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0943b052b9
| Author | SHA1 | Date | |
|---|---|---|---|
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0943b052b9 | ||
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a896fffdb3 |
@ -63,8 +63,6 @@ namespace CryptoExchange.Net.UnitTests
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/// <inheritdoc />
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/// <inheritdoc />
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public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode futuresType, DateTime? deliverDate = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
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public override string FormatSymbol(string baseAsset, string quoteAsset, TradingMode futuresType, DateTime? deliverDate = null) => $"{baseAsset.ToUpperInvariant()}{quoteAsset.ToUpperInvariant()}";
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public override TimeSpan? GetTimeOffset() => null;
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public override TimeSyncInfo GetTimeSyncInfo() => null;
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protected override IStreamMessageAccessor CreateAccessor() => new SystemTextJsonStreamMessageAccessor(new System.Text.Json.JsonSerializerOptions());
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protected override IStreamMessageAccessor CreateAccessor() => new SystemTextJsonStreamMessageAccessor(new System.Text.Json.JsonSerializerOptions());
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protected override IMessageSerializer CreateSerializer() => new SystemTextJsonMessageSerializer(new System.Text.Json.JsonSerializerOptions());
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protected override IMessageSerializer CreateSerializer() => new SystemTextJsonMessageSerializer(new System.Text.Json.JsonSerializerOptions());
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protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials) => throw new NotImplementedException();
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protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials) => throw new NotImplementedException();
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@ -160,11 +160,6 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
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ParameterPositions[method] = position;
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ParameterPositions[method] = position;
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}
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}
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public override TimeSpan? GetTimeOffset()
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{
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throw new NotImplementedException();
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}
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protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
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protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
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=> new TestAuthProvider(credentials);
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=> new TestAuthProvider(credentials);
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@ -172,11 +167,6 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
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{
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{
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throw new NotImplementedException();
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throw new NotImplementedException();
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}
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}
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public override TimeSyncInfo GetTimeSyncInfo()
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{
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throw new NotImplementedException();
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}
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}
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}
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public class TestRestApi2Client : RestApiClient
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public class TestRestApi2Client : RestApiClient
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@ -198,12 +188,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
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{
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{
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return await SendAsync<T>("http://www.test.com", new RequestDefinition("/", HttpMethod.Get) { Weight = 0 }, null, ct);
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return await SendAsync<T>("http://www.test.com", new RequestDefinition("/", HttpMethod.Get) { Weight = 0 }, null, ct);
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}
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}
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public override TimeSpan? GetTimeOffset()
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{
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throw new NotImplementedException();
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}
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protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
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protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
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=> new TestAuthProvider(credentials);
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=> new TestAuthProvider(credentials);
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@ -212,10 +197,6 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
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throw new NotImplementedException();
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throw new NotImplementedException();
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}
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}
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public override TimeSyncInfo GetTimeSyncInfo()
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{
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throw new NotImplementedException();
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}
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}
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}
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public class TestError
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public class TestError
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@ -11,6 +11,8 @@ using System.Linq;
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using System.Globalization;
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using System.Globalization;
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using System.Security.Cryptography;
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using System.Security.Cryptography;
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using System.Text;
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using System.Text;
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using CryptoExchange.Net.Sockets;
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using CryptoExchange.Net.Sockets.Default;
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namespace CryptoExchange.Net.Authentication
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namespace CryptoExchange.Net.Authentication
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{
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{
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@ -76,12 +78,20 @@ namespace CryptoExchange.Net.Authentication
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}
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}
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/// <summary>
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/// <summary>
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/// Authenticate a request
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/// Authenticate a REST request
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/// </summary>
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/// </summary>
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/// <param name="apiClient">The Api client sending the request</param>
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/// <param name="apiClient">The API client sending the request</param>
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/// <param name="requestConfig">The request configuration</param>
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/// <param name="requestConfig">The request configuration</param>
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public abstract void ProcessRequest(RestApiClient apiClient, RestRequestConfiguration requestConfig);
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public abstract void ProcessRequest(RestApiClient apiClient, RestRequestConfiguration requestConfig);
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/// <summary>
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/// Get an authentication query for a websocket
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/// </summary>
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/// <param name="apiClient">The API client sending the request</param>
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/// <param name="connection">The connection to authenticate</param>
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/// <param name="context">Optional context required for creating the authentication query</param>
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public virtual Query? GetAuthenticationQuery(SocketApiClient apiClient, SocketConnection connection, Dictionary<string, object?>? context = null) => null;
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/// <summary>
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/// <summary>
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/// SHA256 sign the data and return the bytes
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/// SHA256 sign the data and return the bytes
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/// </summary>
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/// </summary>
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@ -494,32 +504,50 @@ namespace CryptoExchange.Net.Authentication
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/// <summary>
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/// <summary>
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/// Get current timestamp including the time sync offset from the api client
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/// Get current timestamp including the time sync offset from the api client
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/// </summary>
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/// </summary>
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/// <param name="apiClient"></param>
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protected DateTime GetTimestamp(RestApiClient apiClient, bool includeOneSecondOffset = true)
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/// <returns></returns>
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protected DateTime GetTimestamp(RestApiClient apiClient)
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{
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{
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return TimeProvider.GetTime().Add(apiClient.GetTimeOffset() ?? TimeSpan.Zero)!;
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var result = TimeProvider.GetTime().Add(TimeOffsetManager.GetRestOffset(apiClient.ClientName) ?? TimeSpan.Zero)!;
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if (includeOneSecondOffset)
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result = result.AddSeconds(-1);
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return result;
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}
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/// <summary>
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/// Get current timestamp including the time sync offset from the api client
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/// </summary>
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protected DateTime GetTimestamp(SocketApiClient apiClient, bool includeOneSecondOffset = true)
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{
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var result = TimeProvider.GetTime().Add(TimeOffsetManager.GetSocketOffset(apiClient.ClientName) ?? TimeSpan.Zero)!;
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if (includeOneSecondOffset)
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result = result.AddSeconds(-1);
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return result;
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}
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}
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/// <summary>
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/// <summary>
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/// Get millisecond timestamp as a string including the time sync offset from the api client
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/// Get millisecond timestamp as a string including the time sync offset from the api client
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/// </summary>
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/// </summary>
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/// <param name="apiClient"></param>
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protected string GetMillisecondTimestamp(RestApiClient apiClient, bool includeOneSecondOffset = true)
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/// <returns></returns>
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=> DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient, includeOneSecondOffset)).Value.ToString(CultureInfo.InvariantCulture);
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protected string GetMillisecondTimestamp(RestApiClient apiClient)
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{
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/// <summary>
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return DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient)).Value.ToString(CultureInfo.InvariantCulture);
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/// Get millisecond timestamp as a string including the time sync offset from the api client
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}
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/// </summary>
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protected string GetMillisecondTimestamp(SocketApiClient apiClient, bool includeOneSecondOffset = true)
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=> DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient, includeOneSecondOffset)).Value.ToString(CultureInfo.InvariantCulture);
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/// <summary>
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/// <summary>
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/// Get millisecond timestamp as a long including the time sync offset from the api client
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/// Get millisecond timestamp as a long including the time sync offset from the api client
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/// </summary>
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/// </summary>
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/// <param name="apiClient"></param>
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protected long GetMillisecondTimestampLong(RestApiClient apiClient, bool includeOneSecondOffset = true)
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/// <returns></returns>
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=> DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient, includeOneSecondOffset)).Value;
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protected long GetMillisecondTimestampLong(RestApiClient apiClient)
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{
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/// <summary>
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return DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient)).Value;
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/// Get millisecond timestamp as a long including the time sync offset from the api client
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}
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/// </summary>
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protected long GetMillisecondTimestampLong(SocketApiClient apiClient, bool includeOneSecondOffset = true)
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=> DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient, includeOneSecondOffset)).Value;
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/// <summary>
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/// <summary>
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/// Return the serialized request body
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/// Return the serialized request body
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@ -13,6 +13,8 @@ namespace CryptoExchange.Net.Clients
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/// </summary>
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/// </summary>
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public abstract class BaseApiClient : IDisposable, IBaseApiClient
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public abstract class BaseApiClient : IDisposable, IBaseApiClient
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{
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{
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private string? _clientName;
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/// <summary>
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/// <summary>
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/// Logger
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/// Logger
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/// </summary>
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/// </summary>
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@ -23,6 +25,21 @@ namespace CryptoExchange.Net.Clients
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/// </summary>
|
/// </summary>
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protected bool _disposing;
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protected bool _disposing;
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/// <summary>
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|
/// Name of the client
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|
/// </summary>
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protected internal string ClientName
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{
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|
get
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|
{
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|
if (_clientName != null)
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return _clientName;
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_clientName = GetType().Name;
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return _clientName;
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}
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}
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/// <summary>
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/// <summary>
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/// The authentication provider for this API client. (null if no credentials are set)
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/// The authentication provider for this API client. (null if no credentials are set)
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/// </summary>
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/// </summary>
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@ -32,12 +32,6 @@ namespace CryptoExchange.Net.Clients
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/// <inheritdoc />
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/// <inheritdoc />
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public IRequestFactory RequestFactory { get; set; } = new RequestFactory();
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public IRequestFactory RequestFactory { get; set; } = new RequestFactory();
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/// <inheritdoc />
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public abstract TimeSyncInfo? GetTimeSyncInfo();
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/// <inheritdoc />
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public abstract TimeSpan? GetTimeOffset();
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/// <inheritdoc />
|
/// <inheritdoc />
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public int TotalRequestsMade { get; set; }
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public int TotalRequestsMade { get; set; }
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@ -115,6 +109,8 @@ namespace CryptoExchange.Net.Clients
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options,
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options,
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apiOptions)
|
apiOptions)
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{
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{
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TimeOffsetManager.RegisterRestApi(ClientName);
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|
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RequestFactory.Configure(options, httpClient);
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RequestFactory.Configure(options, httpClient);
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}
|
}
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@ -241,11 +237,9 @@ namespace CryptoExchange.Net.Clients
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{
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{
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currentTry++;
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currentTry++;
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var error = await CheckTimeSync(requestId, definition).ConfigureAwait(false);
|
await CheckTimeSync(requestId, definition).ConfigureAwait(false);
|
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if (error != null)
|
|
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return new WebCallResult<T>(error);
|
|
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|
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error = await RateLimitAsync(
|
var error = await RateLimitAsync(
|
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baseAddress,
|
baseAddress,
|
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requestId,
|
requestId,
|
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definition,
|
definition,
|
||||||
@ -300,28 +294,6 @@ namespace CryptoExchange.Net.Clients
|
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}
|
}
|
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}
|
}
|
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|
|
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private async ValueTask<Error?> CheckTimeSync(int requestId, RequestDefinition definition)
|
|
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{
|
|
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if (!definition.Authenticated)
|
|
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return null;
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|
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|
|
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var syncTask = SyncTimeAsync();
|
|
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var timeSyncInfo = GetTimeSyncInfo();
|
|
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|
|
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if (timeSyncInfo != null && timeSyncInfo.TimeSyncState.LastSyncTime == default)
|
|
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{
|
|
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// Initially with first request we'll need to wait for the time syncing, if it's not the first request we can just continue
|
|
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var syncTimeError = await syncTask.ConfigureAwait(false);
|
|
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if (syncTimeError != null)
|
|
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{
|
|
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_logger.RestApiFailedToSyncTime(requestId, syncTimeError!.ToString());
|
|
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return syncTimeError;
|
|
||||||
}
|
|
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}
|
|
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|
|
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return null;
|
|
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}
|
|
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|
|
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/// <summary>
|
/// <summary>
|
||||||
/// Check rate limits for the request
|
/// Check rate limits for the request
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@ -725,26 +697,44 @@ namespace CryptoExchange.Net.Clients
|
|||||||
RequestFactory.UpdateSettings(options.Proxy, options.RequestTimeout ?? ClientOptions.RequestTimeout, ClientOptions.HttpKeepAliveInterval);
|
RequestFactory.UpdateSettings(options.Proxy, options.RequestTimeout ?? ClientOptions.RequestTimeout, ClientOptions.HttpKeepAliveInterval);
|
||||||
}
|
}
|
||||||
|
|
||||||
internal async ValueTask<Error?> SyncTimeAsync()
|
private async ValueTask CheckTimeSync(int requestId, RequestDefinition definition)
|
||||||
{
|
{
|
||||||
var timeSyncParams = GetTimeSyncInfo();
|
if (!definition.Authenticated)
|
||||||
if (timeSyncParams == null)
|
return;
|
||||||
return null;
|
|
||||||
|
|
||||||
if (await timeSyncParams.TimeSyncState.Semaphore.WaitAsync(0).ConfigureAwait(false))
|
var lastUpdateTime = TimeOffsetManager.GetRestLastUpdateTime(ClientName);
|
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|
var syncTask = CheckTimeOffsetAsync();
|
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|
|
||||||
|
if (lastUpdateTime == null)
|
||||||
{
|
{
|
||||||
if (!timeSyncParams.SyncTime || DateTime.UtcNow - timeSyncParams.TimeSyncState.LastSyncTime < timeSyncParams.RecalculationInterval)
|
// Initially with first request we'll need to wait for the time syncing before making the actual request.
|
||||||
{
|
// If it's not the first request we can just continue and let it complete in the background
|
||||||
timeSyncParams.TimeSyncState.Semaphore.Release();
|
await syncTask.ConfigureAwait(false);
|
||||||
return null;
|
}
|
||||||
}
|
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
internal async ValueTask CheckTimeOffsetAsync()
|
||||||
|
{
|
||||||
|
if (!(ApiOptions.AutoTimestamp ?? ClientOptions.AutoTimestamp))
|
||||||
|
// Time syncing not enabled
|
||||||
|
return;
|
||||||
|
|
||||||
|
await TimeOffsetManager.EnterAsync(ClientName).ConfigureAwait(false);
|
||||||
|
try
|
||||||
|
{
|
||||||
|
var lastUpdateTime = TimeOffsetManager.GetRestLastUpdateTime(ClientName);
|
||||||
|
if (DateTime.UtcNow - lastUpdateTime < (ApiOptions.TimestampRecalculationInterval ?? ClientOptions.TimestampRecalculationInterval))
|
||||||
|
// Time syncing was recently done
|
||||||
|
return;
|
||||||
|
|
||||||
var localTime = DateTime.UtcNow;
|
var localTime = DateTime.UtcNow;
|
||||||
var result = await GetServerTimestampAsync().ConfigureAwait(false);
|
var result = await GetServerTimestampAsync().ConfigureAwait(false);
|
||||||
if (!result)
|
if (!result)
|
||||||
{
|
{
|
||||||
timeSyncParams.TimeSyncState.Semaphore.Release();
|
_logger.LogWarning("Failed to determine time offset between client and server, timestamping might fail");
|
||||||
return result.Error;
|
return;
|
||||||
}
|
}
|
||||||
|
|
||||||
if (TotalRequestsMade == 1)
|
if (TotalRequestsMade == 1)
|
||||||
@ -754,18 +744,29 @@ namespace CryptoExchange.Net.Clients
|
|||||||
result = await GetServerTimestampAsync().ConfigureAwait(false);
|
result = await GetServerTimestampAsync().ConfigureAwait(false);
|
||||||
if (!result)
|
if (!result)
|
||||||
{
|
{
|
||||||
timeSyncParams.TimeSyncState.Semaphore.Release();
|
_logger.LogWarning("Failed to determine time offset between client and server, timestamping might fail");
|
||||||
return result.Error;
|
return;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
// Calculate time offset between local and server
|
// Estimate the offset as the round trip time / 2
|
||||||
var offset = result.Data - localTime.AddMilliseconds(result.ResponseTime!.Value.TotalMilliseconds / 2);
|
var offset = result.Data - localTime.AddMilliseconds(result.ResponseTime!.Value.TotalMilliseconds / 2);
|
||||||
timeSyncParams.UpdateTimeOffset(offset);
|
if (offset.TotalMilliseconds > 0 && offset.TotalMilliseconds < 500)
|
||||||
timeSyncParams.TimeSyncState.Semaphore.Release();
|
{
|
||||||
}
|
_logger.LogInformation("{ClientName} Time offset within limits ({Offset}ms), set offset to 0ms", ClientName, Math.Round(offset.TotalMilliseconds));
|
||||||
|
offset = TimeSpan.Zero;
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
_logger.LogInformation("{ClientName} Time offset set to {Offset}ms", ClientName, Math.Round(offset.TotalMilliseconds));
|
||||||
|
}
|
||||||
|
|
||||||
return null;
|
TimeOffsetManager.UpdateRestOffset(ClientName, offset.TotalMilliseconds);
|
||||||
|
}
|
||||||
|
finally
|
||||||
|
{
|
||||||
|
TimeOffsetManager.Release(ClientName);
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private bool ShouldCache(RequestDefinition definition)
|
private bool ShouldCache(RequestDefinition definition)
|
||||||
|
|||||||
@ -32,8 +32,10 @@ namespace CryptoExchange.Net.Clients
|
|||||||
public abstract class SocketApiClient : BaseApiClient, ISocketApiClient
|
public abstract class SocketApiClient : BaseApiClient, ISocketApiClient
|
||||||
{
|
{
|
||||||
#region Fields
|
#region Fields
|
||||||
|
|
||||||
/// <inheritdoc/>
|
/// <inheritdoc/>
|
||||||
public IWebsocketFactory SocketFactory { get; set; } = new WebsocketFactory();
|
public IWebsocketFactory SocketFactory { get; set; } = new WebsocketFactory();
|
||||||
|
|
||||||
/// <inheritdoc/>
|
/// <inheritdoc/>
|
||||||
public IHighPerfConnectionFactory? HighPerfConnectionFactory { get; set; }
|
public IHighPerfConnectionFactory? HighPerfConnectionFactory { get; set; }
|
||||||
|
|
||||||
@ -181,6 +183,24 @@ namespace CryptoExchange.Net.Clients
|
|||||||
DedicatedConnectionConfigs.Add(new DedicatedConnectionConfig() { SocketAddress = url, Authenticated = auth });
|
DedicatedConnectionConfigs.Add(new DedicatedConnectionConfig() { SocketAddress = url, Authenticated = auth });
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Update the timestamp offset between client and server based on the timestamp
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="timestamp">Timestamp received from the server</param>
|
||||||
|
public virtual void UpdateTimeOffset(DateTime timestamp)
|
||||||
|
{
|
||||||
|
if (timestamp == default)
|
||||||
|
return;
|
||||||
|
|
||||||
|
TimeOffsetManager.UpdateSocketOffset(ClientName, (DateTime.UtcNow - timestamp).TotalMilliseconds);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Get the time offset between client and server
|
||||||
|
/// </summary>
|
||||||
|
/// <returns></returns>
|
||||||
|
public virtual TimeSpan? GetTimeOffset() => TimeOffsetManager.GetSocketOffset(ClientName);
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Add a query to periodically send on each connection
|
/// Add a query to periodically send on each connection
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@ -296,7 +316,7 @@ namespace CryptoExchange.Net.Clients
|
|||||||
if (!success)
|
if (!success)
|
||||||
return;
|
return;
|
||||||
|
|
||||||
subscription.HandleSubQueryResponse(response);
|
subscription.HandleSubQueryResponse(socketConnection, response);
|
||||||
subscription.Status = SubscriptionStatus.Subscribed;
|
subscription.Status = SubscriptionStatus.Subscribed;
|
||||||
if (ct != default)
|
if (ct != default)
|
||||||
{
|
{
|
||||||
@ -575,7 +595,8 @@ namespace CryptoExchange.Net.Clients
|
|||||||
/// Should return the request which can be used to authenticate a socket connection
|
/// Should return the request which can be used to authenticate a socket connection
|
||||||
/// </summary>
|
/// </summary>
|
||||||
/// <returns></returns>
|
/// <returns></returns>
|
||||||
protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) => throw new NotImplementedException();
|
protected internal virtual Task<Query?> GetAuthenticationRequestAsync(SocketConnection connection) =>
|
||||||
|
Task.FromResult(AuthenticationProvider!.GetAuthenticationQuery(this, connection));
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Adds a system subscription. Used for example to reply to ping requests
|
/// Adds a system subscription. Used for example to reply to ping requests
|
||||||
|
|||||||
@ -0,0 +1,58 @@
|
|||||||
|
using System;
|
||||||
|
using System.Text.Json;
|
||||||
|
using System.Text.Json.Serialization;
|
||||||
|
|
||||||
|
#pragma warning disable IL2026 // Members annotated with 'RequiresUnreferencedCodeAttribute' require dynamic access otherwise can break functionality when trimming application code
|
||||||
|
#pragma warning disable IL3050 // Calling members annotated with 'RequiresDynamicCodeAttribute' may break functionality when AOT compiling.
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net.Converters.SystemTextJson
|
||||||
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Converter for parsing object or array responses
|
||||||
|
/// </summary>
|
||||||
|
public class ObjectOrArrayConverter : JsonConverterFactory
|
||||||
|
{
|
||||||
|
/// <inheritdoc />
|
||||||
|
public override bool CanConvert(Type typeToConvert) => true;
|
||||||
|
/// <inheritdoc />
|
||||||
|
public override JsonConverter? CreateConverter(Type typeToConvert, JsonSerializerOptions options)
|
||||||
|
{
|
||||||
|
var type = typeof(InternalObjectOrArrayConverter<>).MakeGenericType(typeToConvert);
|
||||||
|
return (JsonConverter)Activator.CreateInstance(type)!;
|
||||||
|
}
|
||||||
|
|
||||||
|
private class InternalObjectOrArrayConverter<T> : JsonConverter<T>
|
||||||
|
{
|
||||||
|
public override T? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
|
||||||
|
{
|
||||||
|
if (reader.TokenType == JsonTokenType.StartObject && !typeToConvert.IsArray)
|
||||||
|
{
|
||||||
|
// Object to object
|
||||||
|
return JsonDocument.ParseValue(ref reader).Deserialize<T>(options);
|
||||||
|
}
|
||||||
|
else if (reader.TokenType == JsonTokenType.StartArray && typeToConvert.IsArray)
|
||||||
|
{
|
||||||
|
// Array to array
|
||||||
|
return JsonDocument.ParseValue(ref reader).Deserialize<T>(options);
|
||||||
|
}
|
||||||
|
else if (reader.TokenType == JsonTokenType.StartArray)
|
||||||
|
{
|
||||||
|
// Array to object
|
||||||
|
JsonDocument.ParseValue(ref reader).Deserialize<T[]>(options);
|
||||||
|
return default;
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
// Object to array
|
||||||
|
JsonDocument.ParseValue(ref reader);
|
||||||
|
return default;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
|
||||||
|
{
|
||||||
|
JsonSerializer.Serialize(writer, value, options);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@ -6,9 +6,9 @@
|
|||||||
<PackageId>CryptoExchange.Net</PackageId>
|
<PackageId>CryptoExchange.Net</PackageId>
|
||||||
<Authors>JKorf</Authors>
|
<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>
|
<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>10.0.2</PackageVersion>
|
<PackageVersion>10.1.0</PackageVersion>
|
||||||
<AssemblyVersion>10.0.2</AssemblyVersion>
|
<AssemblyVersion>10.1.0</AssemblyVersion>
|
||||||
<FileVersion>10.0.2</FileVersion>
|
<FileVersion>10.1.0</FileVersion>
|
||||||
<PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
|
<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>
|
<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>
|
<RepositoryType>git</RepositoryType>
|
||||||
|
|||||||
@ -258,6 +258,12 @@ namespace CryptoExchange.Net
|
|||||||
return value;
|
return value;
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Generate a long value between two values
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="minValue">Min value</param>
|
||||||
|
/// <param name="maxValue">Max value</param>
|
||||||
|
/// <returns></returns>
|
||||||
public static long RandomLong(long minValue, long maxValue)
|
public static long RandomLong(long minValue, long maxValue)
|
||||||
{
|
{
|
||||||
#if NET8_0_OR_GREATER
|
#if NET8_0_OR_GREATER
|
||||||
|
|||||||
@ -47,9 +47,21 @@ namespace CryptoExchange.Net.Interfaces
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
event Action<(ISymbolOrderBookEntry BestBid, ISymbolOrderBookEntry BestAsk)> OnBestOffersChanged;
|
event Action<(ISymbolOrderBookEntry BestBid, ISymbolOrderBookEntry BestAsk)> OnBestOffersChanged;
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Timestamp of the last update
|
/// Timestamp of when the last update was applied to the book, local time
|
||||||
/// </summary>
|
/// </summary>
|
||||||
DateTime UpdateTime { get; }
|
DateTime UpdateTime { get; }
|
||||||
|
/// <summary>
|
||||||
|
/// Timestamp of the last event that was applied, server time
|
||||||
|
/// </summary>
|
||||||
|
DateTime? UpdateServerTime { get; }
|
||||||
|
/// <summary>
|
||||||
|
/// Timestamp of the last event that was applied, in local time, estimated based on timestamp difference between client and server
|
||||||
|
/// </summary>
|
||||||
|
DateTime? UpdateLocalTime { get; }
|
||||||
|
/// <summary>
|
||||||
|
/// Age of the data, in local time, estimated based on timestamp difference between client and server + the period since last update
|
||||||
|
/// </summary>
|
||||||
|
TimeSpan? DataAge { get; }
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// The number of asks in the book
|
/// The number of asks in the book
|
||||||
@ -126,5 +138,13 @@ namespace CryptoExchange.Net.Interfaces
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
/// <returns></returns>
|
/// <returns></returns>
|
||||||
string ToString(int rows);
|
string ToString(int rows);
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Output the orderbook to the console
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="numberOfEntries">Number of rows to display</param>
|
||||||
|
/// <param name="refreshInterval">Refresh interval</param>
|
||||||
|
/// <param name="ct">Cancellation token</param>
|
||||||
|
Task OutputToConsoleAsync(int numberOfEntries, TimeSpan refreshInterval, CancellationToken ct = default);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@ -28,6 +28,7 @@ namespace CryptoExchange.Net.Logging.Extensions
|
|||||||
private static readonly Action<ILogger, string, string, Exception?> _orderBookReconnectingSocket;
|
private static readonly Action<ILogger, string, string, Exception?> _orderBookReconnectingSocket;
|
||||||
private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookSkippedMessage;
|
private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookSkippedMessage;
|
||||||
private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookProcessedMessage;
|
private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookProcessedMessage;
|
||||||
|
private static readonly Action<ILogger, string, string, long, Exception?> _orderBookProcessedMessageSingle;
|
||||||
private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookOutOfSync;
|
private static readonly Action<ILogger, string, string, long, long, Exception?> _orderBookOutOfSync;
|
||||||
|
|
||||||
static SymbolOrderBookLoggingExtensions()
|
static SymbolOrderBookLoggingExtensions()
|
||||||
@ -136,6 +137,11 @@ namespace CryptoExchange.Net.Logging.Extensions
|
|||||||
LogLevel.Warning,
|
LogLevel.Warning,
|
||||||
new EventId(5020, "OrderBookOutOfSyncChecksum"),
|
new EventId(5020, "OrderBookOutOfSyncChecksum"),
|
||||||
"{Api} order book {Symbol} out of sync. Checksum mismatch, resyncing");
|
"{Api} order book {Symbol} out of sync. Checksum mismatch, resyncing");
|
||||||
|
|
||||||
|
_orderBookProcessedMessageSingle = LoggerMessage.Define<string, string, long>(
|
||||||
|
LogLevel.Trace,
|
||||||
|
new EventId(5021, "OrderBookProcessedMessage"),
|
||||||
|
"{Api} order book {Symbol} update processed #{UpdateId}");
|
||||||
}
|
}
|
||||||
|
|
||||||
public static void OrderBookStatusChanged(this ILogger logger, string api, string symbol, OrderBookStatus previousStatus, OrderBookStatus newStatus)
|
public static void OrderBookStatusChanged(this ILogger logger, string api, string symbol, OrderBookStatus previousStatus, OrderBookStatus newStatus)
|
||||||
@ -229,6 +235,10 @@ namespace CryptoExchange.Net.Logging.Extensions
|
|||||||
_orderBookProcessedMessage(logger, api, symbol, firstUpdateId, lastUpdateId, null);
|
_orderBookProcessedMessage(logger, api, symbol, firstUpdateId, lastUpdateId, null);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
public static void OrderBookProcessedMessage(this ILogger logger, string api, string symbol, long updateId)
|
||||||
|
{
|
||||||
|
_orderBookProcessedMessageSingle(logger, api, symbol, updateId, null);
|
||||||
|
}
|
||||||
public static void OrderBookOutOfSyncChecksum(this ILogger logger, string api, string symbol)
|
public static void OrderBookOutOfSyncChecksum(this ILogger logger, string api, string symbol)
|
||||||
{
|
{
|
||||||
_orderBookOutOfSyncChecksum(logger, api, symbol, null);
|
_orderBookOutOfSyncChecksum(logger, api, symbol, null);
|
||||||
|
|||||||
@ -18,6 +18,16 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
public DateTime? DataTime { get; set; }
|
public DateTime? DataTime { get; set; }
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// The timestamp of the data in local time. Note that this is an estimation based on average delay from the server.
|
||||||
|
/// </summary>
|
||||||
|
public DateTime? DataTimeLocal { get; set; }
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// The age of the data. Note that this is an estimation based on average delay from the server.
|
||||||
|
/// </summary>
|
||||||
|
public TimeSpan? DataAge => DateTime.UtcNow - DataTimeLocal;
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// The stream producing the update
|
/// The stream producing the update
|
||||||
/// </summary>
|
/// </summary>
|
||||||
@ -119,9 +129,16 @@ namespace CryptoExchange.Net.Objects.Sockets
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// Specify the data timestamp
|
/// Specify the data timestamp
|
||||||
/// </summary>
|
/// </summary>
|
||||||
public DataEvent<T> WithDataTimestamp(DateTime? timestamp)
|
public DataEvent<T> WithDataTimestamp(DateTime? timestamp, TimeSpan? offset)
|
||||||
{
|
{
|
||||||
|
if (timestamp == null || timestamp == default(DateTime))
|
||||||
|
return this;
|
||||||
|
|
||||||
DataTime = timestamp;
|
DataTime = timestamp;
|
||||||
|
if (offset == null)
|
||||||
|
return this;
|
||||||
|
|
||||||
|
DataTimeLocal = DataTime + offset;
|
||||||
return this;
|
return this;
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@ -1,95 +0,0 @@
|
|||||||
using System;
|
|
||||||
using System.Threading;
|
|
||||||
using Microsoft.Extensions.Logging;
|
|
||||||
|
|
||||||
namespace CryptoExchange.Net.Objects
|
|
||||||
{
|
|
||||||
/// <summary>
|
|
||||||
/// The time synchronization state of an API client
|
|
||||||
/// </summary>
|
|
||||||
public class TimeSyncState
|
|
||||||
{
|
|
||||||
/// <summary>
|
|
||||||
/// Name of the API
|
|
||||||
/// </summary>
|
|
||||||
public string ApiName { get; set; }
|
|
||||||
/// <summary>
|
|
||||||
/// Semaphore to use for checking the time syncing. Should be shared instance among the API client
|
|
||||||
/// </summary>
|
|
||||||
public SemaphoreSlim Semaphore { get; }
|
|
||||||
/// <summary>
|
|
||||||
/// Last sync time for the API client
|
|
||||||
/// </summary>
|
|
||||||
public DateTime LastSyncTime { get; set; }
|
|
||||||
/// <summary>
|
|
||||||
/// Time offset for the API client
|
|
||||||
/// </summary>
|
|
||||||
public TimeSpan TimeOffset { get; set; }
|
|
||||||
|
|
||||||
/// <summary>
|
|
||||||
/// ctor
|
|
||||||
/// </summary>
|
|
||||||
public TimeSyncState(string apiName)
|
|
||||||
{
|
|
||||||
ApiName = apiName;
|
|
||||||
Semaphore = new SemaphoreSlim(1, 1);
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
/// <summary>
|
|
||||||
/// Time synchronization info
|
|
||||||
/// </summary>
|
|
||||||
public class TimeSyncInfo
|
|
||||||
{
|
|
||||||
/// <summary>
|
|
||||||
/// Logger
|
|
||||||
/// </summary>
|
|
||||||
public ILogger Logger { get; }
|
|
||||||
/// <summary>
|
|
||||||
/// Should synchronize time
|
|
||||||
/// </summary>
|
|
||||||
public bool SyncTime { get; }
|
|
||||||
/// <summary>
|
|
||||||
/// Timestamp recalulcation interval
|
|
||||||
/// </summary>
|
|
||||||
public TimeSpan RecalculationInterval { get; }
|
|
||||||
/// <summary>
|
|
||||||
/// Time sync state for the API client
|
|
||||||
/// </summary>
|
|
||||||
public TimeSyncState TimeSyncState { get; }
|
|
||||||
|
|
||||||
/// <summary>
|
|
||||||
/// ctor
|
|
||||||
/// </summary>
|
|
||||||
/// <param name="logger"></param>
|
|
||||||
/// <param name="recalculationInterval"></param>
|
|
||||||
/// <param name="syncTime"></param>
|
|
||||||
/// <param name="syncState"></param>
|
|
||||||
public TimeSyncInfo(ILogger logger, bool syncTime, TimeSpan recalculationInterval, TimeSyncState syncState)
|
|
||||||
{
|
|
||||||
Logger = logger;
|
|
||||||
SyncTime = syncTime;
|
|
||||||
RecalculationInterval = recalculationInterval;
|
|
||||||
TimeSyncState = syncState;
|
|
||||||
}
|
|
||||||
|
|
||||||
/// <summary>
|
|
||||||
/// Set the time offset
|
|
||||||
/// </summary>
|
|
||||||
/// <param name="offset"></param>
|
|
||||||
public void UpdateTimeOffset(TimeSpan offset)
|
|
||||||
{
|
|
||||||
TimeSyncState.LastSyncTime = DateTime.UtcNow;
|
|
||||||
if (offset.TotalMilliseconds > 0 && offset.TotalMilliseconds < 500)
|
|
||||||
{
|
|
||||||
Logger.Log(LogLevel.Information, "{TimeSyncState.ApiName} Time offset within limits, set offset to 0ms", TimeSyncState.ApiName);
|
|
||||||
TimeSyncState.TimeOffset = TimeSpan.Zero;
|
|
||||||
}
|
|
||||||
else
|
|
||||||
{
|
|
||||||
Logger.Log(LogLevel.Information, "{TimeSyncState.ApiName} Time offset set to {Offset}ms", TimeSyncState.ApiName, Math.Round(offset.TotalMilliseconds));
|
|
||||||
TimeSyncState.TimeOffset = offset;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@ -5,6 +5,8 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
{
|
{
|
||||||
internal class ProcessQueueItem
|
internal class ProcessQueueItem
|
||||||
{
|
{
|
||||||
|
public DateTime? LocalDataTime { get; set; }
|
||||||
|
public DateTime? ServerDataTime { get; set; }
|
||||||
public long StartUpdateId { get; set; }
|
public long StartUpdateId { get; set; }
|
||||||
public long EndUpdateId { get; set; }
|
public long EndUpdateId { get; set; }
|
||||||
public ISymbolOrderBookEntry[] Bids { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
|
public ISymbolOrderBookEntry[] Bids { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
|
||||||
@ -13,6 +15,8 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
|
|
||||||
internal class InitialOrderBookItem
|
internal class InitialOrderBookItem
|
||||||
{
|
{
|
||||||
|
public DateTime? LocalDataTime { get; set; }
|
||||||
|
public DateTime? ServerDataTime { get; set; }
|
||||||
public long StartUpdateId { get; set; }
|
public long StartUpdateId { get; set; }
|
||||||
public long EndUpdateId { get; set; }
|
public long EndUpdateId { get; set; }
|
||||||
public ISymbolOrderBookEntry[] Bids { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
|
public ISymbolOrderBookEntry[] Bids { get; set; } = Array.Empty<ISymbolOrderBookEntry>();
|
||||||
|
|||||||
@ -1,6 +1,7 @@
|
|||||||
using System;
|
using System;
|
||||||
using System.Collections.Concurrent;
|
using System.Collections.Concurrent;
|
||||||
using System.Collections.Generic;
|
using System.Collections.Generic;
|
||||||
|
using System.Diagnostics;
|
||||||
using System.Globalization;
|
using System.Globalization;
|
||||||
using System.Linq;
|
using System.Linq;
|
||||||
using System.Text;
|
using System.Text;
|
||||||
@ -133,6 +134,15 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
/// <inheritdoc/>
|
/// <inheritdoc/>
|
||||||
public DateTime UpdateTime { get; private set; }
|
public DateTime UpdateTime { get; private set; }
|
||||||
|
|
||||||
|
/// <inheritdoc/>
|
||||||
|
public DateTime? UpdateServerTime { get; private set; }
|
||||||
|
|
||||||
|
/// <inheritdoc/>
|
||||||
|
public DateTime? UpdateLocalTime { get; set; }
|
||||||
|
|
||||||
|
/// <inheritdoc/>
|
||||||
|
public TimeSpan? DataAge => DateTime.UtcNow - UpdateLocalTime;
|
||||||
|
|
||||||
/// <inheritdoc/>
|
/// <inheritdoc/>
|
||||||
public int AskCount { get; private set; }
|
public int AskCount { get; private set; }
|
||||||
|
|
||||||
@ -406,10 +416,8 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
/// Implementation for validating a checksum value with the current order book. If checksum validation fails (returns false)
|
/// Implementation for validating a checksum value with the current order book. If checksum validation fails (returns false)
|
||||||
/// the order book will be resynchronized
|
/// the order book will be resynchronized
|
||||||
/// </summary>
|
/// </summary>
|
||||||
/// <param name="checksum"></param>
|
|
||||||
/// <returns></returns>
|
|
||||||
protected virtual bool DoChecksum(int checksum) => true;
|
protected virtual bool DoChecksum(int checksum) => true;
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Set the initial data for the order book. Typically the snapshot which was requested from the Rest API, or the first snapshot
|
/// Set the initial data for the order book. Typically the snapshot which was requested from the Rest API, or the first snapshot
|
||||||
/// received from a socket subscription
|
/// received from a socket subscription
|
||||||
@ -417,9 +425,25 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
/// <param name="orderBookSequenceNumber">The last update sequence number until which the snapshot is in sync</param>
|
/// <param name="orderBookSequenceNumber">The last update sequence number until which the snapshot is in sync</param>
|
||||||
/// <param name="askList">List of asks</param>
|
/// <param name="askList">List of asks</param>
|
||||||
/// <param name="bidList">List of bids</param>
|
/// <param name="bidList">List of bids</param>
|
||||||
protected void SetInitialOrderBook(long orderBookSequenceNumber, ISymbolOrderBookEntry[] bidList, ISymbolOrderBookEntry[] askList)
|
/// <param name="serverDataTime">Server data timestamp</param>
|
||||||
|
/// <param name="localDataTime">local data timestamp</param>
|
||||||
|
protected void SetInitialOrderBook(
|
||||||
|
long orderBookSequenceNumber,
|
||||||
|
ISymbolOrderBookEntry[] bidList,
|
||||||
|
ISymbolOrderBookEntry[] askList,
|
||||||
|
DateTime? serverDataTime = null,
|
||||||
|
DateTime? localDataTime = null)
|
||||||
{
|
{
|
||||||
_processQueue.Enqueue(new InitialOrderBookItem { StartUpdateId = orderBookSequenceNumber, EndUpdateId = orderBookSequenceNumber, Asks = askList, Bids = bidList });
|
_processQueue.Enqueue(
|
||||||
|
new InitialOrderBookItem
|
||||||
|
{
|
||||||
|
LocalDataTime = localDataTime,
|
||||||
|
ServerDataTime = serverDataTime,
|
||||||
|
StartUpdateId = orderBookSequenceNumber,
|
||||||
|
EndUpdateId = orderBookSequenceNumber,
|
||||||
|
Asks = askList,
|
||||||
|
Bids = bidList
|
||||||
|
});
|
||||||
_queueEvent.Set();
|
_queueEvent.Set();
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -429,9 +453,25 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
/// <param name="updateId">The sequence number</param>
|
/// <param name="updateId">The sequence number</param>
|
||||||
/// <param name="bids">List of updated/new bids</param>
|
/// <param name="bids">List of updated/new bids</param>
|
||||||
/// <param name="asks">List of updated/new asks</param>
|
/// <param name="asks">List of updated/new asks</param>
|
||||||
protected void UpdateOrderBook(long updateId, ISymbolOrderBookEntry[] bids, ISymbolOrderBookEntry[] asks)
|
/// <param name="serverDataTime">Server data timestamp</param>
|
||||||
|
/// <param name="localDataTime">local data timestamp</param>
|
||||||
|
protected void UpdateOrderBook(
|
||||||
|
long updateId,
|
||||||
|
ISymbolOrderBookEntry[] bids,
|
||||||
|
ISymbolOrderBookEntry[] asks,
|
||||||
|
DateTime? serverDataTime = null,
|
||||||
|
DateTime? localDataTime = null)
|
||||||
{
|
{
|
||||||
_processQueue.Enqueue(new ProcessQueueItem { StartUpdateId = updateId, EndUpdateId = updateId, Asks = asks, Bids = bids });
|
_processQueue.Enqueue(
|
||||||
|
new ProcessQueueItem
|
||||||
|
{
|
||||||
|
LocalDataTime = localDataTime,
|
||||||
|
ServerDataTime = serverDataTime,
|
||||||
|
StartUpdateId = updateId,
|
||||||
|
EndUpdateId = updateId,
|
||||||
|
Asks = asks,
|
||||||
|
Bids = bids
|
||||||
|
});
|
||||||
_queueEvent.Set();
|
_queueEvent.Set();
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -442,9 +482,26 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
/// <param name="lastUpdateId">The sequence number of the last update</param>
|
/// <param name="lastUpdateId">The sequence number of the last update</param>
|
||||||
/// <param name="bids">List of updated/new bids</param>
|
/// <param name="bids">List of updated/new bids</param>
|
||||||
/// <param name="asks">List of updated/new asks</param>
|
/// <param name="asks">List of updated/new asks</param>
|
||||||
protected void UpdateOrderBook(long firstUpdateId, long lastUpdateId, ISymbolOrderBookEntry[] bids, ISymbolOrderBookEntry[] asks)
|
/// <param name="serverDataTime">Server data timestamp</param>
|
||||||
|
/// <param name="localDataTime">local data timestamp</param>
|
||||||
|
protected void UpdateOrderBook(
|
||||||
|
long firstUpdateId,
|
||||||
|
long lastUpdateId,
|
||||||
|
ISymbolOrderBookEntry[] bids,
|
||||||
|
ISymbolOrderBookEntry[] asks,
|
||||||
|
DateTime? serverDataTime = null,
|
||||||
|
DateTime? localDataTime = null)
|
||||||
{
|
{
|
||||||
_processQueue.Enqueue(new ProcessQueueItem { StartUpdateId = firstUpdateId, EndUpdateId = lastUpdateId, Asks = asks, Bids = bids });
|
_processQueue.Enqueue(
|
||||||
|
new ProcessQueueItem
|
||||||
|
{
|
||||||
|
LocalDataTime = localDataTime,
|
||||||
|
ServerDataTime = serverDataTime,
|
||||||
|
StartUpdateId = firstUpdateId,
|
||||||
|
EndUpdateId = lastUpdateId,
|
||||||
|
Asks = asks,
|
||||||
|
Bids = bids
|
||||||
|
});
|
||||||
_queueEvent.Set();
|
_queueEvent.Set();
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -453,12 +510,27 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
/// </summary>
|
/// </summary>
|
||||||
/// <param name="bids">List of updated/new bids</param>
|
/// <param name="bids">List of updated/new bids</param>
|
||||||
/// <param name="asks">List of updated/new asks</param>
|
/// <param name="asks">List of updated/new asks</param>
|
||||||
protected void UpdateOrderBook(ISymbolOrderSequencedBookEntry[] bids, ISymbolOrderSequencedBookEntry[] asks)
|
/// <param name="serverDataTime">Server data timestamp</param>
|
||||||
|
/// <param name="localDataTime">local data timestamp</param>
|
||||||
|
protected void UpdateOrderBook(
|
||||||
|
ISymbolOrderSequencedBookEntry[] bids,
|
||||||
|
ISymbolOrderSequencedBookEntry[] asks,
|
||||||
|
DateTime? serverDataTime = null,
|
||||||
|
DateTime? localDataTime = null)
|
||||||
{
|
{
|
||||||
var highest = Math.Max(bids.Any() ? bids.Max(b => b.Sequence) : 0, asks.Any() ? asks.Max(a => a.Sequence) : 0);
|
var highest = Math.Max(bids.Any() ? bids.Max(b => b.Sequence) : 0, asks.Any() ? asks.Max(a => a.Sequence) : 0);
|
||||||
var lowest = Math.Min(bids.Any() ? bids.Min(b => b.Sequence) : long.MaxValue, asks.Any() ? asks.Min(a => a.Sequence) : long.MaxValue);
|
var lowest = Math.Min(bids.Any() ? bids.Min(b => b.Sequence) : long.MaxValue, asks.Any() ? asks.Min(a => a.Sequence) : long.MaxValue);
|
||||||
|
|
||||||
_processQueue.Enqueue(new ProcessQueueItem { StartUpdateId = lowest, EndUpdateId = highest, Asks = asks, Bids = bids });
|
_processQueue.Enqueue(
|
||||||
|
new ProcessQueueItem
|
||||||
|
{
|
||||||
|
LocalDataTime = localDataTime,
|
||||||
|
ServerDataTime = serverDataTime,
|
||||||
|
StartUpdateId = lowest,
|
||||||
|
EndUpdateId = highest,
|
||||||
|
Asks = asks,
|
||||||
|
Bids = bids
|
||||||
|
});
|
||||||
_queueEvent.Set();
|
_queueEvent.Set();
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -614,6 +686,12 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
{
|
{
|
||||||
var stringBuilder = new StringBuilder();
|
var stringBuilder = new StringBuilder();
|
||||||
var book = Book;
|
var book = Book;
|
||||||
|
stringBuilder.AppendLine($"{Exchange} - {Symbol}");
|
||||||
|
stringBuilder.AppendLine($"Update time local: {UpdateTime:HH:mm:ss.fff} ({Math.Round((DateTime.UtcNow - UpdateTime).TotalMilliseconds)}ms ago)");
|
||||||
|
stringBuilder.AppendLine($"Data timestamp server: {UpdateServerTime:HH:mm:ss.fff}");
|
||||||
|
stringBuilder.AppendLine($"Data timestamp local: {UpdateLocalTime:HH:mm:ss.fff}");
|
||||||
|
stringBuilder.AppendLine($"Data age: {DataAge?.TotalMilliseconds}ms");
|
||||||
|
stringBuilder.AppendLine();
|
||||||
stringBuilder.AppendLine($" Ask quantity Ask price | Bid price Bid quantity");
|
stringBuilder.AppendLine($" Ask quantity Ask price | Bid price Bid quantity");
|
||||||
for(var i = 0; i < numberOfEntries; i++)
|
for(var i = 0; i < numberOfEntries; i++)
|
||||||
{
|
{
|
||||||
@ -625,6 +703,22 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
return stringBuilder.ToString();
|
return stringBuilder.ToString();
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <inheritdoc />
|
||||||
|
public Task OutputToConsoleAsync(int numberOfEntries, TimeSpan refreshInterval, CancellationToken ct = default)
|
||||||
|
{
|
||||||
|
return Task.Run(async () =>
|
||||||
|
{
|
||||||
|
var referenceTime = DateTime.UtcNow;
|
||||||
|
while (!ct.IsCancellationRequested)
|
||||||
|
{
|
||||||
|
Console.Clear();
|
||||||
|
Console.WriteLine(ToString(numberOfEntries));
|
||||||
|
var delay = Math.Max(1, (DateTime.UtcNow - referenceTime).TotalMilliseconds % refreshInterval.TotalMilliseconds);
|
||||||
|
try { await Task.Delay(refreshInterval.Add(TimeSpan.FromMilliseconds(-delay)), ct).ConfigureAwait(false); } catch { }
|
||||||
|
}
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
private void CheckBestOffersChanged(ISymbolOrderBookEntry prevBestBid, ISymbolOrderBookEntry prevBestAsk)
|
private void CheckBestOffersChanged(ISymbolOrderBookEntry prevBestBid, ISymbolOrderBookEntry prevBestAsk)
|
||||||
{
|
{
|
||||||
var (bestBid, bestAsk) = BestOffers;
|
var (bestBid, bestAsk) = BestOffers;
|
||||||
@ -708,6 +802,9 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
BidCount = _bids.Count;
|
BidCount = _bids.Count;
|
||||||
|
|
||||||
UpdateTime = DateTime.UtcNow;
|
UpdateTime = DateTime.UtcNow;
|
||||||
|
UpdateServerTime = item.ServerDataTime;
|
||||||
|
UpdateLocalTime = item.LocalDataTime;
|
||||||
|
|
||||||
_logger.OrderBookDataSet(Api, Symbol, BidCount, AskCount, item.EndUpdateId);
|
_logger.OrderBookDataSet(Api, Symbol, BidCount, AskCount, item.EndUpdateId);
|
||||||
CheckProcessBuffer();
|
CheckProcessBuffer();
|
||||||
OnOrderBookUpdate?.Invoke((item.Bids.ToArray(), item.Asks.ToArray()));
|
OnOrderBookUpdate?.Invoke((item.Bids.ToArray(), item.Asks.ToArray()));
|
||||||
@ -750,6 +847,9 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
|
|
||||||
|
UpdateServerTime = item.ServerDataTime;
|
||||||
|
UpdateLocalTime = item.LocalDataTime;
|
||||||
|
|
||||||
OnOrderBookUpdate?.Invoke((item.Bids.ToArray(), item.Asks.ToArray()));
|
OnOrderBookUpdate?.Invoke((item.Bids.ToArray(), item.Asks.ToArray()));
|
||||||
CheckBestOffersChanged(prevBestBid, prevBestAsk);
|
CheckBestOffersChanged(prevBestBid, prevBestAsk);
|
||||||
}
|
}
|
||||||
@ -813,7 +913,11 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private void ProcessRangeUpdates(long firstUpdateId, long lastUpdateId, IEnumerable<ISymbolOrderBookEntry> bids, IEnumerable<ISymbolOrderBookEntry> asks)
|
private void ProcessRangeUpdates(
|
||||||
|
long firstUpdateId,
|
||||||
|
long lastUpdateId,
|
||||||
|
IEnumerable<ISymbolOrderBookEntry> bids,
|
||||||
|
IEnumerable<ISymbolOrderBookEntry> asks)
|
||||||
{
|
{
|
||||||
if (lastUpdateId <= LastSequenceNumber)
|
if (lastUpdateId <= LastSequenceNumber)
|
||||||
{
|
{
|
||||||
@ -829,23 +933,28 @@ namespace CryptoExchange.Net.OrderBook
|
|||||||
|
|
||||||
if (Levels.HasValue && _strictLevels)
|
if (Levels.HasValue && _strictLevels)
|
||||||
{
|
{
|
||||||
while (this._bids.Count > Levels.Value)
|
while (_bids.Count > Levels.Value)
|
||||||
{
|
{
|
||||||
BidCount--;
|
BidCount--;
|
||||||
this._bids.Remove(this._bids.Last().Key);
|
_bids.Remove(_bids.Last().Key);
|
||||||
}
|
}
|
||||||
|
|
||||||
while (this._asks.Count > Levels.Value)
|
while (_asks.Count > Levels.Value)
|
||||||
{
|
{
|
||||||
AskCount--;
|
AskCount--;
|
||||||
this._asks.Remove(this._asks.Last().Key);
|
_asks.Remove(this._asks.Last().Key);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
LastSequenceNumber = lastUpdateId;
|
LastSequenceNumber = lastUpdateId;
|
||||||
|
|
||||||
if (_logger.IsEnabled(LogLevel.Trace))
|
if (_logger.IsEnabled(LogLevel.Trace))
|
||||||
_logger.OrderBookProcessedMessage(Api, Symbol, firstUpdateId, lastUpdateId);
|
{
|
||||||
|
if (firstUpdateId != lastUpdateId)
|
||||||
|
_logger.OrderBookProcessedMessage(Api, Symbol, firstUpdateId, lastUpdateId);
|
||||||
|
else
|
||||||
|
_logger.OrderBookProcessedMessage(Api, Symbol, firstUpdateId);
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@ -1236,7 +1236,7 @@ namespace CryptoExchange.Net.Sockets.Default
|
|||||||
subQuery.OnComplete = () =>
|
subQuery.OnComplete = () =>
|
||||||
{
|
{
|
||||||
subscription.Status = subQuery.Result!.Success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
|
subscription.Status = subQuery.Result!.Success ? SubscriptionStatus.Subscribed : SubscriptionStatus.Pending;
|
||||||
subscription.HandleSubQueryResponse(subQuery.Response);
|
subscription.HandleSubQueryResponse(this, subQuery.Response);
|
||||||
};
|
};
|
||||||
|
|
||||||
taskList.Add(SendAndWaitQueryAsync(subQuery));
|
taskList.Add(SendAndWaitQueryAsync(subQuery));
|
||||||
@ -1276,7 +1276,7 @@ namespace CryptoExchange.Net.Sockets.Default
|
|||||||
return CallResult.SuccessResult;
|
return CallResult.SuccessResult;
|
||||||
|
|
||||||
var result = await SendAndWaitQueryAsync(subQuery).ConfigureAwait(false);
|
var result = await SendAndWaitQueryAsync(subQuery).ConfigureAwait(false);
|
||||||
subscription.HandleSubQueryResponse(subQuery.Response!);
|
subscription.HandleSubQueryResponse(this, subQuery.Response!);
|
||||||
return result;
|
return result;
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@ -149,14 +149,12 @@ namespace CryptoExchange.Net.Sockets.Default
|
|||||||
/// <summary>
|
/// <summary>
|
||||||
/// Handle a subscription query response
|
/// Handle a subscription query response
|
||||||
/// </summary>
|
/// </summary>
|
||||||
/// <param name="message"></param>
|
public virtual void HandleSubQueryResponse(SocketConnection connection, object? message) { }
|
||||||
public virtual void HandleSubQueryResponse(object? message) { }
|
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Handle an unsubscription query response
|
/// Handle an unsubscription query response
|
||||||
/// </summary>
|
/// </summary>
|
||||||
/// <param name="message"></param>
|
public virtual void HandleUnsubQueryResponse(SocketConnection connection, object message) { }
|
||||||
public virtual void HandleUnsubQueryResponse(object message) { }
|
|
||||||
|
|
||||||
/// <summary>
|
/// <summary>
|
||||||
/// Create a new unsubscription query
|
/// Create a new unsubscription query
|
||||||
|
|||||||
150
CryptoExchange.Net/TimeOffsetManager.cs
Normal file
150
CryptoExchange.Net/TimeOffsetManager.cs
Normal file
@ -0,0 +1,150 @@
|
|||||||
|
using System;
|
||||||
|
using System.Collections.Concurrent;
|
||||||
|
using System.Threading;
|
||||||
|
using System.Threading.Tasks;
|
||||||
|
|
||||||
|
namespace CryptoExchange.Net
|
||||||
|
{
|
||||||
|
/// <summary>
|
||||||
|
/// Manager for timing offsets in APIs
|
||||||
|
/// </summary>
|
||||||
|
public static class TimeOffsetManager
|
||||||
|
{
|
||||||
|
class SocketTimeOffset
|
||||||
|
{
|
||||||
|
private DateTime _lastRollOver = DateTime.UtcNow;
|
||||||
|
private double? _fallbackLowest;
|
||||||
|
private double? _currentLowestOffset;
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Get the estimated offset, resolves to the lowest offset in time measured in the last two minutes
|
||||||
|
/// </summary>
|
||||||
|
public double? Offset
|
||||||
|
{
|
||||||
|
get
|
||||||
|
{
|
||||||
|
if (_currentLowestOffset == null)
|
||||||
|
// If there is no current lowest offset return the fallback (which might or might not be null)
|
||||||
|
return _fallbackLowest;
|
||||||
|
|
||||||
|
if (_fallbackLowest == null)
|
||||||
|
// If there is no fallback return the current lowest offset
|
||||||
|
return _currentLowestOffset;
|
||||||
|
|
||||||
|
// If there is both a fallback and a current offset return the min offset of those
|
||||||
|
return Math.Min(_currentLowestOffset.Value, _fallbackLowest.Value);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
public void Update(double offsetMs)
|
||||||
|
{
|
||||||
|
if (_currentLowestOffset == null || _currentLowestOffset > offsetMs)
|
||||||
|
{
|
||||||
|
_currentLowestOffset = offsetMs;
|
||||||
|
_fallbackLowest = offsetMs;
|
||||||
|
}
|
||||||
|
|
||||||
|
if (DateTime.UtcNow - _lastRollOver > TimeSpan.FromMinutes(1))
|
||||||
|
{
|
||||||
|
_fallbackLowest = _currentLowestOffset;
|
||||||
|
_currentLowestOffset = null;
|
||||||
|
_lastRollOver = DateTime.UtcNow;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
class RestTimeOffset
|
||||||
|
{
|
||||||
|
public SemaphoreSlim SemaphoreSlim { get; } = new SemaphoreSlim(1, 1);
|
||||||
|
public DateTime? LastUpdate { get; set; }
|
||||||
|
public double? Offset { get; set; }
|
||||||
|
|
||||||
|
public void Update(double offsetMs)
|
||||||
|
{
|
||||||
|
LastUpdate = DateTime.UtcNow;
|
||||||
|
Offset = offsetMs;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
private static ConcurrentDictionary<string, SocketTimeOffset> _lastSocketDelays = new ConcurrentDictionary<string, SocketTimeOffset>();
|
||||||
|
private static ConcurrentDictionary<string, RestTimeOffset> _lastRestDelays = new ConcurrentDictionary<string, RestTimeOffset>();
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Update WebSocket API offset
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="api">API name</param>
|
||||||
|
/// <param name="offsetMs">Offset in milliseconds</param>
|
||||||
|
public static void UpdateSocketOffset(string api, double offsetMs)
|
||||||
|
{
|
||||||
|
if (!_lastSocketDelays.TryGetValue(api, out var offsetValues))
|
||||||
|
{
|
||||||
|
offsetValues = new SocketTimeOffset();
|
||||||
|
_lastSocketDelays.TryAdd(api, offsetValues);
|
||||||
|
}
|
||||||
|
|
||||||
|
_lastSocketDelays[api].Update(offsetMs);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Update REST API offset
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="api">API name</param>
|
||||||
|
/// <param name="offsetMs">Offset in milliseconds</param>
|
||||||
|
public static void UpdateRestOffset(string api, double offsetMs)
|
||||||
|
{
|
||||||
|
_lastRestDelays[api].Update(offsetMs);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Get REST API offset
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="api">API name</param>
|
||||||
|
public static TimeSpan? GetRestOffset(string api) => _lastRestDelays.TryGetValue(api, out var val) && val.Offset != null ? TimeSpan.FromMilliseconds(val.Offset.Value) : null;
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Get REST API last update time
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="api">API name</param>
|
||||||
|
public static DateTime? GetRestLastUpdateTime(string api) => _lastRestDelays.TryGetValue(api, out var val) && val.LastUpdate != null ? val.LastUpdate.Value : null;
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Register a REST API client to be tracked
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="api"></param>
|
||||||
|
internal static void RegisterRestApi(string api)
|
||||||
|
{
|
||||||
|
_lastRestDelays[api] = new RestTimeOffset();
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Enter exclusive access for the API to update the time offset
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="api"></param>
|
||||||
|
/// <returns></returns>
|
||||||
|
public static async ValueTask EnterAsync(string api)
|
||||||
|
{
|
||||||
|
await _lastRestDelays[api].SemaphoreSlim.WaitAsync().ConfigureAwait(false);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Release exclusive access for the API
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="api"></param>
|
||||||
|
public static void Release(string api) => _lastRestDelays[api].SemaphoreSlim.Release();
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Get WebSocket API offset
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="api">API name</param>
|
||||||
|
public static TimeSpan? GetSocketOffset(string api) => _lastSocketDelays.TryGetValue(api, out var val) && val.Offset != null ? TimeSpan.FromMilliseconds(val.Offset.Value) : null;
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Reset the WebSocket API update timestamp to trigger a new time offset calculation
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="api">API name</param>
|
||||||
|
public static void ResetRestUpdateTime(string api)
|
||||||
|
{
|
||||||
|
_lastRestDelays[api].LastUpdate = null;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
15
README.md
15
README.md
@ -66,6 +66,21 @@ Make a one time donation in a crypto currency of your choice. If you prefer to d
|
|||||||
Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf).
|
Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf).
|
||||||
|
|
||||||
## Release notes
|
## Release notes
|
||||||
|
* Version 10.1.0 - 07 Jan 2026
|
||||||
|
* Updated time sync / time offset management for REST API's
|
||||||
|
* Added time offset tracking for WebSocket API's
|
||||||
|
* Added GetAuthenticationQuery virtual method on AuthenticationProvider
|
||||||
|
* Updated AuthenticationProvider GetTimestamp methods to include a one second offset by default
|
||||||
|
* Added AuthenticationProvider GetTimestamp methods for SocketApiClient instances
|
||||||
|
* Added ClientName property on BaseApiClient, resolving to the type name
|
||||||
|
* Added ObjectOrArrayConverter JsonConverterFactory implementation for resolving json data which might be returned as object or array
|
||||||
|
* Added UpdateServerTime, UpdateLocalTime and DataAge properties to (I)SymbolOrderBook
|
||||||
|
* Added OutputToConsoleAsync method to (I)SymbolOrderBook
|
||||||
|
* Updated SymbolOrderBook string representation
|
||||||
|
* Added DataTimeLocal and DataAge properties to DataEvent object
|
||||||
|
* Added SocketConnection parameter to subscription HandleSubQueryResponse and HandleUnsubQueryResponse methods
|
||||||
|
* Added some utility methods
|
||||||
|
|
||||||
* Version 10.0.2 - 19 Dec 2025
|
* Version 10.0.2 - 19 Dec 2025
|
||||||
* Fixed duplicate subscription check with updated deserialization
|
* Fixed duplicate subscription check with updated deserialization
|
||||||
* Added exception handlers for REST response processing
|
* Added exception handlers for REST response processing
|
||||||
|
|||||||
Loading…
x
Reference in New Issue
Block a user