.
description: Use CryptoExchange.Net Shared API V2 abstractions when generating C#/.NET code for multiple cryptocurrency exchanges, including arbitrage, routing, portfolio aggregation, exchange-agnostic bots, comparison tools, and new exchange-library implementations.
---
# CryptoExchange.Net Skill
## When to use
CryptoExchange.Net is the **base library** powering 28+ exchange-specific libraries (Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, Coinbase.Net, etc.). You don't install it directly — you install the exchange libraries, which depend on it.
CryptoExchange.Net is the base library behind exchange-specific libraries such as Binance.Net, Bybit.Net, OKX.Net, Kraken.Net, and Coinbase.Net. Do not install it alone to call an exchange.
**Three usage modes:**
Choose one of these approaches:
1. **You target ONE exchange** → use that exchange's library directly (e.g., Binance.Net), see its CLAUDE.md.
2. **You target MULTIPLE exchanges** → install each library you need + use `CryptoExchange.Net.SharedApis` interfaces — write code once, runs against any exchange. **This is the main use case for this skill.**
3. **You want ALL exchanges in one package** → install `CryptoClients.Net`, get `ExchangeRestClient` and `ExchangeSocketClient` with everything bundled.
1. One exchange: install and use that exchange's library directly.
2. Multiple exchanges: install the required exchange libraries and use `CryptoExchange.Net.SharedApis` V2 capabilities.
3. All exchanges in one package: install `CryptoClients.Net` and use its combined clients and shared capability lookup.
For new cross-exchange code, use Shared API V2. V1 aggregate interfaces remain available through `.SharedClient` for incremental migration.
## Installation
For a multi-exchange project:
```bash
dotnet add package Binance.Net
dotnet add package JK.OKX.Net
dotnet add package Bybit.Net
# ... etc
```
Or the bundle:
Or install the bundle:
```bash
dotnet add package CryptoClients.Net
```
## Core Pattern: Shared Interfaces
## Core pattern: fine-grained capabilities
Every exchange library exposes `.SharedClient` properties on its API surfaces. These implement the same interfaces from `CryptoExchange.Net.SharedApis`.
Each exchange API surface exposes a typed `.SharedApi` aggregate. Assign it to the capability for the single operation being used:
```csharp
using Binance.Net.Clients;
@@ -42,155 +41,187 @@ using OKX.Net.Clients;
using Bybit.Net.Clients;
using CryptoExchange.Net.SharedApis;
// All three implement ISpotTickerRestClient
ISpotTickerRestClient binance = new BinanceRestClient().SpotApi.SharedClient;
ISpotTickerRestClient okx = new OKXRestClient().UnifiedApi.SharedClient;
ISpotTickerRestClient bybit = new BybitRestClient().V5Api.SharedClient;
IGetTickerRest binance = new BinanceRestClient().SpotApi.SharedApi;
IGetTickerRest okx = new OKXRestClient().UnifiedApi.SharedApi;
IGetTickerRest bybit = new BybitRestClient().V5Api.SharedApi;
// Single agnostic call — works against any of them
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
var ticker = await binance.GetSpotTickerAsync(new GetTickerRequest(symbol));
// ticker.Data.LastPrice, ticker.Data.HighPrice, etc. — same model regardless of exchange
```
var result = await binance.GetTickerAsync(new GetTickerRequest(symbol));
## Core Pattern: SharedSymbol
Different exchanges format symbols differently — Binance uses `BTCUSDT`, OKX uses `BTC-USDT`, others may have other formats. `SharedSymbol` normalizes this:
```csharp
var btcusdt = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
// Each exchange library translates SharedSymbol → its native format internally.
// For futures:
var btcusdtPerp = new SharedSymbol(TradingMode.PerpetualLinear, "BTC", "USDT");
```
For exchanges that use exotic asset names, see the AssetAliases configuration.
## Symbol Metadata and Asset Classification
Since CryptoExchange.Net 12.2.0, shared symbol responses describe both sides of a market with `BaseAssetType`, `BaseAssetSubType`, `QuoteAssetType`, and `QuoteAssetSubType`. `SharedAssetType` distinguishes `Crypto`, `Fiat`, and `TradFi`; `SharedAssetSubType` distinguishes `StableCoin`, `Equity`, and `Commodity`. `SharedSpotSymbol` and `SharedFuturesSymbol` also expose `DisplayName`.
The same fields on `GetSymbolsRequest` filter spot or futures symbol discovery:
```csharp
var request = new GetSymbolsRequest(
baseAssetType: SharedAssetType.Crypto,
quoteAssetSubType: SharedAssetSubType.StableCoin);
var result = await symbolClient.GetSpotSymbolsAsync(request);
```
After calling `GetSpotSymbolsAsync` or `GetFuturesSymbolsAsync`, use the client's `SpotSymbolCatalog` or `FuturesSymbolCatalog` to look up normalized asset and symbol metadata by name. The catalog is unavailable until the corresponding symbol request has populated the cache.
For exchange-library implementations, `LibraryHelpers.IsStableCoin`, `IsCommodity`, and `IsEquity` provide best-effort classification of known assets and accept exchange-specific additions. These helpers are heuristics, not an exhaustive source of truth.
## Shared Market-Data Quantities
Since CryptoExchange.Net 12.4.0, shared market-data models use `SharedOrderQuantity` so base-asset, quote-asset, and contract quantities remain explicit. Read `SharedSpotTicker.Volumes`, `SharedFuturesTicker.Volumes`, and `SharedKline.Volumes`; read `SharedTrade.Quantities`. The former scalar `Volume`, `QuoteVolume`, and `Quantity` members are obsolete.
## WebSocket Order Management
Since CryptoExchange.Net 12.5.0, exchanges can implement `ISpotOrderManagementSocketClient` and `IFuturesOrderManagementSocketClient` to place and cancel orders over WebSocket. These are command interfaces, not subscription interfaces: `Place*OrderAsync` and `Cancel*OrderAsync` return `QueryResult<SharedId>`. Check exchange support before using them.
## Available Shared Interfaces
**REST:**
- Market data: `ISpotTickerRestClient`, `IBookTickerRestClient`, `ISpotSymbolRestClient`, `IFuturesSymbolRestClient`, `IOrderBookRestClient`, `IRecentTradeRestClient`, `IKlineRestClient`
- Orders: `ISpotOrderRestClient`, `IFuturesOrderRestClient`, `ISpotOrderClientIdRestClient`, `IFuturesOrderClientIdRestClient`, `ISpotTriggerOrderRestClient`, `IFuturesTriggerOrderRestClient`, `IFuturesTpSlRestClient`
- Account: `IBalanceRestClient`, `IPositionRestClient`, `IFeeRestClient`, `ITransferRestClient`, `IDepositRestClient`, `IWithdrawalRestClient`
**WebSocket:**
- `ITickerSocketClient`, `IBookTickerSocketClient`
- `IOrderBookSocketClient`, `ITradeSocketClient`, `IKlineSocketClient`
- `IUserTradeSocketClient`, `ISpotOrderSocketClient`, `IFuturesOrderSocketClient`, `IPositionSocketClient`, `IBalanceSocketClient`
- Order commands: `ISpotOrderManagementSocketClient`, `IFuturesOrderManagementSocketClient`
Each exchange documents which interfaces it implements (some exchanges don't support every operation).
## Core Pattern: Result Handling
Same as exchange-specific libraries: REST calls return `HttpResult<T>` and websocket subscription calls return `WebSocketResult<UpdateSubscription>`, both with `.Success`, `.Data`, and `.Error`. Always check `.Success` first.
```csharp
var result = await sharedClient.GetSpotTickerAsync(new GetTickerRequest(symbol));
if (!result.Success)
{
Console.WriteLine($"[{sharedClient.Exchange}] Error: {result.Error}");
return;
}
Console.WriteLine($"[{sharedClient.Exchange}] {result.Data.LastPrice}");
Console.WriteLine($"[{result.Exchange}] {result.Error}");
else
Console.WriteLine($"[{result.Exchange}] {result.Data!.LastPrice}");
```
`.Exchange` property on every shared client tells you which exchange you're talking to — useful for logging.
V2 interfaces describe operations, not broad feature groups. Examples include `IGetTickerRest`, `IGetOrderBookRest`, `IPlaceSpotOrderRest`, `ICancelFuturesOrderRest`, and `ISubscribeTradesSocket`. An exchange may implement one operation without implementing adjacent operations.
## Core Pattern: Multi-Exchange Aggregation
## Shared symbols
Use `SharedSymbol`; never pass exchange-native symbol strings to shared requests:
```csharp
var clients = new ISpotTickerRestClient[]
{
new BinanceRestClient().SpotApi.SharedClient,
new OKXRestClient().UnifiedApi.SharedClient,
new BybitRestClient().V5Api.SharedClient,
};
var spot = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
var linearPerpetual = new SharedSymbol(
TradingMode.PerpetualLinear,
"BTC",
"USDT");
```
Each exchange library converts the shared symbol to its native format. For unusual exchange asset names, configure asset aliases.
## Known surface versus runtime selection
Use the typed `.SharedApi` surface when the exchange and API are known. This is the simplest and most discoverable approach:
```csharp
IPlaceSpotOrderRest orders = restClient.SpotApi.SharedApi;
```
For runtime selection, inject the exchange-wide `I[Exchange]SharedApiClient` registered by `services.Add[Exchange](...)`. Resolve a capability with the strongly typed `SharedCapabilities` catalog:
```csharp
var match = sharedClient.GetCapability(
SharedCapabilities.Orders.Futures.PlaceOrder.Rest,
TradingMode.PerpetualLinear);
if (match is null)
return; // This exchange/API/mode does not provide the operation.
var result = await match.Capability.PlaceFuturesOrderAsync(request);
```
`GetCapability` returns one `SharedCapabilityResolution<T>` containing `Capability` and `Options`, or `null` if no supported implementation matches. `GetCapabilities` returns every match on that exchange-wide client. Always specify `TradingMode` when multiple spot, linear, inverse, or delivery surfaces could match.
`SharedCapabilities` references identify interface types; they do not guarantee that an exchange implements the operation and do not send a request.
## Transport selection and result types
Some commands have three interfaces:
- Transport-agnostic, such as `IPlaceSpotOrder`, returns `IExchangeCallResult<T>`.
- REST-specific, such as `IPlaceSpotOrderRest`, returns `HttpResult<T>`.
- socket-specific, such as `IPlaceSpotOrderSocket`, returns `QueryResult<T>`.
Socket subscription capabilities such as `ISubscribeTickerSocket` return `WebSocketResult<UpdateSubscription>`.
Use `.Rest` or `.Socket` on a capability reference when transport matters. Without a transport filter, exchange-wide lookup uses `PreferredTransport`, configured through the exchange's `SharedApi.PreferredTransport` option and normally defaulting to REST.
Always check `.Success` before `.Data`. Use `.Error` for failures and the result or capability `.Exchange` value for multi-exchange logging.
## Inspect parameter support
The presence of a capability does not mean every shared request property is accepted by every exchange. Inspect its `CapabilityOptions`:
- `RequestParameterRules`: whether each shared request field is `Required`, `Optional`, or `NotSupported`.
- `ExchangeParameterRules`: required or optional exchange-specific values supplied through the request's `ExchangeParameters`.
- `SupportedTradingModes`: the trading modes supported by this implementation.
```csharp
var match = sharedClient.GetCapability(
SharedCapabilities.Orders.Futures.PlaceOrder.Rest,
TradingMode.PerpetualLinear);
var leverageRule = match?.Options.RequestParameterRules
.FirstOrDefault(x => x.Name == nameof(PlaceFuturesOrderRequest.Leverage));
```
Do not infer support from the request model alone. Handle a `null` resolution and exchange-specific parameter rules before issuing dynamic trading calls.
## Common capabilities
- Market data: `IGetTickerRest`, `IGetAllTickersRest`, `IGetOrderBookRest`, `IGetKlinesRest`, `IGetRecentTradesRest`; ticker, trade, kline, and order-book socket subscriptions.
- Trading: fine-grained spot and futures place, edit, cancel, get, open-order, closed-order, and order-update capabilities.
- Account: balances, positions, user trades, fees, deposits, withdrawals, and transfers.
- Futures data: funding, open interest, leverage, mark price, and index price capabilities.
Check the typed exchange Shared API surface or use capability lookup instead of assuming universal support.
## Multi-exchange aggregation
Run independent exchange requests concurrently:
```csharp
var clients = new IGetTickerRest[] { binance, okx, bybit };
var symbol = new SharedSymbol(TradingMode.Spot, "BTC", "USDT");
// Fetch concurrently from all exchanges
var tasks = clients.Select(c => c.GetSpotTickerAsync(new GetTickerRequest(symbol))).ToArray();
var tasks = clients.Select(client =>
client.GetTickerAsync(new GetTickerRequest(symbol)));
var results = await Task.WhenAll(tasks);
for (int i = 0; i < clients.Length; i++)
foreach (var result in results.Where(x => x.Success))
Console.WriteLine($"{result.Exchange}: {result.Data!.LastPrice}");
```
Reuse clients through dependency injection; do not instantiate them per request.
## Dependency injection
Each exchange library provides `services.Add[Exchange](...)`. Registration includes its native clients, V1 shared interfaces, V2 operation capabilities, and exchange-wide shared client.
Inject a capability directly only when the container has one intended implementation:
```csharp
public sealed class TickerService(IGetTickerRest ticker)
{
if (results[i].Success)
Console.WriteLine($"{clients[i].Exchange}: {results[i].Data!.LastPrice}");
public Task<HttpResult<SharedTicker>> GetAsync(
SharedSymbol symbol,
CancellationToken ct = default)
=> ticker.GetTickerAsync(new GetTickerRequest(symbol), ct);
}
```
## Per-Exchange Setup
If multiple exchanges or multiple API surfaces register the same capability, inject the exchange-specific shared client and select its typed API property or call `GetCapability`. Plain single-service resolution does not express which implementation you want.
Each exchange library has its own credentials class and options. See each library's CLAUDE.md for specifics. The pattern is consistent: `XxxRestClient(options => { options.ApiCredentials = new XxxCredentials(...); })`.
For the bundle, use `services.AddCryptoClients(...)`. CryptoClients.Net provides `IExchangeSharedApiClient` for capability lookup across exchanges.
## Dependency Injection
## V1 migration
Each exchange library has its own `services.AddXxx(...)` extension. They all share the same option-builder pattern. Register only the ones you use:
V1 `.SharedClient` facades and broad interfaces such as `ISpotTickerRestClient` remain available. Migrate one operation at a time:
```csharp
services.AddBinance(restOpts => { /*...*/ }, socketOpts => { /*...*/ });
services.AddOKX(restOpts => { /*...*/ }, socketOpts => { /*...*/ });
// Inject IBinanceRestClient, IOKXRestClient, etc.
// V1
await restClient.SpotApi.SharedClient.GetSpotTickerAsync(request);
// V2
await restClient.SpotApi.SharedApi.GetTickerAsync(request);
```
For one-package access: `services.AddCryptoClients(...)` from `CryptoClients.Net`.
Important semantic changes:
## Common Pitfalls — AVOID
- V2 ticker methods are `GetTickerAsync` and `GetAllTickersAsync` and return `SharedTicker` for both spot and futures.
- WebSocket order updates use `SharedSpotOrderUpdate` and `SharedFuturesOrderUpdate`; REST order retrieval keeps the ordinary order models.
- `ICloseFullPosition` closes the complete position. Use an order capability for partial closes where supported.
- Transport-agnostic operations return `IExchangeCallResult<T>`; select the REST or socket interface when code needs a transport-specific result.
- **Do NOT install `CryptoExchange.Net` and try to call exchange APIs directly** — it's a base abstraction; you need an exchange library.
- **Do NOT try to use one exchange's models with another's client** — use the SharedApis types (`SharedSymbol`, `SharedSpotTicker`, `SharedSpotOrder`, etc.) for cross-exchange code.
- **Do NOT block on async operations** — use `await` throughout. `Task.WhenAll` for parallelism across exchanges.
- **Do NOT assume every exchange supports every operation** — check exchange docs or the library's implementation. Operations may return errors like "not supported on this exchange".
- **Do NOT instantiate clients per-request** — reuse via DI.
- **Do NOT iterate exchanges sequentially when concurrency is fine** — use `Task.WhenAll` for ~Nx speedup.
See `docs/SHARED_API_V2_MIGRATION.md` for detailed mappings.
## Implementing a New Exchange Library
## Common pitfalls
If you're building a NEW exchange wrapper following the CryptoExchange.Net pattern (rare but valuable):
- Do not install `CryptoExchange.Net` alone and expect exchange endpoints.
- Do not use `.SharedClient` for new V2 code; use `.SharedApi` and fine-grained capabilities.
- Do not mix exchange-native request or response models into cross-exchange services.
- Do not assume capability presence or request-parameter support; resolve and inspect it.
- Do not rely on preferred transport when REST or socket semantics matter.
- Do not block with `.Result` or `.Wait()`; use async calls throughout.
- Do not query exchanges sequentially when requests are independent.
- Inherit from `RestApiClient` and `SocketApiClient` base classes
- Define your own `XxxCredentials` extending `ApiCredentials` (or use `ApiCredentials` directly)
- Implement `AuthenticationProvider` for the exchange's signing scheme
- Implement the relevant `Shared*` interfaces on your API client classes for cross-exchange support
- Follow the same `XxxRestOptions` / `XxxSocketOptions` pattern
## Implementing a new exchange library
See existing libraries (Binance.Net, Bybit.Net) as reference implementations.
- Derive API clients from `RestApiClient` and `SocketApiClient`.
- Follow the exchange credentials and options patterns used by existing libraries.
- Implement the relevant fine-grained V2 capability interfaces on typed Shared API classes.
- Publish accurate `CapabilityOptions`, including supported trading modes and request/exchange parameter rules.
- Register REST/socket Shared APIs and the exchange-wide shared client with the library's DI extension.
- Retain V1 facades only where compatibility with existing consumers is required.
Use maintained exchange libraries such as Binance.Net and Bybit.Net as implementation references.
## Reference
- Source: https://github.com/JKorf/CryptoExchange.Net
- Documentation: https://cryptoexchange.jkorf.dev/
- SharedApis docs: https://cryptoexchange.jkorf.dev/CryptoExchange.Net/idocs_shared.html
- Bundle (all exchanges): https://github.com/JKorf/CryptoClients.Net
- Shared API migration: https://github.com/JKorf/CryptoExchange.Net/blob/master/docs/SHARED_API_V2_MIGRATION.md
- Bundle: https://github.com/JKorf/CryptoClients.Net
- Demo app: https://github.com/JKorf/CryptoManager.Net
- Discord: https://discord.gg/MSpeEtSY8t
@@ -62,6 +62,31 @@ namespace CryptoExchange.Net.UnitTests.ConverterTests
Assert.That(deserialized.Prop8!.Prop31, Is.EqualTo(5));
Assert.That(deserialized.Prop8.Prop32, Is.EqualTo("101"));
}
[TestCase("[\"4.803E-5\",\"9.623e-4\",\"0.0010025\"]", 0.00004803, 0.0009623, 0.0010025)]
[TestCase("[\"81251.5\",\"1E+2\",\"-2.5E-3\"]", 81251.5, 100, -0.0025)]
[TestCase("[4.803E-5,9.623e-4,0.0010025]", 0.00004803, 0.0009623, 0.0010025)]
public void TestArrayConverterDecimalInScientificNotation(string json, decimal expected1, decimal expected2, decimal expected3)
{
// Some exchanges send small prices as strings in scientific notation, for example the
// Kucoin futures kline stream: "candles":["1789830000","4.803E-5","4.807E-5",...]
var deserialized = JsonSerializer.Deserialize<TestDecimal>(json);
Assert.That(deserialized!.Prop1, Is.EqualTo(expected1));
Assert.That(deserialized.Prop2, Is.EqualTo(expected2));
Assert.That(deserialized.Prop3, Is.EqualTo(expected3));
}
}
[JsonConverter(typeof(ArrayConverter<TestDecimal>))]
public record TestDecimal
{
[ArrayProperty(0)]
public decimal Prop1 { get; set; }
[ArrayProperty(1)]
public decimal? Prop2 { get; set; }
[ArrayProperty(2)]
public decimal Prop3 { get; set; }
}
[JsonConverter(typeof(ArrayConverter<Test>))]
+93 -24
View File
@@ -3,6 +3,7 @@ using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.RateLimiting.Filters;
using CryptoExchange.Net.RateLimiting.Guards;
using CryptoExchange.Net.RateLimiting.Interfaces;
using CryptoExchange.Net.RateLimiting.Trackers;
using CryptoExchange.Net.UnitTests.Implementations;
using NUnit.Framework;
using System;
@@ -33,12 +34,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, 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, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(!triggered);
}
@@ -58,7 +59,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimiting ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -79,9 +80,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimiting ? evnt != null : evnt == null);
}
@@ -100,12 +101,12 @@ namespace CryptoExchange.Net.UnitTests
for (var i = 0; i < requests + 1; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, 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, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(!triggered);
}
@@ -123,7 +124,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -143,7 +144,7 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
for (var i = 0; i < 2; i++)
{
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
bool expected = i == 1 ? expectLimited ? evnt?.DelayTime > TimeSpan.Zero : evnt == null : evnt == null;
Assert.That(expected);
}
@@ -166,9 +167,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, key1, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, key2, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -185,9 +186,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, null, 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -205,9 +206,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition1, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, requestDefinition2, "123", 1, RateLimitingBehaviour.Wait, null, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -222,9 +223,9 @@ namespace CryptoExchange.Net.UnitTests
RateLimitEvent? evnt = null;
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host1, "1", HttpMethod.Get), "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, 1, default);
Assert.That(evnt == null);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition(host2, "1", HttpMethod.Get), "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, 1, default);
Assert.That(expectLimited ? evnt != null : evnt == null);
}
@@ -238,8 +239,8 @@ 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("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);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Connection, new RequestDefinition("https://test.com", "1", HttpMethod.Get), "123", 1, RateLimitingBehaviour.Wait, null, 1, 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, 1, ct.Token);
Assert.That(result2.Error, Is.TypeOf<CancellationRequestedError>());
}
@@ -257,9 +258,9 @@ namespace CryptoExchange.Net.UnitTests
var ct = new CancellationTokenSource(TimeSpan.FromSeconds(0.2));
// act
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, ct.Token);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, 1, 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);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition, null, 1, RateLimitingBehaviour.Fail, null, 1, ct.Token);
// assert
Assert.That(evnt, Is.Null);
@@ -279,10 +280,10 @@ namespace CryptoExchange.Net.UnitTests
rateLimiter.RateLimitTriggered += (x) => { evnt = x; };
// act
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);
var result1 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition1, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
var result2 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, 1, 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);
var result3 = await rateLimiter.ProcessAsync(new TraceLogger(), 1, RateLimitItemType.Request, definition2, null, 1, RateLimitingBehaviour.Fail, null, 1, default);
// assert
Assert.That(evnt, Is.Not.Null);
@@ -321,5 +322,73 @@ namespace CryptoExchange.Net.UnitTests
// assert
Assert.That(evnt != null, Is.EqualTo(expectLimited));
}
[TestCase(RateLimitWindowType.Fixed)]
[TestCase(RateLimitWindowType.FixedAfterFirst)]
[TestCase(RateLimitWindowType.Sliding)]
[TestCase(RateLimitWindowType.Decay)]
public async Task LowerThreshold_ReservesCapacityForFullThreshold(RateLimitWindowType windowType)
{
var gate = new RateLimitGate("Test");
gate.AddGuard(new RateLimitGuard(
RateLimitGuard.PerHost,
new LimitItemTypeFilter(RateLimitItemType.Request),
10,
TimeSpan.FromHours(1),
windowType,
decayPerTimeSpan: 1));
var definition = new RequestDefinition(
"https://test.com", "/ticker", HttpMethod.Get);
var logger = new TraceLogger();
for (var i = 0; i < 8; i++)
{
var result = await gate.ProcessAsync(
logger, i, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 0.8, default);
Assert.That(result.Success, Is.True);
}
var marketData = await gate.ProcessAsync(
logger, 9, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 0.8, default);
Assert.That(marketData.Error, Is.TypeOf<ClientRateLimitError>());
var order = await gate.ProcessAsync(
logger, 10, RateLimitItemType.Request, definition, null, 2,
RateLimitingBehaviour.Fail, null, 1.0, default);
Assert.That(order.Success, Is.True);
var overHardLimit = await gate.ProcessAsync(
logger, 11, RateLimitItemType.Request, definition, null, 1,
RateLimitingBehaviour.Fail, null, 1.0, default);
Assert.That(overHardLimit.Error, Is.TypeOf<ClientRateLimitError>());
}
[TestCase(0.1, 10)]
[TestCase(1, 50)]
[TestCase(5, 250)]
[TestCase(60, 250)]
public void RateLimitSafetyMargin_DefaultIsProportionalAndCapped(double periodSeconds, int expectedMarginMilliseconds)
{
var margin = WindowTrackerHelpers.GetDefaultSafetyMargin(TimeSpan.FromSeconds(periodSeconds));
Assert.That(margin, Is.EqualTo(TimeSpan.FromMilliseconds(expectedMarginMilliseconds)));
}
[Test]
public void RateLimitGuard_ExplicitSafetyMarginIsUsed()
{
var guard = new RateLimitGuard(
RateLimitGuard.PerHost,
new LimitItemTypeFilter(RateLimitItemType.Request),
1,
TimeSpan.FromSeconds(1),
RateLimitWindowType.Sliding,
safetyMargin: TimeSpan.Zero);
Assert.That(guard.SafetyMargin, Is.EqualTo(TimeSpan.Zero));
}
}
}
@@ -0,0 +1,355 @@
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.DependencyInjection;
using NUnit.Framework;
using System;
using System.Linq;
using System.Threading.Tasks;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
internal class SharedApiClientTests
{
[Test]
public void GetCapability_ShouldUseCapabilityTradingModes()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot, TradingMode.PerpetualLinear],
[TradingMode.Spot]);
var client = new TestSharedApiClient(sharedApi);
Assert.Multiple(() =>
{
Assert.That(client.GetCapability<ITestCapability>(TradingMode.Spot)?.Capability, Is.SameAs(sharedApi));
Assert.That(client.GetCapability<ITestCapability>(TradingMode.PerpetualLinear), Is.Null);
Assert.That(client.GetCapabilities<ITestCapability>(TradingMode.Spot), Has.Count.EqualTo(1));
Assert.That(client.GetCapabilities<ITestCapability>(TradingMode.PerpetualLinear), Is.Empty);
});
}
[Test]
public void CapabilityTradingModes_ShouldDefaultToSharedApiTradingModes()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot, TradingMode.PerpetualLinear],
null);
var client = new TestSharedApiClient(sharedApi);
Assert.Multiple(() =>
{
Assert.That(client.GetCapability<ITestCapability>(TradingMode.Spot)?.Capability, Is.SameAs(sharedApi));
Assert.That(client.GetCapability<ITestCapability>(TradingMode.PerpetualLinear)?.Capability, Is.SameAs(sharedApi));
});
}
[Test]
public void GetCapabilities_WithReference_ShouldReturnMatchingCapabilities()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot],
[TradingMode.Spot]);
var client = new TestSharedApiClient(sharedApi);
var result = client.GetCapabilities(
new SharedCapabilityReference<ITestCapability>(),
TradingMode.Spot);
Assert.That(result, Has.Count.EqualTo(1));
Assert.That(result[0].Capability, Is.SameAs(sharedApi));
Assert.That(result[0].Options, Is.SameAs(sharedApi.CapabilityOptions));
}
[Test]
public void Discover_ShouldReturnAllSharedApiInformation()
{
var restApi = new TestRestSharedApi();
var socketApi = new TestSocketSharedApi();
var client = new TestDiSharedApiClient(
restApi,
socketApi);
var result = client.Discover();
Assert.Multiple(() =>
{
Assert.That(result.PreferredTransport, Is.EqualTo(SharedTransport.Socket));
Assert.That(result.SharedApis, Has.Length.EqualTo(2));
Assert.That(result.SharedApis[0].Transport, Is.EqualTo(SharedTransport.Rest));
Assert.That(result.SharedApis[1].Transport, Is.EqualTo(SharedTransport.Socket));
Assert.That(result.SharedApis[0].SupportedTradingModes, Is.EqualTo(new[] { TradingMode.Spot }));
Assert.That(result.SharedApis[0].Capabilities, Has.Length.EqualTo(1));
Assert.That(result.SharedApis[0].Authenticated, Is.False);
});
}
[Test]
public void RegisterSharedApiClient_ShouldResolvePreferredTransport()
{
var restApi = new TestRestSharedApi();
var socketApi = new TestSocketSharedApi();
var services = new ServiceCollection();
services.AddSingleton(restApi);
services.AddSingleton(socketApi);
services.RegisterSharedApiClient<
ITestSharedApiClient,
TestDiSharedApiClient>(sharedApis => sharedApis
.Add(client => client.Rest)
.Add(client => client.Socket));
using var provider = services.BuildServiceProvider();
Assert.Multiple(() =>
{
Assert.That(
provider.GetRequiredService<ITestSharedApiClient>(),
Is.Not.Null);
Assert.That(
provider.GetRequiredService<ISharedApiClientBase>(),
Is.InstanceOf<TestDiSharedApiClient>());
Assert.That(
provider.GetRequiredService<ITestCapability>(),
Is.SameAs(socketApi));
Assert.That(
provider.GetServices<ITestCapability>().ToArray(),
Is.EqualTo(new[] { socketApi }));
Assert.That(
provider.GetRequiredService<ITestRestCapability>(),
Is.SameAs(restApi));
Assert.That(
provider.GetRequiredService<ITestSocketCapability>(),
Is.SameAs(socketApi));
});
}
[Test]
public void CapabilityTradingModes_ShouldIntersectApiApplicableAndOverrideModes()
{
var sharedApi = new TestSharedApi(
[TradingMode.Spot, TradingMode.PerpetualLinear, TradingMode.DeliveryLinear],
[TradingMode.Spot, TradingMode.PerpetualLinear],
[TradingMode.PerpetualLinear, TradingMode.DeliveryLinear]);
Assert.That(
sharedApi.CapabilityOptions.SupportedTradingModes,
Is.EqualTo(new[] { TradingMode.PerpetualLinear }));
}
[Test]
public void CapabilityOptions_ShouldApplyIntrinsicTradingModes()
{
var apiModes = new[]
{
TradingMode.Spot,
TradingMode.PerpetualLinear,
TradingMode.DeliveryLinear,
TradingMode.PerpetualInverse,
TradingMode.DeliveryInverse
};
var spotOptions = new PlaceSpotOrderOptions("TestExchange");
var futuresOptions = new GetPositionsOptions("TestExchange", false);
var perpetualOptions = new GetFundingRateHistoryOptions(
"TestExchange",
true,
true,
true,
100,
false);
var unrestrictedOptions = new GetTickerOptions("TestExchange");
_ = new TestOptionsHost(apiModes, spotOptions);
_ = new TestOptionsHost(apiModes, futuresOptions);
_ = new TestOptionsHost(apiModes, perpetualOptions);
_ = new TestOptionsHost(apiModes, unrestrictedOptions);
Assert.Multiple(() =>
{
Assert.That(spotOptions.SupportedTradingModes, Is.EqualTo(new[] { TradingMode.Spot }));
Assert.That(futuresOptions.SupportedTradingModes, Is.EqualTo(new[]
{
TradingMode.PerpetualLinear,
TradingMode.DeliveryLinear,
TradingMode.PerpetualInverse,
TradingMode.DeliveryInverse
}));
Assert.That(perpetualOptions.SupportedTradingModes, Is.EqualTo(new[]
{
TradingMode.PerpetualLinear,
TradingMode.PerpetualInverse
}));
Assert.That(unrestrictedOptions.SupportedTradingModes, Is.EqualTo(apiModes));
});
}
private interface ITestCapability : ISharedApiCapability
{
}
private sealed class TestApiClient : IBaseApiClient
{
public string Exchange => "TestExchange";
public string BaseAddress => "https://test.invalid";
public string FormatSymbol(
string baseAsset,
string quoteAsset,
TradingMode tradingMode,
DateTime? deliverDate = null)
=> $"{baseAsset}{quoteAsset}";
public Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation)
=> operation();
}
private interface ITestRestCapability : ITestCapability, ISharedRest
{
}
private interface ITestSocketCapability : ITestCapability, ISharedSocket
{
}
private interface ITestRestSharedApi : ITestRestCapability
{
}
private interface ITestSocketSharedApi : ITestSocketCapability
{
}
private interface ITestSharedApiClient : ISharedApiClientBase
{
ITestRestSharedApi Rest { get; }
ITestSocketSharedApi Socket { get; }
}
private sealed class TestCapabilityOptions : CapabilityOptions<SharedRequest, ITestCapability>
{
public override string Description => "Test capability";
public TestCapabilityOptions(TradingMode[]? applicableTradingModes)
: base("TestExchange", false, "TestOperation", [], applicableTradingModes)
{
}
}
private sealed class TestSharedApi : SharedApiBase, ITestCapability
{
public TestCapabilityOptions CapabilityOptions { get; }
public TestSharedApi(TradingMode[] apiTradingModes, TradingMode[]? capabilityTradingModes)
: this(apiTradingModes, capabilityTradingModes, null)
{
}
public TestSharedApi(
TradingMode[] apiTradingModes,
TradingMode[]? capabilityTradingModes,
TradingMode[]? applicableTradingModes)
: base(
SharedTransport.Rest,
new TestApiClient(),
apiTradingModes,
() => false,
(baseAsset, quoteAsset, tradingMode, deliverDate) => $"{baseAsset}{quoteAsset}")
{
var options = new TestCapabilityOptions(applicableTradingModes)
{
SupportedTradingModeOverrides = capabilityTradingModes
};
SetCapabilities(options);
CapabilityOptions = options;
}
public override SharedClientInfo Discover() => new();
}
private sealed class TestOptionsHost : SharedApiBase
{
public TestOptionsHost(TradingMode[] apiTradingModes, CapabilityOptions capabilityOptions)
: base(
SharedTransport.Rest,
new TestApiClient(),
apiTradingModes,
() => false,
(baseAsset, quoteAsset, tradingMode, deliverDate) => $"{baseAsset}{quoteAsset}")
{
SetCapabilities(capabilityOptions);
}
public override SharedClientInfo Discover() => new();
}
private abstract class TestTransportSharedApi : SharedApiBase
{
protected TestTransportSharedApi(SharedTransport transport)
: base(
transport,
new TestApiClient(),
[TradingMode.Spot],
() => false,
(baseAsset, quoteAsset, tradingMode, deliverDate) => $"{baseAsset}{quoteAsset}")
{
SetCapabilities(new TestCapabilityOptions([TradingMode.Spot]));
}
public override SharedClientInfo Discover() => new()
{
Exchange = this.Exchange,
TypeName = GetType().Name,
SupportedTradingModes = this.SupportedTradingModes,
Transport = this.Transport,
Authenticated = this.Authenticated,
Capabilities = ((ISharedApi)this).Capabilities.ToArray()
};
}
private sealed class TestRestSharedApi : TestTransportSharedApi, ITestRestSharedApi
{
public TestRestSharedApi() : base(SharedTransport.Rest)
{
}
}
private sealed class TestSocketSharedApi : TestTransportSharedApi, ITestSocketSharedApi
{
public TestSocketSharedApi() : base(SharedTransport.Socket)
{
}
}
private sealed class TestDiSharedApiClient : SharedApiClientBase, ITestSharedApiClient
{
public ITestRestSharedApi Rest { get; }
public ITestSocketSharedApi Socket { get; }
public TestDiSharedApiClient(
TestRestSharedApi rest,
TestSocketSharedApi socket)
: base(SharedTransport.Socket, rest, socket)
{
Rest = rest;
Socket = socket;
}
}
private sealed class TestSharedApiClient : SharedApiClientBase
{
public TestSharedApiClient(params ISharedApiCapability[] sharedApis)
: base(SharedTransport.Rest, sharedApis)
{
}
}
}
}
@@ -0,0 +1,89 @@
using CryptoExchange.Net.SharedApis;
using NUnit.Framework;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Reflection;
namespace CryptoExchange.Net.UnitTests
{
[TestFixture]
internal class SharedCapabilitiesTests
{
[Test]
public void AllSharedApiCapabilities_ShouldBeListedInSharedCapabilities()
{
var markerTypes = new[]
{
typeof(ISharedApiCapability),
typeof(ISharedRest),
typeof(ISharedSocket),
typeof(ISharedSubscription)
};
var expectedCapabilities = typeof(ISharedApiCapability).Assembly
.GetTypes()
.Where(x => x.IsInterface
&& typeof(ISharedApiCapability).IsAssignableFrom(x)
&& !markerTypes.Contains(x))
.OrderBy(x => x.FullName)
.ToArray();
var listedCapabilities = GetTypeAndNestedTypes(typeof(SharedCapabilities))
.SelectMany(x => x.GetProperties(
BindingFlags.Public | BindingFlags.Static | BindingFlags.DeclaredOnly))
.SelectMany(x => x.PropertyType.GetGenericArguments())
.Where(x => x.IsInterface
&& typeof(ISharedApiCapability).IsAssignableFrom(x))
.ToArray();
var missingCapabilities = expectedCapabilities
.Except(listedCapabilities)
.Select(x => x.Name)
.ToArray();
var unknownCapabilities = listedCapabilities
.Except(expectedCapabilities)
.Select(x => x.Name)
.ToArray();
var duplicateCapabilities = listedCapabilities
.GroupBy(x => x)
.Where(x => x.Count() > 1)
.Select(x => x.Key.Name)
.ToArray();
Assert.Multiple(() =>
{
Assert.That(
missingCapabilities,
Is.Empty,
$"Capabilities missing from SharedCapabilities: " +
string.Join(", ", missingCapabilities));
Assert.That(
unknownCapabilities,
Is.Empty,
$"Unknown capabilities listed in SharedCapabilities: " +
string.Join(", ", unknownCapabilities));
Assert.That(
duplicateCapabilities,
Is.Empty,
$"Capabilities listed multiple times in SharedCapabilities: " +
string.Join(", ", duplicateCapabilities));
});
}
private static IEnumerable<Type> GetTypeAndNestedTypes(Type type)
{
yield return type;
foreach (var nestedType in type.GetNestedTypes(BindingFlags.Public))
{
foreach (var result in GetTypeAndNestedTypes(nestedType))
yield return result;
}
}
}
}
@@ -91,6 +91,66 @@ namespace CryptoExchange.Net.UnitTests
string.Join(Environment.NewLine, failures));
}
[Test]
public void RequiredExchangeParameter_ShouldAcceptNameOrAnyAlias()
{
const string exchange = "TestExchange";
var options = new GetTickerOptions(exchange)
{
ExchangeParameterRules =
[
ExchangeParameterRule.Required(
"Parameter",
"Test parameter",
1,
"Alias1",
"Alias2")
]
};
var missingResult = options.ValidateRequest(null, null, [TradingMode.Spot]);
var nameResult = options.ValidateRequest(
new ExchangeParameters(new ExchangeParameter(exchange, "Parameter", 1)),
null,
[TradingMode.Spot]);
var firstAliasResult = options.ValidateRequest(
new ExchangeParameters(new ExchangeParameter(exchange, "Alias1", 1)),
null,
[TradingMode.Spot]);
var secondAliasResult = options.ValidateRequest(
new ExchangeParameters(new ExchangeParameter(exchange, "Alias2", 1)),
null,
[TradingMode.Spot]);
Assert.Multiple(() =>
{
Assert.That(missingResult, Is.Not.Null);
Assert.That(nameResult, Is.Null);
Assert.That(firstAliasResult, Is.Null);
Assert.That(secondAliasResult, Is.Null);
});
}
[Test]
public void RequiredExchangeParameterWithoutAliases_ShouldBeRequired()
{
const string exchange = "TestExchange";
var options = new GetTickerOptions(exchange)
{
ExchangeParameterRules =
[
ExchangeParameterRule.Required(
"Parameter",
"Test parameter",
1)
]
};
var result = options.ValidateRequest(null, null, [TradingMode.Spot]);
Assert.That(result, Is.Not.Null);
}
private static Type? GetGenericOptionsType(Type optionsType)
{
for (var type = optionsType; type != null; type = type.BaseType)
+32 -1
View File
@@ -1,10 +1,13 @@
using System;
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.Objects.Errors;
using CryptoExchange.Net.Objects.Options;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Logging.Abstractions;
using System;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Clients
{
@@ -78,6 +81,11 @@ namespace CryptoExchange.Net.Clients
/// </summary>
protected internal virtual ErrorMapping ErrorMapping { get; } = new ErrorMapping([]);
/// <summary>
/// Current rate limit admission override
/// </summary>
protected readonly AsyncLocal<RateLimitAdmission?> AdmissionOverride = new();
/// <summary>
/// ctor
/// </summary>
@@ -122,6 +130,29 @@ namespace CryptoExchange.Net.Clients
/// </summary>
public ErrorInfo GetErrorInfo(string code, string? message = null) => ErrorMapping.GetErrorInfo(code.ToString(), message);
/// <inheritdoc />
public async Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation)
{
if (admission == null)
throw new ArgumentNullException(nameof(admission));
if (operation == null)
throw new ArgumentNullException(nameof(operation));
var previous = AdmissionOverride.Value;
AdmissionOverride.Value = admission;
try
{
return await operation().ConfigureAwait(false);
}
finally
{
AdmissionOverride.Value = previous;
}
}
/// <summary>
/// Dispose
/// </summary>
@@ -350,6 +350,9 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled)
{
var admissionOverride = AdmissionOverride.Value ?? ClientOptions.RateLimitAdmission?.Invoke(definition, requestWeight);
var rateRatio = admissionOverride?.MaxUtilizationRatio ?? 1.0;
var limitResult = await definition.RateLimitGate.ProcessAsync(
_logger,
requestId,
@@ -359,6 +362,7 @@ namespace CryptoExchange.Net.Clients
requestWeight,
ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix + ClientOptions.RateLimitGroup,
rateRatio,
cancellationToken).ConfigureAwait(false);
if (!limitResult.Success)
return limitResult.Error!;
@@ -374,6 +378,9 @@ namespace CryptoExchange.Net.Clients
if (ClientOptions.RateLimiterEnabled)
{
var singleRequestWeight = weightSingleLimiter ?? 1;
var admissionOverride = AdmissionOverride.Value ?? ClientOptions.RateLimitAdmission?.Invoke(definition, singleRequestWeight);
var rateRatio = admissionOverride?.MaxUtilizationRatio ?? 1.0;
var limitResult = await definition.RateLimitGate.ProcessSingleAsync(
_logger,
requestId,
@@ -384,6 +391,7 @@ namespace CryptoExchange.Net.Clients
singleRequestWeight,
ClientOptions.RateLimitingBehaviour,
rateLimitKeySuffix,
rateRatio,
cancellationToken).ConfigureAwait(false);
if (!limitResult.Success)
return limitResult.Error!;
+74 -14
View File
@@ -286,7 +286,7 @@ namespace CryptoExchange.Net.Clients
while (true)
{
// Get a new or existing socket connection
var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, ct, subscription.Topic, subscription.IndividualSubscriptionCount).ConfigureAwait(false);
var socketResult = await GetSocketConnection(url, subscription.Authenticated, false, ct, subscription, subscription.Topic, subscription.IndividualSubscriptionCount).ConfigureAwait(false);
if (!socketResult.Success)
return WebSocketResult.Fail<UpdateSubscription>(Exchange, socketResult.Error);
@@ -309,7 +309,7 @@ namespace CryptoExchange.Net.Clients
var needsConnecting = !socketConnection.Connected;
var connectResult = await ConnectIfNeededAsync(socketConnection, subscription.Authenticated, ct).ConfigureAwait(false);
var connectResult = await ConnectIfNeededAsync(socketConnection, subscription.Authenticated, ct, subscription).ConfigureAwait(false);
if (!connectResult.Success)
return WebSocketResult.Fail<UpdateSubscription>(Exchange, connectResult.Error!);
@@ -482,7 +482,7 @@ namespace CryptoExchange.Net.Clients
await semaphoreSlim.WaitAsync().ConfigureAwait(false);
try
{
var socketResult = await GetSocketConnection(url, query.Authenticated, true, ct).ConfigureAwait(false);
var socketResult = await GetSocketConnection(url, query.Authenticated, true, ct, processor: query).ConfigureAwait(false);
if (!socketResult.Success)
return QueryResult.Fail<THandlerResponse>(Exchange, socketResult.Error);
@@ -495,7 +495,7 @@ namespace CryptoExchange.Net.Clients
released = true;
}
var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated, ct).ConfigureAwait(false);
var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated, ct, query).ConfigureAwait(false);
if (!connectResult.Success)
return QueryResult.Fail<THandlerResponse>(Exchange, connectResult.Error!);
}
@@ -524,7 +524,18 @@ namespace CryptoExchange.Net.Clients
/// <param name="authenticated">Whether the socket should authenticated</param>
/// <param name="ct">Cancellation token</param>
/// <returns></returns>
protected virtual async Task<CallResult> ConnectIfNeededAsync(ISocketConnection socket, bool authenticated, CancellationToken ct)
protected virtual Task<CallResult> ConnectIfNeededAsync(ISocketConnection socket, bool authenticated, CancellationToken ct)
=> ConnectIfNeededAsync(socket, authenticated, ct, null);
/// <summary>
/// Checks if a socket needs to be connected and does so if needed. Also authenticates on the socket if needed
/// </summary>
/// <param name="socket">The connection to check</param>
/// <param name="authenticated">Whether the socket should authenticated</param>
/// <param name="processor">The message processor requesting a connection</param>
/// <param name="ct">Cancellation token</param>
/// <returns></returns>
protected virtual async Task<CallResult> ConnectIfNeededAsync(ISocketConnection socket, bool authenticated, CancellationToken ct, IMessageProcessor? processor)
{
if (socket.Connected)
return CallResult.Ok();
@@ -533,16 +544,13 @@ namespace CryptoExchange.Net.Clients
if (!connectResult.Success)
return connectResult;
if (ClientOptions.DelayAfterConnect != TimeSpan.Zero)
await Task.Delay(ClientOptions.DelayAfterConnect).ConfigureAwait(false);
if (!authenticated || socket.Authenticated)
return CallResult.Ok();
if (socket is not SocketConnection sc)
throw new InvalidOperationException("HighPerfSocketConnection not supported for authentication");
var result = await AuthenticateSocketAsync(sc).ConfigureAwait(false);
var result = await AuthenticateSocketAsync(sc, processor).ConfigureAwait(false);
if (!result.Success)
await socket.CloseAsync().ConfigureAwait(false);
@@ -554,13 +562,22 @@ namespace CryptoExchange.Net.Clients
/// </summary>
/// <param name="socket">Socket to authenticate</param>
/// <returns></returns>
public virtual async Task<CallResult> AuthenticateSocketAsync(SocketConnection socket)
public virtual Task<CallResult> AuthenticateSocketAsync(SocketConnection socket)
=> AuthenticateSocketAsync(socket, null);
/// <summary>
/// Authenticate a socket connection
/// </summary>
/// <param name="socket">Socket to authenticate</param>
/// <param name="processor">The message processor requesting authentication</param>
/// <returns></returns>
public virtual async Task<CallResult> AuthenticateSocketAsync(SocketConnection socket, IMessageProcessor? processor)
{
if (GetAuthenticationProvider() == null)
return CallResult.Fail(new NoApiCredentialsError());
_logger.AttemptingToAuthenticate(socket.SocketId);
var authRequest = await GetAuthenticationRequestAsync(socket).ConfigureAwait(false);
var authRequest = await GetAuthenticationRequestAsync(socket, processor).ConfigureAwait(false);
if (authRequest != null)
{
var result = await socket.SendAndWaitQueryAsync(authRequest).ConfigureAwait(false);
@@ -581,13 +598,21 @@ namespace CryptoExchange.Net.Clients
return CallResult.Ok();
}
/// <summary>
/// Should return the request which can be used to authenticate a socket connection
/// </summary>
/// <returns></returns>
protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) =>
protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) =>
Task.FromResult(GetAuthenticationProvider()!.GetAuthenticationQuery(this, connection));
/// <summary>
/// Should return the request which can be used to authenticate a socket connection
/// </summary>
/// <returns></returns>
protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection, IMessageProcessor? processor) =>
GetAuthenticationRequestAsync(connection);
/// <summary>
/// Adds a system subscription. Used for example to reply to ping requests
/// </summary>
@@ -645,6 +670,18 @@ namespace CryptoExchange.Net.Clients
&& (AllowTopicsOnTheSameConnection || !connection.Topics.Contains(topic));
}
/// <summary>
/// Whether the connection can be used for a new subscription or query with the provided parameters
/// </summary>
/// <param name="connection">The connection to check</param>
/// <param name="address">The address set by the request</param>
/// <param name="authenticated">Whether the request needs an authenticated connection</param>
/// <param name="processor">The processor requesting a connection</param>
/// <param name="topic">Topic of the request</param>
/// <returns>True if connection can be used</returns>
protected virtual bool ConnectionCanBeUsedFor(SocketConnection connection, string address, bool authenticated, IMessageProcessor? processor, string? topic = null)
=> ConnectionCanBeUsedFor(connection, address, authenticated, topic);
/// <summary>
/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
/// </summary>
@@ -655,15 +692,36 @@ namespace CryptoExchange.Net.Clients
/// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
/// <param name="individualSubscriptionCount">The number of individual subscriptions in this subscribe request</param>
/// <returns></returns>
protected virtual Task<CallResult<SocketConnection>> GetSocketConnection(
string address,
bool authenticated,
bool dedicatedRequestConnection,
CancellationToken ct,
string? topic = null,
int individualSubscriptionCount = 1)
=> GetSocketConnection(address, authenticated, dedicatedRequestConnection, ct, null, topic, individualSubscriptionCount);
/// <summary>
/// Gets a connection for a new subscription or query. Can be an existing if there are open position or a new one.
/// </summary>
/// <param name="address">The address the socket is for</param>
/// <param name="authenticated">Whether the socket should be authenticated</param>
/// <param name="dedicatedRequestConnection">Whether a dedicated request connection should be returned</param>
/// <param name="ct">Cancellation token</param>
/// <param name="topic">The subscription topic, can be provided when multiple of the same topics are not allowed on a connection</param>
/// <param name="individualSubscriptionCount">The number of individual subscriptions in this subscribe request</param>
/// <param name="processor">The processor requesting a connection</param>
/// <returns></returns>
protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(
string address,
bool authenticated,
bool dedicatedRequestConnection,
CancellationToken ct,
IMessageProcessor? processor,
string? topic = null,
int individualSubscriptionCount = 1)
{
var socketQuery = _socketConnections.Where(s => ConnectionCanBeUsedFor(s.Value, address, authenticated, topic)).Select(x => x.Value); // Don't ToList this so the query is executed again when called
var socketQuery = _socketConnections.Where(s => ConnectionCanBeUsedFor(s.Value, address, authenticated, processor, topic)).Select(x => x.Value); // Don't ToList this so the query is executed again when called
// If all current socket connections are reconnecting or resubscribing wait for that to finish as we can probably use the existing connection
var delayStart = DateTime.UtcNow;
@@ -858,9 +916,11 @@ namespace CryptoExchange.Net.Clients
ReconnectInterval = ClientOptions.ReconnectInterval,
RateLimiter = ClientOptions.RateLimiterEnabled ? RateLimiter : null,
RateLimitingBehavior = ClientOptions.RateLimitingBehaviour,
RateLimitAdmissionCallbackOptions = (def, weight) => ClientOptions.RateLimitAdmission?.Invoke(def, weight),
RateLimitAdmissionCallbackRequest = () => AdmissionOverride.Value,
Proxy = ClientOptions.Proxy,
Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout,
ReceiveBufferSize = ClientOptions.ReceiveBufferSize,
ReceiveBufferSize = ClientOptions.ReceiveBufferSize
};
/// <summary>
@@ -173,6 +173,9 @@ namespace CryptoExchange.Net.Converters.SystemTextJson
if (targetType.IsAssignableFrom(value?.GetType()))
attribute.PropertyInfo.SetValue(result, value);
else if (value is string stringValue && targetType == typeof(decimal))
// Convert.ChangeType doesn't accept scientific notation, which some exchanges use for small values ("4.803E-5")
attribute.PropertyInfo.SetValue(result, ExchangeHelpers.ParseDecimal(stringValue));
else
attribute.PropertyInfo.SetValue(result, value == null ? null : Convert.ChangeType(value, targetType, CultureInfo.InvariantCulture));
}
+3 -3
View File
@@ -6,9 +6,9 @@
<PackageId>CryptoExchange.Net</PackageId>
<Authors>JKorf</Authors>
<Description>CryptoExchange.Net is a base library which is used to implement different cryptocurrency (exchange) API's. It provides a standardized way of implementing different API's, which results in a very similar experience for users of the API implementations.</Description>
<PackageVersion>12.5.1</PackageVersion>
<AssemblyVersion>12.5.1</AssemblyVersion>
<FileVersion>12.5.1</FileVersion>
<PackageVersion>13.2.0</PackageVersion>
<AssemblyVersion>13.2.0</AssemblyVersion>
<FileVersion>13.2.0</FileVersion>
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
<PackageTags>OKX;OKX.Net;Mexc;Mexc.Net;Kucoin;Kucoin.Net;Kraken;Kraken.Net;Huobi;Huobi.Net;CoinEx;CoinEx.Net;Bybit;Bybit.Net;Bitget;Bitget.Net;Bitfinex;Bitfinex.Net;Binance;Binance.Net;CryptoCurrency;CryptoCurrency Exchange;CryptoExchange.Net</PackageTags>
<RepositoryType>git</RepositoryType>
+63 -48
View File
@@ -1,5 +1,8 @@
using CryptoExchange.Net.Interfaces;
using CryptoExchange.Net.Clients;
using CryptoExchange.Net.Interfaces;
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.SharedApis;
using Microsoft.Extensions.DependencyInjection;
using System;
@@ -11,6 +14,7 @@ using System.IO.Compression;
using System.Linq;
using System.Runtime.InteropServices;
using System.Text;
using System.Threading.Tasks;
using System.Web;
namespace CryptoExchange.Net
@@ -146,25 +150,42 @@ namespace CryptoExchange.Net
/// <returns></returns>
public static string ToFormData(this IDictionary<string, object> parameters)
{
var formData = HttpUtility.ParseQueryString(string.Empty);
var result = new StringBuilder();
var first = true;
void Append(string key, object value)
{
if (!first)
result.Append('&');
first = false;
if (!string.IsNullOrEmpty(key))
{
result.Append(HttpUtility.UrlEncode(key, Encoding.UTF8));
result.Append('=');
}
var text = string.Format(CultureInfo.InvariantCulture, "{0}", value);
result.Append(HttpUtility.UrlEncode(text, Encoding.UTF8));
}
foreach (var kvp in parameters)
{
if (kvp.Value is null)
continue;
if (kvp.Value.GetType().IsArray)
if (kvp.Value is Array array)
{
var array = (Array)kvp.Value;
foreach (var value in array)
formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", value));
Append(kvp.Key, value);
}
else
{
formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", kvp.Value));
Append(kvp.Key, kvp.Value);
}
}
return formData.ToString()!;
return result.ToString();
}
/// <summary>
@@ -474,47 +495,6 @@ namespace CryptoExchange.Net
return services;
}
/// <summary>
/// Registers a strict Shared API aggregate and all capability interfaces implemented by it.
/// </summary>
public static IServiceCollection RegisterSharedApi<
#if NET5_0_OR_GREATER
[DynamicallyAccessedMembers(DynamicallyAccessedMemberTypes.Interfaces)]
#endif
TSharedApi>(
this IServiceCollection services,
Func<IServiceProvider, TSharedApi> factory)
where TSharedApi : class, ISharedApi
{
services.AddTransient<TSharedApi>(factory);
var markerInterfaces = new[]
{
typeof(ISharedApiCapability),
typeof(ISharedRest),
typeof(ISharedSocket),
typeof(ISharedSubscription)
};
var capabilityInterfaces = typeof(TSharedApi)
.GetInterfaces()
.Where(x =>
typeof(ISharedApiCapability).IsAssignableFrom(x)
&& !markerInterfaces.Contains(x))
.Distinct()
.ToArray();
foreach (var capabilityInterface in capabilityInterfaces)
{
services.AddTransient(
capabilityInterface,
serviceProvider =>
serviceProvider.GetRequiredService<TSharedApi>());
}
return services;
}
/// <summary>
/// Convert a hex encoded string to byte array
/// </summary>
@@ -534,6 +514,41 @@ namespace CryptoExchange.Net
return bytes;
}
/// <summary>
/// Execute an operation with a specific rate limit admission rule
/// </summary>
/// <param name="client">Client</param>
/// <param name="admission">Rate limit admission rule</param>
/// <param name="operation">Operation to execute</param>
public static Task<TResult> WithRateLimitAdmissionAsync<TClient, TResult>(
this TClient client,
RateLimitAdmission admission,
Func<TClient, Task<TResult>> operation)
where TClient : IRateLimitAdmissionClient
{
return client.WithRateLimitAdmissionAsync(
admission,
() => operation(client));
}
/// <summary>
/// Return the task results in the form of an IAsyncEnumerable, returning the first completed task first
/// </summary>
/// <typeparam name="T">Type of task result</typeparam>
/// <param name="tasks">Task list</param>
public static async IAsyncEnumerable<T> ParallelEnumerateAsync<T>(this IEnumerable<Task<T>> tasks)
{
var remaining = new List<Task<T>>(tasks);
while (remaining.Count != 0)
{
var task = await Task.WhenAny(remaining).ConfigureAwait(false);
remaining.Remove(task);
yield return await task.ConfigureAwait(false);
}
}
}
}
@@ -1,6 +1,4 @@
using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.Objects.Options;
using CryptoExchange.Net.SharedApis;
using CryptoExchange.Net.SharedApis;
using System;
namespace CryptoExchange.Net.Interfaces.Clients
@@ -8,7 +6,7 @@ namespace CryptoExchange.Net.Interfaces.Clients
/// <summary>
/// Base api client
/// </summary>
public interface IBaseApiClient
public interface IBaseApiClient : IRateLimitAdmissionClient
{
/// <summary>
/// Exchange name
@@ -0,0 +1,22 @@
using CryptoExchange.Net.RateLimiting;
using System;
using System.Collections.Generic;
using System.Text;
using System.Threading.Tasks;
namespace CryptoExchange.Net.Interfaces
{
/// <summary>
/// A client supporting rate limit admission rules
/// </summary>
public interface IRateLimitAdmissionClient
{
/// <summary>
/// Execute an operation with a specific rate limit admission rule
/// </summary>
Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation);
}
}
@@ -1,4 +1,5 @@
using CryptoExchange.Net.Authentication;
using CryptoExchange.Net.RateLimiting;
using System;
namespace CryptoExchange.Net.Objects.Options
@@ -41,6 +42,12 @@ namespace CryptoExchange.Net.Objects.Options
/// </summary>
public RateLimitingBehaviour RateLimitingBehaviour { get; set; } = RateLimitingBehaviour.Wait;
/// <summary>
/// A delegate receiving the request definition and the request weight that can be used to determine whether a request should be admitted or rejected based
/// on the request definition and the current rate limit usage ratio. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RequestDefinition, int, RateLimitAdmission>? RateLimitAdmission { get; set; }
/// <inheritdoc />
public override string ToString()
{
@@ -75,6 +75,7 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.CachingEnabled = CachingEnabled;
item.CachingMaxAge = CachingMaxAge;
item.HttpVersion = HttpVersion;
@@ -19,6 +19,11 @@ namespace CryptoExchange.Net.Objects.Options
/// </summary>
public int? MaxSocketConnections { get; set; }
/// <summary>
/// The time to wait after connecting a socket before sending messages. Can be used for API's which will rate limit if you subscribe directly after connecting.
/// </summary>
public TimeSpan? DelayAfterConnect { get; set; }
/// <summary>
/// Set the values of this options on the target options
/// </summary>
@@ -28,6 +33,7 @@ namespace CryptoExchange.Net.Objects.Options
item.SocketNoDataTimeout = SocketNoDataTimeout;
item.AutoTimestamp = AutoTimestamp;
item.MaxSocketConnections = MaxSocketConnections;
item.DelayAfterConnect = DelayAfterConnect;
return item;
}
}
@@ -105,6 +105,7 @@ namespace CryptoExchange.Net.Objects.Options
item.RateLimitingBehaviour = RateLimitingBehaviour;
item.RateLimiterEnabled = RateLimiterEnabled;
item.RateLimitGroup = RateLimitGroup;
item.RateLimitAdmission = RateLimitAdmission;
item.ReceiveBufferSize = ReceiveBufferSize;
return item;
}
@@ -97,7 +97,7 @@ public record CallResult<T> : CallResult, ICallResult<T>
/// Call result for an exchange
/// </summary>
/// <typeparam name="T">Data type</typeparam>
public record ExchangeCallResult<T> : CallResult<T>
public record ExchangeCallResult<T> : CallResult<T>, IExchangeCallResult<T>
{
/// <summary>
/// Exchange name
@@ -40,4 +40,23 @@ public interface ICallResult<T> : ICallResult
/// The result data, only available when Success = true
/// </summary>
T? Data { get; }
}
/// <summary>
/// Exchange call result
/// </summary>
public interface IExchangeCallResult : ICallResult
{
/// <summary>
/// Exchange name
/// </summary>
public string Exchange { get; }
}
/// <summary>
/// Exchange call result
/// </summary>
/// <typeparam name="T">Result data type</typeparam>
public interface IExchangeCallResult<T> : IExchangeCallResult, ICallResult<T>
{
}
@@ -10,12 +10,8 @@ namespace CryptoExchange.Net.Objects
/// <summary>
/// HTTP call result
/// </summary>
public interface IHttpResult : ICallResult
public interface IHttpResult : ICallResult, IExchangeCallResult
{
/// <summary>
/// Exchange name
/// </summary>
string Exchange { get; init; }
/// <summary>
/// The original data returned by the call, only available when `OutputOriginalData` is set to `true` in the client options
/// </summary>
@@ -79,7 +75,7 @@ namespace CryptoExchange.Net.Objects
/// HTTP call result
/// </summary>
/// <typeparam name="T">Result data type</typeparam>
public interface IHttpResult<T> : IHttpResult, ICallResult<T>
public interface IHttpResult<T> : IHttpResult, IExchangeCallResult<T>
{
}
}
@@ -10,13 +10,8 @@ namespace CryptoExchange.Net.Objects
/// <summary>
/// WebSocket call result
/// </summary>
public interface IWebSocketResult : ICallResult
public interface IWebSocketResult : ICallResult, IExchangeCallResult
{
/// <summary>
/// Exchange name
/// </summary>
string Exchange { get; init; }
/// <summary>
/// The request id
/// </summary>
@@ -42,7 +37,7 @@ namespace CryptoExchange.Net.Objects
/// WebSocket call result
/// </summary>
/// <typeparam name="T">Data result type</typeparam>
public interface IWebSocketResult<T> : IWebSocketResult, ICallResult<T>
public interface IWebSocketResult<T> : IWebSocketResult, IExchangeCallResult<T>
{
}
@@ -1,4 +1,5 @@
using CryptoExchange.Net.RateLimiting.Interfaces;
using CryptoExchange.Net.RateLimiting;
using CryptoExchange.Net.RateLimiting.Interfaces;
using System;
using System.Collections.Generic;
using System.Text;
@@ -64,6 +65,17 @@ namespace CryptoExchange.Net.Objects.Sockets
/// </summary>
public RateLimitingBehaviour RateLimitingBehavior { get; set; }
/// <summary>
/// A delegate receiving the request definition and the request weight that can be used to determine whether a request should be admitted or rejected based
/// on the request definition and the current rate limit usage ratio. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RequestDefinition, int, RateLimitAdmission?>? RateLimitAdmissionCallbackOptions { get; set; }
/// <summary>
/// A delegate for retrieving the current rate limit admission decision for a specific request. This allows for custom rate limiting logic to be implemented.
/// </summary>
public Func<RateLimitAdmission?>? RateLimitAdmissionCallbackRequest { get; set; }
/// <summary>
/// Encoding for sending/receiving data
/// </summary>
@@ -36,6 +36,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
private readonly Dictionary<string, IWindowTracker> _trackers;
private readonly RateLimitWindowType _windowType;
private readonly double? _decayRate;
private readonly TimeSpan _safetyMargin;
private readonly int? _connectionWeight;
private readonly Func<RequestDefinition, string?, string> _keySelector;
private readonly SemaphoreSlim? _sharedGuardSemaphore;
@@ -54,6 +55,10 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// The time period for the limit
/// </summary>
public TimeSpan TimeSpan { get; }
/// <summary>
/// Additional time to wait after a rate limit window expires to account for latency and timing differences
/// </summary>
public TimeSpan SafetyMargin => _safetyMargin;
/// <summary>
/// Whether this guard is shared between multiple gates
@@ -68,11 +73,12 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <param name="limit">Limit per period</param>
/// <param name="timeSpan">Timespan for the period</param>
/// <param name="windowType">Type of rate limit window</param>
/// <param name="safetyMargin">Additional time to wait after a window expires, or null to use the default margin</param>
/// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
/// <param name="connectionWeight">The weight of a new connection</param>
/// <param name="shared">Whether this guard is shared between multiple gates</param>
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
: this(keySelector, new[] { filter }, limit, timeSpan, windowType, decayPerTimeSpan, connectionWeight, shared)
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IGuardFilter filter, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false, TimeSpan? safetyMargin = null)
: this(keySelector, new[] { filter }, limit, timeSpan, windowType, decayPerTimeSpan, connectionWeight, shared, safetyMargin)
{
}
@@ -84,10 +90,11 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <param name="limit">Limit per period</param>
/// <param name="timeSpan">Timespan for the period</param>
/// <param name="windowType">Type of rate limit window</param>
/// <param name="safetyMargin">Additional time to wait after a window expires, or null to use the default margin</param>
/// <param name="decayPerTimeSpan">The decay per timespan if windowType is DecayWindowTracker</param>
/// <param name="connectionWeight">The weight of a new connection</param>
/// <param name="shared">Whether this guard is shared between multiple gates</param>
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false)
public RateLimitGuard(Func<RequestDefinition, string?, string> keySelector, IEnumerable<IGuardFilter> filters, int limit, TimeSpan timeSpan, RateLimitWindowType windowType, double? decayPerTimeSpan = null, int? connectionWeight = null, bool shared = false, TimeSpan? safetyMargin = null)
{
_filters = filters;
_trackers = new Dictionary<string, IWindowTracker>();
@@ -97,6 +104,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
SharedGuard = shared;
_keySelector = keySelector;
_decayRate = decayPerTimeSpan;
_safetyMargin = safetyMargin ?? WindowTrackerHelpers.GetDefaultSafetyMargin(timeSpan); ;
_connectionWeight = connectionWeight;
if (SharedGuard)
@@ -104,7 +112,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{
foreach (var filter in _filters)
{
@@ -127,7 +135,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker);
}
var delay = tracker.GetWaitTime(requestWeight);
var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
if (delay == default)
return LimitCheck.NotNeeded(Limit, TimeSpan, tracker.Current);
@@ -205,9 +213,9 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <returns></returns>
protected IWindowTracker CreateTracker()
{
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(Limit, TimeSpan)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(Limit, TimeSpan)
: _windowType == RateLimitWindowType.FixedAfterFirst ? new FixedAfterStartWindowTracker(Limit, TimeSpan) :
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(Limit, TimeSpan, _safetyMargin)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(Limit, TimeSpan, _safetyMargin)
: _windowType == RateLimitWindowType.FixedAfterFirst ? new FixedAfterStartWindowTracker(Limit, TimeSpan, _safetyMargin) :
new DecayWindowTracker(Limit, TimeSpan, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
}
}
@@ -42,7 +42,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{
if (type != Type)
return LimitCheck.NotApplicable;
@@ -24,6 +24,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
private readonly Dictionary<string, IWindowTracker> _trackers;
private readonly RateLimitWindowType _windowType;
private readonly double? _decayRate;
private readonly TimeSpan _safetyMargin;
private readonly int _limit;
private readonly TimeSpan _period;
private readonly Func<RequestDefinition, string?, string> _keySelector;
@@ -32,7 +33,12 @@ namespace CryptoExchange.Net.RateLimiting.Guards
public string Name => "EndpointLimitGuard";
/// <inheritdoc />
public string Description => $"Limit requests to endpoint";
public string Description => _windowType == RateLimitWindowType.Decay ? $"Endpoint limit of {_limit} with a decay rate of {_decayRate}" : $"Limit of {_limit} per {_period}";
/// <summary>
/// Additional time to wait after a rate limit window expires to account for latency and timing differences
/// </summary>
public TimeSpan SafetyMargin => _safetyMargin;
/// <summary>
/// ctor
@@ -41,19 +47,21 @@ namespace CryptoExchange.Net.RateLimiting.Guards
int limit,
TimeSpan period,
RateLimitWindowType windowType,
double? decayRate = null,
Func<RequestDefinition, string?, string>? keySelector = null)
TimeSpan? safetyMargin = null,
Func<RequestDefinition, string?, string>? keySelector = null,
double? decayRate = null)
{
_limit = limit;
_period = period;
_windowType = windowType;
_decayRate = decayRate;
_safetyMargin = safetyMargin ?? WindowTrackerHelpers.GetDefaultSafetyMargin(period);
_keySelector = keySelector ?? Default;
_trackers = new Dictionary<string, IWindowTracker>();
}
/// <inheritdoc />
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix)
public LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio)
{
var key = _keySelector(definition, apiKey) + keySuffix;
if (!_trackers.TryGetValue(key, out var tracker))
@@ -62,7 +70,7 @@ namespace CryptoExchange.Net.RateLimiting.Guards
_trackers.Add(key, tracker);
}
var delay = tracker.GetWaitTime(requestWeight);
var delay = tracker.GetWaitTime(requestWeight, allowedRateRatio);
if (delay == default)
return LimitCheck.NotNeeded(_limit, _period, tracker.Current);
@@ -84,8 +92,8 @@ namespace CryptoExchange.Net.RateLimiting.Guards
/// <returns></returns>
protected IWindowTracker CreateTracker()
{
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(_limit, _period)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(_limit, _period) :
return _windowType == RateLimitWindowType.Sliding ? new SlidingWindowTracker(_limit, _period, _safetyMargin)
: _windowType == RateLimitWindowType.Fixed ? new FixedWindowTracker(_limit, _period, _safetyMargin) :
new DecayWindowTracker(_limit, _period, _decayRate ?? throw new InvalidOperationException("Decay rate not provided"));
}
@@ -53,9 +53,20 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="requestWeight">Request weight</param>
/// <param name="behaviour">Behaviour when rate limit is hit</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="ct">Cancelation token</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancellation token</param>
/// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
ValueTask<CallResult> ProcessAsync(
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour behaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct);
/// <summary>
/// Enforces the rate limit as defined in the request definition. When a rate limit is hit will wait for the rate limit to pass if RateLimitingBehaviour is Wait, or return an error if it is set to Fail
@@ -69,9 +80,21 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="behaviour">Behaviour when rate limit is hit</param>
/// <param name="requestWeight">The weight to apply to the limit guard</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <param name="ct">Cancelation token</param>
/// <returns>Error if RateLimitingBehaviour is Fail and rate limit is hit</returns>
ValueTask<CallResult> ProcessSingleAsync(ILogger logger, int itemId, IRateLimitGuard guard, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour behaviour, string? keySuffix, CancellationToken ct);
ValueTask<CallResult> ProcessSingleAsync(
ILogger logger,
int itemId,
IRateLimitGuard guard,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour behaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct);
/// <summary>
/// Reset the limit for the specified parameters
@@ -25,8 +25,9 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <param name="apiKey">The API key</param>
/// <param name="requestWeight">The request weight</param>
/// <param name="keySuffix">An additional optional suffix for the key selector. Can be used to make rate limiting work based on parameters.</param>
/// <param name="allowedRateRatio">The allowed rate ratio</param>
/// <returns></returns>
LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix);
LimitCheck Check(RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, string? keySuffix, double allowedRateRatio);
/// <summary>
/// Apply the request to this guard with the specified weight
@@ -22,9 +22,7 @@ namespace CryptoExchange.Net.RateLimiting.Interfaces
/// <summary>
/// Get the time to wait to fit the weight
/// </summary>
/// <param name="weight"></param>
/// <returns></returns>
TimeSpan GetWaitTime(int weight);
TimeSpan GetWaitTime(int weight, double allowedRateRatio);
/// <summary>
/// Register the weight in this window
/// </summary>
@@ -0,0 +1,32 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.RateLimiting
{
/// <summary>
/// Rate limit admission decision result
/// </summary>
public record RateLimitAdmission
{
/// <summary>
/// Value ratio between 0 and 1
/// </summary>
public double MaxUtilizationRatio { get; }
private RateLimitAdmission(double maxUtilizationValue) {
if (maxUtilizationValue <= 0 || maxUtilizationValue > 1)
throw new ArgumentOutOfRangeException(nameof(maxUtilizationValue), "Max utilization value must be bigger than 0 and less than or equal to 1");
MaxUtilizationRatio = maxUtilizationValue;
}
/// <summary>
/// Only allow the request when below a certain ratio of the rate limit, for example 0.5 means it can use a max of 50% of the rate limit,
/// 1 means it's allowed to use the full rate limit.
/// </summary>
/// <param name="value">0.5 means a max use 50% of the rate limit, 1 means the request is allowed to use the full rate limit</param>
public static RateLimitAdmission WithMaxUtilizationRatio(double value)
=> new RateLimitAdmission(value);
}
}
@@ -37,14 +37,24 @@ namespace CryptoExchange.Net.RateLimiting
}
/// <inheritdoc />
public async ValueTask<CallResult> ProcessAsync(ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct)
public async ValueTask<CallResult> ProcessAsync(
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
bool release = true;
_waitingCount++;
try
{
return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
return await CheckGuardsAsync(_guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
}
catch (TaskCanceledException tce)
{
@@ -71,6 +81,7 @@ namespace CryptoExchange.Net.RateLimiting
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
@@ -78,7 +89,7 @@ namespace CryptoExchange.Net.RateLimiting
_waitingCount++;
try
{
return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
return await CheckGuardsAsync(new IRateLimitGuard[] { guard }, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
}
catch (TaskCanceledException tce)
{
@@ -94,12 +105,23 @@ namespace CryptoExchange.Net.RateLimiting
}
}
private async ValueTask<CallResult> CheckGuardsAsync(IEnumerable<IRateLimitGuard> guards, ILogger logger, int itemId, RateLimitItemType type, RequestDefinition definition, string? apiKey, int requestWeight, RateLimitingBehaviour rateLimitingBehaviour, string? keySuffix, CancellationToken ct)
private async ValueTask<CallResult> CheckGuardsAsync(
IEnumerable<IRateLimitGuard> guards,
ILogger logger,
int itemId,
RateLimitItemType type,
RequestDefinition definition,
string? apiKey,
int requestWeight,
RateLimitingBehaviour rateLimitingBehaviour,
string? keySuffix,
double allowedRateRatio,
CancellationToken ct)
{
foreach (var guard in guards)
{
// Check if a wait is needed for this guard
var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix);
var result = guard.Check(type, definition, apiKey, requestWeight, keySuffix, allowedRateRatio);
if (result.Delay != TimeSpan.Zero && rateLimitingBehaviour == RateLimitingBehaviour.Fail)
{
// Delay is needed and limit behaviour is to fail the request
@@ -109,7 +131,10 @@ namespace CryptoExchange.Net.RateLimiting
logger.RateLimitRequestFailed(itemId, definition.Path, guard.Name, guard.Description);
RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
return CallResult.Fail(new ClientRateLimitError($"Rate limit check failed on guard {guard.Name}; {guard.Description}"));
var errorMsg = $"Rate limit check failed on guard {guard.Name}; {guard.Description}";
if (allowedRateRatio < 1)
errorMsg += $" with allowed ratio {allowedRateRatio}";
return CallResult.Fail(new ClientRateLimitError(errorMsg));
}
if (result.Delay != TimeSpan.Zero)
@@ -117,7 +142,14 @@ namespace CryptoExchange.Net.RateLimiting
// Delay is needed and limit behaviour is to wait for the request to be under the limit
_semaphore.Release();
var description = result.Limit == null ? guard.Description : $"{guard.Description}, Request weight: {requestWeight}, Current: {result.Current}, Limit: {result.Limit}, requests now being limited: {_waitingCount}";
var description =
result.Limit == null
? guard.Description
: $"{guard.Description}, Request weight: {requestWeight}," +
$" Current: {result.Current}" +
$", Limit: {result.Limit}" +
(allowedRateRatio < 1 ? $", Allowed ratio: {allowedRateRatio}" : "") +
$", requests now being limited: {_waitingCount}";
if (type == RateLimitItemType.Connection)
logger.RateLimitDelayingConnection(itemId, result.Delay, guard.Name, description);
else
@@ -126,7 +158,7 @@ namespace CryptoExchange.Net.RateLimiting
RateLimitTriggered?.Invoke(new RateLimitEvent(itemId, _name, guard.Description, definition, result.Current, requestWeight, result.Limit, result.Period, result.Delay, rateLimitingBehaviour));
await Task.Delay((int)result.Delay.TotalMilliseconds + 1, ct).ConfigureAwait(false);
await _semaphore.WaitAsync(ct).ConfigureAwait(false);
return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, ct).ConfigureAwait(false);
return await CheckGuardsAsync(guards, logger, itemId, type, definition, apiKey, requestWeight, rateLimitingBehaviour, keySuffix, allowedRateRatio, ct).ConfigureAwait(false);
}
}
@@ -18,9 +18,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private int _currentWeight = 0;
private DateTime _lastDecrease = DateTime.UtcNow;
private double _decayProgress;
public DecayWindowTracker(int limit, TimeSpan period, double decayRate)
public DecayWindowTracker(
int limit,
TimeSpan period,
double decayRate)
{
if (period <= TimeSpan.Zero)
throw new ArgumentOutOfRangeException(nameof(period));
if (decayRate <= 0)
throw new ArgumentOutOfRangeException(nameof(decayRate));
Limit = limit;
TimePeriod = period;
DecreaseRate = decayRate;
@@ -31,73 +40,118 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
{
if (amount == null)
{
_lastDecrease = DateTime.UtcNow;
_currentWeight = 0;
}
else
{
_currentWeight = Math.Max(0, _currentWeight - amount.Value);
ResetState();
return;
}
_currentWeight = Math.Max(0, _currentWeight - amount.Value);
if (_currentWeight == 0)
ResetState();
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Decrease the counter based on the last update time and decay rate
DecreaseCounter(DateTime.UtcNow);
var now = DateTime.UtcNow;
DecreaseCounter(now);
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit <= allowedRateRatio)
return TimeSpan.Zero;
if (Current == 0)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
throw new Exception(
"Request limit reached max utilization. " +
"This request can never execute with the current rate limiter configuration. " +
$"Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, " +
$"AllowedRateRatio: {allowedRateRatio}");
}
// Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime(weight);
throw new Exception(
"Request limit reached without any prior request. " +
"This request can never execute with the current rate limiter. " +
$"Request weight: {weight}, RateLimit: {Limit}");
}
// Weight can fit without going over limit
return TimeSpan.Zero;
return DetermineWaitTime(
weight,
allowedRateRatio);
}
/// <inheritdoc />
public void ApplyWeight(int weight)
{
if (_currentWeight == 0)
{
_lastDecrease = DateTime.UtcNow;
_decayProgress = 0;
}
_currentWeight += weight;
}
/// <summary>
/// Decrease the counter based on time passed since last update and the decay rate
/// </summary>
/// <param name="time"></param>
protected void DecreaseCounter(DateTime time)
private void DecreaseCounter(DateTime now)
{
var dif = (time - _lastDecrease).TotalMilliseconds / TimePeriod.TotalMilliseconds * DecreaseRate;
var decrease = (int)Math.Floor(dif);
if (decrease >= 1)
if (_currentWeight == 0)
{
_currentWeight = Math.Max(0, _currentWeight - (int)Math.Floor(dif));
_lastDecrease = time;
_lastDecrease = now;
_decayProgress = 0;
return;
}
var elapsed = now - _lastDecrease;
if (elapsed <= TimeSpan.Zero)
return;
var elapsedDecay = elapsed.Ticks / (double)TimePeriod.Ticks * DecreaseRate;
var totalDecay = _decayProgress + elapsedDecay;
var completedDecay = (int)Math.Floor(totalDecay);
_lastDecrease = now;
if (completedDecay == 0)
{
_decayProgress = totalDecay;
return;
}
_currentWeight = Math.Max(0, _currentWeight - completedDecay);
if (_currentWeight == 0)
{
// Decay cannot accumulate as credit while the counter is empty.
_decayProgress = 0;
}
else
{
_decayProgress = totalDecay - completedDecay;
}
}
/// <summary>
/// Determine the time to wait before the weight would fit
/// </summary>
/// <param name="requestWeight"></param>
/// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight)
private TimeSpan DetermineWaitTime(
int requestWeight,
double allowedRateRatio)
{
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0);
var result = TimeSpan.FromMilliseconds(Math.Ceiling(weightToRemove / DecreaseRate) * TimePeriod.TotalMilliseconds);
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
var weightToRemove = Current + requestWeight - Limit * allowedRateRatio;
// The counter is integer-valued, so enough whole weight units
// must decay before the request can be admitted.
var requiredDecay = Math.Ceiling(weightToRemove);
var remainingDecay = Math.Max(0, requiredDecay - _decayProgress);
var waitTicks = Math.Ceiling(remainingDecay / DecreaseRate * TimePeriod.Ticks);
return waitTicks <= 0
? TimeSpan.Zero
: TimeSpan.FromTicks((long)waitTicks);
}
private void ResetState()
{
_currentWeight = 0;
_decayProgress = 0;
_lastDecrease = DateTime.UtcNow;
}
}
}
@@ -17,15 +17,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private int _currentWeight = 0;
private DateTime? _nextReset;
/// <summary>
/// Additional wait time to apply to account for time offset between server and client
/// </summary>
private static TimeSpan _fixedWindowBuffer = TimeSpan.FromMilliseconds(1000);
private readonly TimeSpan _safetyMargin;
public FixedAfterStartWindowTracker(int limit, TimeSpan period)
: this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
{
}
public FixedAfterStartWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
{
Limit = limit;
TimePeriod = period;
_safetyMargin = safetyMargin;
_entries = new Queue<LimitEntry>();
}
@@ -53,23 +56,32 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
}
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow;
if (_nextReset != null && checkTime > _nextReset)
if (_nextReset != null && checkTime >= _nextReset + _safetyMargin)
RemoveBefore(_nextReset.Value);
if (Current == 0)
_nextReset = null;
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
@@ -121,7 +133,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private TimeSpan DetermineWaitTime()
{
var checkTime = DateTime.UtcNow;
var result = (_nextReset!.Value - checkTime) + _fixedWindowBuffer;
var result = _nextReset!.Value + _safetyMargin - checkTime;
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
@@ -16,15 +16,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private readonly Queue<LimitEntry> _entries;
private int _currentWeight = 0;
/// <summary>
/// Additional wait time to apply to account for time offset between server and client
/// </summary>
private static readonly TimeSpan _fixedWindowBuffer = TimeSpan.FromMilliseconds(1000);
private readonly TimeSpan _safetyMargin;
public FixedWindowTracker(int limit, TimeSpan period)
: this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
{
}
public FixedWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
{
Limit = limit;
TimePeriod = period;
_safetyMargin = safetyMargin;
_entries = new Queue<LimitEntry>();
}
@@ -52,19 +55,32 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Remove requests no longer in time period from the history
var checkTime = DateTime.UtcNow;
RemoveBefore(checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks)));
var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
var resetBoundary = checkTime >= startCurrentWindow + _safetyMargin
? startCurrentWindow
: startCurrentWindow - TimePeriod;
RemoveBefore(resetBoundary);
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
@@ -115,8 +131,9 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
{
var checkTime = DateTime.UtcNow;
var startCurrentWindow = checkTime.AddTicks(-(checkTime.Ticks % TimePeriod.Ticks));
var wait = startCurrentWindow.Add(TimePeriod) - checkTime;
var result = wait.Add(_fixedWindowBuffer);
var result = checkTime < startCurrentWindow + _safetyMargin
? startCurrentWindow + _safetyMargin - checkTime
: startCurrentWindow + TimePeriod + _safetyMargin - checkTime;
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
@@ -16,15 +16,18 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
private readonly List<LimitEntry> _entries;
private int _currentWeight = 0;
/// <summary>
/// Additional wait time to apply to account for fluctuating request times
/// </summary>
private static readonly TimeSpan _slidingWindowBuffer = TimeSpan.FromMilliseconds(1000);
private readonly TimeSpan _safetyMargin;
public SlidingWindowTracker(int limit, TimeSpan period)
: this(limit, period, WindowTrackerHelpers.GetDefaultSafetyMargin(period))
{
}
public SlidingWindowTracker(int limit, TimeSpan period, TimeSpan safetyMargin)
{
Limit = limit;
TimePeriod = period;
_safetyMargin = safetyMargin;
_entries = new List<LimitEntry>();
}
@@ -53,22 +56,31 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
}
/// <inheritdoc />
public TimeSpan GetWaitTime(int weight)
public TimeSpan GetWaitTime(int weight, double allowedRateRatio)
{
// Remove requests no longer in time period from the history
RemoveBefore(DateTime.UtcNow - TimePeriod);
RemoveBefore(DateTime.UtcNow - TimePeriod - _safetyMargin);
if (Current + weight > Limit)
if ((Current + weight) / (double)Limit > allowedRateRatio)
{
// The weight would cause the rate limit to be passed
if (Current == 0)
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
if (allowedRateRatio < 1)
{
throw new Exception("Request limit reached max utilization. " +
$"This request can never execute with the current rate limiter configuration. Request weight: {weight}, RateLimit: {Limit}, " +
$"Request ratio: {(Current + weight) / (double)Limit}, AllowedRateRatio: {allowedRateRatio}");
}
else
{
throw new Exception("Request limit reached without any prior request. " +
$"This request can never execute with the current rate limiter. Request weight: {weight}, RateLimit: {Limit}");
}
}
// Determine the time to wait before this weight can be applied without going over the rate limit
return DetermineWaitTime(weight);
return DetermineWaitTime(weight, allowedRateRatio);
}
// Weight can fit without going over limit
@@ -90,7 +102,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
{
for (var i = 0; i < _entries.Count; i++)
{
if (_entries[i].Timestamp < time)
if (_entries[i].Timestamp <= time)
{
var entry = _entries[i];
_entries.Remove(entry);
@@ -108,9 +120,9 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
/// Determine the time to wait before the weight would fit
/// </summary>
/// <returns></returns>
private TimeSpan DetermineWaitTime(int requestWeight)
private TimeSpan DetermineWaitTime(int requestWeight, double allowedRateRatio)
{
var weightToRemove = Math.Max(Current - (Limit - requestWeight), 0);
var weightToRemove = Math.Max(Current + requestWeight - Limit * allowedRateRatio, 0);
var removedWeight = 0;
for (var i = 0; i < _entries.Count; i++)
{
@@ -118,7 +130,7 @@ namespace CryptoExchange.Net.RateLimiting.Trackers
removedWeight += entry.Weight;
if (removedWeight >= weightToRemove)
{
var result = entry.Timestamp + TimePeriod + _slidingWindowBuffer - DateTime.UtcNow;
var result = entry.Timestamp + TimePeriod + _safetyMargin - DateTime.UtcNow;
if (result < TimeSpan.Zero)
return TimeSpan.Zero;
return result;
@@ -0,0 +1,20 @@
using System;
namespace CryptoExchange.Net.RateLimiting.Trackers
{
internal static class WindowTrackerHelpers
{
private static readonly TimeSpan _minimumSafetyMargin = TimeSpan.FromMilliseconds(10);
private static readonly TimeSpan _maximumSafetyMargin = TimeSpan.FromMilliseconds(250);
public static TimeSpan GetDefaultSafetyMargin(TimeSpan period)
{
var margin = TimeSpan.FromTicks(period.Ticks / 20);
if (margin < _minimumSafetyMargin)
return _minimumSafetyMargin;
if (margin > _maximumSafetyMargin)
return _maximumSafetyMargin;
return margin;
}
}
}
@@ -0,0 +1,27 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Catalog of Shared API capability references.
/// </summary>
public static partial class SharedCapabilities
{
/// <summary>
/// Asset capabilities.
/// </summary>
public static class Assets
{
/// <summary>
/// Get asset capability.
/// </summary>
public static SharedRestCapability<IGetAsset, IGetAssetRest> GetAsset { get; } = new();
/// <summary>
/// Get all assets capability.
/// </summary>
public static SharedRestCapability<IGetAllAssets, IGetAllAssetsRest> GetAllAssets { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Balance capabilities.
/// </summary>
public static class Balances
{
/// <summary>
/// Get balances capability.
/// </summary>
public static SharedRestCapability<IGetBalances, IGetBalancesRest> GetBalances { get; } = new();
/// <summary>
/// Subscribe to balance updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeBalancesSocket> SubscribeBalances { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Deposit capabilities.
/// </summary>
public static class Deposits
{
/// <summary>
/// Get deposit addresses capability.
/// </summary>
public static SharedRestCapability<IGetDepositAddresses, IGetDepositAddressesRest> GetDepositAddresses { get; } = new();
/// <summary>
/// Get deposit history capability.
/// </summary>
public static SharedRestCapability<IGetDepositHistory, IGetDepositHistoryRest> GetDepositHistory { get; } = new();
}
}
}
@@ -0,0 +1,21 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Fee capabilities.
/// </summary>
public static class Fees
{
/// <summary>
/// Get fees capability.
/// </summary>
public static SharedRestCapability<IGetFees, IGetFeesRest> GetFees { get; } = new();
}
}
}
@@ -0,0 +1,32 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Funding capabilities.
/// </summary>
public static class Funding
{
/// <summary>
/// Get current funding information capability.
/// </summary>
public static SharedRestCapability<IGetFundingInfo, IGetFundingInfoRest> GetFundingInfo { get; } = new();
/// <summary>
/// Get funding rate history capability.
/// </summary>
public static SharedRestCapability<IGetFundingRateHistory, IGetFundingRateHistoryRest> GetFundingRateHistory { get; } = new();
/// <summary>
/// Get user funding history capability.
/// </summary>
public static SharedRestCapability<IGetUserFundingHistory, IGetUserFundingHistoryRest> GetUserFundingHistory { get; } = new();
/// <summary>
/// Subscribe to funding info updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeFundingInfoSocket> SubscribeFundingInfo { get; } = new();
}
}
}
@@ -0,0 +1,28 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Index price capabilities.
/// </summary>
public static class IndexPrices
{
/// <summary>
/// Get an index price capability.
/// </summary>
public static SharedRestCapability<IGetIndexPrice, IGetIndexPriceRest> GetIndexPrice { get; } = new();
/// <summary>
/// Get all index prices capability.
/// </summary>
public static SharedRestCapability<IGetAllIndexPrices, IGetAllIndexPricesRest> GetAllIndexPrices { get; } = new();
/// <summary>
/// Subscribe to index price updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeIndexPriceSocket> SubscribeIndexPrice { get; } = new();
}
}
}
@@ -0,0 +1,36 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Kline capabilities.
/// </summary>
public static class Klines
{
/// <summary>
/// Get klines capability.
/// </summary>
public static SharedRestCapability<IGetKlines, IGetKlinesRest> GetKlines { get; } = new();
/// <summary>
/// Get mark price klines capability.
/// </summary>
public static SharedRestCapability<IGetMarkPriceKlines, IGetMarkPriceKlinesRest> GetMarkPriceKlines { get; } = new();
/// <summary>
/// Get index price klines capability.
/// </summary>
public static SharedRestCapability<IGetIndexPriceKlines, IGetIndexPriceKlinesRest> GetIndexPriceKlines { get; } = new();
/// <summary>
/// Subscribe to kline updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeKlinesSocket> SubscribeKlines { get; } = new();
}
}
}
@@ -0,0 +1,20 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Ledger capabilities.
/// </summary>
public static class Ledger
{
/// <summary>
/// Get ledger entries capability.
/// </summary>
public static SharedRestCapability<IGetLedger, IGetLedgerRest> GetLedger { get; } = new();
}
}
}
@@ -0,0 +1,30 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Leverage capabilities.
/// </summary>
public static class Leverage
{
/// <summary>
/// Get leverage capability.
/// </summary>
public static SharedRestCapability<IGetLeverage, IGetLeverageRest> GetLeverage { get; } = new();
/// <summary>
/// Set leverage capability.
/// </summary>
public static SharedRestCapability<ISetLeverage, ISetLeverageRest> SetLeverage { get; } = new();
/// <summary>
/// Get leverage tiers capability.
/// </summary>
public static SharedRestCapability<IGetLeverageTiers, IGetLeverageTiersRest> GetLeverageTiers { get; } = new();
}
}
}
@@ -0,0 +1,30 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Mark price capabilities.
/// </summary>
public static class MarkPrices
{
/// <summary>
/// Get a mark price capability.
/// </summary>
public static SharedRestCapability<IGetMarkPrice, IGetMarkPriceRest> GetMarkPrice { get; } = new();
/// <summary>
/// Get all mark prices capability.
/// </summary>
public static SharedRestCapability<IGetAllMarkPrices, IGetAllMarkPricesRest> GetAllMarkPrices { get; } = new();
/// <summary>
/// Subscribe to mark price updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeMarkPriceSocket> SubscribeMarkPrice { get; } = new();
}
}
}
@@ -0,0 +1,20 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Open interest capabilities.
/// </summary>
public static class OpenInterest
{
/// <summary>
/// Get open interest capability.
/// </summary>
public static SharedRestCapability<IGetOpenInterest, IGetOpenInterestRest> GetOpenInterest { get; } = new();
}
}
}
@@ -0,0 +1,35 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Order book capabilities.
/// </summary>
public static class OrderBooks
{
/// <summary>
/// Get an order book capability.
/// </summary>
public static SharedRestCapability<IGetOrderBook, IGetOrderBookRest> GetOrderBook { get; } = new();
/// <summary>
/// Get a book ticker capability.
/// </summary>
public static SharedRestCapability<IGetBookTicker, IGetBookTickerRest> GetBookTicker { get; } = new();
/// <summary>
/// Subscribe to order book updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeOrderBookSocket> SubscribeOrderBook { get; } = new();
/// <summary>
/// Subscribe to incremental order book updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeIncrementalOrderBookSocket> SubscribeIncrementalOrderBook { get; } = new();
}
}
}
@@ -0,0 +1,157 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Order capabilities.
/// </summary>
public static class Orders
{
/// <summary>
/// Spot order capabilities.
/// </summary>
public static class Spot
{
/// <summary>
/// Place a spot order capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceSpotOrder, IPlaceSpotOrderRest, IPlaceSpotOrderSocket> PlaceOrder { get; } = new();
/// <summary>
/// Place multiple spot orders capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceMultipleSpotOrders, IPlaceMultipleSpotOrdersRest, IPlaceMultipleSpotOrdersSocket> PlaceMultipleOrders { get; } = new();
/// <summary>
/// Edit a spot order capability.
/// </summary>
public static SharedRestSocketCapability<IEditSpotOrder, IEditSpotOrderRest, IEditSpotOrderSocket> EditOrder { get; } = new();
/// <summary>
/// Edit a spot order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<IEditSpotOrderByClientOrderId, IEditSpotOrderByClientOrderIdRest, IEditSpotOrderByClientOrderIdSocket> EditOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel a spot order capability.
/// </summary>
public static SharedRestSocketCapability<ICancelSpotOrder, ICancelSpotOrderRest, ICancelSpotOrderSocket> CancelOrder { get; } = new();
/// <summary>
/// Cancel a spot order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<ICancelSpotOrderByClientOrderId, ICancelSpotOrderByClientOrderIdRest, ICancelSpotOrderByClientOrderIdSocket> CancelOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel all spot orders capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllSpotOrders, ICancelAllSpotOrdersRest, ICancelAllSpotOrdersSocket> CancelAllOrders { get; } = new();
/// <summary>
/// Cancel all spot orders for a symbol capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllSpotSymbolOrders, ICancelAllSpotSymbolOrdersRest, ICancelAllSpotSymbolOrdersSocket> CancelAllSymbolOrders { get; } = new();
/// <summary>
/// Get a spot order capability.
/// </summary>
public static SharedRestCapability<IGetSpotOrder, IGetSpotOrderRest> GetOrder { get; } = new();
/// <summary>
/// Get a spot order by client order id capability.
/// </summary>
public static SharedRestCapability<IGetSpotOrderByClientOrderId, IGetSpotOrderByClientOrderIdRest> GetOrderByClientOrderId { get; } = new();
/// <summary>
/// Get open spot orders capability.
/// </summary>
public static SharedRestCapability<IGetOpenSpotOrders, IGetOpenSpotOrdersRest> GetOpenOrders { get; } = new();
/// <summary>
/// Get closed spot orders capability.
/// </summary>
public static SharedRestCapability<IGetClosedSpotOrders, IGetClosedSpotOrdersRest> GetClosedOrders { get; } = new();
/// <summary>
/// Subscribe to spot order updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeSpotOrdersSocket> SubscribeOrders { get; } = new();
}
/// <summary>
/// Futures order capabilities.
/// </summary>
public static class Futures
{
/// <summary>
/// Place a futures order capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceFuturesOrder, IPlaceFuturesOrderRest, IPlaceFuturesOrderSocket> PlaceOrder { get; } = new();
/// <summary>
/// Place multiple futures orders capability.
/// </summary>
public static SharedRestSocketCapability<IPlaceMultipleFuturesOrders, IPlaceMultipleFuturesOrdersRest, IPlaceMultipleFuturesOrdersSocket> PlaceMultipleOrders { get; } = new();
/// <summary>
/// Edit a futures order capability.
/// </summary>
public static SharedRestSocketCapability<IEditFuturesOrder, IEditFuturesOrderRest, IEditFuturesOrderSocket> EditOrder { get; } = new();
/// <summary>
/// Edit a futures order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<IEditFuturesOrderByClientOrderId, IEditFuturesOrderByClientOrderIdRest, IEditFuturesOrderByClientOrderIdSocket> EditOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel a futures order capability.
/// </summary>
public static SharedRestSocketCapability<ICancelFuturesOrder, ICancelFuturesOrderRest, ICancelFuturesOrderSocket> CancelOrder { get; } = new();
/// <summary>
/// Cancel a futures order by client order id capability.
/// </summary>
public static SharedRestSocketCapability<ICancelFuturesOrderByClientOrderId, ICancelFuturesOrderByClientOrderIdRest, ICancelFuturesOrderByClientOrderIdSocket> CancelOrderByClientOrderId { get; } = new();
/// <summary>
/// Cancel all futures orders capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllFuturesOrders, ICancelAllFuturesOrdersRest, ICancelAllFuturesOrdersSocket> CancelAllOrders { get; } = new();
/// <summary>
/// Cancel all futures orders for a symbol capability.
/// </summary>
public static SharedRestSocketCapability<ICancelAllFuturesSymbolOrders, ICancelAllFuturesSymbolOrdersRest, ICancelAllFuturesSymbolOrdersSocket> CancelAllSymbolOrders { get; } = new();
/// <summary>
/// Get a futures order capability.
/// </summary>
public static SharedRestCapability<IGetFuturesOrder, IGetFuturesOrderRest> GetOrder { get; } = new();
/// <summary>
/// Get a futures order by client order id capability.
/// </summary>
public static SharedRestCapability<IGetFuturesOrderByClientOrderId, IGetFuturesOrderByClientOrderIdRest> GetOrderByClientOrderId { get; } = new();
/// <summary>
/// Get open futures orders capability.
/// </summary>
public static SharedRestCapability<IGetOpenFuturesOrders, IGetOpenFuturesOrdersRest> GetOpenOrders { get; } = new();
/// <summary>
/// Get closed futures orders capability.
/// </summary>
public static SharedRestCapability<IGetClosedFuturesOrders, IGetClosedFuturesOrdersRest> GetClosedOrders { get; } = new();
/// <summary>
/// Subscribe to futures order updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeFuturesOrdersSocket> SubscribeOrders { get; } = new();
}
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Position mode capabilities.
/// </summary>
public static class PositionMode
{
/// <summary>
/// Get position mode capability.
/// </summary>
public static SharedRestCapability<IGetPositionMode, IGetPositionModeRest> GetPositionMode { get; } = new();
/// <summary>
/// Set position mode capability.
/// </summary>
public static SharedRestCapability<ISetPositionMode, ISetPositionModeRest> SetPositionMode { get; } = new();
}
}
}
@@ -0,0 +1,35 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Position capabilities.
/// </summary>
public static class Positions
{
/// <summary>
/// Get positions capability.
/// </summary>
public static SharedRestCapability<IGetPositions, IGetPositionsRest> GetPositions { get; } = new();
/// <summary>
/// Get position history capability.
/// </summary>
public static SharedRestCapability<IGetPositionHistory, IGetPositionHistoryRest> GetPositionHistory { get; } = new();
/// <summary>
/// Close a full position capability.
/// </summary>
public static SharedRestCapability<ICloseFullPosition, ICloseFullPositionRest> CloseFullPosition { get; } = new();
/// <summary>
/// Subscribe to position updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribePositionsSocket> SubscribePositions { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Symbol capabilities.
/// </summary>
public static class Symbols
{
/// <summary>
/// Get spot symbols capability.
/// </summary>
public static SharedRestCapability<IGetSpotSymbols, IGetSpotSymbolsRest> GetSpotSymbols { get; } = new();
/// <summary>
/// Get futures symbols capability.
/// </summary>
public static SharedRestCapability<IGetFuturesSymbols, IGetFuturesSymbolsRest> GetFuturesSymbols { get; } = new();
}
}
}
@@ -0,0 +1,40 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Ticker capabilities.
/// </summary>
public static class Tickers
{
/// <summary>
/// Get a ticker capability.
/// </summary>
public static SharedRestCapability<IGetTicker, IGetTickerRest> GetTicker { get; } = new();
/// <summary>
/// Get all tickers capability.
/// </summary>
public static SharedRestCapability<IGetAllTickers, IGetAllTickersRest> GetAllTickers { get; } = new();
/// <summary>
/// Subscribe to ticker updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeTickerSocket> SubscribeTicker { get; } = new();
/// <summary>
/// Subscribe to all ticker updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeAllTickersSocket> SubscribeAllTickers { get; } = new();
/// <summary>
/// Subscribe to book ticker updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeBookTickerSocket> SubscribeBookTicker { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Take profit and stop loss capabilities.
/// </summary>
public static class TpSl
{
/// <summary>
/// Set futures take profit or stop loss capability.
/// </summary>
public static SharedRestCapability<ISetFuturesTpSl, ISetFuturesTpSlRest> SetFuturesTpSl { get; } = new();
/// <summary>
/// Cancel futures take profit or stop loss capability.
/// </summary>
public static SharedRestCapability<ICancelFuturesTpSl, ICancelFuturesTpSlRest> CancelFuturesTpSl { get; } = new();
}
}
}
@@ -0,0 +1,30 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Public trade capabilities.
/// </summary>
public static class Trades
{
/// <summary>
/// Get recent trades capability.
/// </summary>
public static SharedRestCapability<IGetRecentTrades, IGetRecentTradesRest> GetRecentTrades { get; } = new();
/// <summary>
/// Get trade history capability.
/// </summary>
public static SharedRestCapability<IGetTradeHistory, IGetTradeHistoryRest> GetTradeHistory { get; } = new();
/// <summary>
/// Subscribe to trade updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeTradesSocket> SubscribeTrades { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Transfer capabilities.
/// </summary>
public static class Transfers
{
/// <summary>
/// Transfer assets capability.
/// </summary>
public static SharedRestCapability<ITransfer, ITransferRest> Transfer { get; } = new();
/// <summary>
/// Get transfer history capability.
/// </summary>
public static SharedRestCapability<IGetTransferHistory, IGetTransferHistoryRest> GetTransferHistory { get; } = new();
}
}
}
@@ -0,0 +1,57 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Trigger order capabilities.
/// </summary>
public static class TriggerOrders
{
/// <summary>
/// Spot trigger order capabilities.
/// </summary>
public static class Spot
{
/// <summary>
/// Place a spot trigger order capability.
/// </summary>
public static SharedRestCapability<IPlaceSpotTriggerOrder, IPlaceSpotTriggerOrderRest> PlaceOrder { get; } = new();
/// <summary>
/// Get a spot trigger order capability.
/// </summary>
public static SharedRestCapability<IGetSpotTriggerOrder, IGetSpotTriggerOrderRest> GetOrder { get; } = new();
/// <summary>
/// Cancel a spot trigger order capability.
/// </summary>
public static SharedRestCapability<ICancelSpotTriggerOrder, ICancelSpotTriggerOrderRest> CancelOrder { get; } = new();
}
/// <summary>
/// Futures trigger order capabilities.
/// </summary>
public static class Futures
{
/// <summary>
/// Place a futures trigger order capability.
/// </summary>
public static SharedRestCapability<IPlaceFuturesTriggerOrder, IPlaceFuturesTriggerOrderRest> PlaceOrder { get; } = new();
/// <summary>
/// Get a futures trigger order capability.
/// </summary>
public static SharedRestCapability<IGetFuturesTriggerOrder, IGetFuturesTriggerOrderRest> GetOrder { get; } = new();
/// <summary>
/// Cancel a futures trigger order capability.
/// </summary>
public static SharedRestCapability<ICancelFuturesTriggerOrder, ICancelFuturesTriggerOrderRest> CancelOrder { get; } = new();
}
}
}
}
@@ -0,0 +1,40 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// User trade capabilities.
/// </summary>
public static class UserTrades
{
/// <summary>
/// Get trades for a spot order capability.
/// </summary>
public static SharedRestCapability<IGetSpotOrderTrades, IGetSpotOrderTradesRest> GetSpotOrderTrades { get; } = new();
/// <summary>
/// Get spot user trade history capability.
/// </summary>
public static SharedRestCapability<IGetSpotUserTradeHistory, IGetSpotUserTradeHistoryRest> GetSpotTradeHistory { get; } = new();
/// <summary>
/// Get trades for a futures order capability.
/// </summary>
public static SharedRestCapability<IGetFuturesOrderTrades, IGetFuturesOrderTradesRest> GetFuturesOrderTrades { get; } = new();
/// <summary>
/// Get futures user trade history capability.
/// </summary>
public static SharedRestCapability<IGetFuturesUserTradeHistory, IGetFuturesUserTradeHistoryRest> GetFuturesTradeHistory { get; } = new();
/// <summary>
/// Subscribe to user trade updates capability.
/// </summary>
public static SharedCapabilityReference<ISubscribeUserTradesSocket> SubscribeUserTrades { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
public static partial class SharedCapabilities
{
/// <summary>
/// Withdrawal capabilities.
/// </summary>
public static class Withdrawals
{
/// <summary>
/// Withdraw assets capability.
/// </summary>
public static SharedRestCapability<IWithdraw, IWithdrawRest> Withdraw { get; } = new();
/// <summary>
/// Get withdrawal history capability.
/// </summary>
public static SharedRestCapability<IGetWithdrawalHistory, IGetWithdrawalHistoryRest> GetWithdrawalHistory { get; } = new();
}
}
}
@@ -0,0 +1,25 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Strongly typed reference to a Shared API capability.
/// </summary>
public class SharedCapabilityReference<T>
where T : ISharedApiCapability
{
/// <summary>
/// Capability interface type.
/// </summary>
public Type CapabilityType => typeof(T);
internal SharedCapabilityReference()
{
}
/// <inheritdoc />
public override string ToString() => typeof(T).Name;
}
}
@@ -0,0 +1,41 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Capability lookup result
/// </summary>
/// <typeparam name="T">Capability type</typeparam>
public class SharedCapabilityResolution<T>
where T : ISharedApiCapability
{
/// <summary>
/// The exchange name
/// </summary>
public string Exchange => Capability.Exchange;
/// <summary>
/// The transport type
/// </summary>
public SharedTransport Transport => Capability.Transport;
/// <summary>
/// The capability
/// </summary>
public T Capability { get; }
/// <summary>
/// The capability options
/// </summary>
public CapabilityOptions Options { get; }
internal SharedCapabilityResolution(
T capability,
CapabilityOptions options)
{
Capability = capability;
Options = options;
}
}
}
@@ -0,0 +1,29 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// References for a capability available through REST.
/// </summary>
public class SharedRestCapability<TCapability, TRest>
: SharedCapabilityReference<TCapability>
where TCapability : ISharedApiCapability
where TRest : TCapability, ISharedRest
{
/// <summary>
/// Transport-agnostic capability.
/// </summary>
public SharedCapabilityReference<TCapability> Any { get; } = new();
/// <summary>
/// REST capability.
/// </summary>
public SharedCapabilityReference<TRest> Rest { get; } = new();
internal SharedRestCapability()
{
}
}
}
@@ -0,0 +1,30 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// References for a capability available through REST and WebSocket.
/// </summary>
public class SharedRestSocketCapability<TCapability, TRest, TSocket>
: SharedCapabilityReference<TCapability>
where TCapability : ISharedApiCapability
where TRest : TCapability, ISharedRest
where TSocket : TCapability, ISharedSocket
{
/// <summary>
/// REST capability.
/// </summary>
public SharedCapabilityReference<TRest> Rest { get; } = new();
/// <summary>
/// WebSocket capability.
/// </summary>
public SharedCapabilityReference<TSocket> Socket { get; } = new();
internal SharedRestSocketCapability()
{
}
}
}
@@ -7,15 +7,15 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// The type of transport used for the shared API
/// </summary>
public record SharedTransport(string Name)
public enum SharedTransport
{
/// <summary>
/// REST transport
/// </summary>
public static SharedTransport Rest { get; } = new("REST");
Rest,
/// <summary>
/// WebSocket transport
/// </summary>
public static SharedTransport Socket { get; } = new("WebSocket");
Socket
}
}
@@ -23,12 +23,6 @@ namespace CryptoExchange.Net.SharedApis
/// <inheritdoc />
public override Type CapabilityType => typeof(IFuturesOrderRestClient);
/// <inheritdoc />
public virtual RequestParameterRuleOverride[] ParameterRuleOverwrites
{
set => SetRequestParameters(value);
}
private static readonly RequestParameterDescription[] _defaultParameterRules = new[]
{
RequestParameterRule<ClosePositionRequest>.Required(x => x.Symbol, "The symbol of the position to close", new SharedSymbol(TradingMode.PerpetualLinear, "ETH", "USDT")),
@@ -41,7 +35,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// ctor
/// </summary>
public ClosePositionOptions(string exchange, bool authenticated) : base(exchange, nameof(IFuturesOrderRestClient.ClosePositionAsync), true, _defaultParameterRules)
public ClosePositionOptions(string exchange, bool authenticated) : base(exchange, nameof(IFuturesOrderRestClient.ClosePositionAsync), true, _defaultParameterRules, SharedTradingModeSets.Futures)
{
}
@@ -0,0 +1,49 @@
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Discovery information for a Shared API client.
/// </summary>
public class SharedApiClientInfo
{
/// <summary>
/// Preferred transport when multiple implementations of a capability are available.
/// </summary>
public SharedTransport PreferredTransport { get; }
/// <summary>
/// Shared APIs available on the client.
/// </summary>
public SharedClientInfo[] SharedApis { get; }
internal SharedApiClientInfo(
SharedTransport preferredTransport,
SharedClientInfo[] sharedApis)
{
PreferredTransport = preferredTransport;
SharedApis = sharedApis;
}
/// <inheritdoc />
public override string ToString() => ToString(false);
/// <summary>
/// Create a string representation of the available Shared APIs.
/// </summary>
/// <param name="detailed">Whether to include detailed capability information.</param>
public string ToString(bool detailed)
{
var builder = new StringBuilder();
builder.AppendLine($"Preferred transport: {PreferredTransport}");
foreach (var sharedApi in SharedApis)
{
builder.AppendLine();
builder.Append(sharedApi.ToString(detailed));
}
return builder.ToString();
}
}
}
@@ -35,9 +35,17 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
public CentralizationType CentralizationType { get; set; }
/// <summary>
/// The underlying transport type used by this client
/// </summary>
public SharedTransport Transport { get; init; }
/// <summary>
/// Whether API credentials have been configured for this client. Does not check whether the credentials are valid.
/// </summary>
public bool Authenticated { get; init; }
/// <summary>
/// Use Capabilities instead
/// </summary>
[Obsolete("Use Capabilities instead")]
#pragma warning disable CS0618 // Type or member is obsolete
public EndpointOptions[] Features
{
get => _capabilities
@@ -46,6 +54,7 @@ namespace CryptoExchange.Net.SharedApis
init => _capabilities = value;
}
#pragma warning restore CS0618 // Type or member is obsolete
/// <summary>
/// Client capabilities
@@ -73,6 +82,8 @@ namespace CryptoExchange.Net.SharedApis
sb.AppendLine($"Supported environments: {string.Join(", ", SupportedEnvironments)}");
sb.AppendLine($"Supported trading modes: {string.Join(", ", SupportedTradingModes)}");
sb.AppendLine($"Centralization type: {CentralizationType}");
sb.AppendLine($"Transport: {Transport}");
sb.AppendLine($"Authenticated: {Authenticated}");
sb.AppendLine($"Capabilities:");
foreach (var capability in Capabilities)
{
@@ -0,0 +1,25 @@
using CryptoExchange.Net.Interfaces;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Order book info
/// </summary>
public record SharedIncrementalOrderBook : SharedOrderBook
{
/// <summary>
/// The sequence number of the first book update in this update.
/// </summary>
public long? StartSequenceNumber { get; set; }
/// <summary>
/// ctor
/// </summary>
public SharedIncrementalOrderBook(SharedQuantityType quantityType, long? startSequenceNumber, long? endSequenceNumber, ISymbolOrderBookEntry[] asks, ISymbolOrderBookEntry[] bids)
:base(quantityType, endSequenceNumber, asks, bids)
{
StartSequenceNumber = startSequenceNumber;
}
}
}
@@ -27,6 +27,7 @@ namespace CryptoExchange.Net.SharedApis
public ExchangeParameterDescription[] ExchangeParameterRules { get; set; } = [];
private readonly RequestParameterDescription[] _defaultParameterRules;
private readonly TradingMode[]? _applicableTradingModes;
/// <summary>
@@ -84,6 +85,26 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
public bool Supported { get; set; } = true;
/// <summary>
/// Trading modes supported by this capability on the containing Shared API.
/// </summary>
public TradingMode[] SupportedTradingModes { get; private set; } = [];
/// <summary>
/// Implementation-specific overrides for the default request parameter rules.
/// </summary>
public RequestParameterRuleOverride[] ParameterRuleOverrides
{
init
{
RequestParameterRules = CombineParameters(_defaultParameterRules, value);
}
}
/// <summary>
/// Optional implementation-specific restriction of the trading modes supported by this capability.
/// The final supported modes are the intersection of this value, the modes applicable to the capability,
/// and the modes supported by the containing Shared API.
/// </summary>
public TradingMode[]? SupportedTradingModeOverrides { private get; init; }
/// <summary>
/// Description of the endpoint
/// </summary>
public abstract string Description { get; }
@@ -99,7 +120,8 @@ namespace CryptoExchange.Net.SharedApis
string exchange,
string operationName,
bool needAuthentication,
IEnumerable<RequestParameterDescription> defaultParameterRules)
IEnumerable<RequestParameterDescription> defaultParameterRules,
IEnumerable<TradingMode>? applicableTradingModes = null)
{
Exchange = exchange;
OperationName = operationName;
@@ -112,15 +134,19 @@ namespace CryptoExchange.Net.SharedApis
RequestParameterRules = CombineParameters(
_defaultParameterRules,
Array.Empty<RequestParameterRuleOverride>());
_applicableTradingModes = applicableTradingModes?.Distinct().ToArray();
}
/// <summary>
/// Set request parameter overrides for this instance
/// </summary>
/// <param name="overrides">The parameter overrides</param>
protected void SetRequestParameters(IEnumerable<RequestParameterRuleOverride> overrides)
internal void InitializeSupportedTradingModes(TradingMode[] apiSupportedTradingModes)
{
RequestParameterRules = CombineParameters(_defaultParameterRules, overrides);
IEnumerable<TradingMode> supportedModes = apiSupportedTradingModes;
if (_applicableTradingModes != null)
supportedModes = supportedModes.Intersect(_applicableTradingModes);
if (SupportedTradingModeOverrides != null)
supportedModes = supportedModes.Intersect(SupportedTradingModeOverrides);
SupportedTradingModes = supportedModes.Distinct().ToArray();
}
private RequestParameterDescription[] CombineParameters(
@@ -167,8 +193,9 @@ namespace CryptoExchange.Net.SharedApis
foreach (var param in RequiredExchangeParameters)
{
if (ExchangeParameters.HasValue(exchangeParameters, Exchange, param.Name, param.ValueType) != true
&& param.Aliases.Any(x => ExchangeParameters.HasValue(exchangeParameters, Exchange, x, param.ValueType) != true))
var hasValue = ExchangeParameters.HasValue(exchangeParameters, Exchange, param.Name, param.ValueType)
|| param.Aliases.Any(x => ExchangeParameters.HasValue(exchangeParameters, Exchange, x, param.ValueType));
if (!hasValue)
{
if (param.Aliases.Length == 0)
return ArgumentError.Invalid(param.Name, $"Exchange parameter `{param.Name}` for exchange `{Exchange}` should be provided. Example: {param.ExampleValue}");
@@ -234,17 +261,16 @@ namespace CryptoExchange.Net.SharedApis
/// <inheritdoc />
public override Type CapabilityType => typeof(TCapability);
/// <inheritdoc />
public virtual RequestParameterRuleOverride[] ParameterRuleOverwrites
{
set => SetRequestParameters(value);
}
/// <summary>
/// ctor
/// </summary>
public CapabilityOptions(string exchange, bool needsAuthentication, string requestName, IEnumerable<RequestParameterDescription> defaultParameterRules)
: base(exchange, requestName, needsAuthentication, defaultParameterRules)
public CapabilityOptions(
string exchange,
bool needsAuthentication,
string requestName,
IEnumerable<RequestParameterDescription> defaultParameterRules,
IEnumerable<TradingMode>? applicableTradingModes = null)
: base(exchange, requestName, needsAuthentication, defaultParameterRules, applicableTradingModes)
{
}
@@ -307,7 +333,10 @@ namespace CryptoExchange.Net.SharedApis
}
return ValidateRequest(request.ExchangeParameters, request.TradingMode, client.SupportedTradingModes);
return ValidateRequest(
request.ExchangeParameters,
request.TradingMode,
SupportedTradingModes);
}
}
}
@@ -31,8 +31,9 @@ namespace CryptoExchange.Net.SharedApis
string exchange,
string operationName,
bool needsAuthentication,
IEnumerable<RequestParameterDescription> defaultParameterRules)
: base(exchange, operationName, needsAuthentication, defaultParameterRules)
IEnumerable<RequestParameterDescription> defaultParameterRules,
IEnumerable<TradingMode>? applicableTradingModes = null)
: base(exchange, operationName, needsAuthentication, defaultParameterRules, applicableTradingModes)
{
}
}
@@ -52,7 +52,8 @@ namespace CryptoExchange.Net.SharedApis
int maxLimit,
bool needsAuthentication,
string requestName,
IEnumerable<RequestParameterDescription> defaultParameterRules) : base(exchange, needsAuthentication, requestName, defaultParameterRules)
IEnumerable<RequestParameterDescription> defaultParameterRules,
IEnumerable<TradingMode>? applicableTradingModes = null) : base(exchange, needsAuthentication, requestName, defaultParameterRules, applicableTradingModes)
{
SupportsAscending = supportsAscending;
SupportsDescending = supportsDescending;
@@ -0,0 +1,18 @@
using System;
using System.Collections.Generic;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for Shared API client instances
/// </summary>
public class SharedApiOptions
{
/// <summary>
/// The preferred transport type when requesting transport agnostic capabilities
/// </summary>
public SharedTransport PreferredTransport { get; set; }
= SharedTransport.Rest;
}
}
@@ -0,0 +1,24 @@
namespace CryptoExchange.Net.SharedApis
{
internal static class SharedTradingModeSets
{
internal static TradingMode[] Spot { get; } =
[
TradingMode.Spot
];
internal static TradingMode[] Futures { get; } =
[
TradingMode.PerpetualLinear,
TradingMode.DeliveryLinear,
TradingMode.PerpetualInverse,
TradingMode.DeliveryInverse
];
internal static TradingMode[] Perpetual { get; } =
[
TradingMode.PerpetualLinear,
TradingMode.PerpetualInverse
];
}
}
@@ -65,7 +65,7 @@ namespace CryptoExchange.Net.SharedApis
/// <inheritdoc />
public override string ToString()
{
return $"[{ValueType.Name}] \"{Name}\" {string.Join(" / ", Aliases.Select(x => $"\"{x}\""))}: {Description}";
return $"[{(Nullable.GetUnderlyingType(ValueType) ?? ValueType).Name}] \"{Name}\" {string.Join(" / ", Aliases.Select(x => $"\"{x}\""))}: {Description}";
}
}
@@ -135,7 +135,7 @@ namespace CryptoExchange.Net.SharedApis
/// <inheritdoc />
public override string ToString()
{
return $"[{Support}] [{ValueType.Name}] \"{Name}\" {string.Join(" / ", Aliases.Select(x => $"\"{x}\""))}: {Description}";
return $"[{Support}] [{(Nullable.GetUnderlyingType(ValueType) ?? ValueType).Name}] \"{Name}\" {string.Join(" / ", Aliases.Select(x => $"\"{x}\""))}: {Description}";
}
}
@@ -167,7 +167,7 @@ namespace CryptoExchange.Net.SharedApis
/// <inheritdoc />
public override string ToString()
{
return $"[{Requirement}] [{ValueType.Name}] \"{Name}\" {string.Join(" / ", Aliases.Select(x => $"\"{x}\""))}: {Description}";
return $"[{Requirement}] [{(Nullable.GetUnderlyingType(ValueType) ?? ValueType).Name}] \"{Name}\" {string.Join(" / ", Aliases.Select(x => $"\"{x}\""))}: {Description}";
}
}
}
+18 -5
View File
@@ -1,7 +1,10 @@
using CryptoExchange.Net.Clients;
using CryptoExchange.Net.Interfaces.Clients;
using CryptoExchange.Net.RateLimiting;
using System;
using System.Collections.Generic;
using System.Text;
using System.Threading.Tasks;
namespace CryptoExchange.Net.SharedApis
{
@@ -12,7 +15,7 @@ namespace CryptoExchange.Net.SharedApis
{
private readonly Func<string, string, TradingMode, DateTime?, string> _symbolFormatter;
private readonly Func<bool> _authDelegate;
private readonly IBaseApiClient _apiClient;
private IReadOnlyCollection<CapabilityOptions> _capabilities = Array.Empty<CapabilityOptions>();
IReadOnlyCollection<CapabilityOptions> ISharedApi.Capabilities => _capabilities;
@@ -33,21 +36,25 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
public SharedApiBase(
SharedTransport transport,
string exchange,
IBaseApiClient apiClient,
TradingMode[] supportedTradingModes,
Func<bool> authenticated,
Func<string, string, TradingMode, DateTime?, string> formatSymbol)
{
Transport = transport;
Exchange = exchange;
SupportedTradingModes = supportedTradingModes;
_apiClient = apiClient;
_authDelegate = authenticated;
_symbolFormatter = formatSymbol;
Transport = transport;
Exchange = apiClient.Exchange;
SupportedTradingModes = supportedTradingModes;
}
/// <inheritdoc />
protected void SetCapabilities(params CapabilityOptions[] capabilities)
{
foreach (var capability in capabilities)
capability.InitializeSupportedTradingModes(SupportedTradingModes);
_capabilities = Array.AsReadOnly(capabilities);
}
@@ -61,6 +68,12 @@ namespace CryptoExchange.Net.SharedApis
/// <inheritdoc />
public void ResetDefaultExchangeParameters() => ExchangeParameters.ResetStaticExchangeParameters(Exchange);
/// <inheritdoc />
public Task<TResult> WithRateLimitAdmissionAsync<TResult>(
RateLimitAdmission admission,
Func<Task<TResult>> operation)
=> _apiClient.WithRateLimitAdmissionAsync(admission, operation);
/// <inheritdoc />
public abstract SharedClientInfo Discover();
}
@@ -0,0 +1,293 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace CryptoExchange.Net.SharedApis
{
internal interface ISharedApiClientResolver
{
object? GetCapability(Type capabilityType);
}
/// <summary>
/// Base interface for Shared API clients
/// </summary>
public interface ISharedApiClientBase
{
/// <summary>
/// Shared API's available on this client
/// </summary>
IReadOnlyList<ISharedApi> SharedApis { get; }
/// <summary>
/// Preferred transport selection when multiple transport options are available
/// </summary>
SharedTransport PreferredTransport { get; }
/// <summary>
/// Get discovery information for the Shared APIs available on this client.
/// </summary>
SharedApiClientInfo Discover();
/// <summary>
/// The exchange name of this client
/// </summary>
string Exchange { get; }
/// <summary>
/// Get all capabilities matching the provided capability type.
/// Example:
/// <code>client.GetCapability&lt;IPlaceSpotOrder&gt;()</code>
/// </summary>
/// <typeparam name="T">The capability type</typeparam>
/// <param name="tradingMode">Filter by supported trading mode</param>
/// <param name="transport">Filter by transport method</param>
IReadOnlyList<SharedCapabilityResolution<T>> GetCapabilities<T>(TradingMode? tradingMode = null, SharedTransport? transport = null)
where T : ISharedApiCapability;
/// <summary>
/// Get all capabilities matching the provided capability reference.
/// </summary>
/// <typeparam name="T">The capability type.</typeparam>
/// <param name="capability">The capability reference.</param>
/// <param name="tradingMode">Filter by supported trading mode.</param>
IReadOnlyList<SharedCapabilityResolution<T>> GetCapabilities<T>(
SharedCapabilityReference<T> capability,
TradingMode? tradingMode = null)
where T : ISharedApiCapability;
/// <summary>
/// Get the requested capability type. If more than one implementation is available the first one is returned.
/// In this case prefer using <see cref="GetCapability{T}(TradingMode, SharedTransport?)"/> to select a specific trading mode.
/// Example:
/// <code>client.GetCapability&lt;IPlaceSpotOrder&gt;(SharedTransport.Socket)</code>
/// </summary>
/// <typeparam name="T">The capability type</typeparam>
/// <param name="transport">The transport method</param>
/// <returns>The requested capability type or null if not found</returns>
SharedCapabilityResolution<T>? GetCapability<T>(SharedTransport? transport = null)
where T : ISharedApiCapability;
/// <summary>
/// Get the requested capability type for a specific trading mode.
/// Example:
/// <code>client.GetCapability&lt;IPlaceFuturesOrder&gt;(TradingMode.PerpetualLinear, SharedTransport.Rest)</code>
/// </summary>
/// <typeparam name="T">The capability type</typeparam>
/// <param name="tradingMode">The trading mode</param>
/// <param name="transport">The transport method</param>
/// <returns>The requested capability type or null if not found</returns>
SharedCapabilityResolution<T>? GetCapability<T>(TradingMode tradingMode, SharedTransport? transport = null)
where T : ISharedApiCapability;
/// <summary>
/// Get the capability matching the provided capability reference. Get a capability reference using <see cref="SharedCapabilities"/>.
/// If more than one implementation is available the first one is returned.<br />
/// Example:
/// <code>client.GetCapability(SharedCapabilities.Orders.Spot.PlaceOrder.Rest)</code>
/// </summary>
/// <typeparam name="T">The capability type</typeparam>
/// <param name="capability">The capability reference</param>
/// <returns>The requested capability type or null if not found</returns>
SharedCapabilityResolution<T>? GetCapability<T>(SharedCapabilityReference<T> capability)
where T : ISharedApiCapability;
/// <summary>
/// Get the capability matching the provided capability reference for a specific trading mode. Get a capability reference using <see cref="SharedCapabilities"/>.
/// If more than one implementation is available the first one is returned.<br />
/// Example:
/// <code>client.GetCapability(SharedCapabilities.Orders.Futures.PlaceOrder.Rest, TradingMode.PerpetualLinear)</code>
/// </summary>
/// <typeparam name="T">The capability type</typeparam>
/// <param name="capability">The capability reference</param>
/// <param name="tradingMode">The trading mode</param>
/// <returns>The requested capability type or null if not found</returns>
SharedCapabilityResolution<T>? GetCapability<T>(SharedCapabilityReference<T> capability, TradingMode tradingMode)
where T : ISharedApiCapability;
/// <summary>
/// Unsubscribes all subscriptions created by the underlying socket API
/// client and closes its subscription connections.
/// </summary>
Task UnsubscribeAllAsync();
}
/// <summary>
/// Base client for Shared API clients
/// </summary>
public abstract class SharedApiClientBase : ISharedApiClientBase, ISharedApiClientResolver
{
private readonly ISharedApi[] _sharedApis;
private readonly SharedTransport _preferredTransport;
/// <inheritdoc />
public IReadOnlyList<ISharedApi> SharedApis => _sharedApis;
/// <inheritdoc />
public SharedTransport PreferredTransport => _preferredTransport;
/// <inheritdoc />
public string Exchange => _sharedApis[0].Exchange;
/// <summary>
/// ctor
/// </summary>
public SharedApiClientBase(
SharedTransport transportPreference,
params ISharedApi[] sharedApis)
{
_preferredTransport = transportPreference;
_sharedApis = sharedApis.Distinct().ToArray();
}
/// <inheritdoc />
public SharedApiClientInfo Discover()
{
return new SharedApiClientInfo(
PreferredTransport,
_sharedApis.Select(x => x.Discover()).ToArray());
}
/// <inheritdoc />
public SharedCapabilityResolution<T>? GetCapability<T>(SharedTransport? transport = null)
where T : ISharedApiCapability
{
return GetCapabilityCore<T>(null, transport);
}
/// <inheritdoc />
public SharedCapabilityResolution<T>? GetCapability<T>(TradingMode tradingMode, SharedTransport? transport = null)
where T : ISharedApiCapability
{
return GetCapabilityCore<T>(tradingMode, transport);
}
/// <inheritdoc />
public SharedCapabilityResolution<T>? GetCapability<T>(SharedCapabilityReference<T> capability)
where T : ISharedApiCapability
{
return GetCapabilityCore<T>(null, null);
}
/// <inheritdoc />
public SharedCapabilityResolution<T>? GetCapability<T>(SharedCapabilityReference<T> capability, TradingMode tradingMode)
where T : ISharedApiCapability
{
return GetCapabilityCore<T>(tradingMode, null);
}
/// <inheritdoc />
public IReadOnlyList<SharedCapabilityResolution<T>> GetCapabilities<T>(
TradingMode? tradingMode = null,
SharedTransport? transport = null)
where T : ISharedApiCapability
{
var result = new List<SharedCapabilityResolution<T>>();
foreach (var sharedApi in _sharedApis)
{
if (sharedApi is not T capability)
continue;
if (transport != null && sharedApi.Transport != transport)
continue;
var options = GetMatchingOptions<T>(sharedApi, tradingMode);
if (options == null)
continue;
result.Add(new SharedCapabilityResolution<T>(
capability,
options));
}
// Preserve Shared API registration order within each transport.
return result
.OrderBy(x => GetTransportPriority(x.Capability.Transport))
.ToArray();
}
/// <inheritdoc />
public IReadOnlyList<SharedCapabilityResolution<T>> GetCapabilities<T>(
SharedCapabilityReference<T> capability,
TradingMode? tradingMode = null)
where T : ISharedApiCapability
{
return GetCapabilities<T>(tradingMode);
}
/// <inheritdoc />
public Task UnsubscribeAllAsync()
{
return Task.WhenAll(
_sharedApis
.OfType<ISharedSubscription>()
.Select(x => x.UnsubscribeAllAsync()));
}
object? ISharedApiClientResolver.GetCapability(Type capabilityType)
{
return _sharedApis
.Where(sharedApi =>
capabilityType.IsInstanceOfType(sharedApi)
&& GetMatchingOptions(
sharedApi,
capabilityType,
null) != null)
.OrderBy(sharedApi =>
GetTransportPriority(sharedApi.Transport))
.FirstOrDefault();
}
private SharedCapabilityResolution<T>? GetCapabilityCore<T>(
TradingMode? tradingMode,
SharedTransport? selectedTransport = null)
where T : ISharedApiCapability
{
return GetCapabilities<T>(tradingMode, selectedTransport)
.FirstOrDefault();
}
private static CapabilityOptions? GetMatchingOptions<T>(
ISharedApi sharedApi,
TradingMode? tradingMode)
where T : ISharedApiCapability
{
return GetMatchingOptions(
sharedApi,
typeof(T),
tradingMode);
}
private static CapabilityOptions? GetMatchingOptions(
ISharedApi sharedApi,
Type requestedType,
TradingMode? tradingMode)
{
return sharedApi.Capabilities
.Where(options =>
options.Supported
&& IsCapabilityTypeMatch(
requestedType,
options.CapabilityType)
&& (tradingMode == null
|| options.SupportedTradingModes.Contains(
tradingMode.Value)))
.OrderByDescending(options =>
options.CapabilityType == requestedType)
.FirstOrDefault();
}
private static bool IsCapabilityTypeMatch(
Type requestedType,
Type optionsCapabilityType)
{
return optionsCapabilityType.IsAssignableFrom(requestedType)
|| requestedType.IsAssignableFrom(optionsCapabilityType);
}
private int GetTransportPriority(SharedTransport transport)
{
return transport == _preferredTransport ? 0 : 1;
}
}
}
@@ -0,0 +1,110 @@
using Microsoft.Extensions.DependencyInjection;
using System;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
using System.Text;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Shared API dependency injection registration builder
/// </summary>
/// <typeparam name="TSharedApiClient"></typeparam>
public class SharedApiClientRegistrationBuilder<TSharedApiClient>
where TSharedApiClient : class, ISharedApiClientBase
{
private readonly IServiceCollection _services;
private readonly HashSet<Type> _baseCapabilityTypes = new();
internal SharedApiClientRegistrationBuilder(
IServiceCollection services)
{
_services = services;
}
/// <summary>
/// Adds a shared API
/// </summary>
public SharedApiClientRegistrationBuilder<TSharedApiClient> Add<
#if NET5_0_OR_GREATER
[DynamicallyAccessedMembers(
DynamicallyAccessedMemberTypes.Interfaces)]
#endif
TSharedApi>(
Func<TSharedApiClient, TSharedApi> selector)
where TSharedApi : class, ISharedApi
{
if (selector is null)
throw new ArgumentNullException(nameof(selector));
_services.AddTransient<TSharedApi>(
serviceProvider =>
{
var client = serviceProvider
.GetRequiredService<TSharedApiClient>();
return selector(client);
});
var interfaces = typeof(TSharedApi).GetInterfaces();
var transportCapabilities = interfaces
.Where(type =>
typeof(ISharedApiCapability).IsAssignableFrom(type)
&& (typeof(ISharedRest).IsAssignableFrom(type)
|| typeof(ISharedSocket).IsAssignableFrom(type))
&& type != typeof(ISharedRest)
&& type != typeof(ISharedSocket)
&& type != typeof(ISharedSubscription))
.Distinct();
foreach (var capabilityType in transportCapabilities)
{
_services.AddTransient(
capabilityType,
serviceProvider =>
{
var client = serviceProvider
.GetRequiredService<TSharedApiClient>();
return selector(client);
});
}
var baseCapabilities = interfaces
.Where(type =>
type != typeof(ISharedApiCapability)
&& typeof(ISharedApiCapability).IsAssignableFrom(type)
&& !typeof(ISharedRest).IsAssignableFrom(type)
&& !typeof(ISharedSocket).IsAssignableFrom(type));
foreach (var capabilityType in baseCapabilities)
_baseCapabilityTypes.Add(capabilityType);
return this;
}
internal void RegisterTransportAgnosticCapabilities()
{
foreach (var capabilityType in _baseCapabilityTypes)
{
_services.AddTransient(
capabilityType,
serviceProvider =>
{
var client = serviceProvider
.GetRequiredService<TSharedApiClient>();
var resolver = (ISharedApiClientResolver)client;
return resolver.GetCapability(capabilityType)
?? throw new InvalidOperationException(
$"No implementation of " +
$"{capabilityType.Name} is available on " +
$"{typeof(TSharedApiClient).Name}");
});
}
}
}
}
@@ -1,6 +1,12 @@
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.Objects.Sockets;
using Microsoft.Extensions.DependencyInjection;
using System;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.SharedApis
{
@@ -21,6 +27,8 @@ namespace CryptoExchange.Net.SharedApis
SupportedEnvironments = platformInfo.SupportedEnvironments,
SupportedTradingModes = client.SupportedTradingModes,
CentralizationType = platformInfo.CentralizationType,
Transport = client.Transport,
Authenticated = client.Authenticated,
Capabilities = client.Capabilities.Where(x => x.Supported).ToArray()
};
}
@@ -43,5 +51,787 @@ namespace CryptoExchange.Net.SharedApis
resultData = resultData.Where(x => x.QuoteAssetSubType == request.QuoteAssetSubType);
return resultData.ToArray();
}
/// <summary>
/// Register Shared API client in DI container
/// </summary>
public static IServiceCollection RegisterSharedApiClient<
TSharedApiClient,
#if NET5_0_OR_GREATER
[DynamicallyAccessedMembers(
DynamicallyAccessedMemberTypes.PublicConstructors)]
#endif
TImplementation
>(this IServiceCollection services, Action<SharedApiClientRegistrationBuilder<TSharedApiClient>> configure)
where TImplementation : class, TSharedApiClient
where TSharedApiClient : class, ISharedApiClientBase
{
services.AddTransient<TSharedApiClient, TImplementation>();
services.AddTransient<ISharedApiClientBase>(
serviceProvider =>
serviceProvider.GetRequiredService<TSharedApiClient>());
var builder =
new SharedApiClientRegistrationBuilder<TSharedApiClient>(services);
configure(builder);
builder.RegisterTransportAgnosticCapabilities();
return services;
}
/// <summary>
/// Execute GetAssetAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedAsset>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAsset>> capabilities,
GetAssetRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAssetAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetAssetAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedAsset>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAssetRest>> capabilities,
GetAssetRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAssetAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetAllAssetsAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedAsset[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAllAssets>> capabilities,
GetAssetsRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAllAssetsAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetAllAssetsAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedAsset[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAllAssetsRest>> capabilities,
GetAssetsRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAllAssetsAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetBalancesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedBalance[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetBalancesRest>> capabilities,
GetBalancesRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetBalancesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetBalancesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedBalance[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetBalances>> capabilities,
GetBalancesRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetBalancesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetFeesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedFee>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetFeesRest>> capabilities,
GetFeeRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetFeesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetFeesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedFee>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetFees>> capabilities,
GetFeeRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetFeesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetFundingInfoAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedFundingInfo>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetFundingInfoRest>> capabilities,
GetFundingInfoRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetFundingInfoAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetFundingInfoAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedFundingInfo>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetFundingInfo>> capabilities,
GetFundingInfoRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetFundingInfoAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetIndexPriceAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedIndexPrice>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetIndexPriceRest>> capabilities,
GetIndexPriceRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetIndexPriceAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetIndexPriceAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedIndexPrice>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetIndexPrice>> capabilities,
GetIndexPriceRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetIndexPriceAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetMarkPriceAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedMarkPrice>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetMarkPriceRest>> capabilities,
GetMarkPriceRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetMarkPriceAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetMarkPriceAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedMarkPrice>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetMarkPrice>> capabilities,
GetMarkPriceRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetMarkPriceAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetAllMarkPricesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedMarkPrice[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAllMarkPricesRest>> capabilities,
GetAllMarkPricesRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAllMarkPricesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetAllMarkPricesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedMarkPrice[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAllMarkPrices>> capabilities,
GetAllMarkPricesRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAllMarkPricesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetAllIndexPricesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedIndexPrice[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAllIndexPricesRest>> capabilities,
GetAllIndexPricesRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAllIndexPricesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetAllIndexPricesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedIndexPrice[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAllIndexPrices>> capabilities,
GetAllIndexPricesRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAllIndexPricesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetLeverageAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedLeverage>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetLeverageRest>> capabilities,
GetLeverageRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetLeverageAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetLeverageAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedLeverage>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetLeverage>> capabilities,
GetLeverageRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetLeverageAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetLeverageTiersAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedLeverageTier[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetLeverageTiersRest>> capabilities,
GetLeverageTiersRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetLeverageTiersAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetLeverageTiersAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedLeverageTier[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetLeverageTiers>> capabilities,
GetLeverageTiersRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetLeverageTiersAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetOpenInterestAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedOpenInterest>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetOpenInterestRest>> capabilities,
GetOpenInterestRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetOpenInterestAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetOpenInterestAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedOpenInterest>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetOpenInterest>> capabilities,
GetOpenInterestRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetOpenInterestAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetBookTickerAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedBookTicker>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetBookTickerRest>> capabilities,
GetBookTickerRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetBookTickerAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetBookTickerAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedBookTicker>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetBookTicker>> capabilities,
GetBookTickerRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetBookTickerAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetOrderBookAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedOrderBook>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetOrderBookRest>> capabilities,
GetOrderBookRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetOrderBookAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetOrderBookAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedOrderBook>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetOrderBook>> capabilities,
GetOrderBookRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetOrderBookAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetPositionModeAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedPositionModeResult>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetPositionModeRest>> capabilities,
GetPositionModeRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetPositionModeAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetPositionModeAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedPositionModeResult>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetPositionMode>> capabilities,
GetPositionModeRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetPositionModeAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetPositionsAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedPosition[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetPositionsRest>> capabilities,
GetPositionsRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetPositionsAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetPositionsAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedPosition[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetPositions>> capabilities,
GetPositionsRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetPositionsAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetSpotSymbolsAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedSpotSymbol[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetSpotSymbolsRest>> capabilities,
GetSymbolsRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetSpotSymbolsAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetSpotSymbolsAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedSpotSymbol[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetSpotSymbols>> capabilities,
GetSymbolsRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetSpotSymbolsAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetFuturesSymbolsAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedFuturesSymbol[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetFuturesSymbolsRest>> capabilities,
GetSymbolsRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetFuturesSymbolsAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetFuturesSymbolsAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedFuturesSymbol[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetFuturesSymbols>> capabilities,
GetSymbolsRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetFuturesSymbolsAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetTickerAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedTicker>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetTickerRest>> capabilities,
GetTickerRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetTickerAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetTickerAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedTicker>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetTicker>> capabilities,
GetTickerRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetTickerAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetAllTickersAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedTicker[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAllTickersRest>> capabilities,
GetTickersRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAllTickersAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetAllTickersAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedTicker[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetAllTickers>> capabilities,
GetTickersRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetAllTickersAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetRecentTradesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<HttpResult<SharedTrade[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetRecentTradesRest>> capabilities,
GetRecentTradesRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetRecentTradesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Execute GetRecentTradesAsync for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<IExchangeCallResult<SharedTrade[]>> ExecuteAllAsync(
this IEnumerable<SharedCapabilityResolution<IGetRecentTrades>> capabilities,
GetRecentTradesRequest request,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.GetRecentTradesAsync(request, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to trade updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeTradesSocket>> capabilities,
SubscribeTradeRequest request,
Action<DataEvent<SharedTrade[]>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToTradeUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to balance updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeBalancesSocket>> capabilities,
SubscribeBalancesRequest request,
Action<DataEvent<SharedBalance[]>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToBalanceUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to index price updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeIndexPriceSocket>> capabilities,
SubscribeIndexPriceRequest request,
Action<DataEvent<SharedIndexPrice>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToIndexPriceUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to funding info updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeFundingInfoSocket>> capabilities,
SubscribeFundingInfoRequest request,
Action<DataEvent<SharedFundingInfo>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToFundingInfoUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to kline updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeKlinesSocket>> capabilities,
SubscribeKlineRequest request,
Action<DataEvent<SharedKline>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToKlineUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to mark price updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeMarkPriceSocket>> capabilities,
SubscribeMarkPriceRequest request,
Action<DataEvent<SharedMarkPrice>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToMarkPriceUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to order book updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeOrderBookSocket>> capabilities,
SubscribeOrderBookRequest request,
Action<DataEvent<SharedOrderBook>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToOrderBookUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to incremental order book updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeIncrementalOrderBookSocket>> capabilities,
SubscribeOrderBookRequest request,
Action<DataEvent<SharedIncrementalOrderBook>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToIncrementalOrderBookUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to futures order updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeFuturesOrdersSocket>> capabilities,
SubscribeFuturesOrderRequest request,
Action<DataEvent<SharedFuturesOrderUpdate[]>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToFuturesOrderUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to spot order updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeSpotOrdersSocket>> capabilities,
SubscribeSpotOrderRequest request,
Action<DataEvent<SharedSpotOrderUpdate[]>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToSpotOrderUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to position updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribePositionsSocket>> capabilities,
SubscribePositionRequest request,
Action<DataEvent<SharedPosition[]>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToPositionUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to ticker updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeTickerSocket>> capabilities,
SubscribeTickerRequest request,
Action<DataEvent<SharedTicker>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToTickerUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to all ticker updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeAllTickersSocket>> capabilities,
SubscribeAllTickersRequest request,
Action<DataEvent<SharedTicker[]>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToAllTickersUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Subscribe to user trade updates for all capabilities in parallel and return results as they arrive
/// </summary>
public static IAsyncEnumerable<WebSocketResult<UpdateSubscription>> SubscribeAllAsync(
this IEnumerable<SharedCapabilityResolution<ISubscribeUserTradesSocket>> capabilities,
SubscribeUserTradeRequest request,
Action<DataEvent<SharedUserTrade[]>> onData,
CancellationToken ct = default)
{
return capabilities
.Select(x => x.Capability.SubscribeToUserTradeUpdatesAsync(request, onData, ct))
.ParallelEnumerateAsync();
}
/// <summary>
/// Wait for all results from an IAsyncEnumerable and return them as an array
/// </summary>
public static async Task<T[]> WaitAllAsync<T>(this IAsyncEnumerable<T> enumerable)
{
var result = new List<T>();
await foreach (var itemResult in enumerable.ConfigureAwait(false))
result.Add(itemResult);
return result.ToArray();
}
}
}
@@ -7,7 +7,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Options for requesting assets info
/// </summary>
public class GetAllAssetsOptions : CapabilityOptions<GetAssetsRequest, IGetAllAssetsRest>
public class GetAllAssetsOptions : CapabilityOptions<GetAssetsRequest, IGetAllAssets>
{
/// <inheritdoc />
public override string Description => "Retrieve basic info for all assets and the networks they support for withdrawals/deposits";
@@ -24,7 +24,7 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
/// <param name="request">Request info</param>
/// <param name="ct">Cancellation token</param>
Task<ICallResult<SharedAsset[]>> GetAllAssetsAsync(GetAssetsRequest request, CancellationToken ct = default);
Task<IExchangeCallResult<SharedAsset[]>> GetAllAssetsAsync(GetAssetsRequest request, CancellationToken ct = default);
}
/// <summary>
@@ -7,7 +7,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Options for requesting asset info
/// </summary>
public class GetAssetOptions : CapabilityOptions<GetAssetRequest, IGetAssetRest>
public class GetAssetOptions : CapabilityOptions<GetAssetRequest, IGetAsset>
{
/// <inheritdoc />
public override string Description => "Retrieve basic info for a single asset and networks it supports for withdrawals/deposits";
@@ -24,7 +24,7 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
/// <param name="request">Request info</param>
/// <param name="ct">Cancellation token</param>
Task<ICallResult<SharedAsset>> GetAssetAsync(GetAssetRequest request, CancellationToken ct = default);
Task<IExchangeCallResult<SharedAsset>> GetAssetAsync(GetAssetRequest request, CancellationToken ct = default);
}
/// <summary>
@@ -6,7 +6,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Options for requesting a transfer
/// </summary>
public class GetBalancesOptions : CapabilityOptions<GetBalancesRequest, IGetBalancesRest>
public class GetBalancesOptions : CapabilityOptions<GetBalancesRequest, IGetBalances>
{
/// <inheritdoc />
public override string Description => "Retrieve account balances";
@@ -35,7 +35,7 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
public override Error? ValidateRequest(
GetBalancesRequest request,
IGetBalancesRest client)
IGetBalances client)
{
var error = base.ValidateRequest(request, client);
if (error != null)
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="request">Request info</param>
/// <param name="ct">Cancellation token</param>
/// <returns></returns>
Task<ICallResult<SharedBalance[]>> GetBalancesAsync(GetBalancesRequest request, CancellationToken ct = default);
Task<IExchangeCallResult<SharedBalance[]>> GetBalancesAsync(GetBalancesRequest request, CancellationToken ct = default);
}
/// <summary>
@@ -7,7 +7,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Options for requesting deposit address
/// </summary>
public class GetDepositAddressesOptions : CapabilityOptions<GetDepositAddressesRequest, IGetDepositAddressesRest>
public class GetDepositAddressesOptions : CapabilityOptions<GetDepositAddressesRequest, IGetDepositAddresses>
{
/// <inheritdoc />
public override string Description => "Retrieve deposit addresses for an asset";
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="request">Request info</param>
/// <param name="ct">Cancellation token</param>
/// <returns></returns>
Task<ICallResult<SharedDepositAddress[]>> GetDepositAddressesAsync(GetDepositAddressesRequest request, CancellationToken ct = default);
Task<IExchangeCallResult<SharedDepositAddress[]>> GetDepositAddressesAsync(GetDepositAddressesRequest request, CancellationToken ct = default);
}
/// <summary>
@@ -27,7 +27,7 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="nextPageToken">The pagination request from the previous request result <see cref="HttpResult{T}.NextPageRequest"/> property to continue pagination</param>
/// <param name="ct">Cancellation token</param>
/// <returns></returns>
Task<ICallResult<SharedDeposit[]>> GetDepositHistoryAsync(GetDepositsRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
Task<IExchangeCallResult<SharedDeposit[]>> GetDepositHistoryAsync(GetDepositsRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
}
/// <summary>
@@ -7,7 +7,7 @@ namespace CryptoExchange.Net.SharedApis
/// <summary>
/// Options for requesting trading fee info
/// </summary>
public class GetFeeOptions : CapabilityOptions<GetFeeRequest, IGetFeesRest>
public class GetFeeOptions : CapabilityOptions<GetFeeRequest, IGetFees>
{
/// <inheritdoc />
public override string Description => "Retrieve trading fee information";
@@ -24,7 +24,7 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
/// <param name="request">Request info</param>
/// <param name="ct">Cancellation token</param>
Task<ICallResult<SharedFee>> GetFeesAsync(GetFeeRequest request, CancellationToken ct = default);
Task<IExchangeCallResult<SharedFee>> GetFeesAsync(GetFeeRequest request, CancellationToken ct = default);
}
/// <summary>
@@ -21,7 +21,7 @@ namespace CryptoExchange.Net.SharedApis
/// ctor
/// </summary>
public GetFundingInfoOptions(string exchange, bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit, bool needsAuthentication)
: base(exchange, supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication, nameof(IGetFundingInfoRest.GetFundingInfoAsync), _defaultParameterRules)
: base(exchange, supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication, nameof(IGetFundingInfoRest.GetFundingInfoAsync), _defaultParameterRules, SharedTradingModeSets.Perpetual)
{
}
}
@@ -23,7 +23,7 @@ namespace CryptoExchange.Net.SharedApis
/// </summary>
/// <param name="request">Request info</param>
/// <param name="ct">Cancellation token</param>
Task<ICallResult<SharedFundingInfo>> GetFundingInfoAsync(GetFundingInfoRequest request, CancellationToken ct = default);
Task<IExchangeCallResult<SharedFundingInfo>> GetFundingInfoAsync(GetFundingInfoRequest request, CancellationToken ct = default);
}
/// <summary>
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// ctor
/// </summary>
public GetFundingRateHistoryOptions(string exchange, bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit, bool needsAuthentication)
: base(exchange, supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication, nameof(IGetFundingRateHistoryRest.GetFundingRateHistoryAsync), _defaultParameterRules)
: base(exchange, supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication, nameof(IGetFundingRateHistoryRest.GetFundingRateHistoryAsync), _defaultParameterRules, SharedTradingModeSets.Perpetual)
{
}
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination request from the previous request result <see cref="HttpResult{T}.NextPageRequest"/> property to continue pagination</param>
/// <param name="ct">Cancellation token</param>
Task<ICallResult<SharedFundingRate[]>> GetFundingRateHistoryAsync(GetFundingRateHistoryRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
Task<IExchangeCallResult<SharedFundingRate[]>> GetFundingRateHistoryAsync(GetFundingRateHistoryRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
}
/// <summary>
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// ctor
/// </summary>
public GetUserFundingHistoryOptions(string exchange, bool supportsAscending, bool supportsDescending, bool timeFilterSupported, int maxLimit, bool needsAuthentication)
: base(exchange, supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication, nameof(IGetUserFundingHistoryRest.GetUserFundingHistoryAsync), _defaultParameterRules)
: base(exchange, supportsAscending, supportsDescending, timeFilterSupported, maxLimit, needsAuthentication, nameof(IGetUserFundingHistoryRest.GetUserFundingHistoryAsync), _defaultParameterRules, SharedTradingModeSets.Perpetual)
{
}
@@ -25,7 +25,7 @@ namespace CryptoExchange.Net.SharedApis
/// <param name="request">Request info</param>
/// <param name="nextPageToken">The pagination request from the previous request result <see cref="HttpResult{T}.NextPageRequest"/> property to continue pagination</param>
/// <param name="ct">Cancellation token</param>
Task<ICallResult<SharedFundingFee[]>> GetUserFundingHistoryAsync(GetUserFundingHistoryRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
Task<IExchangeCallResult<SharedFundingFee[]>> GetUserFundingHistoryAsync(GetUserFundingHistoryRequest request, PageRequest? nextPageToken = null, CancellationToken ct = default);
}
/// <summary>
@@ -0,0 +1,28 @@
using CryptoExchange.Net.Objects;
using CryptoExchange.Net.Objects.Sockets;
using System;
using System.Threading;
using System.Threading.Tasks;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Operation for subscribing to funding info updates
/// </summary>
public interface ISubscribeFundingInfoSocket : ISharedSubscription
{
/// <summary>
/// Funding info subscription options
/// </summary>
SubscribeFundingInfoOptions SubscribeFundingInfoOptions { get; }
/// <summary>
/// Subscribe to funding info updates
/// </summary>
/// <param name="request">Request info</param>
/// <param name="handler">Update handler</param>
/// <param name="ct">Cancellation token, can be used to stop the updates</param>
/// <returns></returns>
Task<WebSocketResult<UpdateSubscription>> SubscribeToFundingInfoUpdatesAsync(SubscribeFundingInfoRequest request, Action<DataEvent<SharedFundingInfo>> handler, CancellationToken ct = default);
}
}
@@ -0,0 +1,29 @@
using CryptoExchange.Net.Objects;
using System;
using System.Linq;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Options for subscribing to funding info updates
/// </summary>
public class SubscribeFundingInfoOptions : CapabilityOptions<SubscribeFundingInfoRequest, ISubscribeFundingInfoSocket>
{
/// <inheritdoc />
public override string Description => "Subscribe to funding info updates for a symbol";
private static readonly RequestParameterDescription[] _defaultParameterRules = new[]
{
RequestParameterRule<SubscribeFundingInfoRequest>.Optional(x => x.Symbol, "The symbol to subscribe to", new SharedSymbol(TradingMode.PerpetualLinear, "ETH", "USDT")),
RequestParameterRule<SubscribeFundingInfoRequest>.Optional(x => x.Symbols, "The symbols to subscribe to", new[] { new SharedSymbol(TradingMode.PerpetualLinear, "ETH", "USDT") }),
};
/// <summary>
/// ctor
/// </summary>
public SubscribeFundingInfoOptions(string exchange, bool needsAuthentication)
: base(exchange, needsAuthentication, nameof(ISubscribeFundingInfoSocket.SubscribeToFundingInfoUpdatesAsync), _defaultParameterRules, SharedTradingModeSets.Futures)
{
}
}
}
@@ -0,0 +1,31 @@
using System;
using System.Collections.Generic;
namespace CryptoExchange.Net.SharedApis
{
/// <summary>
/// Request to subscribe to funding info updates for a symbol
/// </summary>
public record SubscribeFundingInfoRequest : SharedSymbolRequest
{
/// <summary>
/// ctor
/// </summary>
/// <param name="symbol">The symbol to subscribe to</param>
/// <param name="exchangeParameters">Exchange specific parameters</param>
public SubscribeFundingInfoRequest(SharedSymbol symbol, ExchangeParameters? exchangeParameters = null)
: base(symbol, exchangeParameters)
{
}
/// <summary>
/// ctor
/// </summary>
/// <param name="symbols">The symbols to subscribe to</param>
/// <param name="exchangeParameters">Exchange specific parameters</param>
public SubscribeFundingInfoRequest(IEnumerable<SharedSymbol> symbols, ExchangeParameters? exchangeParameters = null)
: base(symbols, exchangeParameters)
{
}
}
}

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