Updated version

* Implement high-performance logging

.github/workflows/dotnet.yml

@@ -0,0 +1,25 @@
+name: .NET
+
+on:
+  push:
+    branches: [ master ]
+  pull_request:
+    branches: [ master ]
+
+jobs:
+  build:
+
+    runs-on: ubuntu-latest
+
+    steps:
+    - uses: actions/checkout@v2
+    - name: Setup .NET
+      uses: actions/setup-dotnet@v1
+      with:
+        dotnet-version: 6.0.x
+    - name: Restore dependencies
+      run: dotnet restore
+    - name: Build
+      run: dotnet build --no-restore
+    - name: Test
+      run: dotnet test --no-build --verbosity normal

.github/workflows/stale.yml

@@ -0,0 +1,31 @@
+# This workflow warns and then closes issues and PRs that have had no activity for a specified amount of time.
+#
+# You can adjust the behavior by modifying this file.
+# For more information, see:
+# https://github.com/actions/stale
+name: Mark stale issues and pull requests
+
+on:
+  schedule:
+  - cron: '33 20 * * *'
+
+jobs:
+  stale:
+
+    runs-on: ubuntu-latest
+    permissions:
+      issues: write
+      pull-requests: write
+
+    steps:
+    - uses: actions/stale@v3
+      with:
+        repo-token: ${{ secrets.GITHUB_TOKEN }}
+        stale-issue-message: 'No activity on this issue for 60 days. This issue will get closed if it receives no update within 14 more days.'
+        stale-pr-message: 'No activity on this PR for 60 days. This PR will get closed if it receives no update within 14 more days.'
+        close-issue-message: 'Closed for inactivity. Feel free to update this if the issue is still relevant.'
+        close-pr-message: 'Closed for inactivity. Feel free to update this if the PR is still relevant.'
+        exempt-issue-labels: 'Future'
+        stale-issue-label: 'no-issue-activity'
+        stale-pr-label: 'no-pr-activity'
+        days-before-close: 14

.travis.yml

@@ -1,7 +0,0 @@
-language: csharp
-mono: none
-solution: CryptoExchange.Net.sln
-dotnet: 5.0.103
-script:
- - dotnet build CryptoExchange.Net/CryptoExchange.Net.csproj --framework "netstandard2.1"
- - dotnet test CryptoExchange.Net.UnitTests/CryptoExchange.Net.UnitTests.csproj

CryptoExchange.Net.UnitTests/AsyncResetEventTests.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Objects;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -24,8 +25,8 @@ namespace CryptoExchange.Net.UnitTests
             var result1 = await waiter1;
             var result2 = await waiter2;
 
-            Assert.True(result1);
-            Assert.True(result2);
+            Assert.That(result1);
+            Assert.That(result2);
         }
 
         [Test]
@@ -39,8 +40,8 @@ namespace CryptoExchange.Net.UnitTests
             var result1 = await waiter1;
             var result2 = await waiter2;
 
-            Assert.True(result1);
-            Assert.True(result2);
+            Assert.That(result1);
+            Assert.That(result2);
         }
 
         [Test]
@@ -55,14 +56,14 @@ namespace CryptoExchange.Net.UnitTests
 
             var result1 = await waiter1;
 
-            Assert.True(result1);
-            Assert.True(waiter2.Status != TaskStatus.RanToCompletion);
+            Assert.That(result1);
+            Assert.That(waiter2.Status != TaskStatus.RanToCompletion);
 
             evnt.Set();
 
             var result2 = await waiter2;
 
-            Assert.True(result2);
+            Assert.That(result2);
         }
 
         [Test]
@@ -75,13 +76,13 @@ namespace CryptoExchange.Net.UnitTests
 
             var result1 = await waiter1;
 
-            Assert.True(result1);
-            Assert.True(waiter2.Status != TaskStatus.RanToCompletion);
+            Assert.That(result1);
+            Assert.That(waiter2.Status != TaskStatus.RanToCompletion);
             evnt.Set();
 
             var result2 = await waiter2;
 
-            Assert.True(result2);
+            Assert.That(result2);
         }
 
         [Test]
@@ -105,12 +106,12 @@ namespace CryptoExchange.Net.UnitTests
             for(var i = 1; i <= 10; i++)
             {
                 evnt.Set();
-                Assert.AreEqual(10 - i, waiters.Count(w => w.Status != TaskStatus.RanToCompletion));
+                Assert.That(10 - i == waiters.Count(w => w.Status != TaskStatus.RanToCompletion));
             }
 
             await resultsWaiter;
 
-            Assert.AreEqual(10, results.Count(r => r));
+            Assert.That(10 == results.Count(r => r));
         }
 
         [Test]
@@ -124,7 +125,7 @@ namespace CryptoExchange.Net.UnitTests
 
             var result1 = await waiter1;
 
-            Assert.True(result1);
+            Assert.That(result1);
         }
 
         [Test]
@@ -134,9 +135,9 @@ namespace CryptoExchange.Net.UnitTests
 
             var waiter1 = evnt.WaitAsync(TimeSpan.FromMilliseconds(100));
 
-            var result1 = await waiter1;            
+            var result1 = await waiter1;
 
-            Assert.False(result1);
+            ClassicAssert.False(result1);
         }
     }
 }

CryptoExchange.Net.UnitTests/BaseClientTests.cs

@@ -3,6 +3,7 @@ using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.UnitTests.TestImplementations;
 using Microsoft.Extensions.Logging;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 using System;
 using System.Collections.Generic;
 
@@ -11,78 +12,6 @@ namespace CryptoExchange.Net.UnitTests
     [TestFixture()]
     public class BaseClientTests
     {
-        [TestCase(null, null)]
-        [TestCase("", "")]
-        [TestCase("test", null)]
-        [TestCase("test", "")]
-        [TestCase(null, "test")]
-        [TestCase("", "test")]
-        public void SettingEmptyValuesForAPICredentials_Should_ThrowException(string key, string secret)
-        {
-            // arrange
-            // act
-            // assert
-            Assert.Throws(typeof(ArgumentException), () => new TestBaseClient(new RestClientOptions("") { ApiCredentials = new ApiCredentials(key, secret) }));
-        }
-
-        [TestCase]
-        public void SettingLogOutput_Should_RedirectLogOutput()
-        {
-            // arrange
-            var logger = new TestStringLogger();
-            var client = new TestBaseClient(new RestClientOptions("")
-            {
-                LogWriters = new List<ILogger> { logger }
-            });
-
-            // act
-            client.Log(LogLevel.Information, "Test");
-
-            // assert
-            Assert.IsFalse(string.IsNullOrEmpty(logger.GetLogs()));
-        }
-
-        [TestCase(LogLevel.None, LogLevel.Error, false)]
-        [TestCase(LogLevel.None, LogLevel.Warning, false)]
-        [TestCase(LogLevel.None, LogLevel.Information, false)]
-        [TestCase(LogLevel.None, LogLevel.Debug, false)]
-        [TestCase(LogLevel.Error, LogLevel.Error, true)]
-        [TestCase(LogLevel.Error, LogLevel.Warning, false)]
-        [TestCase(LogLevel.Error, LogLevel.Information, false)]
-        [TestCase(LogLevel.Error, LogLevel.Debug, false)]
-        [TestCase(LogLevel.Warning, LogLevel.Error, true)]
-        [TestCase(LogLevel.Warning, LogLevel.Warning, true)]
-        [TestCase(LogLevel.Warning, LogLevel.Information, false)]
-        [TestCase(LogLevel.Warning, LogLevel.Debug, false)]
-        [TestCase(LogLevel.Information, LogLevel.Error, true)]
-        [TestCase(LogLevel.Information, LogLevel.Warning, true)]
-        [TestCase(LogLevel.Information, LogLevel.Information, true)]
-        [TestCase(LogLevel.Information, LogLevel.Debug, false)]
-        [TestCase(LogLevel.Debug, LogLevel.Error, true)]
-        [TestCase(LogLevel.Debug, LogLevel.Warning, true)]
-        [TestCase(LogLevel.Debug, LogLevel.Information, true)]
-        [TestCase(LogLevel.Debug, LogLevel.Debug, true)]
-        [TestCase(null, LogLevel.Error, true)]
-        [TestCase(null, LogLevel.Warning, true)]
-        [TestCase(null, LogLevel.Information, true)]
-        [TestCase(null, LogLevel.Debug, true)]
-        public void SettingLogLevel_Should_RestrictLogging(LogLevel? verbosity, LogLevel testVerbosity, bool expected)
-        {
-            // arrange
-            var logger = new TestStringLogger();
-            var client = new TestBaseClient(new RestClientOptions("")
-            {
-                LogWriters = new List<ILogger> { logger },
-                LogLevel = verbosity
-            });
-
-            // act
-            client.Log(testVerbosity, "Test");
-
-            // assert
-            Assert.AreEqual(!string.IsNullOrEmpty(logger.GetLogs()), expected);
-        }
-
         [TestCase]
         public void DeserializingValidJson_Should_GiveSuccessfulResult()
         {
@@ -90,10 +19,10 @@ namespace CryptoExchange.Net.UnitTests
             var client = new TestBaseClient();
 
             // act
-            var result = client.Deserialize<object>("{\"testProperty\": 123}");
+            var result = client.SubClient.Deserialize<object>("{\"testProperty\": 123}");
 
             // assert
-            Assert.IsTrue(result.Success);
+            Assert.That(result.Success);
         }
 
         [TestCase]
@@ -103,24 +32,24 @@ namespace CryptoExchange.Net.UnitTests
             var client = new TestBaseClient();
 
             // act
-            var result = client.Deserialize<object>("{\"testProperty\": 123");
+            var result = client.SubClient.Deserialize<object>("{\"testProperty\": 123");
 
             // assert
-            Assert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
+            ClassicAssert.IsFalse(result.Success);
+            Assert.That(result.Error != null);
         }
 
-        [TestCase]
-        public void FillingPathParameters_Should_ResultInValidUrl()
+        [TestCase("https://api.test.com/api", new[] { "path1", "path2" }, "https://api.test.com/api/path1/path2")]
+        [TestCase("https://api.test.com/api", new[] { "path1", "/path2" }, "https://api.test.com/api/path1/path2")]
+        [TestCase("https://api.test.com/api", new[] { "path1/", "path2" }, "https://api.test.com/api/path1/path2")]
+        [TestCase("https://api.test.com/api", new[] { "path1/", "/path2" }, "https://api.test.com/api/path1/path2")]
+        [TestCase("https://api.test.com/api/", new[] { "path1", "path2" }, "https://api.test.com/api/path1/path2")]
+        [TestCase("https://api.test.com", new[] { "test-path/test-path" }, "https://api.test.com/test-path/test-path")]
+        [TestCase("https://api.test.com/", new[] { "test-path/test-path" }, "https://api.test.com/test-path/test-path")]
+        public void AppendPathTests(string baseUrl, string[] path, string expected)
         {
-            // arrange
-            var client = new TestBaseClient();
-
-            // act
-            var result = client.FillParameters("http://test.api/{}/path/{}", "1", "test");
-
-            // assert
-            Assert.IsTrue(result == "http://test.api/1/path/test");
+            var result = baseUrl.AppendPath(path);
+            Assert.That(expected == result);
         }
     }
 }

CryptoExchange.Net.UnitTests/CallResultTests.cs

@@ -0,0 +1,181 @@
+using CryptoExchange.Net.Objects;
+using NUnit.Framework;
+using NUnit.Framework.Legacy;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Net.Http;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture()]
+    internal class CallResultTests
+    {
+        [Test]
+        public void TestBasicErrorCallResult()
+        {
+            var result = new CallResult(new ServerError("TestError"));
+
+            ClassicAssert.AreSame(result.Error.Message, "TestError");
+            ClassicAssert.IsFalse(result);
+            ClassicAssert.IsFalse(result.Success);
+        }
+
+        [Test]
+        public void TestBasicSuccessCallResult()
+        {
+            var result = new CallResult(null);
+
+            ClassicAssert.IsNull(result.Error);
+            Assert.That(result);
+            Assert.That(result.Success);
+        }
+
+        [Test]
+        public void TestCallResultError()
+        {
+            var result = new CallResult<object>(new ServerError("TestError"));
+
+            ClassicAssert.AreSame(result.Error.Message, "TestError");
+            ClassicAssert.IsNull(result.Data);
+            ClassicAssert.IsFalse(result);
+            ClassicAssert.IsFalse(result.Success);
+        }
+
+        [Test]
+        public void TestCallResultSuccess()
+        {
+            var result = new CallResult<object>(new object());
+
+            ClassicAssert.IsNull(result.Error);
+            ClassicAssert.IsNotNull(result.Data);
+            Assert.That(result);
+            Assert.That(result.Success);
+        }
+
+        [Test]
+        public void TestCallResultSuccessAs()
+        {
+            var result = new CallResult<TestObjectResult>(new TestObjectResult());
+            var asResult = result.As<TestObject2>(result.Data.InnerData);
+
+            ClassicAssert.IsNull(asResult.Error);
+            ClassicAssert.IsNotNull(asResult.Data);
+            Assert.That(asResult.Data is not null);
+            Assert.That(asResult);
+            Assert.That(asResult.Success);
+        }
+
+        [Test]
+        public void TestCallResultErrorAs()
+        {
+            var result = new CallResult<TestObjectResult>(new ServerError("TestError"));
+            var asResult = result.As<TestObject2>(default);
+
+            ClassicAssert.IsNotNull(asResult.Error);
+            ClassicAssert.AreSame(asResult.Error.Message, "TestError");
+            ClassicAssert.IsNull(asResult.Data);
+            ClassicAssert.IsFalse(asResult);
+            ClassicAssert.IsFalse(asResult.Success);
+        }
+
+        [Test]
+        public void TestCallResultErrorAsError()
+        {
+            var result = new CallResult<TestObjectResult>(new ServerError("TestError"));
+            var asResult = result.AsError<TestObject2>(new ServerError("TestError2"));
+
+            ClassicAssert.IsNotNull(asResult.Error);
+            ClassicAssert.AreSame(asResult.Error.Message, "TestError2");
+            ClassicAssert.IsNull(asResult.Data);
+            ClassicAssert.IsFalse(asResult);
+            ClassicAssert.IsFalse(asResult.Success);
+        }
+
+        [Test]
+        public void TestWebCallResultErrorAsError()
+        {
+            var result = new WebCallResult<TestObjectResult>(new ServerError("TestError"));
+            var asResult = result.AsError<TestObject2>(new ServerError("TestError2"));
+
+            ClassicAssert.IsNotNull(asResult.Error);
+            ClassicAssert.AreSame(asResult.Error.Message, "TestError2");
+            ClassicAssert.IsNull(asResult.Data);
+            ClassicAssert.IsFalse(asResult);
+            ClassicAssert.IsFalse(asResult.Success);
+        }
+
+        [Test]
+        public void TestWebCallResultSuccessAsError()
+        {
+            var result = new WebCallResult<TestObjectResult>(
+                System.Net.HttpStatusCode.OK,
+                new List<KeyValuePair<string, IEnumerable<string>>>(),
+                TimeSpan.FromSeconds(1),
+                null,
+                "{}",
+                1,
+                "https://test.com/api",
+                null,
+                HttpMethod.Get,
+                new List<KeyValuePair<string, IEnumerable<string>>>(),
+                new TestObjectResult(),
+                null);
+            var asResult = result.AsError<TestObject2>(new ServerError("TestError2"));
+
+            ClassicAssert.IsNotNull(asResult.Error);
+            Assert.That(asResult.Error.Message == "TestError2");
+            Assert.That(asResult.ResponseStatusCode == System.Net.HttpStatusCode.OK);
+            Assert.That(asResult.ResponseTime == TimeSpan.FromSeconds(1));
+            Assert.That(asResult.RequestUrl == "https://test.com/api");
+            Assert.That(asResult.RequestMethod == HttpMethod.Get);
+            ClassicAssert.IsNull(asResult.Data);
+            ClassicAssert.IsFalse(asResult);
+            ClassicAssert.IsFalse(asResult.Success);
+        }
+
+        [Test]
+        public void TestWebCallResultSuccessAsSuccess()
+        {
+            var result = new WebCallResult<TestObjectResult>(
+                System.Net.HttpStatusCode.OK,
+                new List<KeyValuePair<string, IEnumerable<string>>>(),
+                TimeSpan.FromSeconds(1),
+                null,
+                "{}",
+                1,
+                "https://test.com/api",
+                null,
+                HttpMethod.Get,
+                new List<KeyValuePair<string, IEnumerable<string>>>(),
+                new TestObjectResult(),
+                null);
+            var asResult = result.As<TestObject2>(result.Data.InnerData);
+
+            ClassicAssert.IsNull(asResult.Error);
+            Assert.That(asResult.ResponseStatusCode == System.Net.HttpStatusCode.OK);
+            Assert.That(asResult.ResponseTime == TimeSpan.FromSeconds(1));
+            Assert.That(asResult.RequestUrl == "https://test.com/api");
+            Assert.That(asResult.RequestMethod == HttpMethod.Get);
+            ClassicAssert.IsNotNull(asResult.Data);
+            Assert.That(asResult);
+            Assert.That(asResult.Success);
+        }
+    }
+
+    public class TestObjectResult
+    {
+        public TestObject2 InnerData;
+
+        public TestObjectResult()
+        {
+            InnerData = new TestObject2();
+        }
+    }
+
+    public class TestObject2
+    {
+    }
+}

CryptoExchange.Net.UnitTests/CryptoExchange.Net.UnitTests.csproj

@@ -1,15 +1,15 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <TargetFramework>netcoreapp5.0</TargetFramework>
+    <TargetFramework>net6.0</TargetFramework>
     <IsPackable>false</IsPackable>
   </PropertyGroup>
 
   <ItemGroup>
-    <packagereference Include="Microsoft.NET.Test.Sdk" Version="16.10.0"></packagereference>
-    <PackageReference Include="Moq" Version="4.16.1" />
-    <packagereference Include="NUnit" Version="3.13.2"></packagereference>
-    <packagereference Include="NUnit3TestAdapter" Version="3.17.0"></packagereference>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0"></PackageReference>
+    <PackageReference Include="Moq" Version="4.20.70" />
+    <PackageReference Include="NUnit" Version="4.1.0"></PackageReference>
+    <PackageReference Include="NUnit3TestAdapter" Version="4.5.0"></PackageReference>
   </ItemGroup>
 
   <ItemGroup>

CryptoExchange.Net.UnitTests/ExchangeHelpersTests.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Objects;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 using System.Globalization;
 
 namespace CryptoExchange.Net.UnitTests
@@ -16,7 +17,7 @@ namespace CryptoExchange.Net.UnitTests
         public void ClampValueTests(decimal min, decimal max, decimal input, decimal expected)
         {
             var result = ExchangeHelpers.ClampValue(min, max, input);
-            Assert.AreEqual(expected, result);
+            Assert.That(expected == result);
         }
 
         [TestCase(0.1, 1, 0.1, RoundingType.Down, 0.4, 0.4)]
@@ -33,7 +34,7 @@ namespace CryptoExchange.Net.UnitTests
         public void AdjustValueStepTests(decimal min, decimal max, decimal? step, RoundingType roundingType, decimal input, decimal expected)
         {
             var result = ExchangeHelpers.AdjustValueStep(min, max, step, roundingType, input);
-            Assert.AreEqual(expected, result);
+            Assert.That(expected == result);
         }
 
         [TestCase(0.1, 1, 2, RoundingType.Closest, 0.4, 0.4)]
@@ -48,7 +49,7 @@ namespace CryptoExchange.Net.UnitTests
         public void AdjustValuePrecisionTests(decimal min, decimal max, int? precision, RoundingType roundingType, decimal input, decimal expected)
         {
             var result = ExchangeHelpers.AdjustValuePrecision(min, max, precision, roundingType, input);
-            Assert.AreEqual(expected, result);
+            Assert.That(expected == result);
         }
 
         [TestCase(5, 0.1563158, 0.15631)]
@@ -59,7 +60,7 @@ namespace CryptoExchange.Net.UnitTests
         public void RoundDownTests(int decimalPlaces, decimal input, decimal expected)
         {
             var result = ExchangeHelpers.RoundDown(input, decimalPlaces);
-            Assert.AreEqual(expected, result);
+            Assert.That(expected == result);
         }
 
         [TestCase(0.1234560000, "0.123456")]
@@ -67,7 +68,7 @@ namespace CryptoExchange.Net.UnitTests
         public void NormalizeTests(decimal input, string expected)
         {
             var result = ExchangeHelpers.Normalize(input);
-            Assert.AreEqual(expected, result.ToString(CultureInfo.InvariantCulture));
+            Assert.That(expected == result.ToString(CultureInfo.InvariantCulture));
         }
     }
 }

CryptoExchange.Net.UnitTests/JsonNetConverterTests.cs

@@ -0,0 +1,248 @@
+using CryptoExchange.Net.Attributes;
+using CryptoExchange.Net.Converters;
+using CryptoExchange.Net.Converters.JsonNet;
+using Newtonsoft.Json;
+using NUnit.Framework;
+using NUnit.Framework.Legacy;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture()]
+    public class JsonNetConverterTests
+    {
+        [TestCase("2021-05-12")]
+        [TestCase("20210512")]
+        [TestCase("210512")]
+        [TestCase("1620777600.000")]
+        [TestCase("1620777600000")]
+        [TestCase("2021-05-12T00:00:00.000Z")]
+        [TestCase("2021-05-12T00:00:00.000000000Z")]
+        [TestCase("0.000000", true)]
+        [TestCase("0", true)]
+        [TestCase("", true)]
+        [TestCase("  ", true)]
+        public void TestDateTimeConverterString(string input, bool expectNull = false)
+        {
+            var output = JsonConvert.DeserializeObject<TimeObject>($"{{ \"time\": \"{input}\" }}");
+            Assert.That(output.Time == (expectNull ? null: new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc)));
+        }
+
+        [TestCase(1620777600.000)]
+        [TestCase(1620777600000d)]
+        public void TestDateTimeConverterDouble(double input)
+        {
+            var output = JsonConvert.DeserializeObject<TimeObject>($"{{ \"time\": {input} }}");
+            Assert.That(output.Time == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [TestCase(1620777600)]
+        [TestCase(1620777600000)]
+        [TestCase(1620777600000000)]
+        [TestCase(1620777600000000000)]
+        [TestCase(0, true)]
+        public void TestDateTimeConverterLong(long input, bool expectNull = false)
+        {
+            var output = JsonConvert.DeserializeObject<TimeObject>($"{{ \"time\": {input} }}");
+            Assert.That(output.Time == (expectNull ? null : new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc)));
+        }
+
+        [TestCase(1620777600)]
+        [TestCase(1620777600.000)]
+        public void TestDateTimeConverterFromSeconds(double input)
+        {
+            var output = DateTimeConverter.ConvertFromSeconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToSeconds()
+        {
+            var output = DateTimeConverter.ConvertToSeconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600);
+        }
+
+        [TestCase(1620777600000)]
+        [TestCase(1620777600000.000)]
+        public void TestDateTimeConverterFromMilliseconds(double input)
+        {
+            var output = DateTimeConverter.ConvertFromMilliseconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToMilliseconds()
+        {
+            var output = DateTimeConverter.ConvertToMilliseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600000);
+        }
+
+        [TestCase(1620777600000000)]
+        public void TestDateTimeConverterFromMicroseconds(long input)
+        {
+            var output = DateTimeConverter.ConvertFromMicroseconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToMicroseconds()
+        {
+            var output = DateTimeConverter.ConvertToMicroseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600000000);
+        }
+
+        [TestCase(1620777600000000000)]
+        public void TestDateTimeConverterFromNanoseconds(long input)
+        {
+            var output = DateTimeConverter.ConvertFromNanoseconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToNanoseconds()
+        {
+            var output = DateTimeConverter.ConvertToNanoseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600000000000);
+        }
+
+        [TestCase()]
+        public void TestDateTimeConverterNull()
+        {
+            var output = JsonConvert.DeserializeObject<TimeObject>($"{{ \"time\": null }}");
+            Assert.That(output.Time == null);
+        }
+
+        [TestCase(TestEnum.One, "1")]
+        [TestCase(TestEnum.Two, "2")]
+        [TestCase(TestEnum.Three, "three")]
+        [TestCase(TestEnum.Four, "Four")]
+        [TestCase(null, null)]
+        public void TestEnumConverterNullableGetStringTests(TestEnum? value, string expected)
+        {
+            var output = EnumConverter.GetString(value);
+            Assert.That(output == expected);
+        }
+
+        [TestCase(TestEnum.One, "1")]
+        [TestCase(TestEnum.Two, "2")]
+        [TestCase(TestEnum.Three, "three")]
+        [TestCase(TestEnum.Four, "Four")]
+        public void TestEnumConverterGetStringTests(TestEnum value, string expected)
+        {
+            var output = EnumConverter.GetString(value);
+            Assert.That(output == expected);
+        }
+
+        [TestCase("1", TestEnum.One)]
+        [TestCase("2", TestEnum.Two)]
+        [TestCase("3", TestEnum.Three)]
+        [TestCase("three", TestEnum.Three)]
+        [TestCase("Four", TestEnum.Four)]
+        [TestCase("four", TestEnum.Four)]
+        [TestCase("Four1", null)]
+        [TestCase(null, null)]
+        public void TestEnumConverterNullableDeserializeTests(string value, TestEnum? expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonConvert.DeserializeObject<EnumObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+
+        [TestCase("1", TestEnum.One)]
+        [TestCase("2", TestEnum.Two)]
+        [TestCase("3", TestEnum.Three)]
+        [TestCase("three", TestEnum.Three)]
+        [TestCase("Four", TestEnum.Four)]
+        [TestCase("four", TestEnum.Four)]
+        [TestCase("Four1", TestEnum.One)]
+        [TestCase(null, TestEnum.One)]
+        public void TestEnumConverterNotNullableDeserializeTests(string value, TestEnum? expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonConvert.DeserializeObject<NotNullableEnumObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+
+        [TestCase("1", true)]
+        [TestCase("true", true)]
+        [TestCase("yes", true)]
+        [TestCase("y", true)]
+        [TestCase("on", true)]
+        [TestCase("-1", false)]
+        [TestCase("0", false)]
+        [TestCase("n", false)]
+        [TestCase("no", false)]
+        [TestCase("false", false)]
+        [TestCase("off", false)]
+        [TestCase("", null)]
+        public void TestBoolConverter(string value, bool? expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonConvert.DeserializeObject<BoolObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+
+        [TestCase("1", true)]
+        [TestCase("true", true)]
+        [TestCase("yes", true)]
+        [TestCase("y", true)]
+        [TestCase("on", true)]
+        [TestCase("-1", false)]
+        [TestCase("0", false)]
+        [TestCase("n", false)]
+        [TestCase("no", false)]
+        [TestCase("false", false)]
+        [TestCase("off", false)]
+        [TestCase("", false)]
+        public void TestBoolConverterNotNullable(string value, bool expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonConvert.DeserializeObject<NotNullableBoolObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+    }
+
+    public class TimeObject
+    {
+        [JsonConverter(typeof(DateTimeConverter))]
+        public DateTime? Time { get; set; }
+    }
+
+    public class EnumObject
+    {
+        public TestEnum? Value { get; set; }
+    }
+
+    public class NotNullableEnumObject
+    {
+        public TestEnum Value { get; set; }
+    }
+
+    public class BoolObject
+    {
+        [JsonConverter(typeof(BoolConverter))]
+        public bool? Value { get; set; }
+    }
+
+    public class NotNullableBoolObject
+    {
+        [JsonConverter(typeof(BoolConverter))]
+        public bool Value { get; set; }
+    }
+
+    [JsonConverter(typeof(EnumConverter))]
+    public enum TestEnum
+    {
+        [Map("1")]
+        One,
+        [Map("2")]
+        Two,
+        [Map("three", "3")]
+        Three,
+        Four
+    }
+}

CryptoExchange.Net.UnitTests/OptionsTests.cs

@@ -0,0 +1,154 @@
+using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.UnitTests.TestImplementations;
+using Microsoft.Extensions.Logging;
+using NUnit.Framework;
+using NUnit.Framework.Legacy;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture()]
+    public class OptionsTests
+    {
+        [TearDown]
+        public void Init()
+        {
+            TestClientOptions.Default = new TestClientOptions
+            {
+            };
+        }
+
+        [TestCase(null, null)]
+        [TestCase("", "")]
+        [TestCase("test", null)]
+        [TestCase("test", "")]
+        [TestCase(null, "test")]
+        [TestCase("", "test")]
+        public void SettingEmptyValuesForAPICredentials_Should_ThrowException(string key, string secret)
+        {
+            // arrange
+            // act
+            // assert
+            Assert.Throws(typeof(ArgumentException),
+                () => new RestExchangeOptions<TestEnvironment, ApiCredentials>() { ApiCredentials = new ApiCredentials(key, secret) });
+        }
+
+        [Test]
+        public void TestBasicOptionsAreSet()
+        {
+            // arrange, act
+            var options = new TestClientOptions
+            {
+                ApiCredentials = new ApiCredentials("123", "456"),
+                ReceiveWindow = TimeSpan.FromSeconds(10)
+            };
+
+            // assert
+            Assert.That(options.ReceiveWindow == TimeSpan.FromSeconds(10));
+            Assert.That(options.ApiCredentials.Key.GetString() == "123");
+            Assert.That(options.ApiCredentials.Secret.GetString() == "456");
+        }
+
+        [Test]
+        public void TestApiOptionsAreSet()
+        {
+            // arrange, act
+            var options = new TestClientOptions();
+            options.Api1Options.ApiCredentials = new ApiCredentials("123", "456");
+            options.Api2Options.ApiCredentials = new ApiCredentials("789", "101");
+
+            // assert
+            Assert.That(options.Api1Options.ApiCredentials.Key.GetString() == "123");
+            Assert.That(options.Api1Options.ApiCredentials.Secret.GetString() == "456");
+            Assert.That(options.Api2Options.ApiCredentials.Key.GetString() == "789");
+            Assert.That(options.Api2Options.ApiCredentials.Secret.GetString() == "101");
+        }
+
+        [Test]
+        public void TestClientUsesCorrectOptions()
+        {
+            var client = new TestRestClient(options => {
+                options.Api1Options.ApiCredentials = new ApiCredentials("111", "222");
+                options.ApiCredentials = new ApiCredentials("333", "444");
+            });
+
+            var authProvider1 = (TestAuthProvider)client.Api1.AuthenticationProvider;
+            var authProvider2 = (TestAuthProvider)client.Api2.AuthenticationProvider;
+            Assert.That(authProvider1.GetKey() == "111");
+            Assert.That(authProvider1.GetSecret() == "222");
+            Assert.That(authProvider2.GetKey() == "333");
+            Assert.That(authProvider2.GetSecret() == "444");
+        }
+
+        [Test]
+        public void TestClientUsesCorrectOptionsWithDefault()
+        {
+            TestClientOptions.Default.ApiCredentials = new ApiCredentials("123", "456");
+            TestClientOptions.Default.Api1Options.ApiCredentials = new ApiCredentials("111", "222");
+
+            var client = new TestRestClient();
+
+            var authProvider1 = (TestAuthProvider)client.Api1.AuthenticationProvider;
+            var authProvider2 = (TestAuthProvider)client.Api2.AuthenticationProvider;
+            Assert.That(authProvider1.GetKey() == "111");
+            Assert.That(authProvider1.GetSecret() == "222");
+            Assert.That(authProvider2.GetKey() == "123");
+            Assert.That(authProvider2.GetSecret() == "456");
+        }
+
+        [Test]
+        public void TestClientUsesCorrectOptionsWithOverridingDefault()
+        {
+            TestClientOptions.Default.ApiCredentials = new ApiCredentials("123", "456");
+            TestClientOptions.Default.Api1Options.ApiCredentials = new ApiCredentials("111", "222");
+
+            var client = new TestRestClient(options =>
+            {
+                options.Api1Options.ApiCredentials = new ApiCredentials("333", "444");
+                options.Environment = new TestEnvironment("Test", "https://test.test");
+            });
+
+            var authProvider1 = (TestAuthProvider)client.Api1.AuthenticationProvider;
+            var authProvider2 = (TestAuthProvider)client.Api2.AuthenticationProvider;
+            Assert.That(authProvider1.GetKey() == "333");
+            Assert.That(authProvider1.GetSecret() == "444");
+            Assert.That(authProvider2.GetKey() == "123");
+            Assert.That(authProvider2.GetSecret() == "456");
+            Assert.That(client.Api2.BaseAddress == "https://localhost:123");
+        }
+    }
+
+    public class TestClientOptions: RestExchangeOptions<TestEnvironment, ApiCredentials>
+    {
+        /// <summary>
+        /// Default options for the futures client
+        /// </summary>
+        public static TestClientOptions Default { get; set; } = new TestClientOptions()
+        {
+            Environment = new TestEnvironment("test", "https://test.com")
+        };
+
+        /// <summary>
+        /// The default receive window for requests
+        /// </summary>
+        public TimeSpan ReceiveWindow { get; set; } = TimeSpan.FromSeconds(5);
+
+        public RestApiOptions Api1Options { get; private set; } = new RestApiOptions();
+
+        public RestApiOptions Api2Options { get; set; } = new RestApiOptions();
+
+        internal TestClientOptions Copy()
+        {
+            var options = Copy<TestClientOptions>();
+            options.Api1Options = Api1Options.Copy<RestApiOptions>();
+            options.Api2Options = Api2Options.Copy<RestApiOptions>();
+            return options;
+        }
+    }
+}

CryptoExchange.Net.UnitTests/RestClientTests.cs

@@ -8,10 +8,11 @@ using System.Collections.Generic;
 using System.Diagnostics;
 using System.Linq;
 using CryptoExchange.Net.Interfaces;
-using CryptoExchange.Net.RateLimiter;
 using Microsoft.Extensions.Logging;
 using System.Net.Http;
 using System.Threading.Tasks;
+using System.Threading;
+using NUnit.Framework.Legacy;
 
 namespace CryptoExchange.Net.UnitTests
 {
@@ -27,11 +28,11 @@ namespace CryptoExchange.Net.UnitTests
             client.SetResponse(JsonConvert.SerializeObject(expected), out _);
 
             // act
-            var result = client.Request<TestObject>().Result;
+            var result = client.Api1.Request<TestObject>().Result;
 
             // assert
-            Assert.IsTrue(result.Success);
-            Assert.IsTrue(TestHelpers.AreEqual(expected, result.Data));
+            Assert.That(result.Success);
+            Assert.That(TestHelpers.AreEqual(expected, result.Data));
         }
 
         [TestCase]
@@ -42,62 +43,62 @@ namespace CryptoExchange.Net.UnitTests
             client.SetResponse("{\"property\": 123", out _);
 
             // act
-            var result = client.Request<TestObject>().Result;
+            var result = client.Api1.Request<TestObject>().Result;
 
             // assert
-            Assert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
+            ClassicAssert.IsFalse(result.Success);
+            Assert.That(result.Error != null);
         }
 
         [TestCase]
-        public void ReceivingErrorCode_Should_ResultInError()
+        public async Task ReceivingErrorCode_Should_ResultInError()
         {
             // arrange
             var client = new TestRestClient();
             client.SetErrorWithoutResponse(System.Net.HttpStatusCode.BadRequest, "Invalid request");
 
             // act
-            var result = client.Request<TestObject>().Result;
+            var result = await client.Api1.Request<TestObject>();
 
             // assert
-            Assert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
+            ClassicAssert.IsFalse(result.Success);
+            Assert.That(result.Error != null);
         }
 
         [TestCase]
-        public void ReceivingErrorAndNotParsingError_Should_ResultInFlatError()
+        public async Task ReceivingErrorAndNotParsingError_Should_ResultInFlatError()
         {
             // arrange
             var client = new TestRestClient();
             client.SetErrorWithResponse("{\"errorMessage\": \"Invalid request\", \"errorCode\": 123}", System.Net.HttpStatusCode.BadRequest);
 
             // act
-            var result = client.Request<TestObject>().Result;
+            var result = await client.Api1.Request<TestObject>();
 
             // assert
-            Assert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
-            Assert.IsTrue(result.Error is ServerError);
-            Assert.IsTrue(result.Error.Message.Contains("Invalid request"));
-            Assert.IsTrue(result.Error.Message.Contains("123"));
+            ClassicAssert.IsFalse(result.Success);
+            Assert.That(result.Error != null);
+            Assert.That(result.Error is ServerError);
+            Assert.That(result.Error.Message.Contains("Invalid request"));
+            Assert.That(result.Error.Message.Contains("123"));
         }
 
         [TestCase]
-        public void ReceivingErrorAndParsingError_Should_ResultInParsedError()
+        public async Task ReceivingErrorAndParsingError_Should_ResultInParsedError()
         {
             // arrange
             var client = new ParseErrorTestRestClient();
             client.SetErrorWithResponse("{\"errorMessage\": \"Invalid request\", \"errorCode\": 123}", System.Net.HttpStatusCode.BadRequest);
 
             // act
-            var result = client.Request<TestObject>().Result;
+            var result = await client.Api2.Request<TestObject>();
 
             // assert
-            Assert.IsFalse(result.Success);
-            Assert.IsTrue(result.Error != null);
-            Assert.IsTrue(result.Error is ServerError);
-            Assert.IsTrue(result.Error.Code == 123);
-            Assert.IsTrue(result.Error.Message == "Invalid request");
+            ClassicAssert.IsFalse(result.Success);
+            Assert.That(result.Error != null);
+            Assert.That(result.Error is ServerError);
+            Assert.That(result.Error.Code == 123);
+            Assert.That(result.Error.Message == "Invalid request");
         }
 
         [TestCase]
@@ -105,20 +106,16 @@ namespace CryptoExchange.Net.UnitTests
         {
             // arrange
             // act
-            var client = new TestRestClient(new RestClientOptions("")
-            {
-                BaseAddress = "http://test.address.com",
-                RateLimiters = new List<IRateLimiter>{new RateLimiterTotal(1, TimeSpan.FromSeconds(1))},
-                RateLimitingBehaviour = RateLimitingBehaviour.Fail,
-                RequestTimeout = TimeSpan.FromMinutes(1)
-            });
-
+            var options = new TestClientOptions();
+            options.Api1Options.RateLimiters = new List<IRateLimiter> { new RateLimiter() };
+            options.Api1Options.RateLimitingBehaviour = RateLimitingBehaviour.Fail;
+            options.RequestTimeout = TimeSpan.FromMinutes(1);
+            var client = new TestBaseClient(options);
 
             // assert
-            Assert.IsTrue(client.BaseAddress == "http://test.address.com/");
-            Assert.IsTrue(client.RateLimiters.Count() == 1);
-            Assert.IsTrue(client.RateLimitBehaviour == RateLimitingBehaviour.Fail);
-            Assert.IsTrue(client.RequestTimeout == TimeSpan.FromMinutes(1));
+            Assert.That(((TestClientOptions)client.ClientOptions).Api1Options.RateLimiters.Count == 1);
+            Assert.That(((TestClientOptions)client.ClientOptions).Api1Options.RateLimitingBehaviour == RateLimitingBehaviour.Fail);
+            Assert.That(((TestClientOptions)client.ClientOptions).RequestTimeout == TimeSpan.FromMinutes(1));
         }
 
         [TestCase("GET", HttpMethodParameterPosition.InUri)] // No need to test InBody for GET since thats not valid
@@ -132,16 +129,13 @@ namespace CryptoExchange.Net.UnitTests
         {
             // arrange
             // act
-            var client = new TestRestClient(new RestClientOptions("")
-            {
-                BaseAddress = "http://test.address.com",
-            });
+            var client = new TestRestClient();
 
-            client.SetParameterPosition(new HttpMethod(method), pos);
+            client.Api1.SetParameterPosition(new HttpMethod(method), pos);
 
             client.SetResponse("{}", out var request);
 
-            await client.RequestWithParams<TestObject>(new HttpMethod(method), new Dictionary<string, object>
+            await client.Api1.RequestWithParams<TestObject>(new HttpMethod(method), new Dictionary<string, object>
             {
                 { "TestParam1", "Value1" },
                 { "TestParam2", 2 },
@@ -152,93 +146,181 @@ namespace CryptoExchange.Net.UnitTests
             });
 
             // assert
-            Assert.AreEqual(request.Method, new HttpMethod(method));
-            Assert.AreEqual(request.Content?.Contains("TestParam1") == true, pos == HttpMethodParameterPosition.InBody);
-            Assert.AreEqual(request.Uri.ToString().Contains("TestParam1"), pos == HttpMethodParameterPosition.InUri);
-            Assert.AreEqual(request.Content?.Contains("TestParam2") == true, pos == HttpMethodParameterPosition.InBody);
-            Assert.AreEqual(request.Uri.ToString().Contains("TestParam2"), pos == HttpMethodParameterPosition.InUri);
-            Assert.AreEqual(request.GetHeaders().First().Key, "TestHeader");
-            Assert.IsTrue(request.GetHeaders().First().Value.Contains("123"));
+            Assert.That(request.Method == new HttpMethod(method));
+            Assert.That((request.Content?.Contains("TestParam1") == true) == (pos == HttpMethodParameterPosition.InBody));
+            Assert.That((request.Uri.ToString().Contains("TestParam1")) == (pos == HttpMethodParameterPosition.InUri));
+            Assert.That((request.Content?.Contains("TestParam2") == true) == (pos == HttpMethodParameterPosition.InBody));
+            Assert.That((request.Uri.ToString().Contains("TestParam2")) == (pos == HttpMethodParameterPosition.InUri));
+            Assert.That(request.GetHeaders().First().Key == "TestHeader");
+            Assert.That(request.GetHeaders().First().Value.Contains("123"));
         }
 
-        [TestCase]
-        public void SettingRateLimitingBehaviourToFail_Should_FailLimitedRequests()
+
+        [TestCase(1, 0.1)]
+        [TestCase(2, 0.1)]
+        [TestCase(5, 1)]
+        [TestCase(1, 2)]
+        public async Task PartialEndpointRateLimiterBasics(int requests, double perSeconds)
         {
-            // arrange
-            var client = new TestRestClient(new RestClientOptions("")
+            var rateLimiter = new RateLimiter();
+            rateLimiter.AddPartialEndpointLimit("/sapi/", requests, TimeSpan.FromSeconds(perSeconds));
+
+            for (var i = 0; i < requests + 1; i++)
             {
-                RateLimiters = new List<IRateLimiter> { new RateLimiterTotal(1, TimeSpan.FromSeconds(1)) },
-                RateLimitingBehaviour = RateLimitingBehaviour.Fail
-            });
-            client.SetResponse("{\"property\": 123}", out _);
+                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), "/sapi/v1/system/status", HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);             
+                Assert.That(i == requests? result1.Data > 1 : result1.Data == 0);
+            }
 
-
-            // act
-            var result1 = client.Request<TestObject>().Result;
-            client.SetResponse("{\"property\": 123}", out _);
-            var result2 = client.Request<TestObject>().Result;
-
-
-            // assert
-            Assert.IsTrue(result1.Success);
-            Assert.IsFalse(result2.Success);
+            await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
+            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), "/sapi/v1/system/status", HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            Assert.That(result2.Data == 0);
         }
 
-        [TestCase]
-        public void SettingRateLimitingBehaviourToWait_Should_DelayLimitedRequests()
+        [TestCase("/sapi/test1", true)]
+        [TestCase("/sapi/test2", true)]
+        [TestCase("/api/test1", false)]
+        [TestCase("sapi/test1", false)]
+        [TestCase("/sapi/", true)]
+        public async Task PartialEndpointRateLimiterEndpoints(string endpoint, bool expectLimiting)
         {
-            // arrange
-            var client = new TestRestClient(new RestClientOptions("")
+            var rateLimiter = new RateLimiter();
+            rateLimiter.AddPartialEndpointLimit("/sapi/", 1, TimeSpan.FromSeconds(0.1));
+
+            for (var i = 0; i < 2; i++)
             {
-                RateLimiters = new List<IRateLimiter> { new RateLimiterTotal(1, TimeSpan.FromSeconds(1)) },
-                RateLimitingBehaviour = RateLimitingBehaviour.Wait
-            });
-            client.SetResponse("{\"property\": 123}", out _);
+                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+                bool expected = i == 1 ? (expectLimiting ? result1.Data > 1 : result1.Data == 0) : result1.Data == 0; 
+                Assert.That(expected);
+            }
+        }
+        [TestCase("/sapi/", "/sapi/", true)]
+        [TestCase("/sapi/test", "/sapi/test", true)]
+        [TestCase("/sapi/test", "/sapi/test123", false)]
+        [TestCase("/sapi/test", "/sapi/", false)]
+        public async Task PartialEndpointRateLimiterEndpoints(string endpoint1, string endpoint2, bool expectLimiting)
+        {
+            var rateLimiter = new RateLimiter();
+            rateLimiter.AddPartialEndpointLimit("/sapi/", 1, TimeSpan.FromSeconds(0.1), countPerEndpoint: true);
 
-
-            // act
-            var sw = Stopwatch.StartNew();
-            var result1 = client.Request<TestObject>().Result;
-            client.SetResponse("{\"property\": 123}", out _); // reset response stream
-            var result2 = client.Request<TestObject>().Result;
-            sw.Stop();
-
-            // assert
-            Assert.IsTrue(result1.Success);
-            Assert.IsTrue(result2.Success);
-            Assert.IsTrue(sw.ElapsedMilliseconds > 900, $"Actual: {sw.ElapsedMilliseconds}");
+            var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint1, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint2, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            Assert.That(result1.Data == 0);            
+            Assert.That(expectLimiting ? result2.Data > 0 : result2.Data == 0);            
         }
 
-        [TestCase]
-        public void SettingApiKeyRateLimiter_Should_DelayRequestsFromSameKey()
+        [TestCase(1, 0.1)]
+        [TestCase(2, 0.1)]
+        [TestCase(5, 1)]
+        [TestCase(1, 2)]
+        public async Task EndpointRateLimiterBasics(int requests, double perSeconds)
         {
-            // arrange
-            var client = new TestRestClient(new RestClientOptions("")
+            var rateLimiter = new RateLimiter();
+            rateLimiter.AddEndpointLimit("/sapi/test", requests, TimeSpan.FromSeconds(perSeconds));
+
+            for (var i = 0; i < requests + 1; i++)
             {
-                RateLimiters = new List<IRateLimiter> { new RateLimiterAPIKey(1, TimeSpan.FromSeconds(1)) },
-                RateLimitingBehaviour = RateLimitingBehaviour.Wait,
-                LogLevel = LogLevel.Debug,
-                ApiCredentials = new ApiCredentials("TestKey", "TestSecret")
-            });
-            client.SetResponse("{\"property\": 123}", out _);
+                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), "/sapi/test", HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+                Assert.That(i == requests ? result1.Data > 1 : result1.Data == 0);
+            }
 
+            await Task.Delay((int)Math.Round(perSeconds * 1000) + 10);
+            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), "/sapi/test", HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            Assert.That(result2.Data == 0);
+        }
 
-            // act
-            var sw = Stopwatch.StartNew();
-            var result1 = client.Request<TestObject>().Result;
-            client.SetKey("TestKey2", "TestSecret2"); // set to different key
-            client.SetResponse("{\"property\": 123}", out _); // reset response stream
-            var result2 = client.Request<TestObject>().Result;
-            client.SetKey("TestKey", "TestSecret"); // set back to original key, should delay
-            client.SetResponse("{\"property\": 123}", out _); // reset response stream
-            var result3 = client.Request<TestObject>().Result;
-            sw.Stop();
+        [TestCase("/", false)]
+        [TestCase("/sapi/test", true)]
+        [TestCase("/sapi/test/123", false)]
+        public async Task EndpointRateLimiterEndpoints(string endpoint, bool expectLimited)
+        {
+            var rateLimiter = new RateLimiter();
+            rateLimiter.AddEndpointLimit("/sapi/test", 1, TimeSpan.FromSeconds(0.1));
 
-            // assert
-            Assert.IsTrue(result1.Success);
-            Assert.IsTrue(result2.Success);
-            Assert.IsTrue(result3.Success);
-            Assert.IsTrue(sw.ElapsedMilliseconds > 900 && sw.ElapsedMilliseconds < 1900, $"Actual: {sw.ElapsedMilliseconds}");
+            for (var i = 0; i < 2; i++)
+            {
+                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+                bool expected = i == 1 ? (expectLimited ? result1.Data > 1 : result1.Data == 0) : result1.Data == 0; 
+                Assert.That(expected);
+            }
+        }
+
+        [TestCase("/", false)]
+        [TestCase("/sapi/test", true)]
+        [TestCase("/sapi/test2", true)]
+        [TestCase("/sapi/test23", false)]
+        public async Task EndpointRateLimiterMultipleEndpoints(string endpoint, bool expectLimited)
+        {
+            var rateLimiter = new RateLimiter();
+            rateLimiter.AddEndpointLimit(new[] { "/sapi/test", "/sapi/test2" }, 1, TimeSpan.FromSeconds(0.1));
+
+            for (var i = 0; i < 2; i++)
+            {
+                var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+                bool expected = i == 1 ? (expectLimited ? result1.Data > 1 : result1.Data == 0) : result1.Data == 0;
+                Assert.That(expected);
+            }
+        }
+
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, true, true, true)]
+        [TestCase("123", "456", "/sapi/test", "/sapi/test", true, true, true, false)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test2", true, true, true, true)]
+        [TestCase("123", "123", "/sapi/test2", "/sapi/test", true, true, true, true)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, false, true, false)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, true, true, false)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, false, true, false)]
+        [TestCase(null, "123", "/sapi/test", "/sapi/test", false, true, true, false)]
+        [TestCase("123", null, "/sapi/test", "/sapi/test", true, false, true, false)]
+        [TestCase(null, null, "/sapi/test", "/sapi/test", false, false, true, false)]
+
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, true, false, true)]
+        [TestCase("123", "456", "/sapi/test", "/sapi/test", true, true, false, false)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test2", true, true, false, true)]
+        [TestCase("123", "123", "/sapi/test2", "/sapi/test", true, true, false, true)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", true, false, false, true)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, true, false, true)]
+        [TestCase("123", "123", "/sapi/test", "/sapi/test", false, false, false, true)]
+        [TestCase(null, "123", "/sapi/test", "/sapi/test", false, true, false, false)]
+        [TestCase("123", null, "/sapi/test", "/sapi/test", true, false, false, false)]
+        [TestCase(null, null, "/sapi/test", "/sapi/test", false, false, false, true)]
+        public async Task ApiKeyRateLimiterBasics(string key1, string key2, string endpoint1, string endpoint2, bool signed1, bool signed2, bool onlyForSignedRequests, bool expectLimited)
+        {
+            var rateLimiter = new RateLimiter();
+            rateLimiter.AddApiKeyLimit(1, TimeSpan.FromSeconds(0.1), onlyForSignedRequests, false);
+
+            var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint1, HttpMethod.Get, signed1, key1?.ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint2, HttpMethod.Get, signed2, key2?.ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            Assert.That(result1.Data == 0);
+            Assert.That(expectLimited ? result2.Data > 0 : result2.Data == 0);            
+        }
+
+        [TestCase("/sapi/test", "/sapi/test", true)]
+        [TestCase("/sapi/test1", "/api/test2", true)]
+        [TestCase("/", "/sapi/test2", true)]
+        public async Task TotalRateLimiterBasics(string endpoint1, string endpoint2, bool expectLimited)
+        {
+            var rateLimiter = new RateLimiter();
+            rateLimiter.AddTotalRateLimit(1, TimeSpan.FromSeconds(0.1));
+
+            var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint1, HttpMethod.Get, false, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint2, HttpMethod.Get, true, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            Assert.That(result1.Data == 0);
+            Assert.That(expectLimited ? result2.Data > 0 : result2.Data == 0);
+        }
+
+        [TestCase("/sapi/test", true, true, true, false)]
+        [TestCase("/sapi/test", false, true, true, false)]
+        [TestCase("/sapi/test", false, true, false, true)]
+        [TestCase("/sapi/test", true, true, false, true)]
+        public async Task ApiKeyRateLimiterIgnores_TotalRateLimiter_IfSet(string endpoint, bool signed1, bool signed2, bool ignoreTotal, bool expectLimited)
+        {
+            var rateLimiter = new RateLimiter();
+            rateLimiter.AddApiKeyLimit(100, TimeSpan.FromSeconds(0.1), true, ignoreTotal);
+            rateLimiter.AddTotalRateLimit(1, TimeSpan.FromSeconds(0.1));
+
+            var result1 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, signed1, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            var result2 = await rateLimiter.LimitRequestAsync(new TraceLogger(), endpoint, HttpMethod.Get, signed2, "123".ToSecureString(), RateLimitingBehaviour.Wait, 1, default);
+            Assert.That(result1.Data == 0);
+            Assert.That(expectLimited ? result2.Data > 0 : result2.Data == 0);
         }
     }
 }

CryptoExchange.Net.UnitTests/SocketClientTests.cs

@@ -1,11 +1,17 @@
 using System;
+using System.Collections.Generic;
 using System.Threading;
+using System.Threading.Tasks;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
 using CryptoExchange.Net.UnitTests.TestImplementations;
+using CryptoExchange.Net.UnitTests.TestImplementations.Sockets;
 using Microsoft.Extensions.Logging;
-using Newtonsoft.Json.Linq;
+using Moq;
+using Newtonsoft.Json;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 
 namespace CryptoExchange.Net.UnitTests
 {
@@ -17,16 +23,15 @@ namespace CryptoExchange.Net.UnitTests
         {
             //arrange
             //act
-            var client = new TestSocketClient(new SocketClientOptions("")
+            var client = new TestSocketClient(options =>
             {
-                BaseAddress = "http://test.address.com",
-                ReconnectInterval = TimeSpan.FromSeconds(6)
+                options.SubOptions.ApiCredentials = new Authentication.ApiCredentials("1", "2");
+                options.SubOptions.MaxSocketConnections = 1;
             });
 
-
             //assert
-            Assert.IsTrue(client.BaseAddress == "http://test.address.com/");
-            Assert.IsTrue(client.ReconnectInterval.TotalSeconds == 6);
+            ClassicAssert.NotNull(client.SubClient.ApiOptions.ApiCredentials);
+            Assert.That(1 == client.SubClient.ApiOptions.MaxSocketConnections);
         }
 
         [TestCase(true)]
@@ -39,37 +44,43 @@ namespace CryptoExchange.Net.UnitTests
             socket.CanConnect = canConnect;
 
             //act
-            var connectResult = client.ConnectSocketSub(new SocketConnection(client, socket));
+            var connectResult = client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), client.SubClient, socket, null));
 
             //assert
-            Assert.IsTrue(connectResult.Success == canConnect);
+            Assert.That(connectResult.Success == canConnect);
         }
 
         [TestCase]
         public void SocketMessages_Should_BeProcessedInDataHandlers()
         {
             // arrange
-            var client = new TestSocketClient(new SocketClientOptions("") { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug });
+            var client = new TestSocketClient(options => {
+                options.ReconnectInterval = TimeSpan.Zero;
+            });
             var socket = client.CreateSocket();
             socket.ShouldReconnect = true;
             socket.CanConnect = true;
             socket.DisconnectTime = DateTime.UtcNow;
-            var sub = new SocketConnection(client, socket);
+            var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
             var rstEvent = new ManualResetEvent(false);
-            JToken result = null;
-            sub.AddSubscription(SocketSubscription.CreateForIdentifier(10, "TestHandler", true, (messageEvent) =>
+            Dictionary<string, string> result = null;
+
+            client.SubClient.ConnectSocketSub(sub);
+
+            var subObj = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
             {
-                result = messageEvent.JsonData;
+                result = messageEvent.Data;
                 rstEvent.Set();
-            }));
-            client.ConnectSocketSub(sub);
+            });
+            subObj.HandleUpdatesBeforeConfirmation = true;
+            sub.AddSubscription(subObj);
 
             // act
-            socket.InvokeMessage("{\"property\": 123}");
+            socket.InvokeMessage("{\"property\": \"123\", \"topic\": \"topic\"}");
             rstEvent.WaitOne(1000);
 
             // assert
-            Assert.IsTrue((int)result["property"] == 123);
+            Assert.That(result["property"] == "123");
         }
 
         [TestCase(false)]
@@ -77,111 +88,150 @@ namespace CryptoExchange.Net.UnitTests
         public void SocketMessages_Should_ContainOriginalDataIfEnabled(bool enabled)
         {
             // arrange
-            var client = new TestSocketClient(new SocketClientOptions("") { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug, OutputOriginalData = enabled });
+            var client = new TestSocketClient(options =>
+            {
+                options.ReconnectInterval = TimeSpan.Zero;
+                options.SubOptions.OutputOriginalData = enabled;
+            });
             var socket = client.CreateSocket();
             socket.ShouldReconnect = true;
             socket.CanConnect = true;
             socket.DisconnectTime = DateTime.UtcNow;
-            var sub = new SocketConnection(client, socket);
+            var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
             var rstEvent = new ManualResetEvent(false);
             string original = null;
-            sub.AddSubscription(SocketSubscription.CreateForIdentifier(10, "TestHandler", true, (messageEvent) =>
+
+            client.SubClient.ConnectSocketSub(sub);
+            var subObj = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) =>
             {
                 original = messageEvent.OriginalData;
                 rstEvent.Set();
-            }));
-            client.ConnectSocketSub(sub);
+            });
+            subObj.HandleUpdatesBeforeConfirmation = true;
+            sub.AddSubscription(subObj);
+            var msgToSend = JsonConvert.SerializeObject(new { topic = "topic", property = 123 });
 
             // act
-            socket.InvokeMessage("{\"property\": 123}");
+            socket.InvokeMessage(msgToSend);
             rstEvent.WaitOne(1000);
 
             // assert
-            Assert.IsTrue(original == (enabled ? "{\"property\": 123}" : null));
-        }
-
-        [TestCase]
-        public void DisconnectedSocket_Should_Reconnect()
-        {
-            // arrange
-            bool reconnected = false;
-            var client = new TestSocketClient(new SocketClientOptions("") { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug });
-            var socket = client.CreateSocket();
-            socket.ShouldReconnect = true;
-            socket.CanConnect = true;
-            socket.DisconnectTime = DateTime.UtcNow;
-            var sub = new SocketConnection(client, socket);
-            sub.ShouldReconnect = true;
-            client.ConnectSocketSub(sub);
-            var rstEvent = new ManualResetEvent(false);
-            sub.ConnectionRestored += (a) =>
-            {
-                reconnected = true;
-                rstEvent.Set();
-            };
-
-            // act
-            socket.InvokeClose();
-            rstEvent.WaitOne(1000);
-
-            // assert
-            Assert.IsTrue(reconnected);
+            Assert.That(original == (enabled ? msgToSend : null));
         }
 
         [TestCase()]
         public void UnsubscribingStream_Should_CloseTheSocket()
         {
             // arrange
-            var client = new TestSocketClient(new SocketClientOptions("") { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug });
+            var client = new TestSocketClient(options =>
+            {
+                options.ReconnectInterval = TimeSpan.Zero;
+            });
             var socket = client.CreateSocket();
             socket.CanConnect = true;
-            var sub = new SocketConnection(client, socket);
-            client.ConnectSocketSub(sub);
-            var ups = new UpdateSubscription(sub, SocketSubscription.CreateForIdentifier(10, "Test", true, (e) => {}));
+            var sub = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
+            client.SubClient.ConnectSocketSub(sub);
+
+            var subscription = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
+            var ups = new UpdateSubscription(sub, subscription);
+            sub.AddSubscription(subscription);
 
             // act
             client.UnsubscribeAsync(ups).Wait();
 
             // assert
-            Assert.IsTrue(socket.Connected == false);
+            Assert.That(socket.Connected == false);
         }
 
         [TestCase()]
         public void UnsubscribingAll_Should_CloseAllSockets()
         {
             // arrange
-            var client = new TestSocketClient(new SocketClientOptions("") { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug });
+            var client = new TestSocketClient(options => { options.ReconnectInterval = TimeSpan.Zero; });
             var socket1 = client.CreateSocket();
             var socket2 = client.CreateSocket();
             socket1.CanConnect = true;
             socket2.CanConnect = true;
-            var sub1 = new SocketConnection(client, socket1);
-            var sub2 = new SocketConnection(client, socket2);
-            client.ConnectSocketSub(sub1);
-            client.ConnectSocketSub(sub2);
+            var sub1 = new SocketConnection(new TraceLogger(), client.SubClient, socket1, null);
+            var sub2 = new SocketConnection(new TraceLogger(), client.SubClient, socket2, null);
+            client.SubClient.ConnectSocketSub(sub1);
+            client.SubClient.ConnectSocketSub(sub2);
+            var subscription1 = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
+            var subscription2 = new TestSubscription<Dictionary<string, string>>(Mock.Of<ILogger>(), (messageEvent) => { });
+
+            sub1.AddSubscription(subscription1);
+            sub2.AddSubscription(subscription2);
+            var ups1 = new UpdateSubscription(sub1, subscription1);
+            var ups2 = new UpdateSubscription(sub2, subscription2);
 
             // act
             client.UnsubscribeAllAsync().Wait();
 
             // assert
-            Assert.IsTrue(socket1.Connected == false);
-            Assert.IsTrue(socket2.Connected == false);
+            Assert.That(socket1.Connected == false);
+            Assert.That(socket2.Connected == false);
         }
 
         [TestCase()]
         public void FailingToConnectSocket_Should_ReturnError()
         {
             // arrange
-            var client = new TestSocketClient(new SocketClientOptions("") { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug });
+            var client = new TestSocketClient(options => { options.ReconnectInterval = TimeSpan.Zero; });
             var socket = client.CreateSocket();
             socket.CanConnect = false;
-            var sub = new SocketConnection(client, socket);
+            var sub1 = new SocketConnection(new TraceLogger(), client.SubClient, socket, null);
 
             // act
-            var connectResult = client.ConnectSocketSub(sub);
+            var connectResult = client.SubClient.ConnectSocketSub(sub1);
 
             // assert
-            Assert.IsFalse(connectResult.Success);
+            ClassicAssert.IsFalse(connectResult.Success);
+        }
+
+        [TestCase()]
+        public async Task ErrorResponse_ShouldNot_ConfirmSubscription()
+        {
+            // arrange
+            var channel = "trade_btcusd";
+            var client = new TestSocketClient(opt =>
+            {
+                opt.OutputOriginalData = true;
+                opt.SocketSubscriptionsCombineTarget = 1;
+            });
+            var socket = client.CreateSocket();
+            socket.CanConnect = true;
+            client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), client.SubClient, socket, "https://test.test"));
+
+            // act
+            var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
+            socket.InvokeMessage(JsonConvert.SerializeObject(new { channel, status = "error" }));
+            await sub;
+
+            // assert
+            ClassicAssert.IsFalse(client.SubClient.TestSubscription.Confirmed);
+        }
+
+        [TestCase()]
+        public async Task SuccessResponse_Should_ConfirmSubscription()
+        {
+            // arrange
+            var channel = "trade_btcusd";
+            var client = new TestSocketClient(opt =>
+            {
+                opt.OutputOriginalData = true;
+                opt.SocketSubscriptionsCombineTarget = 1;
+            });
+            var socket = client.CreateSocket();
+            socket.CanConnect = true;
+            client.SubClient.ConnectSocketSub(new SocketConnection(new TraceLogger(), client.SubClient, socket, "https://test.test"));
+
+            // act
+            var sub = client.SubClient.SubscribeToSomethingAsync(channel, onUpdate => {}, ct: default);
+            socket.InvokeMessage(JsonConvert.SerializeObject(new { channel, status = "confirmed" }));
+            await sub;
+
+            // assert
+            Assert.That(client.SubClient.TestSubscription.Confirmed);
         }
     }
 }

CryptoExchange.Net.UnitTests/SymbolOrderBookTests.cs

@@ -1,33 +1,36 @@
 using System;
 using System.Collections.Generic;
+using System.Threading;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.OrderBook;
-using CryptoExchange.Net.Sockets;
 using NUnit.Framework;
+using NUnit.Framework.Legacy;
 
 namespace CryptoExchange.Net.UnitTests
 {
     [TestFixture]
     public class SymbolOrderBookTests
     {
-        private static OrderBookOptions defaultOrderBookOptions = new OrderBookOptions("Test", true, false);
+        private static readonly OrderBookOptions _defaultOrderBookOptions = new OrderBookOptions();
 
         private class TestableSymbolOrderBook : SymbolOrderBook
         {
-            public TestableSymbolOrderBook() : base("BTC/USD", defaultOrderBookOptions)
+            public TestableSymbolOrderBook() : base(null, "Test", "Test", "BTC/USD")
             {
+                Initialize(_defaultOrderBookOptions);
             }
 
-            public override void Dispose() {}
 
-            protected override Task<CallResult<bool>> DoResyncAsync()
+            protected override Task<CallResult<bool>> DoResyncAsync(CancellationToken ct)
             {
                 throw new NotImplementedException();
             }
 
-            protected override Task<CallResult<UpdateSubscription>> DoStartAsync()
+            protected override Task<CallResult<UpdateSubscription>> DoStartAsync(CancellationToken ct)
             {
                 throw new NotImplementedException();
             }
@@ -35,12 +38,12 @@ namespace CryptoExchange.Net.UnitTests
             public void SetData(IEnumerable<ISymbolOrderBookEntry> bids, IEnumerable<ISymbolOrderBookEntry> asks)
             {
                 Status = OrderBookStatus.Synced;
-                base.bids.Clear();
+                base._bids.Clear();
                 foreach (var bid in bids)
-                    base.bids.Add(bid.Price, bid);
-                base.asks.Clear();
+                    base._bids.Add(bid.Price, bid);
+                base._asks.Clear();
                 foreach (var ask in asks)
-                    base.asks.Add(ask.Price, ask);
+                    base._asks.Add(ask.Price, ask);
             }
         }
 
@@ -54,31 +57,31 @@ namespace CryptoExchange.Net.UnitTests
         public void GivenEmptyBidList_WhenBestBid_ThenEmptySymbolOrderBookEntry()
         {
             var symbolOrderBook = new TestableSymbolOrderBook();
-            Assert.IsNotNull(symbolOrderBook.BestBid);
-            Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
-            Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestBid);
+            Assert.That(0m == symbolOrderBook.BestBid.Price);
+            Assert.That(0m == symbolOrderBook.BestAsk.Quantity);
         }
 
         [TestCase]
         public void GivenEmptyAskList_WhenBestAsk_ThenEmptySymbolOrderBookEntry()
         {
             var symbolOrderBook = new TestableSymbolOrderBook();
-            Assert.IsNotNull(symbolOrderBook.BestBid);
-            Assert.AreEqual(0m, symbolOrderBook.BestBid.Price);
-            Assert.AreEqual(0m, symbolOrderBook.BestAsk.Quantity);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestBid);
+            Assert.That(0m == symbolOrderBook.BestBid.Price);
+            Assert.That(0m == symbolOrderBook.BestAsk.Quantity);
         }
 
         [TestCase]
         public void GivenEmptyBidAndAskList_WhenBestOffers_ThenEmptySymbolOrderBookEntries()
         {
             var symbolOrderBook = new TestableSymbolOrderBook();
-            Assert.IsNotNull(symbolOrderBook.BestOffers);
-            Assert.IsNotNull(symbolOrderBook.BestOffers.Bid);
-            Assert.IsNotNull(symbolOrderBook.BestOffers.Ask);
-            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Bid.Price);
-            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Bid.Quantity);
-            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Ask.Price);
-            Assert.AreEqual(0m, symbolOrderBook.BestOffers.Ask.Quantity);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestOffers);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestOffers.Bid);
+            ClassicAssert.IsNotNull(symbolOrderBook.BestOffers.Ask);
+            Assert.That(0m == symbolOrderBook.BestOffers.Bid.Price);
+            Assert.That(0m == symbolOrderBook.BestOffers.Bid.Quantity);
+            Assert.That(0m == symbolOrderBook.BestOffers.Ask.Price);
+            Assert.That(0m == symbolOrderBook.BestOffers.Ask.Quantity);
         }
 
         [TestCase]
@@ -101,12 +104,40 @@ namespace CryptoExchange.Net.UnitTests
             var resultBids2 = orderbook.CalculateAverageFillPrice(1.5m, OrderBookEntryType.Bid);
             var resultAsks2 = orderbook.CalculateAverageFillPrice(1.5m, OrderBookEntryType.Ask);
 
-            Assert.True(resultBids.Success);
-            Assert.True(resultAsks.Success);
-            Assert.AreEqual(1.05m, resultBids.Data);
-            Assert.AreEqual(1.25m, resultAsks.Data);
-            Assert.AreEqual(1.06666667m, resultBids2.Data);
-            Assert.AreEqual(1.23333333m, resultAsks2.Data);
+            Assert.That(resultBids.Success);
+            Assert.That(resultAsks.Success);
+            Assert.That(1.05m == resultBids.Data);
+            Assert.That(1.25m == resultAsks.Data);
+            Assert.That(1.06666667m == resultBids2.Data);
+            Assert.That(1.23333333m == resultAsks2.Data);
+        }
+
+        [TestCase]
+        public void CalculateTradableAmount()
+        {
+            var orderbook = new TestableSymbolOrderBook();
+            orderbook.SetData(new List<ISymbolOrderBookEntry>
+            {
+                new BookEntry{ Price = 1, Quantity = 1 },
+                new BookEntry{ Price = 1.1m, Quantity = 1 },
+            },
+            new List<ISymbolOrderBookEntry>()
+            {
+                new BookEntry{ Price = 1.2m, Quantity = 1 },
+                new BookEntry{ Price = 1.3m, Quantity = 1 },
+            });
+
+            var resultBids = orderbook.CalculateTradableAmount(2, OrderBookEntryType.Bid);
+            var resultAsks = orderbook.CalculateTradableAmount(2, OrderBookEntryType.Ask);
+            var resultBids2 = orderbook.CalculateTradableAmount(1.5m, OrderBookEntryType.Bid);
+            var resultAsks2 = orderbook.CalculateTradableAmount(1.5m, OrderBookEntryType.Ask);
+
+            Assert.That(resultBids.Success);
+            Assert.That(resultAsks.Success);
+            Assert.That(1.9m == resultBids.Data);
+            Assert.That(1.61538462m == resultAsks.Data);
+            Assert.That(1.4m == resultBids2.Data);
+            Assert.That(1.23076923m == resultAsks2.Data);
         }
     }
 }

CryptoExchange.Net.UnitTests/SystemTextJsonConverterTests.cs

@@ -0,0 +1,235 @@
+using CryptoExchange.Net.Attributes;
+using CryptoExchange.Net.Converters.SystemTextJson;
+using System.Text.Json;
+using NUnit.Framework;
+using System;
+using System.Text.Json.Serialization;
+using NUnit.Framework.Legacy;
+
+namespace CryptoExchange.Net.UnitTests
+{
+    [TestFixture()]
+    public class SystemTextJsonConverterTests
+    {
+        [TestCase("2021-05-12")]
+        [TestCase("20210512")]
+        [TestCase("210512")]
+        [TestCase("1620777600.000")]
+        [TestCase("1620777600000")]
+        [TestCase("2021-05-12T00:00:00.000Z")]
+        [TestCase("2021-05-12T00:00:00.000000000Z")]
+        [TestCase("0.000000", true)]
+        [TestCase("0", true)]
+        [TestCase("", true)]
+        [TestCase("  ", true)]
+        public void TestDateTimeConverterString(string input, bool expectNull = false)
+        {
+            var output = JsonSerializer.Deserialize<STJTimeObject>($"{{ \"time\": \"{input}\" }}");
+            Assert.That(output.Time == (expectNull ? null: new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc)));
+        }
+
+        [TestCase(1620777600.000)]
+        [TestCase(1620777600000d)]
+        public void TestDateTimeConverterDouble(double input)
+        {
+            var output = JsonSerializer.Deserialize<STJTimeObject>($"{{ \"time\": {input} }}");
+            Assert.That(output.Time == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [TestCase(1620777600)]
+        [TestCase(1620777600000)]
+        [TestCase(1620777600000000)]
+        [TestCase(1620777600000000000)]
+        [TestCase(0, true)]
+        public void TestDateTimeConverterLong(long input, bool expectNull = false)
+        {
+            var output = JsonSerializer.Deserialize<STJTimeObject>($"{{ \"time\": {input} }}");
+            Assert.That(output.Time == (expectNull ? null : new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc)));
+        }
+
+        [TestCase(1620777600)]
+        [TestCase(1620777600.000)]
+        public void TestDateTimeConverterFromSeconds(double input)
+        {
+            var output = DateTimeConverter.ConvertFromSeconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToSeconds()
+        {
+            var output = DateTimeConverter.ConvertToSeconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600);
+        }
+
+        [TestCase(1620777600000)]
+        [TestCase(1620777600000.000)]
+        public void TestDateTimeConverterFromMilliseconds(double input)
+        {
+            var output = DateTimeConverter.ConvertFromMilliseconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToMilliseconds()
+        {
+            var output = DateTimeConverter.ConvertToMilliseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600000);
+        }
+
+        [TestCase(1620777600000000)]
+        public void TestDateTimeConverterFromMicroseconds(long input)
+        {
+            var output = DateTimeConverter.ConvertFromMicroseconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToMicroseconds()
+        {
+            var output = DateTimeConverter.ConvertToMicroseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600000000);
+        }
+
+        [TestCase(1620777600000000000)]
+        public void TestDateTimeConverterFromNanoseconds(long input)
+        {
+            var output = DateTimeConverter.ConvertFromNanoseconds(input);
+            Assert.That(output == new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+        }
+
+        [Test]
+        public void TestDateTimeConverterToNanoseconds()
+        {
+            var output = DateTimeConverter.ConvertToNanoseconds(new DateTime(2021, 05, 12, 0, 0, 0, DateTimeKind.Utc));
+            Assert.That(output == 1620777600000000000);
+        }
+
+        [TestCase()]
+        public void TestDateTimeConverterNull()
+        {
+            var output = JsonSerializer.Deserialize<STJTimeObject>($"{{ \"time\": null }}");
+            Assert.That(output.Time == null);
+        }
+
+        [TestCase(TestEnum.One, "1")]
+        [TestCase(TestEnum.Two, "2")]
+        [TestCase(TestEnum.Three, "three")]
+        [TestCase(TestEnum.Four, "Four")]
+        [TestCase(null, null)]
+        public void TestEnumConverterNullableGetStringTests(TestEnum? value, string expected)
+        {
+            var output = EnumConverter.GetString(value);
+            Assert.That(output == expected);
+        }
+
+        [TestCase(TestEnum.One, "1")]
+        [TestCase(TestEnum.Two, "2")]
+        [TestCase(TestEnum.Three, "three")]
+        [TestCase(TestEnum.Four, "Four")]
+        public void TestEnumConverterGetStringTests(TestEnum value, string expected)
+        {
+            var output = EnumConverter.GetString(value);
+            Assert.That(output == expected);
+        }
+
+        [TestCase("1", TestEnum.One)]
+        [TestCase("2", TestEnum.Two)]
+        [TestCase("3", TestEnum.Three)]
+        [TestCase("three", TestEnum.Three)]
+        [TestCase("Four", TestEnum.Four)]
+        [TestCase("four", TestEnum.Four)]
+        [TestCase("Four1", null)]
+        [TestCase(null, null)]
+        public void TestEnumConverterNullableDeserializeTests(string value, TestEnum? expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonSerializer.Deserialize<STJEnumObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+
+        [TestCase("1", TestEnum.One)]
+        [TestCase("2", TestEnum.Two)]
+        [TestCase("3", TestEnum.Three)]
+        [TestCase("three", TestEnum.Three)]
+        [TestCase("Four", TestEnum.Four)]
+        [TestCase("four", TestEnum.Four)]
+        [TestCase("Four1", TestEnum.One)]
+        [TestCase(null, TestEnum.One)]
+        public void TestEnumConverterNotNullableDeserializeTests(string value, TestEnum? expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonSerializer.Deserialize<NotNullableSTJEnumObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+
+        [TestCase("1", true)]
+        [TestCase("true", true)]
+        [TestCase("yes", true)]
+        [TestCase("y", true)]
+        [TestCase("on", true)]
+        [TestCase("-1", false)]
+        [TestCase("0", false)]
+        [TestCase("n", false)]
+        [TestCase("no", false)]
+        [TestCase("false", false)]
+        [TestCase("off", false)]
+        [TestCase("", null)]
+        public void TestBoolConverter(string value, bool? expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonSerializer.Deserialize<STJBoolObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+
+        [TestCase("1", true)]
+        [TestCase("true", true)]
+        [TestCase("yes", true)]
+        [TestCase("y", true)]
+        [TestCase("on", true)]
+        [TestCase("-1", false)]
+        [TestCase("0", false)]
+        [TestCase("n", false)]
+        [TestCase("no", false)]
+        [TestCase("false", false)]
+        [TestCase("off", false)]
+        [TestCase("", false)]
+        public void TestBoolConverterNotNullable(string value, bool expected)
+        {
+            var val = value == null ? "null" : $"\"{value}\"";
+            var output = JsonSerializer.Deserialize<NotNullableSTJBoolObject>($"{{ \"Value\": {val} }}");
+            Assert.That(output.Value == expected);
+        }
+    }
+
+    public class STJTimeObject
+    {
+        [JsonConverter(typeof(DateTimeConverter))]
+        [JsonPropertyName("time")]
+        public DateTime? Time { get; set; }
+    }
+
+    public class STJEnumObject
+    {
+        [JsonConverter(typeof(EnumConverter))]
+        public TestEnum? Value { get; set; }
+    }
+
+    public class NotNullableSTJEnumObject
+    {
+        [JsonConverter(typeof(EnumConverter))]
+        public TestEnum Value { get; set; }
+    }
+
+    public class STJBoolObject
+    {
+        [JsonConverter(typeof(BoolConverter))]
+        public bool? Value { get; set; }
+    }
+
+    public class NotNullableSTJBoolObject
+    {
+        [JsonConverter(typeof(BoolConverter))]
+        public bool Value { get; set; }
+    }
+}

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestChannelQuery.cs

@@ -0,0 +1,45 @@
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets;
+using Newtonsoft.Json;
+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
+{
+    internal class SubResponse
+    {
+        [JsonProperty("channel")]
+        public string Channel { get; set; } = null!;
+
+        [JsonProperty("status")]
+        public string Status { get; set; } = null!;
+    }
+
+    internal class UnsubResponse
+    {
+        [JsonProperty("status")]
+        public string Status { get; set; } = null!;
+    }
+
+    internal class TestChannelQuery : Query<SubResponse>
+    {
+        public override HashSet<string> ListenerIdentifiers { get; set; }
+
+        public TestChannelQuery(string channel, string request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
+        {
+            ListenerIdentifiers = new HashSet<string> { channel };
+        }
+
+        public override CallResult<SubResponse> HandleMessage(SocketConnection connection, DataEvent<SubResponse> message)
+        {
+            if (!message.Data.Status.Equals("confirmed", StringComparison.OrdinalIgnoreCase))
+            {
+                return new CallResult<SubResponse>(new ServerError(message.Data.Status));
+            }
+
+            return base.HandleMessage(connection, message);
+        }
+    }
+}

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestQuery.cs

@@ -0,0 +1,19 @@
+using CryptoExchange.Net.Sockets;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
+{
+    internal class TestQuery : Query<object>
+    {
+        public override HashSet<string> ListenerIdentifiers { get; set; }
+
+        public TestQuery(string identifier, object request, bool authenticated, int weight = 1) : base(request, authenticated, weight)
+        {
+            ListenerIdentifiers = new HashSet<string> { identifier };
+        }
+    }
+}

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestSubscription.cs

@@ -0,0 +1,36 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets;
+using Microsoft.Extensions.Logging;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
+{
+    internal class TestSubscription<T> : Subscription<object, object>
+    {
+        private readonly Action<DataEvent<T>> _handler;
+
+        public override HashSet<string> ListenerIdentifiers { get; set; } = new HashSet<string> { "topic" };
+
+        public TestSubscription(ILogger logger, Action<DataEvent<T>> handler) : base(logger, false)
+        {
+            _handler = handler;
+        }
+
+        public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
+        {
+            var data = (T)message.Data;
+            _handler.Invoke(message.As(data));
+            return new CallResult(null);
+        }
+
+        public override Type GetMessageType(IMessageAccessor message) => typeof(T);
+        public override Query GetSubQuery(SocketConnection connection) => new TestQuery("sub", new object(), false, 1);
+        public override Query GetUnsubQuery() => new TestQuery("unsub", new object(), false, 1);
+    }
+}

CryptoExchange.Net.UnitTests/TestImplementations/Sockets/TestSubscriptionWithResponseCheck.cs

@@ -0,0 +1,38 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets;
+using Microsoft.Extensions.Logging;
+using Moq;
+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.UnitTests.TestImplementations.Sockets
+{
+    internal class TestSubscriptionWithResponseCheck<T> : Subscription<SubResponse, UnsubResponse>
+    {
+        private readonly Action<DataEvent<T>> _handler;
+        private readonly string _channel;
+
+        public override HashSet<string> ListenerIdentifiers { get; set; }
+
+        public TestSubscriptionWithResponseCheck(string channel, Action<DataEvent<T>> handler) : base(Mock.Of<ILogger>(), false)
+        {
+            ListenerIdentifiers = new HashSet<string>() { channel };
+            _handler = handler;
+            _channel = channel;
+        }
+
+        public override CallResult DoHandleMessage(SocketConnection connection, DataEvent<object> message)
+        {
+            var data = (T)message.Data;
+            _handler.Invoke(message.As(data));
+            return new CallResult(null);
+        }
+
+        public override Type GetMessageType(IMessageAccessor message) => typeof(T);
+        public override Query GetSubQuery(SocketConnection connection) => new TestChannelQuery(_channel, "subscribe", false, 1);
+        public override Query GetUnsubQuery() => new TestChannelQuery(_channel, "unsubscribe", false, 1);
+    }
+}

CryptoExchange.Net.UnitTests/TestImplementations/TestBaseClient.cs

@@ -1,35 +1,63 @@
-using System.Collections.Generic;
+using System;
+using System.Collections.Generic;
+using System.IO;
 using System.Net.Http;
+using System.Text;
+using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Clients;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.UnitTests.TestImplementations;
 using Microsoft.Extensions.Logging;
 
 namespace CryptoExchange.Net.UnitTests
 {
     public class TestBaseClient: BaseClient
     {       
-        public TestBaseClient(): base("Test", new RestClientOptions("http://testurl.url"), null)
+        public TestSubClient SubClient { get; }
+
+        public TestBaseClient(): base(null, "Test")
         {
+            var options = TestClientOptions.Default.Copy();
+            Initialize(options);
+            SubClient = AddApiClient(new TestSubClient(options, new RestApiOptions()));
         }
 
-        public TestBaseClient(RestClientOptions exchangeOptions) : base("Test", exchangeOptions, exchangeOptions.ApiCredentials == null ? null : new TestAuthProvider(exchangeOptions.ApiCredentials))
+        public TestBaseClient(TestClientOptions exchangeOptions) : base(null, "Test")
         {
+            Initialize(exchangeOptions);
+            SubClient = AddApiClient(new TestSubClient(exchangeOptions, new RestApiOptions()));
         }
 
         public void Log(LogLevel verbosity, string data)
         {
-            log.Write(verbosity, data);
+            _logger.Log(verbosity, data);
+        }
+    }
+
+    public class TestSubClient : RestApiClient
+    {
+        public TestSubClient(RestExchangeOptions<TestEnvironment> options, RestApiOptions apiOptions) : base(new TraceLogger(), null, "https://localhost:123", options, apiOptions)
+        {
         }
 
         public CallResult<T> Deserialize<T>(string data)
         {
-            return Deserialize<T>(data, false);
+            var stream = new MemoryStream(Encoding.UTF8.GetBytes(data));
+            var accessor = CreateAccessor();
+            var valid = accessor.Read(stream, true).Result;
+            if (!valid)
+                return new CallResult<T>(new ServerError(data));
+            
+            var deserializeResult = accessor.Deserialize<T>();
+            return deserializeResult;
         }
 
-        public string FillParameters(string path, params string[] values)
-        {
-            return FillPathParameter(path, values);
-        }
+        public override TimeSpan? GetTimeOffset() => null;
+        public override TimeSyncInfo GetTimeSyncInfo() => null;
+        protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials) => throw new NotImplementedException();
+        protected override Task<WebCallResult<DateTime>> GetServerTimestampAsync() => throw new NotImplementedException();
     }
 
     public class TestAuthProvider : AuthenticationProvider
@@ -38,19 +66,14 @@ namespace CryptoExchange.Net.UnitTests
         {
         }
 
-        public override Dictionary<string, string> AddAuthenticationToHeaders(string uri, HttpMethod method, Dictionary<string, object> parameters, bool signed, HttpMethodParameterPosition postParameters, ArrayParametersSerialization arraySerialization)
+        public override void AuthenticateRequest(RestApiClient apiClient, Uri uri, HttpMethod method, Dictionary<string, object> providedParameters, bool auth, ArrayParametersSerialization arraySerialization, HttpMethodParameterPosition parameterPosition, RequestBodyFormat bodyFormat, out SortedDictionary<string, object> uriParameters, out SortedDictionary<string, object> bodyParameters, out Dictionary<string, string> headers)
         {
-            return base.AddAuthenticationToHeaders(uri, method, parameters, signed, postParameters, arraySerialization);
+            bodyParameters = new SortedDictionary<string, object>();
+            uriParameters = new SortedDictionary<string, object>();
+            headers = new Dictionary<string, string>();
         }
 
-        public override Dictionary<string, object> AddAuthenticationToParameters(string uri, HttpMethod method, Dictionary<string, object> parameters, bool signed, HttpMethodParameterPosition postParameters, ArrayParametersSerialization arraySerialization)
-        {
-            return base.AddAuthenticationToParameters(uri, method, parameters, signed, postParameters, arraySerialization);
-        }
-
-        public override string Sign(string toSign)
-        {
-            return toSign;
-        }
+        public string GetKey() => _credentials.Key.GetString();
+        public string GetSecret() => _credentials.Secret.GetString();
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestRestClient.cs

@@ -12,29 +12,33 @@ using System.Threading;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
 using System.Collections.Generic;
+using CryptoExchange.Net.Objects.Options;
+using Microsoft.Extensions.Logging;
+using CryptoExchange.Net.Clients;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
-    public class TestRestClient: RestClient
+    public class TestRestClient: BaseRestClient
     {
-        public TestRestClient() : base("Test", new RestClientOptions("http://testurl.url"), null)
+        public TestRestApi1Client Api1 { get; }
+        public TestRestApi2Client Api2 { get; }
+
+        public TestRestClient(Action<TestClientOptions> optionsFunc) : this(optionsFunc, null)
         {
-            RequestFactory = new Mock<IRequestFactory>().Object;
         }
 
-        public TestRestClient(RestClientOptions exchangeOptions) : base("Test", exchangeOptions, exchangeOptions.ApiCredentials == null ? null : new TestAuthProvider(exchangeOptions.ApiCredentials))
+        public TestRestClient(ILoggerFactory loggerFactory = null, HttpClient httpClient = null) : this((x) => { }, httpClient, loggerFactory)
         {
-            RequestFactory = new Mock<IRequestFactory>().Object;
         }
 
-        public void SetParameterPosition(HttpMethod method, HttpMethodParameterPosition position)
+        public TestRestClient(Action<TestClientOptions> optionsFunc, HttpClient httpClient = null, ILoggerFactory loggerFactory = null) : base(loggerFactory, "Test")
         {
-            ParameterPositions[method] = position;
-        }
+            var options = TestClientOptions.Default.Copy();
+            optionsFunc(options);
+            Initialize(options);
 
-        public void SetKey(string key, string secret)
-        {
-            SetAuthenticationProvider(new UnitTests.TestAuthProvider(new ApiCredentials(key, secret)));
+            Api1 = new TestRestApi1Client(options);
+            Api2 = new TestRestApi2Client(options);
         }
 
         public void SetResponse(string responseData, out IRequest requestObj)
@@ -56,14 +60,23 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             request.Setup(c => c.AddHeader(It.IsAny<string>(), It.IsAny<string>())).Callback<string, string>((key, val) => headers.Add(key, new List<string> { val }));
             request.Setup(c => c.GetHeaders()).Returns(() => headers);
 
-            var factory = Mock.Get(RequestFactory);
-            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<string>(), It.IsAny<int>()))
-                .Callback<HttpMethod, string, int>((method, uri, id) => 
+            var factory = Mock.Get(Api1.RequestFactory);
+            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+                .Callback<HttpMethod, Uri, int>((method, uri, id) => 
                 { 
-                    request.Setup(a => a.Uri).Returns(new Uri(uri));
+                    request.Setup(a => a.Uri).Returns(uri);
                     request.Setup(a => a.Method).Returns(method); 
                 })
                 .Returns(request.Object);
+
+            factory = Mock.Get(Api2.RequestFactory);
+            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+                .Callback<HttpMethod, Uri, int>((method, uri, id) =>
+                {
+                    request.Setup(a => a.Uri).Returns(uri);
+                    request.Setup(a => a.Method).Returns(method);
+                })
+                .Returns(request.Object);
             requestObj = request.Object;
         }
 
@@ -73,10 +86,17 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             typeof(HttpRequestException).GetField("_message", BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.Instance).SetValue(we, message);
            
             var request = new Mock<IRequest>();
+            request.Setup(c => c.Uri).Returns(new Uri("http://www.test.com"));
+            request.Setup(c => c.GetHeaders()).Returns(new Dictionary<string, IEnumerable<string>>());
             request.Setup(c => c.GetResponseAsync(It.IsAny<CancellationToken>())).Throws(we);
 
-            var factory = Mock.Get(RequestFactory);
-            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<string>(), It.IsAny<int>()))
+            var factory = Mock.Get(Api1.RequestFactory);
+            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+                .Returns(request.Object);
+
+
+            factory = Mock.Get(Api2.RequestFactory);
+            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
                 .Returns(request.Object);
         }
 
@@ -98,13 +118,26 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             request.Setup(c => c.AddHeader(It.IsAny<string>(), It.IsAny<string>())).Callback<string, string>((key, val) => headers.Add(key, new List<string> { val }));
             request.Setup(c => c.GetHeaders()).Returns(headers);
 
-            var factory = Mock.Get(RequestFactory);
-            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<string>(), It.IsAny<int>()))
-                .Callback<HttpMethod, string, int>((method, uri, id) => request.Setup(a => a.Uri).Returns(new Uri(uri)))
+            var factory = Mock.Get(Api1.RequestFactory);
+            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+                .Callback<HttpMethod, Uri, int>((method, uri, id) => request.Setup(a => a.Uri).Returns(uri))
+                .Returns(request.Object);
+
+            factory = Mock.Get(Api2.RequestFactory);
+            factory.Setup(c => c.Create(It.IsAny<HttpMethod>(), It.IsAny<Uri>(), It.IsAny<int>()))
+                .Callback<HttpMethod, Uri, int>((method, uri, id) => request.Setup(a => a.Uri).Returns(uri))
                 .Returns(request.Object);
         }
+    }
 
-        public async Task<CallResult<T>> Request<T>(CancellationToken ct = default) where T:class
+    public class TestRestApi1Client : RestApiClient
+    {
+        public TestRestApi1Client(TestClientOptions options) : base(new TraceLogger(), null, "https://localhost:123", options, options.Api1Options)
+        {
+            RequestFactory = new Mock<IRequestFactory>().Object;
+        }
+
+        public async Task<CallResult<T>> Request<T>(CancellationToken ct = default) where T : class
         {
             return await SendRequestAsync<T>(new Uri("http://www.test.com"), HttpMethod.Get, ct);
         }
@@ -113,23 +146,78 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         {
             return await SendRequestAsync<T>(new Uri("http://www.test.com"), method, default, parameters, additionalHeaders: headers);
         }
+
+        public void SetParameterPosition(HttpMethod method, HttpMethodParameterPosition position)
+        {
+            ParameterPositions[method] = position;
+        }
+
+        public override TimeSpan? GetTimeOffset()
+        {
+            throw new NotImplementedException();
+        }
+
+        protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
+            => new TestAuthProvider(credentials);
+
+        protected override Task<WebCallResult<DateTime>> GetServerTimestampAsync()
+        {
+            throw new NotImplementedException();
+        }
+
+        public override TimeSyncInfo GetTimeSyncInfo()
+        {
+            throw new NotImplementedException();
+        }
     }
 
-    public class TestAuthProvider : AuthenticationProvider
+    public class TestRestApi2Client : RestApiClient
     {
-        public TestAuthProvider(ApiCredentials credentials) : base(credentials)
+        public TestRestApi2Client(TestClientOptions options) : base(new TraceLogger(), null, "https://localhost:123", options, options.Api2Options)
         {
+            RequestFactory = new Mock<IRequestFactory>().Object;
         }
+
+        public async Task<CallResult<T>> Request<T>(CancellationToken ct = default) where T : class
+        {
+            return await SendRequestAsync<T>(new Uri("http://www.test.com"), HttpMethod.Get, ct);
+        }
+
+        protected override Error ParseErrorResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, IMessageAccessor accessor)
+        {
+            var errorData = accessor.Deserialize<TestError>();
+
+            return new ServerError(errorData.Data.ErrorCode, errorData.Data.ErrorMessage);
+        }
+
+        public override TimeSpan? GetTimeOffset()
+        {
+            throw new NotImplementedException();
+        }
+
+        protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
+            => new TestAuthProvider(credentials);
+
+        protected override Task<WebCallResult<DateTime>> GetServerTimestampAsync()
+        {
+            throw new NotImplementedException();
+        }
+
+        public override TimeSyncInfo GetTimeSyncInfo()
+        {
+            throw new NotImplementedException();
+        }
+    }
+
+    public class TestError
+    {
+        public int ErrorCode { get; set; }
+        public string ErrorMessage { get; set; }
     }
 
     public class ParseErrorTestRestClient: TestRestClient
     {
         public ParseErrorTestRestClient() { }
-        public ParseErrorTestRestClient(RestClientOptions exchangeOptions) : base(exchangeOptions) { }
 
-        protected override Error ParseErrorResponse(JToken error)
-        {
-            return new ServerError((int)error["errorCode"], (string)error["errorMessage"]);
-        }
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestSocket.cs

@@ -1,4 +1,6 @@
 using System;
+using System.IO;
+using System.Net.WebSockets;
 using System.Security.Authentication;
 using System.Text;
 using System.Threading.Tasks;
@@ -12,10 +14,16 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         public bool CanConnect { get; set; }
         public bool Connected { get; set; }
 
-        public event Action OnClose;
-        public event Action<string> OnMessage;
-        public event Action<Exception> OnError;
-        public event Action OnOpen;
+        public event Func<Task> OnClose;
+#pragma warning disable 0067
+        public event Func<Task> OnReconnected;
+        public event Func<Task> OnReconnecting;
+#pragma warning restore 0067
+        public event Func<int, Task> OnRequestSent;
+        public event Action<WebSocketMessageType, ReadOnlyMemory<byte>> OnStreamMessage;
+        public event Func<Exception, Task> OnError;
+        public event Func<Task> OnOpen;
+        public Func<Task<Uri>> GetReconnectionUrl { get; set; }
 
         public int Id { get; }
         public bool ShouldReconnect { get; set; }
@@ -38,6 +46,10 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
         public double IncomingKbps => throw new NotImplementedException();
 
+        public Uri Uri => new Uri("");
+
+        public TimeSpan KeepAliveInterval { get; set; }
+
         public static int lastId = 0;
         public static object lastIdLock = new object();
 
@@ -59,10 +71,11 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             return Task.FromResult(CanConnect);
         }
 
-        public void Send(string data)
+        public void Send(int requestId, string data, int weight)
         {
             if(!Connected)
                 throw new Exception("Socket not connected");
+            OnRequestSent?.Invoke(requestId);
         }
 
         public void Reset()
@@ -89,6 +102,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         {
             Connected = false;
             DisconnectTime = DateTime.UtcNow;
+            Reconnecting = true;
             OnClose?.Invoke();
         }
 
@@ -99,7 +113,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
         public void InvokeMessage(string data)
         {
-            OnMessage?.Invoke(data);
+            OnStreamMessage?.Invoke(WebSocketMessageType.Text, new ReadOnlyMemory<byte>(Encoding.UTF8.GetBytes(data)));
         }
 
         public void SetProxy(ApiProxy proxy)
@@ -111,5 +125,6 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         {
             OnError?.Invoke(error);
         }
+        public Task ReconnectAsync() => Task.CompletedTask;
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestSocketClient.cs

@@ -1,66 +1,119 @@
 using System;
+using System.Collections.Generic;
+using System.Threading;
 using System.Threading.Tasks;
+using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Clients;
+using CryptoExchange.Net.Converters.MessageParsing;
 using CryptoExchange.Net.Interfaces;
-using CryptoExchange.Net.Logging;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Objects.Sockets;
 using CryptoExchange.Net.Sockets;
+using CryptoExchange.Net.UnitTests.TestImplementations.Sockets;
+using Microsoft.Extensions.Logging;
 using Moq;
 using Newtonsoft.Json.Linq;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
-    public class TestSocketClient: SocketClient
+    public class TestSocketClient: BaseSocketClient
     {
-        public TestSocketClient() : this(new SocketClientOptions("http://testurl.url"))
+        public TestSubSocketClient SubClient { get; }
+
+        public TestSocketClient(ILoggerFactory loggerFactory = null) : this((x) => { }, loggerFactory)
         {
         }
 
-        public TestSocketClient(SocketClientOptions exchangeOptions) : base("test", exchangeOptions, exchangeOptions.ApiCredentials == null ? null : new TestAuthProvider(exchangeOptions.ApiCredentials))
+        /// <summary>
+        /// Create a new instance of KucoinSocketClient
+        /// </summary>
+        /// <param name="optionsFunc">Configure the options to use for this client</param>
+        public TestSocketClient(Action<TestSocketOptions> optionsFunc) : this(optionsFunc, null)
         {
-            SocketFactory = new Mock<IWebsocketFactory>().Object;
-            Mock.Get(SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<Log>(), It.IsAny<string>())).Returns(new TestSocket());
+        }
+
+        public TestSocketClient(Action<TestSocketOptions> optionsFunc, ILoggerFactory loggerFactory = null) : base(loggerFactory, "Test")
+        {
+            var options = TestSocketOptions.Default.Copy<TestSocketOptions>();
+            optionsFunc(options);
+            Initialize(options);
+
+            SubClient = AddApiClient(new TestSubSocketClient(options, options.SubOptions));
+            SubClient.SocketFactory = new Mock<IWebsocketFactory>().Object;
+            Mock.Get(SubClient.SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<ILogger>(), It.IsAny<WebSocketParameters>())).Returns(new TestSocket());
         }
 
         public TestSocket CreateSocket()
         {
-            Mock.Get(SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<Log>(), It.IsAny<string>())).Returns(new TestSocket());
-            return (TestSocket)CreateSocket(BaseAddress);
+            Mock.Get(SubClient.SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<ILogger>(), It.IsAny<WebSocketParameters>())).Returns(new TestSocket());
+            return (TestSocket)SubClient.CreateSocketInternal("https://localhost:123/");
         }
+                
+    }
+
+    public class TestEnvironment : TradeEnvironment
+    {
+        public string TestAddress { get; }
+
+        public TestEnvironment(string name, string url) : base(name)
+        {
+            TestAddress = url;
+        }
+    }
+
+    public class TestSocketOptions: SocketExchangeOptions<TestEnvironment>
+    {
+        public static TestSocketOptions Default = new TestSocketOptions
+        {
+            Environment = new TestEnvironment("Live", "https://test.test")
+        };
+
+        public SocketApiOptions SubOptions { get; set; } = new SocketApiOptions();
+    }
+
+    public class TestSubSocketClient : SocketApiClient
+    {
+        private MessagePath _channelPath = MessagePath.Get().Property("channel");
+        private MessagePath _topicPath = MessagePath.Get().Property("topic");
+
+        public Subscription TestSubscription { get; private set; } = null;
+
+        public TestSubSocketClient(TestSocketOptions options, SocketApiOptions apiOptions) : base(new TraceLogger(), options.Environment.TestAddress, options, apiOptions)
+        {
+
+        }
+
+        internal IWebsocket CreateSocketInternal(string address)
+        {
+            return CreateSocket(address);
+        }
+
+        protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
+            => new TestAuthProvider(credentials);
 
         public CallResult<bool> ConnectSocketSub(SocketConnection sub)
         {
             return ConnectSocketAsync(sub).Result;
         }
 
-        protected internal override bool HandleQueryResponse<T>(SocketConnection s, object request, JToken data, out CallResult<T> callResult)
+        public override string GetListenerIdentifier(IMessageAccessor message)
         {
-            throw new NotImplementedException();
+            if (!message.IsJson)
+            {
+                return "topic";
+            }
+
+            var id = message.GetValue<string>(_channelPath);
+            id ??= message.GetValue<string>(_topicPath);
+
+            return id;
         }
 
-        protected internal override bool HandleSubscriptionResponse(SocketConnection s, SocketSubscription subscription, object request, JToken message,
-            out CallResult<object> callResult)
+        public Task<CallResult<UpdateSubscription>> SubscribeToSomethingAsync(string channel, Action<DataEvent<string>> onUpdate, CancellationToken ct)
         {
-            throw new NotImplementedException();
-        }
-
-        protected internal override bool MessageMatchesHandler(JToken message, object request)
-        {
-            throw new NotImplementedException();
-        }
-
-        protected internal override bool MessageMatchesHandler(JToken message, string identifier)
-        {
-            return true;
-        }
-
-        protected internal override Task<CallResult<bool>> AuthenticateSocketAsync(SocketConnection s)
-        {
-            throw new NotImplementedException();
-        }
-
-        protected internal override Task<bool> UnsubscribeAsync(SocketConnection connection, SocketSubscription s)
-        {
-            throw new NotImplementedException();
-        }
+            TestSubscription = new TestSubscriptionWithResponseCheck<string>(channel, onUpdate);
+            return SubscribeAsync(TestSubscription, ct);
+        }        
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestStringLogger.cs

@@ -1,25 +0,0 @@
-using Microsoft.Extensions.Logging;
-using System;
-using System.Text;
-
-namespace CryptoExchange.Net.UnitTests.TestImplementations
-{
-    public class TestStringLogger : ILogger
-    {
-        StringBuilder _builder = new StringBuilder();
-
-        public IDisposable BeginScope<TState>(TState state) => null;
-
-        public bool IsEnabled(LogLevel logLevel) => true;
-
-        public void Log<TState>(LogLevel logLevel, EventId eventId, TState state, Exception exception, Func<TState, Exception, string> formatter)
-        {
-            _builder.AppendLine(formatter(state, exception));
-        }
-
-        public string GetLogs()
-        {
-            return _builder.ToString();
-        }
-    }
-}

CryptoExchange.Net.sln

@@ -1,12 +1,18 @@
 
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 15
-VisualStudioVersion = 15.0.27004.2008
+# Visual Studio Version 17
+VisualStudioVersion = 17.0.32014.148
 MinimumVisualStudioVersion = 10.0.40219.1
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "CryptoExchange.Net", "CryptoExchange.Net\CryptoExchange.Net.csproj", "{3762140C-7FF9-46E5-8EC3-BFB3FC7ADB9B}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "CryptoExchange.Net.UnitTests", "CryptoExchange.Net.UnitTests\CryptoExchange.Net.UnitTests.csproj", "{FBFE1651-D43D-4D67-89B7-6C4AE9BA4496}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "BlazorClient", "Examples\BlazorClient\BlazorClient.csproj", "{AF4F5C19-162E-48F4-8B0B-BA5A2D7CE06A}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Examples", "Examples", "{5734C2A9-F12C-4754-A8B9-640C24DC4E02}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ConsoleClient", "Examples\ConsoleClient\ConsoleClient.csproj", "{23480C58-23BF-4EBF-A173-B7F51A043A99}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -21,10 +27,22 @@ Global
 		{FBFE1651-D43D-4D67-89B7-6C4AE9BA4496}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{FBFE1651-D43D-4D67-89B7-6C4AE9BA4496}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{FBFE1651-D43D-4D67-89B7-6C4AE9BA4496}.Release|Any CPU.Build.0 = Release|Any CPU
+		{AF4F5C19-162E-48F4-8B0B-BA5A2D7CE06A}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{AF4F5C19-162E-48F4-8B0B-BA5A2D7CE06A}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{AF4F5C19-162E-48F4-8B0B-BA5A2D7CE06A}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{AF4F5C19-162E-48F4-8B0B-BA5A2D7CE06A}.Release|Any CPU.Build.0 = Release|Any CPU
+		{23480C58-23BF-4EBF-A173-B7F51A043A99}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{23480C58-23BF-4EBF-A173-B7F51A043A99}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{23480C58-23BF-4EBF-A173-B7F51A043A99}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{23480C58-23BF-4EBF-A173-B7F51A043A99}.Release|Any CPU.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
 	EndGlobalSection
+	GlobalSection(NestedProjects) = preSolution
+		{AF4F5C19-162E-48F4-8B0B-BA5A2D7CE06A} = {5734C2A9-F12C-4754-A8B9-640C24DC4E02}
+		{23480C58-23BF-4EBF-A173-B7F51A043A99} = {5734C2A9-F12C-4754-A8B9-640C24DC4E02}
+	EndGlobalSection
 	GlobalSection(ExtensibilityGlobals) = postSolution
 		SolutionGuid = {0D1B9CE9-E0B7-4B8B-88BF-6EA2CC8CA3D7}
 	EndGlobalSection

CryptoExchange.Net/AssemblyInfo.cs

@@ -1 +1,6 @@
-[assembly: System.Runtime.CompilerServices.InternalsVisibleTo("CryptoExchange.Net.UnitTests")]
+[assembly: System.Runtime.CompilerServices.InternalsVisibleTo("CryptoExchange.Net.UnitTests")]
+
+namespace System.Runtime.CompilerServices
+{
+    internal static class IsExternalInit { }
+}

CryptoExchange.Net/Attributes/JsonConversionAttribute.cs

@@ -5,6 +5,7 @@ namespace CryptoExchange.Net.Attributes
     /// <summary>
     /// Used for conversion in ArrayConverter
     /// </summary>
+    [AttributeUsage(AttributeTargets.Property)]
     public class JsonConversionAttribute: Attribute
     {
     }

CryptoExchange.Net/Attributes/JsonOptionalPropertyAttribute.cs

@@ -1,11 +0,0 @@
-using System;
-
-namespace CryptoExchange.Net.Attributes
-{
-    /// <summary>
-    /// Marks property as optional
-    /// </summary>
-    public class JsonOptionalPropertyAttribute : Attribute
-    {
-    }
-}

CryptoExchange.Net/Attributes/MapAttribute.cs

@@ -0,0 +1,24 @@
+using System;
+
+namespace CryptoExchange.Net.Attributes
+{
+    /// <summary>
+    /// Map a enum entry to string values
+    /// </summary>
+    public class MapAttribute : Attribute
+    {
+        /// <summary>
+        /// Values mapping to the enum entry
+        /// </summary>
+        public string[] Values { get; set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="maps"></param>
+        public MapAttribute(params string[] maps)
+        {
+            Values = maps;
+        }
+    }
+}

CryptoExchange.Net/Authentication/ApiCredentials.cs

@@ -1,13 +1,13 @@
 using System;
 using System.IO;
 using System.Security;
-using System.Text;
-using Newtonsoft.Json.Linq;
+using CryptoExchange.Net.Converters.SystemTextJson;
+using CryptoExchange.Net.Converters.MessageParsing;
 
 namespace CryptoExchange.Net.Authentication
 {
     /// <summary>
-    /// Api credentials info
+    /// Api credentials, used to sign requests accessing private endpoints
     /// </summary>
     public class ApiCredentials: IDisposable
     {
@@ -22,17 +22,17 @@ namespace CryptoExchange.Net.Authentication
         public SecureString? Secret { get; }
 
         /// <summary>
-        /// The private key to authenticate requests
+        /// Type of the credentials
         /// </summary>
-        public PrivateKey? PrivateKey { get; }
+        public ApiCredentialsType CredentialType { get; }
 
         /// <summary>
-        /// Create Api credentials providing a private key for authentication
+        /// Create Api credentials providing an api key and secret for authentication
         /// </summary>
-        /// <param name="privateKey">The private key used for signing</param>
-        public ApiCredentials(PrivateKey privateKey)
+        /// <param name="key">The api key used for identification</param>
+        /// <param name="secret">The api secret used for signing</param>
+        public ApiCredentials(SecureString key, SecureString secret) : this(key, secret, ApiCredentialsType.Hmac)
         {
-            PrivateKey = privateKey;
         }
 
         /// <summary>
@@ -40,11 +40,13 @@ namespace CryptoExchange.Net.Authentication
         /// </summary>
         /// <param name="key">The api key used for identification</param>
         /// <param name="secret">The api secret used for signing</param>
-        public ApiCredentials(SecureString key, SecureString secret)
+        /// <param name="credentialsType">The type of credentials</param>
+        public ApiCredentials(SecureString key, SecureString secret, ApiCredentialsType credentialsType)
         {
             if (key == null || secret == null)
                 throw new ArgumentException("Key and secret can't be null/empty");
 
+            CredentialType = credentialsType;
             Key = key;
             Secret = secret;
         }
@@ -54,11 +56,22 @@ namespace CryptoExchange.Net.Authentication
         /// </summary>
         /// <param name="key">The api key used for identification</param>
         /// <param name="secret">The api secret used for signing</param>
-        public ApiCredentials(string key, string secret)
+        public ApiCredentials(string key, string secret) : this(key, secret, ApiCredentialsType.Hmac)
+        {
+        }
+
+        /// <summary>
+        /// Create Api credentials providing an api key and secret for authentication
+        /// </summary>
+        /// <param name="key">The api key used for identification</param>
+        /// <param name="secret">The api secret used for signing</param>
+        /// <param name="credentialsType">The type of credentials</param>
+        public ApiCredentials(string key, string secret, ApiCredentialsType credentialsType)
         {
             if (string.IsNullOrEmpty(key) || string.IsNullOrEmpty(secret))
                 throw new ArgumentException("Key and secret can't be null/empty");
 
+            CredentialType = credentialsType;
             Key = key.ToSecureString();
             Secret = secret.ToSecureString();
         }
@@ -67,12 +80,10 @@ namespace CryptoExchange.Net.Authentication
         /// Copy the credentials
         /// </summary>
         /// <returns></returns>
-        public ApiCredentials Copy()
+        public virtual ApiCredentials Copy()
         {
-            if (PrivateKey == null)
-                return new ApiCredentials(Key!.GetString(), Secret!.GetString());
-            else
-                return new ApiCredentials(PrivateKey!.Copy());
+            // Use .GetString() to create a copy of the SecureString
+            return new ApiCredentials(Key!.GetString(), Secret!.GetString(), CredentialType);
         }
 
         /// <summary>
@@ -83,38 +94,21 @@ namespace CryptoExchange.Net.Authentication
         /// <param name="identifierSecret">A key to identify the credentials for the API. For example, when set to `binanceSecret` the json data should contain a value for the property `binanceSecret`. Defaults to 'apiSecret'.</param>
         public ApiCredentials(Stream inputStream, string? identifierKey = null, string? identifierSecret = null)
         {
-            using var reader = new StreamReader(inputStream, Encoding.UTF8, false, 512, true);
-            
-            var stringData = reader.ReadToEnd();
-            var jsonData = stringData.ToJToken();
-            if(jsonData == null)
+            var accessor = new SystemTextJsonStreamMessageAccessor();
+            if (!accessor.Read(inputStream, false).Result)
                 throw new ArgumentException("Input stream not valid json data");
 
-            var key = TryGetValue(jsonData, identifierKey ?? "apiKey");
-            var secret = TryGetValue(jsonData, identifierSecret ?? "apiSecret");
-
+            var key = accessor.GetValue<string>(MessagePath.Get().Property(identifierKey ?? "apiKey"));
+            var secret = accessor.GetValue<string>(MessagePath.Get().Property(identifierSecret ?? "apiSecret"));
             if (key == null || secret == null)
                 throw new ArgumentException("apiKey or apiSecret value not found in Json credential file");
 
             Key = key.ToSecureString();
-            Secret = secret.ToSecureString();            
+            Secret = secret.ToSecureString();
 
             inputStream.Seek(0, SeekOrigin.Begin);
         }
 
-        /// <summary>
-        /// Try get the value of a key from a JToken
-        /// </summary>
-        /// <param name="data"></param>
-        /// <param name="key"></param>
-        /// <returns></returns>
-        protected string? TryGetValue(JToken data, string key)
-        {
-            if (data[key] == null)
-                return null;
-            return (string) data[key]!;
-        }       
-
         /// <summary>
         /// Dispose
         /// </summary>
@@ -122,7 +116,6 @@ namespace CryptoExchange.Net.Authentication
         {
             Key?.Dispose();
             Secret?.Dispose();
-            PrivateKey?.Dispose();
         }
     }
 }

CryptoExchange.Net/Authentication/ApiCredentialsType.cs

@@ -0,0 +1,21 @@
+namespace CryptoExchange.Net.Authentication
+{
+    /// <summary>
+    /// Credentials type
+    /// </summary>
+    public enum ApiCredentialsType
+    {
+        /// <summary>
+        /// Hmac keys credentials
+        /// </summary>
+        Hmac,
+        /// <summary>
+        /// Rsa keys credentials in xml format
+        /// </summary>
+        RsaXml,
+        /// <summary>
+        /// Rsa keys credentials in pem/base64 format. Only available for .NetStandard 2.1 and up, use xml format for lower.
+        /// </summary>
+        RsaPem
+    }
+}

CryptoExchange.Net/Authentication/AuthenticationProvider.cs

@@ -1,18 +1,29 @@
-using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Clients;
+using CryptoExchange.Net.Converters.SystemTextJson;
+using CryptoExchange.Net.Objects;
+using System;
 using System.Collections.Generic;
+using System.Globalization;
 using System.Net.Http;
+using System.Security.Cryptography;
+using System.Text;
 
 namespace CryptoExchange.Net.Authentication
 {
     /// <summary>
     /// Base class for authentication providers
     /// </summary>
-    public abstract class AuthenticationProvider
+    public abstract class AuthenticationProvider : IDisposable
     {
         /// <summary>
-        /// The provided credentials
+        /// Provided credentials
         /// </summary>
-        public ApiCredentials Credentials { get; }
+        protected readonly ApiCredentials _credentials;
+
+        /// <summary>
+        /// Byte representation of the secret
+        /// </summary>
+        protected byte[] _sBytes;
 
         /// <summary>
         /// ctor
@@ -20,72 +31,427 @@ namespace CryptoExchange.Net.Authentication
         /// <param name="credentials"></param>
         protected AuthenticationProvider(ApiCredentials credentials)
         {
-            Credentials = credentials;
+            if (credentials.Secret == null)
+                throw new ArgumentException("ApiKey/Secret needed");
+
+            _credentials = credentials;
+            _sBytes = Encoding.UTF8.GetBytes(credentials.Secret.GetString());
         }
 
         /// <summary>
-        /// Add authentication to the parameter list based on the provided credentials
+        /// Authenticate a request. Output parameters should include the providedParameters input
         /// </summary>
-        /// <param name="uri">The uri the request is for</param>
-        /// <param name="method">The HTTP method of the request</param>
-        /// <param name="parameters">The provided parameters for the request</param>
-        /// <param name="signed">Wether or not the request needs to be signed. If not typically the parameters list can just be returned</param>
-        /// <param name="parameterPosition">Where parameters are placed, in the URI or in the request body</param>
-        /// <param name="arraySerialization">How array parameters are serialized</param>
-        /// <returns>Should return the original parameter list including any authentication parameters needed</returns>
-        public virtual Dictionary<string, object> AddAuthenticationToParameters(string uri, HttpMethod method, Dictionary<string, object> parameters, bool signed,
-            HttpMethodParameterPosition parameterPosition, ArrayParametersSerialization arraySerialization)
-        {
-            return parameters;
-        }
+        /// <param name="apiClient">The Api client sending the request</param>
+        /// <param name="uri">The uri for the request</param>
+        /// <param name="method">The method of the request</param>
+        /// <param name="providedParameters">The request parameters</param>
+        /// <param name="auth">If the requests should be authenticated</param>
+        /// <param name="arraySerialization">Array serialization type</param>
+        /// <param name="parameterPosition">The position where the providedParameters should go</param>
+        /// <param name="requestBodyFormat">The formatting of the request body</param>
+        /// <param name="uriParameters">Parameters that need to be in the Uri of the request. Should include the provided parameters if they should go in the uri</param>
+        /// <param name="bodyParameters">Parameters that need to be in the body of the request. Should include the provided parameters if they should go in the body</param>
+        /// <param name="headers">The headers that should be send with the request</param>
+        public abstract void AuthenticateRequest(
+            RestApiClient apiClient,
+            Uri uri,
+            HttpMethod method,
+            Dictionary<string, object> providedParameters,
+            bool auth,
+            ArrayParametersSerialization arraySerialization,
+            HttpMethodParameterPosition parameterPosition,
+            RequestBodyFormat requestBodyFormat,
+            out SortedDictionary<string, object> uriParameters,
+            out SortedDictionary<string, object> bodyParameters,
+            out Dictionary<string, string> headers
+            );
 
         /// <summary>
-        /// Add authentication to the header dictionary based on the provided credentials
+        /// SHA256 sign the data and return the bytes
         /// </summary>
-        /// <param name="uri">The uri the request is for</param>
-        /// <param name="method">The HTTP method of the request</param>
-        /// <param name="parameters">The provided parameters for the request</param>
-        /// <param name="signed">Wether or not the request needs to be signed. If not typically the parameters list can just be returned</param>
-        /// <param name="parameterPosition">Where post parameters are placed, in the URI or in the request body</param>
-        /// <param name="arraySerialization">How array parameters are serialized</param>
-        /// <returns>Should return a dictionary containing any header key/value pairs needed for authenticating the request</returns>
-        public virtual Dictionary<string, string> AddAuthenticationToHeaders(string uri, HttpMethod method, Dictionary<string, object> parameters, bool signed,
-            HttpMethodParameterPosition parameterPosition, ArrayParametersSerialization arraySerialization)
-        {
-            return new Dictionary<string, string>();
-        }
-
-        /// <summary>
-        /// Sign a string
-        /// </summary>
-        /// <param name="toSign"></param>
+        /// <param name="data"></param>
         /// <returns></returns>
-        public virtual string Sign(string toSign)
+        protected static byte[] SignSHA256Bytes(string data)
         {
-            return toSign;
+            using var encryptor = SHA256.Create();
+            return encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
         }
 
         /// <summary>
-        /// Sign a byte array
+        /// SHA256 sign the data and return the bytes
         /// </summary>
-        /// <param name="toSign"></param>
+        /// <param name="data"></param>
         /// <returns></returns>
-        public virtual byte[] Sign(byte[] toSign)
+        protected static byte[] SignSHA256Bytes(byte[] data)
         {
-            return toSign;
+            using var encryptor = SHA256.Create();
+            return encryptor.ComputeHash(data);
         }
 
         /// <summary>
-        /// Convert byte array to hex
+        /// SHA256 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignSHA256(string data, SignOutputType? outputType = null)
+        {
+            using var encryptor = SHA256.Create();
+            var resultBytes = encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA256 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignSHA256(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = SHA256.Create();
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA384 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignSHA384(string data, SignOutputType? outputType = null)
+        {
+            using var encryptor = SHA384.Create();
+            var resultBytes = encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA384 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignSHA384(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = SHA384.Create();
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA384 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignSHA384Bytes(string data)
+        {
+            using var encryptor = SHA384.Create();
+            return encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+        }
+
+        /// <summary>
+        /// SHA384 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignSHA384Bytes(byte[] data)
+        {
+            using var encryptor = SHA384.Create();
+            return encryptor.ComputeHash(data);
+        }
+
+        /// <summary>
+        /// SHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignSHA512(string data, SignOutputType? outputType = null)
+        {
+            using var encryptor = SHA512.Create();
+            var resultBytes = encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignSHA512(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = SHA512.Create();
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignSHA512Bytes(string data)
+        {
+            using var encryptor = SHA512.Create();
+            return encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+        }
+
+        /// <summary>
+        /// SHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignSHA512Bytes(byte[] data)
+        {
+            using var encryptor = SHA512.Create();
+            return encryptor.ComputeHash(data);
+        }
+
+        /// <summary>
+        /// MD5 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignMD5(string data, SignOutputType? outputType = null)
+        {
+            using var encryptor = MD5.Create();
+            var resultBytes = encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// MD5 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected static string SignMD5(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = MD5.Create();
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// MD5 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <returns></returns>
+        protected static byte[] SignMD5Bytes(string data)
+        {
+            using var encryptor = MD5.Create();
+            return encryptor.ComputeHash(Encoding.UTF8.GetBytes(data));
+        }
+
+        /// <summary>
+        /// HMACSHA256 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected string SignHMACSHA256(string data, SignOutputType? outputType = null)
+            => SignHMACSHA256(Encoding.UTF8.GetBytes(data), outputType);
+
+        /// <summary>
+        /// HMACSHA256 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected string SignHMACSHA256(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = new HMACSHA256(_sBytes);
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// HMACSHA384 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected string SignHMACSHA384(string data, SignOutputType? outputType = null)
+            => SignHMACSHA384(Encoding.UTF8.GetBytes(data), outputType);
+
+        /// <summary>
+        /// HMACSHA384 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected string SignHMACSHA384(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = new HMACSHA384(_sBytes);
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// HMACSHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected string SignHMACSHA512(string data, SignOutputType? outputType = null)
+            => SignHMACSHA512(Encoding.UTF8.GetBytes(data), outputType);
+
+        /// <summary>
+        /// HMACSHA512 sign the data and return the hash
+        /// </summary>
+        /// <param name="data">Data to sign</param>
+        /// <param name="outputType">String type</param>
+        /// <returns></returns>
+        protected string SignHMACSHA512(byte[] data, SignOutputType? outputType = null)
+        {
+            using var encryptor = new HMACSHA512(_sBytes);
+            var resultBytes = encryptor.ComputeHash(data);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA256 sign the data
+        /// </summary>
+        /// <param name="data"></param>
+        /// <param name="outputType"></param>
+        /// <returns></returns>
+        protected string SignRSASHA256(byte[] data, SignOutputType? outputType = null)
+        {
+            using var rsa = CreateRSA();
+            using var sha256 = SHA256.Create();
+            var hash = sha256.ComputeHash(data);
+            var resultBytes = rsa.SignHash(hash, HashAlgorithmName.SHA256, RSASignaturePadding.Pkcs1);
+            return outputType == SignOutputType.Base64? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA384 sign the data
+        /// </summary>
+        /// <param name="data"></param>
+        /// <param name="outputType"></param>
+        /// <returns></returns>
+        protected string SignRSASHA384(byte[] data, SignOutputType? outputType = null)
+        {
+            using var rsa = CreateRSA();
+            using var sha384 = SHA384.Create();
+            var hash = sha384.ComputeHash(data);
+            var resultBytes = rsa.SignHash(hash, HashAlgorithmName.SHA384, RSASignaturePadding.Pkcs1);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        /// <summary>
+        /// SHA512 sign the data
+        /// </summary>
+        /// <param name="data"></param>
+        /// <param name="outputType"></param>
+        /// <returns></returns>
+        protected string SignRSASHA512(byte[] data, SignOutputType? outputType = null)
+        {
+            using var rsa = CreateRSA();
+            using var sha512 = SHA512.Create();
+            var hash = sha512.ComputeHash(data);
+            var resultBytes = rsa.SignHash(hash, HashAlgorithmName.SHA512, RSASignaturePadding.Pkcs1);
+            return outputType == SignOutputType.Base64 ? BytesToBase64String(resultBytes) : BytesToHexString(resultBytes);
+        }
+
+        private RSA CreateRSA()
+        {
+            var rsa = RSA.Create();
+            if (_credentials.CredentialType == ApiCredentialsType.RsaPem)
+            {
+#if NETSTANDARD2_1_OR_GREATER
+                // Read from pem private key
+                var key = _credentials.Secret!.GetString()
+                        .Replace("\n", "")
+                        .Replace("-----BEGIN PRIVATE KEY-----", "")
+                        .Replace("-----END PRIVATE KEY-----", "")
+                        .Trim();
+                rsa.ImportPkcs8PrivateKey(Convert.FromBase64String(
+                    key)
+                    , out _);
+#else
+                throw new Exception("Pem format not supported when running from .NetStandard2.0. Convert the private key to xml format.");
+#endif
+            }
+            else if (_credentials.CredentialType == ApiCredentialsType.RsaXml)
+            {
+                // Read from xml private key format
+                rsa.FromXmlString(_credentials.Secret!.GetString());
+            }
+            else
+            {
+                throw new Exception("Invalid credentials type");
+            }
+
+            return rsa;
+        }
+
+        /// <summary>
+        /// Convert byte array to hex string
         /// </summary>
         /// <param name="buff"></param>
         /// <returns></returns>
-        protected static string ByteToString(byte[] buff)
+        protected static string BytesToHexString(byte[] buff)
         {
             var result = string.Empty;
             foreach (var t in buff)
-                result += t.ToString("X2"); /* hex format */
+                result += t.ToString("X2");
             return result;
         }
+
+        /// <summary>
+        /// Convert byte array to base64 string
+        /// </summary>
+        /// <param name="buff"></param>
+        /// <returns></returns>
+        protected static string BytesToBase64String(byte[] buff)
+        {
+            return Convert.ToBase64String(buff);
+        }
+
+        /// <summary>
+        /// Get current timestamp including the time sync offset from the api client
+        /// </summary>
+        /// <param name="apiClient"></param>
+        /// <returns></returns>
+        protected static DateTime GetTimestamp(RestApiClient apiClient)
+        {
+            return DateTime.UtcNow.Add(apiClient.GetTimeOffset() ?? TimeSpan.Zero)!;
+        }
+
+        /// <summary>
+        /// Get millisecond timestamp as a string including the time sync offset from the api client
+        /// </summary>
+        /// <param name="apiClient"></param>
+        /// <returns></returns>
+        protected static string GetMillisecondTimestamp(RestApiClient apiClient)
+        {
+            return DateTimeConverter.ConvertToMilliseconds(GetTimestamp(apiClient)).Value.ToString(CultureInfo.InvariantCulture);
+        }
+
+        /// <inheritdoc />
+        public void Dispose()
+        {
+            _credentials?.Dispose();
+        }
+    }
+
+    /// <inheritdoc />
+    public abstract class AuthenticationProvider<TApiCredentials> : AuthenticationProvider where TApiCredentials : ApiCredentials
+    {
+        /// <inheritdoc />
+        protected new TApiCredentials _credentials => (TApiCredentials)base._credentials;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="credentials"></param>
+        protected AuthenticationProvider(TApiCredentials credentials) : base(credentials)
+        {
+        }
     }
 }

CryptoExchange.Net/Authentication/PrivateKey.cs

@@ -1,110 +0,0 @@
-using System;
-using System.Security;
-
-namespace CryptoExchange.Net.Authentication
-{
-    /// <summary>
-    /// Private key info
-    /// </summary>
-    public class PrivateKey : IDisposable
-    {
-        /// <summary>
-        /// The private key
-        /// </summary>
-        public SecureString Key { get; }
-
-        /// <summary>
-        /// The private key's pass phrase
-        /// </summary>
-        public SecureString? Passphrase { get; }
-
-        /// <summary>
-        /// Indicates if the private key is encrypted or not
-        /// </summary>
-        public bool IsEncrypted { get; }
-
-        /// <summary>
-        /// Create a private key providing an encrypted key information
-        /// </summary>
-        /// <param name="key">The private key used for signing</param>
-        /// <param name="passphrase">The private key's passphrase</param>
-        public PrivateKey(SecureString key, SecureString passphrase)
-        {
-            Key = key;
-            Passphrase = passphrase;
-
-            IsEncrypted = true;
-        }
-
-        /// <summary>
-        /// Create a private key providing an encrypted key information
-        /// </summary>
-        /// <param name="key">The private key used for signing</param>
-        /// <param name="passphrase">The private key's passphrase</param>
-        public PrivateKey(string key, string passphrase)
-        {
-            if (string.IsNullOrEmpty(key) || string.IsNullOrEmpty(passphrase))
-                throw new ArgumentException("Key and passphrase can't be null/empty");
-
-            var secureKey = new SecureString();
-            foreach (var c in key)
-                secureKey.AppendChar(c);
-            secureKey.MakeReadOnly();
-            Key = secureKey;
-
-            var securePassphrase = new SecureString();
-            foreach (var c in passphrase)
-                securePassphrase.AppendChar(c);
-            securePassphrase.MakeReadOnly();
-            Passphrase = securePassphrase;
-
-            IsEncrypted = true;
-        }
-
-        /// <summary>
-        /// Create a private key providing an unencrypted key information
-        /// </summary>
-        /// <param name="key">The private key used for signing</param>
-        public PrivateKey(SecureString key)
-        {
-            Key = key;
-
-            IsEncrypted = false;
-        }
-
-        /// <summary>
-        /// Create a private key providing an encrypted key information
-        /// </summary>
-        /// <param name="key">The private key used for signing</param>
-        public PrivateKey(string key)
-        {
-            if (string.IsNullOrEmpty(key))
-                throw new ArgumentException("Key can't be null/empty");
-
-            Key = key.ToSecureString();
-
-            IsEncrypted = false;
-        }
-
-        /// <summary>
-        /// Copy the private key
-        /// </summary>
-        /// <returns></returns>
-        public PrivateKey Copy()
-        {
-            if (Passphrase == null)
-                return new PrivateKey(Key.GetString());
-            else
-                return new PrivateKey(Key.GetString(), Passphrase.GetString());
-        }
-
-        /// <summary>
-        /// Dispose
-        /// </summary>
-        public void Dispose()
-        {
-            Key?.Dispose();
-            Passphrase?.Dispose();
-        }
-    }
-}

CryptoExchange.Net/Authentication/SignOutputType.cs

@@ -0,0 +1,17 @@
+namespace CryptoExchange.Net.Authentication
+{
+    /// <summary>
+    /// Output string type
+    /// </summary>
+    public enum SignOutputType
+    {
+        /// <summary>
+        /// Hex string
+        /// </summary>
+        Hex,
+        /// <summary>
+        /// Base64 string
+        /// </summary>
+        Base64
+    }
+}

CryptoExchange.Net/BaseClient.cs

@@ -1,463 +0,0 @@
-using CryptoExchange.Net.Attributes;
-using CryptoExchange.Net.Authentication;
-using CryptoExchange.Net.Logging;
-using CryptoExchange.Net.Objects;
-using Microsoft.Extensions.Logging;
-using Newtonsoft.Json;
-using Newtonsoft.Json.Linq;
-using System;
-using System.Collections.Generic;
-using System.Globalization;
-using System.IO;
-using System.Linq;
-using System.Reflection;
-using System.Text;
-using System.Threading.Tasks;
-
-namespace CryptoExchange.Net
-{
-    /// <summary>
-    /// The base for all clients, websocket client and rest client
-    /// </summary>
-    public abstract class BaseClient : IDisposable
-    {
-        /// <summary>
-        /// The address of the client
-        /// </summary>
-        public string BaseAddress { get; }
-        /// <summary>
-        /// The name of the exchange the client is for
-        /// </summary>
-        public string ExchangeName { get; }
-        /// <summary>
-        /// The log object
-        /// </summary>
-        protected internal Log log;
-        /// <summary>
-        /// The api proxy
-        /// </summary>
-        protected ApiProxy? apiProxy;
-        /// <summary>
-        /// The authentication provider
-        /// </summary>
-        protected internal AuthenticationProvider? authProvider;
-        /// <summary>
-        /// Should check objects for missing properties based on the model and the received JSON
-        /// </summary>
-        public bool ShouldCheckObjects { get; set; }
-        /// <summary>
-        /// If true, the CallResult and DataEvent objects should also contain the originally received json data in the OriginalDaa property
-        /// </summary>
-        public bool OutputOriginalData { get; private set; }
-        /// <summary>
-        /// The last used id, use NextId() to get the next id and up this
-        /// </summary>
-        protected static int lastId;
-        /// <summary>
-        /// Lock for id generating
-        /// </summary>
-        protected static object idLock = new object();
-
-        /// <summary>
-        /// A default serializer
-        /// </summary>
-        private static readonly JsonSerializer defaultSerializer = JsonSerializer.Create(new JsonSerializerSettings
-        {
-            DateTimeZoneHandling = DateTimeZoneHandling.Utc,
-            Culture = CultureInfo.InvariantCulture
-        });
-
-        /// <summary>
-        /// Last id used
-        /// </summary>
-        public static int LastId => lastId;
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="exchangeName">The name of the exchange this client is for</param>
-        /// <param name="options">The options for this client</param>
-        /// <param name="authenticationProvider">The authentication provider for this client (can be null if no credentials are provided)</param>
-        protected BaseClient(string exchangeName, ClientOptions options, AuthenticationProvider? authenticationProvider)
-        {
-            log = new Log(exchangeName);
-            authProvider = authenticationProvider;
-            log.UpdateWriters(options.LogWriters);
-            log.Level = options.LogLevel;
-
-            ExchangeName = exchangeName;
-            OutputOriginalData = options.OutputOriginalData;
-            BaseAddress = options.BaseAddress;
-            apiProxy = options.Proxy;
-
-            log.Write(LogLevel.Debug, $"Client configuration: {options}, CryptoExchange.Net: v{typeof(BaseClient).Assembly.GetName().Version}, {ExchangeName}.Net: v{GetType().Assembly.GetName().Version}");
-            ShouldCheckObjects = options.ShouldCheckObjects;
-        }
-
-        /// <summary>
-        /// Set the authentication provider, can be used when manually setting the API credentials
-        /// </summary>
-        /// <param name="authenticationProvider"></param>
-        protected void SetAuthenticationProvider(AuthenticationProvider authenticationProvider)
-        {
-            log.Write(LogLevel.Debug, "Setting api credentials");
-            authProvider = authenticationProvider;
-        }
-
-        /// <summary>
-        /// Tries to parse the json data and returns a JToken, validating the input not being empty and being valid json
-        /// </summary>
-        /// <param name="data">The data to parse</param>
-        /// <returns></returns>
-        protected CallResult<JToken> ValidateJson(string data)
-        {
-            if (string.IsNullOrEmpty(data))
-            {
-                var info = "Empty data object received";
-                log.Write(LogLevel.Error, info);
-                return new CallResult<JToken>(null, new DeserializeError(info, data));
-            }
-
-            try
-            {
-                return new CallResult<JToken>(JToken.Parse(data), null);
-            }
-            catch (JsonReaderException jre)
-            {
-                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}";
-                return new CallResult<JToken>(null, new DeserializeError(info, data));
-            }
-            catch (JsonSerializationException jse)
-            {
-                var info = $"Deserialize JsonSerializationException: {jse.Message}";
-                return new CallResult<JToken>(null, new DeserializeError(info, data));
-            }
-            catch (Exception ex)
-            {
-                var exceptionInfo = ex.ToLogString();
-                var info = $"Deserialize Unknown Exception: {exceptionInfo}";
-                return new CallResult<JToken>(null, new DeserializeError(info, data));
-            }
-        }
-
-        /// <summary>
-        /// Deserialize a string into an object
-        /// </summary>
-        /// <typeparam name="T">The type to deserialize into</typeparam>
-        /// <param name="data">The data to deserialize</param>
-        /// <param name="checkObject">Whether or not the parsing should be checked for missing properties (will output data to the logging if log verbosity is Debug)</param>
-        /// <param name="serializer">A specific serializer to use</param>
-        /// <param name="requestId">Id of the request the data is returned from (used for grouping logging by request)</param>
-        /// <returns></returns>
-        protected CallResult<T> Deserialize<T>(string data, bool? checkObject = null, JsonSerializer? serializer = null, int? requestId = null)
-        {
-            var tokenResult = ValidateJson(data);
-            if (!tokenResult)
-            {
-                log.Write(LogLevel.Error, tokenResult.Error!.Message);
-                return new CallResult<T>(default, tokenResult.Error);
-            }
-
-            return Deserialize<T>(tokenResult.Data, checkObject, serializer, requestId);
-        }
-
-        /// <summary>
-        /// Deserialize a JToken into an object
-        /// </summary>
-        /// <typeparam name="T">The type to deserialize into</typeparam>
-        /// <param name="obj">The data to deserialize</param>
-        /// <param name="checkObject">Whether or not the parsing should be checked for missing properties (will output data to the logging if log verbosity is Debug)</param>
-        /// <param name="serializer">A specific serializer to use</param>
-        /// <param name="requestId">Id of the request the data is returned from (used for grouping logging by request)</param>
-        /// <returns></returns>
-        protected CallResult<T> Deserialize<T>(JToken obj, bool? checkObject = null, JsonSerializer? serializer = null, int? requestId = null)
-        {
-            if (serializer == null)
-                serializer = defaultSerializer;
-
-            try
-            {
-                if ((checkObject ?? ShouldCheckObjects)&& log.Level <= LogLevel.Debug)
-                {
-                    // This checks the input JToken object against the class it is being serialized into and outputs any missing fields
-                    // in either the input or the class
-                    try
-                    {
-                        if (obj is JObject o)
-                        {
-                            CheckObject(typeof(T), o, requestId);
-                        }
-                        else if (obj is JArray j)
-                        {
-                            if (j.HasValues && j[0] is JObject jObject)
-                                CheckObject(typeof(T).GetElementType(), jObject, requestId);
-                        }
-                    }
-                    catch (Exception e)
-                    {
-                        log.Write(LogLevel.Debug, $"{(requestId != null ? $"[{ requestId}] " : "")}Failed to check response data: " + (e.InnerException?.Message ?? e.Message));
-                    }
-                }
-
-                return new CallResult<T>(obj.ToObject<T>(serializer), null);
-            }
-            catch (JsonReaderException jre)
-            {
-                var info = $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonReaderException: {jre.Message} Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}, data: {obj}";
-                log.Write(LogLevel.Error, info);
-                return new CallResult<T>(default, new DeserializeError(info, obj));
-            }
-            catch (JsonSerializationException jse)
-            {
-                var info = $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonSerializationException: {jse.Message} data: {obj}";
-                log.Write(LogLevel.Error, info);
-                return new CallResult<T>(default, new DeserializeError(info, obj));
-            }
-            catch (Exception ex)
-            {
-                var exceptionInfo = ex.ToLogString();
-                var info = $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize Unknown Exception: {exceptionInfo}, data: {obj}";
-                log.Write(LogLevel.Error, info);
-                return new CallResult<T>(default, new DeserializeError(info, obj));
-            }
-        }
-
-        /// <summary>
-        /// Deserialize a stream into an object
-        /// </summary>
-        /// <typeparam name="T">The type to deserialize into</typeparam>
-        /// <param name="stream">The stream to deserialize</param>
-        /// <param name="serializer">A specific serializer to use</param>
-        /// <param name="requestId">Id of the request the data is returned from (used for grouping logging by request)</param>
-        /// <param name="elapsedMilliseconds">Milliseconds response time for the request this stream is a response for</param>
-        /// <returns></returns>
-        protected async Task<CallResult<T>> DeserializeAsync<T>(Stream stream, JsonSerializer? serializer = null, int? requestId = null, long? elapsedMilliseconds = null)
-        {
-            if (serializer == null)
-                serializer = defaultSerializer;
-
-            try
-            {
-                // Let the reader keep the stream open so we're able to seek if needed. The calling method will close the stream.
-                using var reader = new StreamReader(stream, Encoding.UTF8, false, 512, true);
-
-                // If we have to output the original json data or output the data into the logging we'll have to read to full response
-                // in order to log/return the json data
-                if (OutputOriginalData || log.Level <= LogLevel.Debug)
-                {
-                    var data = await reader.ReadToEndAsync().ConfigureAwait(false);
-                    log.Write(LogLevel.Debug, $"{(requestId != null ? $"[{requestId}] ": "")}Response received{(elapsedMilliseconds != null ? $" in {elapsedMilliseconds}" : " ")}ms: {data}");
-                    var result = Deserialize<T>(data, null, serializer, requestId);
-                    if(OutputOriginalData)
-                        result.OriginalData = data;
-                    return result;
-                }
-                
-                // If we don't have to keep track of the original json data we can use the JsonTextReader to deserialize the stream directly
-                // into the desired object, which has increased performance over first reading the string value into memory and deserializing from that
-                using var jsonReader = new JsonTextReader(reader);
-                return new CallResult<T>(serializer.Deserialize<T>(jsonReader), null);
-            }
-            catch (JsonReaderException jre)
-            {
-                string data;
-                if (stream.CanSeek)
-                {
-                    // If we can seek the stream rewind it so we can retrieve the original data that was sent
-                    stream.Seek(0, SeekOrigin.Begin);
-                    data = await ReadStreamAsync(stream).ConfigureAwait(false);
-                }
-                else
-                    data = "[Data only available in Debug LogLevel]";
-                log.Write(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}, data: {data}");
-                return new CallResult<T>(default, new DeserializeError($"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}", data));
-            }
-            catch (JsonSerializationException jse)
-            {
-                string data;
-                if (stream.CanSeek)
-                {
-                    stream.Seek(0, SeekOrigin.Begin);
-                    data = await ReadStreamAsync(stream).ConfigureAwait(false);
-                }
-                else
-                    data = "[Data only available in Debug LogLevel]";
-
-                log.Write(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonSerializationException: {jse.Message}, data: {data}");
-                return new CallResult<T>(default, new DeserializeError($"Deserialize JsonSerializationException: {jse.Message}", data));
-            }
-            catch (Exception ex)
-            {
-                string data;
-                if (stream.CanSeek) { 
-                    stream.Seek(0, SeekOrigin.Begin);
-                    data = await ReadStreamAsync(stream).ConfigureAwait(false);
-                }
-                else
-                    data = "[Data only available in Debug LogLevel]";
-
-                var exceptionInfo = ex.ToLogString();
-                log.Write(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize Unknown Exception: {exceptionInfo}, data: {data}");
-                return new CallResult<T>(default, new DeserializeError($"Deserialize Unknown Exception: {exceptionInfo}", data));
-            }
-        }
-
-        private async Task<string> ReadStreamAsync(Stream stream)
-        { 
-            using var reader = new StreamReader(stream, Encoding.UTF8, false, 512, true);
-            return await reader.ReadToEndAsync().ConfigureAwait(false);
-        }
-
-        private void CheckObject(Type type, JObject obj, int? requestId = null)
-        {
-            if (type == null)
-                return;
-
-            if (type.GetCustomAttribute<JsonConverterAttribute>(true) != null)
-                // If type has a custom JsonConverter we assume this will handle property mapping
-                return;
-
-            if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Dictionary<,>))
-                return;
-
-            if (!obj.HasValues && type != typeof(object))
-            {
-                log.Write(LogLevel.Warning, $"{(requestId != null ? $"[{requestId}] " : "")}Expected `{type.Name}`, but received object was empty");
-                return;
-            }
-
-            var isDif = false;
-            var properties = new List<string>();
-            var props = type.GetProperties(BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.Public | BindingFlags.FlattenHierarchy);
-            foreach (var prop in props)
-            {
-                var attr = prop.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault();
-                var ignore = prop.GetCustomAttributes(typeof(JsonIgnoreAttribute), false).FirstOrDefault();
-                if (ignore != null)
-                    continue;
-
-                var propertyName = ((JsonPropertyAttribute?) attr)?.PropertyName;
-                properties.Add(propertyName ?? prop.Name);
-            }
-            foreach (var token in obj)
-            {
-                var d = properties.FirstOrDefault(p => p == token.Key);
-                if (d == null)
-                {
-                    d = properties.SingleOrDefault(p => string.Equals(p, token.Key, StringComparison.CurrentCultureIgnoreCase));
-                    if (d == null)
-                    {
-                        if (!(type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Dictionary<,>)))
-                        {
-                            log.Write(LogLevel.Warning, $"{(requestId != null ? $"[{requestId}] " : "")}Local object doesn't have property `{token.Key}` expected in type `{type.Name}`");
-                            isDif = true;
-                        }
-                        continue;
-                    }
-                }
-
-                properties.Remove(d);
-
-                var propType = GetProperty(d, props)?.PropertyType;
-                if (propType == null || token.Value == null)
-                    continue;
-                if (!IsSimple(propType) && propType != typeof(DateTime))
-                {
-                    if (propType.IsArray && token.Value.HasValues && ((JArray)token.Value).Any() && ((JArray)token.Value)[0] is JObject)
-                        CheckObject(propType.GetElementType()!, (JObject)token.Value[0]!, requestId);
-                    else if (token.Value is JObject o)
-                        CheckObject(propType, o, requestId);
-                }
-            }
-
-            foreach (var prop in properties)
-            {
-                var propInfo = props.First(p => p.Name == prop ||
-                    ((JsonPropertyAttribute)p.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault())?.PropertyName == prop);
-                var optional = propInfo.GetCustomAttributes(typeof(JsonOptionalPropertyAttribute), false).FirstOrDefault();
-                if (optional != null)
-                    continue;
-
-                isDif = true;
-                log.Write(LogLevel.Warning, $"{(requestId != null ? $"[{requestId}] " : "")}Local object has property `{prop}` but was not found in received object of type `{type.Name}`");
-            }
-
-            if (isDif)
-                log.Write(LogLevel.Debug, $"{(requestId != null ? $"[{ requestId}] " : "")}Returned data: " + obj);
-        }
-
-        private static PropertyInfo? GetProperty(string name, IEnumerable<PropertyInfo> props)
-        {
-            foreach (var prop in props)
-            {
-                var attr = prop.GetCustomAttributes(typeof(JsonPropertyAttribute), false).FirstOrDefault();
-                if (attr == null)
-                {
-                    if (string.Equals(prop.Name, name, StringComparison.CurrentCultureIgnoreCase))
-                        return prop;
-                }
-                else
-                {
-                    if (((JsonPropertyAttribute)attr).PropertyName == name)
-                        return prop;
-                }
-            }
-            return null;
-        }
-
-        private static bool IsSimple(Type type)
-        {
-            if (type.IsGenericType && type.GetGenericTypeDefinition() == typeof(Nullable<>))
-            {
-                // nullable type, check if the nested type is simple.
-                return IsSimple(type.GetGenericArguments()[0]);
-            }
-            return type.IsPrimitive
-                   || type.IsEnum
-                   || type == typeof(string)
-                   || type == typeof(decimal);
-        }
-
-        /// <summary>
-        /// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique across different client instances
-        /// </summary>
-        /// <returns></returns>
-        protected int NextId()
-        {
-            lock (idLock)
-            {
-                lastId += 1;
-                return lastId;
-            }
-        }
-
-        /// <summary>
-        /// Fill parameters in a path. Parameters are specified by '{}' and should be specified in occuring sequence
-        /// </summary>
-        /// <param name="path">The total path string</param>
-        /// <param name="values">The values to fill</param>
-        /// <returns></returns>
-        protected static string FillPathParameter(string path, params string[] values)
-        {
-            foreach (var value in values)
-            {
-                var index = path.IndexOf("{}", StringComparison.Ordinal);
-                if (index >= 0)
-                {
-                    path = path.Remove(index, 2);
-                    path = path.Insert(index, value);
-                }
-            }
-            return path;
-        }
-
-        /// <summary>
-        /// Dispose
-        /// </summary>
-        public virtual void Dispose()
-        {
-            authProvider?.Credentials?.Dispose();
-            log.Write(LogLevel.Debug, "Disposing exchange client");
-        }
-    }
-}

CryptoExchange.Net/Clients/BaseApiClient.cs

@@ -0,0 +1,107 @@
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Net.Http;
+using System.Text;
+using System.Threading.Tasks;
+using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Converters;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
+using Microsoft.Extensions.Logging;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <summary>
+    /// Base API for all API clients
+    /// </summary>
+    public abstract class BaseApiClient : IDisposable, IBaseApiClient
+    {
+        /// <summary>
+        /// Logger
+        /// </summary>
+        protected ILogger _logger;
+
+        /// <summary>
+        /// If we are disposing
+        /// </summary>
+        protected bool _disposing;
+
+        /// <summary>
+        /// The authentication provider for this API client. (null if no credentials are set)
+        /// </summary>
+        public AuthenticationProvider? AuthenticationProvider { get; private set; }
+
+        /// <summary>
+        /// The environment this client communicates to
+        /// </summary>
+        public string BaseAddress { get; }
+
+        /// <summary>
+        /// Output the original string data along with the deserialized object
+        /// </summary>
+        public bool OutputOriginalData { get; }
+
+        /// <summary>
+        /// Api options
+        /// </summary>
+        public ApiOptions ApiOptions { get; }
+
+        /// <summary>
+        /// Client Options
+        /// </summary>
+        public ExchangeOptions ClientOptions { get; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="logger">Logger</param>
+        /// <param name="outputOriginalData">Should data from this client include the orginal data in the call result</param>
+        /// <param name="baseAddress">Base address for this API client</param>
+        /// <param name="apiCredentials">Api credentials</param>
+        /// <param name="clientOptions">Client options</param>
+        /// <param name="apiOptions">Api options</param>
+        protected BaseApiClient(ILogger logger, bool outputOriginalData, ApiCredentials? apiCredentials, string baseAddress, ExchangeOptions clientOptions, ApiOptions apiOptions)
+        {
+            _logger = logger;
+
+            ClientOptions = clientOptions;
+            ApiOptions = apiOptions;
+            OutputOriginalData = outputOriginalData;
+            BaseAddress = baseAddress;
+
+            if (apiCredentials != null)
+            {
+                AuthenticationProvider?.Dispose();
+                AuthenticationProvider = CreateAuthenticationProvider(apiCredentials.Copy());
+            }
+        }
+
+        /// <summary>
+        /// Create an AuthenticationProvider implementation instance based on the provided credentials
+        /// </summary>
+        /// <param name="credentials"></param>
+        /// <returns></returns>
+        protected abstract AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials);
+
+        /// <inheritdoc />
+        public void SetApiCredentials<T>(T credentials) where T : ApiCredentials
+        {
+            if (credentials != null)
+            {
+                AuthenticationProvider?.Dispose();
+                AuthenticationProvider = CreateAuthenticationProvider(credentials.Copy());
+            }
+        }
+
+        /// <summary>
+        /// Dispose
+        /// </summary>
+        public virtual void Dispose()
+        {
+            _disposing = true;
+            AuthenticationProvider?.Dispose();
+        }
+    }
+}

CryptoExchange.Net/Clients/BaseClient.cs

@@ -0,0 +1,97 @@
+using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Objects.Options;
+using Microsoft.Extensions.Logging;
+using Microsoft.Extensions.Logging.Abstractions;
+using System;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <summary>
+    /// The base for all clients, websocket client and rest client
+    /// </summary>
+    public abstract class BaseClient : IDisposable
+    {
+        /// <summary>
+        /// The name of the API the client is for
+        /// </summary>
+        public string Exchange { get; }
+
+        /// <summary>
+        /// Api clients in this client
+        /// </summary>
+        internal List<BaseApiClient> ApiClients { get; } = new List<BaseApiClient>();
+
+        /// <summary>
+        /// The log object
+        /// </summary>
+        protected internal ILogger _logger;
+
+        /// <summary>
+        /// Provided client options
+        /// </summary>
+        public ExchangeOptions ClientOptions { get; private set; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="logger">Logger</param>
+        /// <param name="exchange">The name of the exchange this client is for</param>
+#pragma warning disable CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
+        protected BaseClient(ILoggerFactory? logger, string exchange)
+#pragma warning restore CS8618 // Non-nullable field must contain a non-null value when exiting constructor. Consider declaring as nullable.
+        {
+            _logger = logger?.CreateLogger(exchange) ?? NullLoggerFactory.Instance.CreateLogger(exchange);
+
+            Exchange = exchange;
+        }
+
+        /// <summary>
+        /// Initialize the client with the specified options
+        /// </summary>
+        /// <param name="options"></param>
+        /// <exception cref="ArgumentNullException"></exception>
+        protected virtual void Initialize(ExchangeOptions options)
+        {
+            if (options == null)
+                throw new ArgumentNullException(nameof(options));
+
+            ClientOptions = options;
+            _logger.Log(LogLevel.Trace, $"Client configuration: {options}, CryptoExchange.Net: v{typeof(BaseClient).Assembly.GetName().Version}, {Exchange}.Net: v{GetType().Assembly.GetName().Version}");
+        }
+
+        /// <summary>
+        /// Set the API credentials for this client. All Api clients in this client will use the new credentials, regardless of earlier set options.
+        /// </summary>
+        /// <param name="credentials">The credentials to set</param>
+        protected virtual void SetApiCredentials<T>(T credentials) where T : ApiCredentials
+        {
+            foreach (var apiClient in ApiClients)
+                apiClient.SetApiCredentials(credentials);
+        }
+
+        /// <summary>
+        /// Register an API client
+        /// </summary>
+        /// <param name="apiClient">The client</param>
+        protected T AddApiClient<T>(T apiClient) where T : BaseApiClient
+        {
+            if (ClientOptions == null)
+                throw new InvalidOperationException("Client should have called Initialize before adding API clients");
+
+            _logger.Log(LogLevel.Trace, $"  {apiClient.GetType().Name}, base address: {apiClient.BaseAddress}");
+            ApiClients.Add(apiClient);
+            return apiClient;
+        }
+
+        /// <summary>
+        /// Dispose
+        /// </summary>
+        public virtual void Dispose()
+        {
+            _logger.Log(LogLevel.Debug, "Disposing client");
+            foreach (var client in ApiClients)
+                client.Dispose();
+        }
+    }
+}

CryptoExchange.Net/Clients/BaseRestClient.cs

@@ -0,0 +1,24 @@
+using System.Linq;
+using CryptoExchange.Net.Interfaces;
+using Microsoft.Extensions.Logging;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <summary>
+    /// Base rest client
+    /// </summary>
+    public abstract class BaseRestClient : BaseClient, IRestClient
+    {
+        /// <inheritdoc />
+        public int TotalRequestsMade => ApiClients.OfType<RestApiClient>().Sum(s => s.TotalRequestsMade);
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="loggerFactory">Logger factory</param>
+        /// <param name="name">The name of the API this client is for</param>
+        protected BaseRestClient(ILoggerFactory? loggerFactory, string name) : base(loggerFactory, name)
+        {
+        }
+    }
+}

CryptoExchange.Net/Clients/BaseSocketClient.cs

@@ -0,0 +1,112 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Logging.Extensions;
+using CryptoExchange.Net.Objects.Sockets;
+using Microsoft.Extensions.Logging;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <summary>
+    /// Base for socket client implementations
+    /// </summary>
+    public abstract class BaseSocketClient : BaseClient, ISocketClient
+    {
+        #region fields
+
+        /// <summary>
+        /// If client is disposing
+        /// </summary>
+        protected bool _disposing;
+
+        /// <inheritdoc />
+        public int CurrentConnections => ApiClients.OfType<SocketApiClient>().Sum(c => c.CurrentConnections);
+        /// <inheritdoc />
+        public int CurrentSubscriptions => ApiClients.OfType<SocketApiClient>().Sum(s => s.CurrentSubscriptions);
+        /// <inheritdoc />
+        public double IncomingKbps => ApiClients.OfType<SocketApiClient>().Sum(s => s.IncomingKbps);
+        #endregion
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="logger">Logger</param>
+        /// <param name="exchange">The name of the exchange this client is for</param>
+        protected BaseSocketClient(ILoggerFactory? logger, string exchange) : base(logger, exchange)
+        {
+        }
+
+        /// <summary>
+        /// Unsubscribe an update subscription
+        /// </summary>
+        /// <param name="subscriptionId">The id of the subscription to unsubscribe</param>
+        /// <returns></returns>
+        public virtual async Task UnsubscribeAsync(int subscriptionId)
+        {
+            foreach (var socket in ApiClients.OfType<SocketApiClient>())
+            {
+                var result = await socket.UnsubscribeAsync(subscriptionId).ConfigureAwait(false);
+                if (result)
+                    break;
+            }
+        }
+
+        /// <summary>
+        /// Unsubscribe an update subscription
+        /// </summary>
+        /// <param name="subscription">The subscription to unsubscribe</param>
+        /// <returns></returns>
+        public virtual async Task UnsubscribeAsync(UpdateSubscription subscription)
+        {
+            if (subscription == null)
+                throw new ArgumentNullException(nameof(subscription));
+
+            _logger.UnsubscribingSubscription(subscription.SocketId, subscription.Id);
+            await subscription.CloseAsync().ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Unsubscribe all subscriptions
+        /// </summary>
+        /// <returns></returns>
+        public virtual async Task UnsubscribeAllAsync()
+        {
+            var tasks = new List<Task>();
+            foreach (var client in ApiClients.OfType<SocketApiClient>())
+                tasks.Add(client.UnsubscribeAllAsync());
+
+            await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Reconnect all connections
+        /// </summary>
+        /// <returns></returns>
+        public virtual async Task ReconnectAsync()
+        {
+            _logger.ReconnectingAllConnections(CurrentConnections);
+            var tasks = new List<Task>();
+            foreach (var client in ApiClients.OfType<SocketApiClient>())
+            {
+                tasks.Add(client.ReconnectAsync());
+            }
+            await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Log the current state of connections and subscriptions
+        /// </summary>
+        public string GetSubscriptionsState()
+        {
+            var result = new StringBuilder();
+            foreach (var client in ApiClients.OfType<SocketApiClient>().Where(c => c.CurrentSubscriptions > 0))
+            {
+                result.AppendLine(client.GetSubscriptionsState());
+            }
+            return result.ToString();
+        }
+    }
+}

CryptoExchange.Net/Clients/CryptoBaseClient.cs

@@ -0,0 +1,67 @@
+using Microsoft.Extensions.DependencyInjection;
+using System;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <summary>
+    /// Base crypto client
+    /// </summary>
+    public class CryptoBaseClient : IDisposable
+    {
+        private Dictionary<Type, object> _serviceCache = new Dictionary<Type, object>();
+
+        /// <summary>
+        /// Service provider
+        /// </summary>
+        protected readonly IServiceProvider? _serviceProvider;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public CryptoBaseClient() { }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider"></param>
+        public CryptoBaseClient(IServiceProvider serviceProvider)
+        {
+            _serviceProvider = serviceProvider;
+            _serviceCache = new Dictionary<Type, object>();
+        }
+
+        /// <summary>
+        /// Try get a client by type for the service collection
+        /// </summary>
+        /// <typeparam name="T"></typeparam>
+        /// <returns></returns>
+        public T TryGet<T>(Func<T> createFunc)
+        {
+            var type = typeof(T);
+            if (_serviceCache.TryGetValue(type, out var value))
+                return (T)value;
+
+            if (_serviceProvider == null)
+            {
+                // Create with default options
+                var createResult = createFunc();
+                _serviceCache.Add(typeof(T), createResult!);
+                return createResult;
+            }
+
+            var result = _serviceProvider.GetService<T>() 
+                ?? throw new InvalidOperationException($"No service was found for {typeof(T).Name}, make sure the exchange is registered in dependency injection with the `services.Add[Exchange]()` method");
+            _serviceCache.Add(type, result!);
+            return result;
+        }
+
+        /// <summary>
+        /// Dispose
+        /// </summary>
+        public void Dispose()
+        {
+            _serviceCache.Clear();
+        }
+    }
+}

CryptoExchange.Net/Clients/CryptoRestClient.cs

@@ -0,0 +1,47 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Interfaces.CommonClients;
+using Microsoft.Extensions.DependencyInjection;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <inheritdoc />
+    public class CryptoRestClient : CryptoBaseClient, ICryptoRestClient
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public CryptoRestClient()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider"></param>
+        public CryptoRestClient(IServiceProvider serviceProvider) : base(serviceProvider)
+        {
+        }
+
+        /// <summary>
+        /// Get a list of the registered ISpotClient implementations
+        /// </summary>
+        /// <returns></returns>
+        public IEnumerable<ISpotClient> GetSpotClients()
+        {
+            if (_serviceProvider == null)
+                return new List<ISpotClient>();
+
+            return _serviceProvider.GetServices<ISpotClient>().ToList();
+        }
+
+        /// <summary>
+        /// Get an ISpotClient implementation by exchange name
+        /// </summary>
+        /// <param name="exchangeName"></param>
+        /// <returns></returns>
+        public ISpotClient? SpotClient(string exchangeName) => _serviceProvider?.GetServices<ISpotClient>()?.SingleOrDefault(s => s.ExchangeName.Equals(exchangeName, StringComparison.InvariantCultureIgnoreCase));
+    }
+}

CryptoExchange.Net/Clients/CryptoSocketClient.cs

@@ -0,0 +1,24 @@
+using CryptoExchange.Net.Interfaces;
+using System;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <inheritdoc />
+    public class CryptoSocketClient : CryptoBaseClient, ICryptoSocketClient
+    {
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public CryptoSocketClient()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="serviceProvider"></param>
+        public CryptoSocketClient(IServiceProvider serviceProvider) : base(serviceProvider)
+        {
+        }
+    }
+}

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -0,0 +1,630 @@
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Diagnostics.CodeAnalysis;
+using System.IO;
+using System.Linq;
+using System.Net;
+using System.Net.Http;
+using System.Threading;
+using System.Threading.Tasks;
+using CryptoExchange.Net.Converters.JsonNet;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Logging.Extensions;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Requests;
+using Microsoft.Extensions.Logging;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <summary>
+    /// Base rest API client for interacting with a REST API
+    /// </summary>
+    public abstract class RestApiClient : BaseApiClient, IRestApiClient
+    {
+        /// <inheritdoc />
+        public IRequestFactory RequestFactory { get; set; } = new RequestFactory();
+
+        /// <inheritdoc />
+        public abstract TimeSyncInfo? GetTimeSyncInfo();
+
+        /// <inheritdoc />
+        public abstract TimeSpan? GetTimeOffset();
+
+        /// <inheritdoc />
+        public int TotalRequestsMade { get; set; }
+
+        /// <summary>
+        /// Request body content type
+        /// </summary>
+        protected RequestBodyFormat RequestBodyFormat = RequestBodyFormat.Json;
+
+        /// <summary>
+        /// How to serialize array parameters when making requests
+        /// </summary>
+        protected ArrayParametersSerialization ArraySerialization = ArrayParametersSerialization.Array;
+
+        /// <summary>
+        /// What request body should be set when no data is send (only used in combination with postParametersPosition.InBody)
+        /// </summary>
+        protected string RequestBodyEmptyContent = "{}";
+
+        /// <summary>
+        /// Request headers to be sent with each request
+        /// </summary>
+        protected Dictionary<string, string>? StandardRequestHeaders { get; set; }
+
+        /// <summary>
+        /// List of rate limiters
+        /// </summary>
+        internal IEnumerable<IRateLimiter> RateLimiters { get; }
+
+        /// <summary>
+        /// Where to put the parameters for requests with different Http methods
+        /// </summary>
+        public Dictionary<HttpMethod, HttpMethodParameterPosition> ParameterPositions { get; set; } = new Dictionary<HttpMethod, HttpMethodParameterPosition>
+        {
+            { HttpMethod.Get, HttpMethodParameterPosition.InUri },
+            { HttpMethod.Post, HttpMethodParameterPosition.InBody },
+            { HttpMethod.Delete, HttpMethodParameterPosition.InBody },
+            { HttpMethod.Put, HttpMethodParameterPosition.InBody }
+        };
+
+        /// <inheritdoc />
+        public new RestExchangeOptions ClientOptions => (RestExchangeOptions)base.ClientOptions;
+
+        /// <inheritdoc />
+        public new RestApiOptions ApiOptions => (RestApiOptions)base.ApiOptions;
+
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="logger">Logger</param>
+        /// <param name="httpClient">HttpClient to use</param>
+        /// <param name="baseAddress">Base address for this API client</param>
+        /// <param name="options">The base client options</param>
+        /// <param name="apiOptions">The Api client options</param>
+        public RestApiClient(ILogger logger, HttpClient? httpClient, string baseAddress, RestExchangeOptions options, RestApiOptions apiOptions)
+            : base(logger,
+                  apiOptions.OutputOriginalData ?? options.OutputOriginalData,
+                  apiOptions.ApiCredentials ?? options.ApiCredentials,
+                  baseAddress,
+                  options,
+                  apiOptions)
+        {
+            var rateLimiters = new List<IRateLimiter>();
+            foreach (var rateLimiter in apiOptions.RateLimiters)
+                rateLimiters.Add(rateLimiter);
+            RateLimiters = rateLimiters;
+
+            RequestFactory.Configure(options.Proxy, options.RequestTimeout, httpClient);
+        }
+
+        /// <summary>
+        /// Create a message accessor instance
+        /// </summary>
+        /// <returns></returns>
+        protected virtual IStreamMessageAccessor CreateAccessor() => new JsonNetStreamMessageAccessor();
+
+        /// <summary>
+        /// Create a serializer instance
+        /// </summary>
+        /// <returns></returns>
+        protected virtual IMessageSerializer CreateSerializer() => new JsonNetMessageSerializer();
+
+        /// <summary>
+        /// Execute a request to the uri and returns if it was successful
+        /// </summary>
+        /// <param name="uri">The uri to send the request to</param>
+        /// <param name="method">The method of the request</param>
+        /// <param name="cancellationToken">Cancellation token</param>
+        /// <param name="parameters">The parameters of the request</param>
+        /// <param name="signed">Whether or not the request should be authenticated</param>
+        /// <param name="requestBodyFormat">The format of the body content</param>
+        /// <param name="parameterPosition">Where the parameters should be placed, overwrites the value set in the client</param>
+        /// <param name="arraySerialization">How array parameters should be serialized, overwrites the value set in the client</param>
+        /// <param name="requestWeight">Credits used for the request</param>
+        /// <param name="additionalHeaders">Additional headers to send with the request</param>
+        /// <param name="ignoreRatelimit">Ignore rate limits for this request</param>
+        /// <returns></returns>
+        [return: NotNull]
+        protected virtual async Task<WebCallResult> SendRequestAsync(
+            Uri uri,
+            HttpMethod method,
+            CancellationToken cancellationToken,
+            Dictionary<string, object>? parameters = null,
+            bool signed = false,
+            RequestBodyFormat? requestBodyFormat = null,
+            HttpMethodParameterPosition? parameterPosition = null,
+            ArrayParametersSerialization? arraySerialization = null,
+            int requestWeight = 1,
+            Dictionary<string, string>? additionalHeaders = null,
+            bool ignoreRatelimit = false)
+        {
+            int currentTry = 0;
+            while (true)
+            {
+                currentTry++;
+                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, requestBodyFormat, parameterPosition, arraySerialization, requestWeight, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
+                if (!request)
+                    return new WebCallResult(request.Error!);
+
+                var result = await GetResponseAsync<object>(request.Data, cancellationToken).ConfigureAwait(false);
+                if (!result)
+                    _logger.RestApiErrorReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), result.Error?.ToString());
+                else
+                    _logger.RestApiResponseReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), OutputOriginalData ? result.OriginalData : "[Data only available when OutputOriginal = true]");
+
+                if (await ShouldRetryRequestAsync(result, currentTry).ConfigureAwait(false))
+                    continue;
+
+                return result.AsDataless();
+            }
+        }
+
+        /// <summary>
+        /// Execute a request to the uri and deserialize the response into the provided type parameter
+        /// </summary>
+        /// <typeparam name="T">The type to deserialize into</typeparam>
+        /// <param name="uri">The uri to send the request to</param>
+        /// <param name="method">The method of the request</param>
+        /// <param name="cancellationToken">Cancellation token</param>
+        /// <param name="parameters">The parameters of the request</param>
+        /// <param name="signed">Whether or not the request should be authenticated</param>
+        /// <param name="requestBodyFormat">The format of the body content</param>
+        /// <param name="parameterPosition">Where the parameters should be placed, overwrites the value set in the client</param>
+        /// <param name="arraySerialization">How array parameters should be serialized, overwrites the value set in the client</param>
+        /// <param name="requestWeight">Credits used for the request</param>
+        /// <param name="additionalHeaders">Additional headers to send with the request</param>
+        /// <param name="ignoreRatelimit">Ignore rate limits for this request</param>
+        /// <returns></returns>
+        [return: NotNull]
+        protected virtual async Task<WebCallResult<T>> SendRequestAsync<T>(
+            Uri uri,
+            HttpMethod method,
+            CancellationToken cancellationToken,
+            Dictionary<string, object>? parameters = null,
+            bool signed = false,
+            RequestBodyFormat? requestBodyFormat = null,
+            HttpMethodParameterPosition? parameterPosition = null,
+            ArrayParametersSerialization? arraySerialization = null,
+            int requestWeight = 1,
+            Dictionary<string, string>? additionalHeaders = null,
+            bool ignoreRatelimit = false
+            ) where T : class
+        {
+            int currentTry = 0;
+            while (true)
+            {
+                currentTry++;
+                var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, requestBodyFormat, parameterPosition, arraySerialization, requestWeight, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
+                if (!request)
+                    return new WebCallResult<T>(request.Error!);
+
+                var result = await GetResponseAsync<T>(request.Data, cancellationToken).ConfigureAwait(false);
+                if (!result)
+                    _logger.RestApiErrorReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), result.Error?.ToString());
+                else
+                    _logger.RestApiResponseReceived(result.RequestId, result.ResponseStatusCode, (long)Math.Floor(result.ResponseTime!.Value.TotalMilliseconds), OutputOriginalData ? result.OriginalData : "[Data only available when OutputOriginal = true]");
+
+                if (await ShouldRetryRequestAsync(result, currentTry).ConfigureAwait(false))
+                    continue;
+
+                return result;
+            }
+        }
+
+        /// <summary>
+        /// Prepares a request to be sent to the server
+        /// </summary>
+        /// <param name="uri">The uri to send the request to</param>
+        /// <param name="method">The method of the request</param>
+        /// <param name="cancellationToken">Cancellation token</param>
+        /// <param name="parameters">The parameters of the request</param>
+        /// <param name="signed">Whether or not the request should be authenticated</param>
+        /// <param name="requestBodyFormat">The format of the body content</param>
+        /// <param name="parameterPosition">Where the parameters should be placed, overwrites the value set in the client</param>
+        /// <param name="arraySerialization">How array parameters should be serialized, overwrites the value set in the client</param>
+        /// <param name="requestWeight">Credits used for the request</param>
+        /// <param name="additionalHeaders">Additional headers to send with the request</param>
+        /// <param name="ignoreRatelimit">Ignore rate limits for this request</param>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<IRequest>> PrepareRequestAsync(
+            Uri uri,
+            HttpMethod method,
+            CancellationToken cancellationToken,
+            Dictionary<string, object>? parameters = null,
+            bool signed = false,
+            RequestBodyFormat? requestBodyFormat = null,
+            HttpMethodParameterPosition? parameterPosition = null,
+            ArrayParametersSerialization? arraySerialization = null,
+            int requestWeight = 1,
+            Dictionary<string, string>? additionalHeaders = null,
+            bool ignoreRatelimit = false)
+        {
+            var requestId = ExchangeHelpers.NextId();
+
+            if (signed)
+            {
+                var syncTask = SyncTimeAsync();
+                var timeSyncInfo = GetTimeSyncInfo();
+
+                if (timeSyncInfo != null && timeSyncInfo.TimeSyncState.LastSyncTime == default)
+                {
+                    // Initially with first request we'll need to wait for the time syncing, if it's not the first request we can just continue
+                    var syncTimeResult = await syncTask.ConfigureAwait(false);
+                    if (!syncTimeResult)
+                    {
+                        _logger.RestApiFailedToSyncTime(requestId, syncTimeResult.Error!.ToString());
+                        return syncTimeResult.As<IRequest>(default);
+                    }
+                }
+            }
+
+            if (!ignoreRatelimit)
+            {
+                foreach (var limiter in RateLimiters)
+                {
+                    var limitResult = await limiter.LimitRequestAsync(_logger, uri.AbsolutePath, method, signed, ApiOptions.ApiCredentials?.Key ?? ClientOptions.ApiCredentials?.Key, ApiOptions.RateLimitingBehaviour, requestWeight, cancellationToken).ConfigureAwait(false);
+                    if (!limitResult.Success)
+                        return new CallResult<IRequest>(limitResult.Error!);
+                }
+            }
+
+            if (signed && AuthenticationProvider == null)
+            {
+                _logger.RestApiNoApiCredentials(requestId, uri.AbsolutePath);
+                return new CallResult<IRequest>(new NoApiCredentialsError());
+            }
+
+            _logger.RestApiCreatingRequest(requestId, uri);
+            var paramsPosition = parameterPosition ?? ParameterPositions[method];
+            var request = ConstructRequest(uri, method, parameters?.OrderBy(p => p.Key).ToDictionary(p => p.Key, p => p.Value), signed, paramsPosition, arraySerialization ?? ArraySerialization, requestBodyFormat ?? RequestBodyFormat, requestId, additionalHeaders);
+
+            string? paramString = "";
+            if (paramsPosition == HttpMethodParameterPosition.InBody)
+                paramString = $" with request body '{request.Content}'";
+
+            var headers = request.GetHeaders();
+            if (headers.Any())
+                paramString += " with headers " + string.Join(", ", headers.Select(h => h.Key + $"=[{string.Join(",", h.Value)}]"));
+
+            TotalRequestsMade++;
+            _logger.RestApiSendingRequest(requestId, method, signed ? "signed": "", request.Uri, paramString);
+            return new CallResult<IRequest>(request);
+        }
+
+        /// <summary>
+        /// Executes the request and returns the result deserialized into the type parameter class
+        /// </summary>
+        /// <param name="request">The request object to execute</param>
+        /// <param name="cancellationToken">Cancellation token</param>
+        /// <returns></returns>
+        protected virtual async Task<WebCallResult<T>> GetResponseAsync<T>(
+            IRequest request,
+            CancellationToken cancellationToken)
+        {
+            var sw = Stopwatch.StartNew();
+            Stream? responseStream = null;
+            IResponse? response = null;
+            IStreamMessageAccessor? accessor = null;
+            try
+            {
+                response = await request.GetResponseAsync(cancellationToken).ConfigureAwait(false);
+                sw.Stop();
+                var statusCode = response.StatusCode;
+                var headers = response.ResponseHeaders;
+                var responseLength = response.ContentLength;
+                responseStream = await response.GetResponseStreamAsync().ConfigureAwait(false);
+                var outputOriginalData = ApiOptions.OutputOriginalData ?? ClientOptions.OutputOriginalData;
+
+                accessor = CreateAccessor();
+                if (!response.IsSuccessStatusCode)
+                {
+                    // Error response
+                    await accessor.Read(responseStream, true).ConfigureAwait(false);
+
+                    Error error;
+                    if (response.StatusCode == (HttpStatusCode)418 || response.StatusCode == (HttpStatusCode)429)
+                        error = ParseRateLimitResponse((int)response.StatusCode, response.ResponseHeaders, accessor);
+                    else
+                        error = ParseErrorResponse((int)response.StatusCode, response.ResponseHeaders, accessor);
+
+                    if (error.Code == null || error.Code == 0)
+                        error.Code = (int)response.StatusCode;
+
+                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
+                }
+
+                if (typeof(T) == typeof(object))
+                    // Success status code and expected empty response, assume it's correct
+                    return new WebCallResult<T>(statusCode, headers, sw.Elapsed, 0, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, null);
+
+                var valid = await accessor.Read(responseStream, outputOriginalData).ConfigureAwait(false);
+                if (!valid)
+                {
+                    // Invalid json
+                    var error = new ServerError(accessor.OriginalDataAvailable ? accessor.GetOriginalString() : "[Data only available when OutputOriginal = true in client options]");
+                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error);
+                }
+
+                // Json response received
+                var parsedError = TryParseError(accessor);
+                if (parsedError != null)
+                    // Success status code, but TryParseError determined it was an error response
+                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parsedError);
+
+                var deserializeResult = accessor.Deserialize<T>();
+                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, responseLength, OutputOriginalData ? accessor.GetOriginalString() : null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), deserializeResult.Data, deserializeResult.Error);
+            }
+            catch (HttpRequestException requestException)
+            {
+                // Request exception, can't reach server for instance
+                var exceptionInfo = requestException.ToLogString();
+                return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError(exceptionInfo));
+            }
+            catch (OperationCanceledException canceledException)
+            {
+                if (cancellationToken != default && canceledException.CancellationToken == cancellationToken)
+                {
+                    // Cancellation token canceled by caller
+                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new CancellationRequestedError());
+                }
+                else
+                {
+                    // Request timed out
+                    return new WebCallResult<T>(null, null, sw.Elapsed, null, null, request.RequestId, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError($"Request timed out"));
+                }
+            }
+            finally
+            {
+                accessor?.Clear();
+                responseStream?.Close();
+                response?.Close();
+            }
+        }
+
+        /// <summary>
+        /// Can be used to parse an error even though response status indicates success. Some apis always return 200 OK, even though there is an error.
+        /// When setting manualParseError to true this method will be called for each response to be able to check if the response is an error or not.
+        /// If the response is an error this method should return the parsed error, else it should return null
+        /// </summary>
+        /// <param name="accessor">Data accessor</param>
+        /// <returns>Null if not an error, Error otherwise</returns>
+        protected virtual ServerError? TryParseError(IMessageAccessor accessor) => null;
+
+        /// <summary>
+        /// Can be used to indicate that a request should be retried. Defaults to false. Make sure to retry a max number of times (based on the the tries parameter) or the request will retry forever.
+        /// Note that this is always called; even when the request might be successful
+        /// </summary>
+        /// <typeparam name="T">WebCallResult type parameter</typeparam>
+        /// <param name="callResult">The result of the call</param>
+        /// <param name="tries">The current try number</param>
+        /// <returns>True if call should retry, false if the call should return</returns>
+        protected virtual Task<bool> ShouldRetryRequestAsync<T>(WebCallResult<T> callResult, int tries) => Task.FromResult(false);
+
+        /// <summary>
+        /// Creates a request object
+        /// </summary>
+        /// <param name="uri">The uri to send the request to</param>
+        /// <param name="method">The method of the request</param>
+        /// <param name="parameters">The parameters of the request</param>
+        /// <param name="signed">Whether or not the request should be authenticated</param>
+        /// <param name="parameterPosition">Where the parameters should be placed</param>
+        /// <param name="arraySerialization">How array parameters should be serialized</param>
+        /// <param name="bodyFormat">Format of the body content</param>
+        /// <param name="requestId">Unique id of a request</param>
+        /// <param name="additionalHeaders">Additional headers to send with the request</param>
+        /// <returns></returns>
+        protected virtual IRequest ConstructRequest(
+            Uri uri,
+            HttpMethod method,
+            Dictionary<string, object>? parameters,
+            bool signed,
+            HttpMethodParameterPosition parameterPosition,
+            ArrayParametersSerialization arraySerialization,
+            RequestBodyFormat bodyFormat,
+            int requestId,
+            Dictionary<string, string>? additionalHeaders)
+        {
+            parameters ??= new Dictionary<string, object>();
+
+            for (var i = 0; i < parameters.Count; i++)
+            {
+                var kvp = parameters.ElementAt(i);
+                if (kvp.Value is Func<object> delegateValue)
+                    parameters[kvp.Key] = delegateValue();
+            }
+
+            if (parameterPosition == HttpMethodParameterPosition.InUri)
+            {
+                foreach (var parameter in parameters)
+                    uri = uri.AddQueryParmeter(parameter.Key, parameter.Value.ToString());
+            }
+
+            var headers = new Dictionary<string, string>();
+            var uriParameters = parameterPosition == HttpMethodParameterPosition.InUri ? new SortedDictionary<string, object>(parameters) : new SortedDictionary<string, object>();
+            var bodyParameters = parameterPosition == HttpMethodParameterPosition.InBody ? new SortedDictionary<string, object>(parameters) : new SortedDictionary<string, object>();
+            if (AuthenticationProvider != null)
+            {
+                try
+                {
+                    AuthenticationProvider.AuthenticateRequest(
+                        this,
+                        uri,
+                        method,
+                        parameters,
+                        signed,
+                        arraySerialization,
+                        parameterPosition,
+                        bodyFormat,
+                        out uriParameters,
+                        out bodyParameters,
+                        out headers);
+                }
+                catch (Exception ex)
+                {
+                    throw new Exception("Failed to authenticate request, make sure your API credentials are correct", ex);
+                }
+            }
+
+            // Sanity check
+            foreach (var param in parameters)
+            {
+                if (!uriParameters.ContainsKey(param.Key) && !bodyParameters.ContainsKey(param.Key))
+                {
+                    throw new Exception($"Missing parameter {param.Key} after authentication processing. AuthenticationProvider implementation " +
+                        $"should return provided parameters in either the uri or body parameters output");
+                }
+            }
+
+            // Add the auth parameters to the uri, start with a new URI to be able to sort the parameters including the auth parameters            
+            uri = uri.SetParameters(uriParameters, arraySerialization);
+
+            var request = RequestFactory.Create(method, uri, requestId);
+            request.Accept = Constants.JsonContentHeader;
+
+            foreach (var header in headers)
+                request.AddHeader(header.Key, header.Value);
+
+            if (additionalHeaders != null)
+            {
+                foreach (var header in additionalHeaders)
+                    request.AddHeader(header.Key, header.Value);
+            }
+
+            if (StandardRequestHeaders != null)
+            {
+                foreach (var header in StandardRequestHeaders)
+                {
+                    // Only add it if it isn't overwritten
+                    if (additionalHeaders?.ContainsKey(header.Key) != true)
+                        request.AddHeader(header.Key, header.Value);
+                }
+            }
+
+            if (parameterPosition == HttpMethodParameterPosition.InBody)
+            {
+                var contentType = bodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
+                if (bodyParameters.Any())
+                    WriteParamBody(request, bodyParameters, contentType);
+                else
+                    request.SetContent(RequestBodyEmptyContent, contentType);
+            }
+
+            return request;
+        }
+
+        /// <summary>
+        /// Writes the parameters of the request to the request object body
+        /// </summary>
+        /// <param name="request">The request to set the parameters on</param>
+        /// <param name="parameters">The parameters to set</param>
+        /// <param name="contentType">The content type of the data</param>
+        protected virtual void WriteParamBody(IRequest request, SortedDictionary<string, object> parameters, string contentType)
+        {
+            if (contentType == Constants.JsonContentHeader)
+            {
+                // Write the parameters as json in the body
+                var stringData = CreateSerializer().Serialize(parameters);
+                request.SetContent(stringData, contentType);
+            }
+            else if (contentType == Constants.FormContentHeader)
+            {
+                // Write the parameters as form data in the body
+                var stringData = parameters.ToFormData();
+                request.SetContent(stringData, contentType);
+            }
+        }
+
+        /// <summary>
+        /// Parse an error response from the server. Only used when server returns a status other than Success(200) or ratelimit error (429 or 418)
+        /// </summary>
+        /// <param name="httpStatusCode">The response status code</param>
+        /// <param name="responseHeaders">The response headers</param>
+        /// <param name="accessor">Data accessor</param>
+        /// <returns></returns>
+        protected virtual Error ParseErrorResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, IMessageAccessor accessor)
+        {
+            var message = accessor.OriginalDataAvailable ? accessor.GetOriginalString() : "[Error response content only available when OutputOriginal = true in client options]";
+            return new ServerError(message);
+        }
+
+        /// <summary>
+        /// Parse a rate limit error response from the server. Only used when server returns http status 429 or 418
+        /// </summary>
+        /// <param name="httpStatusCode">The response status code</param>
+        /// <param name="responseHeaders">The response headers</param>
+        /// <param name="accessor">Data accessor</param>
+        /// <returns></returns>
+        protected virtual Error ParseRateLimitResponse(int httpStatusCode, IEnumerable<KeyValuePair<string, IEnumerable<string>>> responseHeaders, IMessageAccessor accessor)
+        {
+            var message = accessor.OriginalDataAvailable ? accessor.GetOriginalString() : "[Error response content only available when OutputOriginal = true in client options]";
+
+            // Handle retry after header
+            var retryAfterHeader = responseHeaders.SingleOrDefault(r => r.Key.Equals("Retry-After", StringComparison.InvariantCultureIgnoreCase));
+            if (retryAfterHeader.Value?.Any() != true)
+                return new ServerRateLimitError(message);
+
+            var value = retryAfterHeader.Value.First();
+            if (int.TryParse(value, out var seconds))
+                return new ServerRateLimitError(message) { RetryAfter = DateTime.UtcNow.AddSeconds(seconds) };
+
+            if (DateTime.TryParse(value, out var datetime))
+                return new ServerRateLimitError(message) { RetryAfter = datetime };
+
+            return new ServerRateLimitError(message);
+        }
+
+        /// <summary>
+        /// Retrieve the server time for the purpose of syncing time between client and server to prevent authentication issues
+        /// </summary>
+        /// <returns>Server time</returns>
+        protected virtual Task<WebCallResult<DateTime>> GetServerTimestampAsync() => throw new NotImplementedException();
+
+        internal async Task<WebCallResult<bool>> SyncTimeAsync()
+        {
+            var timeSyncParams = GetTimeSyncInfo();
+            if (timeSyncParams == null)
+                return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, true, null);
+
+            if (await timeSyncParams.TimeSyncState.Semaphore.WaitAsync(0).ConfigureAwait(false))
+            {
+                if (!timeSyncParams.SyncTime || DateTime.UtcNow - timeSyncParams.TimeSyncState.LastSyncTime < timeSyncParams.RecalculationInterval)
+                {
+                    timeSyncParams.TimeSyncState.Semaphore.Release();
+                    return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, true, null);
+                }
+
+                var localTime = DateTime.UtcNow;
+                var result = await GetServerTimestampAsync().ConfigureAwait(false);
+                if (!result)
+                {
+                    timeSyncParams.TimeSyncState.Semaphore.Release();
+                    return result.As(false);
+                }
+
+                if (TotalRequestsMade == 1)
+                {
+                    // If this was the first request make another one to calculate the offset since the first one can be slower
+                    localTime = DateTime.UtcNow;
+                    result = await GetServerTimestampAsync().ConfigureAwait(false);
+                    if (!result)
+                    {
+                        timeSyncParams.TimeSyncState.Semaphore.Release();
+                        return result.As(false);
+                    }
+                }
+
+                // Calculate time offset between local and server
+                var offset = result.Data - localTime.AddMilliseconds(result.ResponseTime!.Value.TotalMilliseconds / 2);
+                timeSyncParams.UpdateTimeOffset(offset);
+                timeSyncParams.TimeSyncState.Semaphore.Release();
+            }
+
+            return new WebCallResult<bool>(null, null, null, null, null, null, null, null, null, null, true, null);
+        }
+    }
+}

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -0,0 +1,683 @@
+using CryptoExchange.Net.Converters.JsonNet;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Logging.Extensions;
+using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Objects.Options;
+using CryptoExchange.Net.Objects.Sockets;
+using CryptoExchange.Net.Sockets;
+using Microsoft.Extensions.Logging;
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Linq;
+using System.Net.WebSockets;
+using System.Text;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Clients
+{
+    /// <summary>
+    /// Base socket API client for interaction with a websocket API
+    /// </summary>
+    public abstract class SocketApiClient : BaseApiClient, ISocketApiClient
+    {
+        #region Fields
+        /// <inheritdoc/>
+        public IWebsocketFactory SocketFactory { get; set; } = new WebsocketFactory();
+
+        /// <summary>
+        /// List of socket connections currently connecting/connected
+        /// </summary>
+        protected internal ConcurrentDictionary<int, SocketConnection> socketConnections = new();
+
+        /// <summary>
+        /// Semaphore used while creating sockets
+        /// </summary>
+        protected internal readonly SemaphoreSlim semaphoreSlim = new(1);
+
+        /// <summary>
+        /// Keep alive interval for websocket connection
+        /// </summary>
+        protected TimeSpan KeepAliveInterval { get; set; } = TimeSpan.FromSeconds(10);
+
+        /// <summary>
+        /// Handlers for data from the socket which doesn't need to be forwarded to the caller. Ping or welcome messages for example.
+        /// </summary>
+        protected List<SystemSubscription> systemSubscriptions = new();
+
+        /// <summary>
+        /// If a message is received on the socket which is not handled by a handler this boolean determines whether this logs an error message
+        /// </summary>
+        protected internal bool UnhandledMessageExpected { get; set; }
+
+        /// <summary>
+        /// If true a subscription will accept message before the confirmation of a subscription has been received
+        /// </summary>
+        protected bool HandleMessageBeforeConfirmation { get; set; }
+
+        /// <summary>
+        /// The rate limiters 
+        /// </summary>
+        protected internal IEnumerable<IRateLimiter>? RateLimiters { get; set; }
+
+        /// <summary>
+        /// The max size a websocket message size can be
+        /// </summary>
+        protected internal int? MessageSendSizeLimit { get; set; }
+
+        /// <summary>
+        /// Periodic task regisrations
+        /// </summary>
+        protected List<PeriodicTaskRegistration> PeriodicTaskRegistrations { get; set; } = new List<PeriodicTaskRegistration>();
+
+        /// <inheritdoc />
+        public double IncomingKbps
+        {
+            get
+            {
+                if (!socketConnections.Any())
+                    return 0;
+
+                return socketConnections.Sum(s => s.Value.IncomingKbps);
+            }
+        }
+
+        /// <inheritdoc />
+        public int CurrentConnections => socketConnections.Count;
+
+        /// <inheritdoc />
+        public int CurrentSubscriptions
+        {
+            get
+            {
+                if (!socketConnections.Any())
+                    return 0;
+
+                return socketConnections.Sum(s => s.Value.UserSubscriptionCount);
+            }
+        }
+
+        /// <inheritdoc />
+        public new SocketExchangeOptions ClientOptions => (SocketExchangeOptions)base.ClientOptions;
+
+        /// <inheritdoc />
+        public new SocketApiOptions ApiOptions => (SocketApiOptions)base.ApiOptions;
+
+        #endregion
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="logger">log</param>
+        /// <param name="options">Client options</param>
+        /// <param name="baseAddress">Base address for this API client</param>
+        /// <param name="apiOptions">The Api client options</param>
+        public SocketApiClient(ILogger logger, string baseAddress, SocketExchangeOptions options, SocketApiOptions apiOptions)
+            : base(logger,
+                  apiOptions.OutputOriginalData ?? options.OutputOriginalData,
+                  apiOptions.ApiCredentials ?? options.ApiCredentials,
+                  baseAddress,
+                  options,
+                  apiOptions)
+        {
+            var rateLimiters = new List<IRateLimiter>();
+            foreach (var rateLimiter in apiOptions.RateLimiters)
+                rateLimiters.Add(rateLimiter);
+            RateLimiters = rateLimiters;
+        }
+
+        /// <summary>
+        /// Create a message accessor instance
+        /// </summary>
+        /// <returns></returns>
+        protected internal virtual IByteMessageAccessor CreateAccessor() => new JsonNetByteMessageAccessor();
+
+        /// <summary>
+        /// Create a serializer instance
+        /// </summary>
+        /// <returns></returns>
+        protected internal virtual IMessageSerializer CreateSerializer() => new JsonNetMessageSerializer();
+
+        /// <summary>
+        /// Add a query to periodically send on each connection
+        /// </summary>
+        /// <param name="identifier"></param>
+        /// <param name="interval"></param>
+        /// <param name="queryDelegate"></param>
+        /// <param name="callback"></param>
+        protected virtual void RegisterPeriodicQuery(string identifier, TimeSpan interval, Func<SocketConnection, Query> queryDelegate, Action<CallResult>? callback)
+        {
+            PeriodicTaskRegistrations.Add(new PeriodicTaskRegistration
+            {
+                Identifier = identifier,
+                Callback = callback,
+                Interval = interval,
+                QueryDelegate = queryDelegate
+            });
+        }
+
+        /// <summary>
+        /// Connect to an url and listen for data on the BaseAddress
+        /// </summary>
+        /// <param name="subscription">The subscription</param>
+        /// <param name="ct">Cancellation token for closing this subscription</param>
+        /// <returns></returns>
+        protected virtual Task<CallResult<UpdateSubscription>> SubscribeAsync(Subscription subscription, CancellationToken ct)
+        {
+            return SubscribeAsync(BaseAddress, subscription, ct);
+        }
+
+        /// <summary>
+        /// Connect to an url and listen for data
+        /// </summary>
+        /// <param name="url">The URL to connect to</param>
+        /// <param name="subscription">The subscription</param>
+        /// <param name="ct">Cancellation token for closing this subscription</param>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<UpdateSubscription>> SubscribeAsync(string url, Subscription subscription, CancellationToken ct)
+        {
+            if (_disposing)
+                return new CallResult<UpdateSubscription>(new InvalidOperationError("Client disposed, can't subscribe"));
+
+            if (subscription.Authenticated && AuthenticationProvider == null)
+                return new CallResult<UpdateSubscription>(new NoApiCredentialsError());
+
+            SocketConnection socketConnection;
+            var released = false;
+            // Wait for a semaphore here, so we only connect 1 socket at a time.
+            // This is necessary for being able to see if connections can be combined
+            try
+            {
+                await semaphoreSlim.WaitAsync(ct).ConfigureAwait(false);
+            }
+            catch (OperationCanceledException)
+            {
+                return new CallResult<UpdateSubscription>(new CancellationRequestedError());
+            }
+
+            try
+            {
+                while (true)
+                {
+                    // Get a new or existing socket connection
+                    var socketResult = await GetSocketConnection(url, subscription.Authenticated).ConfigureAwait(false);
+                    if (!socketResult)
+                        return socketResult.As<UpdateSubscription>(null);
+
+                    socketConnection = socketResult.Data;
+                    subscription.HandleUpdatesBeforeConfirmation = subscription.HandleUpdatesBeforeConfirmation || HandleMessageBeforeConfirmation;
+
+                    // Add a subscription on the socket connection
+                    var success = socketConnection.AddSubscription(subscription);
+                    if (!success)
+                    {
+                        _logger.FailedToAddSubscriptionRetryOnDifferentConnection(socketConnection.SocketId);
+                        continue;
+                    }
+
+                    if (ClientOptions.SocketSubscriptionsCombineTarget == 1)
+                    {
+                        // Only 1 subscription per connection, so no need to wait for connection since a new subscription will create a new connection anyway
+                        semaphoreSlim.Release();
+                        released = true;
+                    }
+
+                    var needsConnecting = !socketConnection.Connected;
+
+                    var connectResult = await ConnectIfNeededAsync(socketConnection, subscription.Authenticated).ConfigureAwait(false);
+                    if (!connectResult)
+                        return new CallResult<UpdateSubscription>(connectResult.Error!);
+
+                    break;
+                }
+            }
+            finally
+            {
+                if (!released)
+                    semaphoreSlim.Release();
+            }
+
+            if (socketConnection.PausedActivity)
+            {
+                _logger.HasBeenPausedCantSubscribeAtThisMoment(socketConnection.SocketId);
+                return new CallResult<UpdateSubscription>(new ServerError("Socket is paused"));
+            }
+
+            var waitEvent = new ManualResetEvent(false);
+            var subQuery = subscription.GetSubQuery(socketConnection);
+            if (subQuery != null)
+            {
+                // Send the request and wait for answer
+                var subResult = await socketConnection.SendAndWaitQueryAsync(subQuery, waitEvent).ConfigureAwait(false);
+                if (!subResult)
+                {
+                    waitEvent?.Set();
+                    _logger.FailedToSubscribe(socketConnection.SocketId, subResult.Error?.ToString());
+                    // If this was a timeout we still need to send an unsubscribe to prevent messages coming in later
+                    var unsubscribe = subResult.Error is CancellationRequestedError;
+                    await socketConnection.CloseAsync(subscription, unsubscribe).ConfigureAwait(false);
+                    return new CallResult<UpdateSubscription>(subResult.Error!);
+                }
+
+                subscription.HandleSubQueryResponse(subQuery.Response!);
+            }
+
+            subscription.Confirmed = true;
+            if (ct != default)
+            {
+                subscription.CancellationTokenRegistration = ct.Register(async () =>
+                {
+                    _logger.CancellationTokenSetClosingSubscription(socketConnection.SocketId, subscription.Id);
+                    await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
+                }, false);
+            }
+
+            waitEvent?.Set();
+            _logger.SubscriptionCompletedSuccessfully(socketConnection.SocketId, subscription.Id);
+            return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription));
+        }
+
+        /// <summary>
+        /// Send a query on a socket connection to the BaseAddress and wait for the response
+        /// </summary>
+        /// <typeparam name="T">Expected result type</typeparam>
+        /// <param name="query">The query</param>
+        /// <returns></returns>
+        protected virtual Task<CallResult<T>> QueryAsync<T>(Query<T> query)
+        {
+            return QueryAsync(BaseAddress, query);
+        }
+
+        /// <summary>
+        /// Send a query on a socket connection and wait for the response
+        /// </summary>
+        /// <typeparam name="T">The expected result type</typeparam>
+        /// <param name="url">The url for the request</param>
+        /// <param name="query">The query</param>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<T>> QueryAsync<T>(string url, Query<T> query)
+        {
+            if (_disposing)
+                return new CallResult<T>(new InvalidOperationError("Client disposed, can't query"));
+
+            SocketConnection socketConnection;
+            var released = false;
+            await semaphoreSlim.WaitAsync().ConfigureAwait(false);
+            try
+            {
+                var socketResult = await GetSocketConnection(url, query.Authenticated).ConfigureAwait(false);
+                if (!socketResult)
+                    return socketResult.As<T>(default);
+
+                socketConnection = socketResult.Data;
+
+                if (ClientOptions.SocketSubscriptionsCombineTarget == 1)
+                {
+                    // Can release early when only a single sub per connection
+                    semaphoreSlim.Release();
+                    released = true;
+                }
+
+                var connectResult = await ConnectIfNeededAsync(socketConnection, query.Authenticated).ConfigureAwait(false);
+                if (!connectResult)
+                    return new CallResult<T>(connectResult.Error!);
+            }
+            finally
+            {
+                if (!released)
+                    semaphoreSlim.Release();
+            }
+
+            if (socketConnection.PausedActivity)
+            {
+                _logger.HasBeenPausedCantSendQueryAtThisMoment(socketConnection.SocketId);
+                return new CallResult<T>(new ServerError("Socket is paused"));
+            }
+
+            return await socketConnection.SendAndWaitQueryAsync(query).ConfigureAwait(false);
+        }
+
+        /// <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>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<bool>> ConnectIfNeededAsync(SocketConnection socket, bool authenticated)
+        {
+            if (socket.Connected)
+                return new CallResult<bool>(true);
+
+            var connectResult = await ConnectSocketAsync(socket).ConfigureAwait(false);
+            if (!connectResult)
+                return new CallResult<bool>(connectResult.Error!);
+
+            if (ClientOptions.DelayAfterConnect != TimeSpan.Zero)
+                await Task.Delay(ClientOptions.DelayAfterConnect).ConfigureAwait(false);
+
+            if (!authenticated || socket.Authenticated)
+                return new CallResult<bool>(true);
+
+            return await AuthenticateSocketAsync(socket).ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Authenticate a socket connection
+        /// </summary>
+        /// <param name="socket">Socket to authenticate</param>
+        /// <returns></returns>
+        public virtual async Task<CallResult<bool>> AuthenticateSocketAsync(SocketConnection socket)
+        {
+            if (AuthenticationProvider == null)
+                return new CallResult<bool>(new NoApiCredentialsError());
+
+            _logger.AttemptingToAuthenticate(socket.SocketId);
+            var authRequest = GetAuthenticationRequest();
+            if (authRequest != null)
+            {
+                var result = await socket.SendAndWaitQueryAsync(authRequest).ConfigureAwait(false);
+
+                if (!result)
+                {
+                    _logger.AuthenticationFailed(socket.SocketId);
+                    if (socket.Connected)
+                        await socket.CloseAsync().ConfigureAwait(false);
+
+                    result.Error!.Message = "Authentication failed: " + result.Error.Message;
+                    return new CallResult<bool>(result.Error)!;
+                }
+            }
+
+            _logger.Authenticated(socket.SocketId);
+            socket.Authenticated = true;
+            return new CallResult<bool>(true);
+        }
+
+        /// <summary>
+        /// Should return the request which can be used to authenticate a socket connection
+        /// </summary>
+        /// <returns></returns>
+        protected internal virtual Query? GetAuthenticationRequest() => throw new NotImplementedException();
+
+        /// <summary>
+        /// Adds a system subscription. Used for example to reply to ping requests
+        /// </summary>
+        /// <param name="systemSubscription">The subscription</param>
+        protected void AddSystemSubscription(SystemSubscription systemSubscription)
+        {
+            systemSubscriptions.Add(systemSubscription);
+            foreach (var connection in socketConnections.Values)
+                connection.AddSubscription(systemSubscription);
+        }
+
+        /// <summary>
+        /// Get the url to connect to (defaults to BaseAddress form the client options)
+        /// </summary>
+        /// <param name="address"></param>
+        /// <param name="authentication"></param>
+        /// <returns></returns>
+        protected virtual Task<CallResult<string?>> GetConnectionUrlAsync(string address, bool authentication)
+        {
+            return Task.FromResult(new CallResult<string?>(address));
+        }
+
+        /// <summary>
+        /// Get the url to reconnect to after losing a connection
+        /// </summary>
+        /// <param name="connection"></param>
+        /// <returns></returns>
+        protected internal virtual Task<Uri?> GetReconnectUriAsync(SocketConnection connection)
+        {
+            return Task.FromResult<Uri?>(connection.ConnectionUri);
+        }
+
+        /// <summary>
+        /// Update the subscription when the connection is restored after disconnecting. Can be used to update an authentication token for example.
+        /// </summary>
+        /// <param name="subscription">The subscription</param>
+        /// <returns></returns>
+        protected internal virtual Task<CallResult> RevitalizeRequestAsync(Subscription subscription)
+        {
+            return Task.FromResult(new CallResult(null));
+        }
+
+        /// <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>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<SocketConnection>> GetSocketConnection(string address, bool authenticated)
+        {
+            var socketResult = socketConnections.Where(s => (s.Value.Status == SocketConnection.SocketStatus.None || s.Value.Status == SocketConnection.SocketStatus.Connected)
+                                                  && s.Value.Tag.TrimEnd('/') == address.TrimEnd('/')
+                                                  && s.Value.ApiClient.GetType() == GetType()
+                                                  && (s.Value.Authenticated == authenticated || !authenticated) && s.Value.Connected).OrderBy(s => s.Value.UserSubscriptionCount).FirstOrDefault();
+            var result = socketResult.Equals(default(KeyValuePair<int, SocketConnection>)) ? null : socketResult.Value;
+            if (result != null)
+            {
+                if (result.UserSubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || socketConnections.Count >= (ApiOptions.MaxSocketConnections ?? ClientOptions.MaxSocketConnections) && socketConnections.All(s => s.Value.UserSubscriptionCount >= ClientOptions.SocketSubscriptionsCombineTarget))
+                    // Use existing socket if it has less than target connections OR it has the least connections and we can't make new
+                    return new CallResult<SocketConnection>(result);
+            }
+
+            var connectionAddress = await GetConnectionUrlAsync(address, authenticated).ConfigureAwait(false);
+            if (!connectionAddress)
+            {
+                _logger.FailedToDetermineConnectionUrl(connectionAddress.Error?.ToString());
+                return connectionAddress.As<SocketConnection>(null);
+            }
+
+            if (connectionAddress.Data != address)
+                _logger.ConnectionAddressSetTo(connectionAddress.Data!);
+
+            // Create new socket
+            var socket = CreateSocket(connectionAddress.Data!);
+            var socketConnection = new SocketConnection(_logger, this, socket, address);
+            socketConnection.UnhandledMessage += HandleUnhandledMessage;
+
+            foreach (var ptg in PeriodicTaskRegistrations)
+                socketConnection.QueryPeriodic(ptg.Identifier, ptg.Interval, ptg.QueryDelegate, ptg.Callback);
+
+            foreach (var systemSubscription in systemSubscriptions)
+                socketConnection.AddSubscription(systemSubscription);
+
+            return new CallResult<SocketConnection>(socketConnection);
+        }
+
+        /// <summary>
+        /// Process an unhandled message
+        /// </summary>
+        /// <param name="message">The message that wasn't processed</param>
+        protected virtual void HandleUnhandledMessage(IMessageAccessor message)
+        {
+        }
+
+        /// <summary>
+        /// Connect a socket
+        /// </summary>
+        /// <param name="socketConnection">The socket to connect</param>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<bool>> ConnectSocketAsync(SocketConnection socketConnection)
+        {
+            if (await socketConnection.ConnectAsync().ConfigureAwait(false))
+            {
+                socketConnections.TryAdd(socketConnection.SocketId, socketConnection);
+                return new CallResult<bool>(true);
+            }
+
+            socketConnection.Dispose();
+            return new CallResult<bool>(new CantConnectError());
+        }
+
+        /// <summary>
+        /// Get parameters for the websocket connection
+        /// </summary>
+        /// <param name="address">The address to connect to</param>
+        /// <returns></returns>
+        protected virtual WebSocketParameters GetWebSocketParameters(string address)
+            => new(new Uri(address), ClientOptions.AutoReconnect)
+            {
+                KeepAliveInterval = KeepAliveInterval,
+                ReconnectInterval = ClientOptions.ReconnectInterval,
+                RateLimiters = RateLimiters,
+                Proxy = ClientOptions.Proxy,
+                Timeout = ApiOptions.SocketNoDataTimeout ?? ClientOptions.SocketNoDataTimeout
+            };
+
+        /// <summary>
+        /// Create a socket for an address
+        /// </summary>
+        /// <param name="address">The address the socket should connect to</param>
+        /// <returns></returns>
+        protected virtual IWebsocket CreateSocket(string address)
+        {
+            var socket = SocketFactory.CreateWebsocket(_logger, GetWebSocketParameters(address));
+            _logger.SocketCreatedForAddress(socket.Id, address);
+            return socket;
+        }
+
+        /// <summary>
+        /// Unsubscribe an update subscription
+        /// </summary>
+        /// <param name="subscriptionId">The id of the subscription to unsubscribe</param>
+        /// <returns></returns>
+        public virtual async Task<bool> UnsubscribeAsync(int subscriptionId)
+        {
+            Subscription? subscription = null;
+            SocketConnection? connection = null;
+            foreach (var socket in socketConnections.Values.ToList())
+            {
+                subscription = socket.GetSubscription(subscriptionId);
+                if (subscription != null)
+                {
+                    connection = socket;
+                    break;
+                }
+            }
+
+            if (subscription == null || connection == null)
+                return false;
+
+            _logger.UnsubscribingSubscription(connection.SocketId, subscriptionId);
+            await connection.CloseAsync(subscription).ConfigureAwait(false);
+            return true;
+        }
+
+        /// <summary>
+        /// Unsubscribe an update subscription
+        /// </summary>
+        /// <param name="subscription">The subscription to unsubscribe</param>
+        /// <returns></returns>
+        public virtual async Task UnsubscribeAsync(UpdateSubscription subscription)
+        {
+            if (subscription == null)
+                throw new ArgumentNullException(nameof(subscription));
+
+            _logger.UnsubscribingSubscription(subscription.SocketId, subscription.Id);
+            await subscription.CloseAsync().ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Unsubscribe all subscriptions
+        /// </summary>
+        /// <returns></returns>
+        public virtual async Task UnsubscribeAllAsync()
+        {
+            var sum = socketConnections.Sum(s => s.Value.UserSubscriptionCount);
+            if (sum == 0)
+                return;
+
+            _logger.UnsubscribingAll(socketConnections.Sum(s => s.Value.UserSubscriptionCount));
+            var tasks = new List<Task>();
+            {
+                var socketList = socketConnections.Values;
+                foreach (var sub in socketList)
+                    tasks.Add(sub.CloseAsync());
+            }
+
+            await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Reconnect all connections
+        /// </summary>
+        /// <returns></returns>
+        public virtual async Task ReconnectAsync()
+        {
+            _logger.ReconnectingAllConnections(socketConnections.Count);
+            var tasks = new List<Task>();
+            {
+                var socketList = socketConnections.Values;
+                foreach (var sub in socketList)
+                    tasks.Add(sub.TriggerReconnectAsync());
+            }
+
+            await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Log the current state of connections and subscriptions
+        /// </summary>
+        public string GetSubscriptionsState(bool includeSubDetails = true)
+        {
+            var sb = new StringBuilder();
+            sb.AppendLine($"{GetType().Name}");
+            sb.AppendLine($"  Connections: {socketConnections.Count}");
+            sb.AppendLine($"  Subscriptions: {CurrentSubscriptions}");
+            sb.AppendLine($"  Download speed: {IncomingKbps} kbps");
+            foreach (var connection in socketConnections)
+            {
+                sb.AppendLine($"    Id: {connection.Key}");
+                sb.AppendLine($"    Address: {connection.Value.ConnectionUri}");
+                sb.AppendLine($"    Subscriptions: {connection.Value.UserSubscriptionCount}");
+                sb.AppendLine($"    Status: {connection.Value.Status}");
+                sb.AppendLine($"    Authenticated: {connection.Value.Authenticated}");
+                sb.AppendLine($"    Download speed: {connection.Value.IncomingKbps} kbps");
+                sb.AppendLine($"    Subscriptions:");
+                if (includeSubDetails)
+                {
+                    foreach (var subscription in connection.Value.Subscriptions)
+                    {
+                        sb.AppendLine($"      Id: {subscription.Id}");
+                        sb.AppendLine($"      Confirmed: {subscription.Confirmed}");
+                        sb.AppendLine($"      Invocations: {subscription.TotalInvocations}");
+                        sb.AppendLine($"      Identifiers: [{string.Join(", ", subscription.ListenerIdentifiers)}]");
+                    }
+                }
+            }
+            return sb.ToString();
+        }
+
+        /// <summary>
+        /// Dispose the client
+        /// </summary>
+        public override void Dispose()
+        {
+            _disposing = true;
+            if (socketConnections.Sum(s => s.Value.UserSubscriptionCount) > 0)
+            {
+                _logger.DisposingSocketClient();
+                _ = UnsubscribeAllAsync();
+            }
+            semaphoreSlim?.Dispose();
+            base.Dispose();
+        }
+
+        /// <summary>
+        /// Get the listener identifier for the message
+        /// </summary>
+        /// <param name="messageAccessor"></param>
+        /// <returns></returns>
+        public abstract string? GetListenerIdentifier(IMessageAccessor messageAccessor);
+
+        /// <summary>
+        /// Preprocess a stream message
+        /// </summary>
+        /// <param name="type"></param>
+        /// <param name="data"></param>
+        /// <returns></returns>
+        public virtual ReadOnlyMemory<byte> PreprocessStreamMessage(WebSocketMessageType type, ReadOnlyMemory<byte> data) => data;
+    }
+}

CryptoExchange.Net/CommonObjects/Balance.cs

@@ -0,0 +1,21 @@
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Balance data
+    /// </summary>
+    public class Balance: BaseCommonObject
+    {
+        /// <summary>
+        /// The asset name
+        /// </summary>
+        public string Asset { get; set;  } = string.Empty;
+        /// <summary>
+        /// Quantity available
+        /// </summary>
+        public decimal? Available { get; set; }
+        /// <summary>
+        /// Total quantity
+        /// </summary>
+        public decimal? Total { get; set;  }
+    }
+}

CryptoExchange.Net/CommonObjects/BaseComonObject.cs

@@ -0,0 +1,13 @@
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Base class for common objects
+    /// </summary>
+    public class BaseCommonObject
+    {
+        /// <summary>
+        /// The source object the data is derived from
+        /// </summary>
+        public object SourceObject { get; set; } = null!;
+    }
+}

CryptoExchange.Net/CommonObjects/Enums.cs

@@ -0,0 +1,73 @@
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Order type
+    /// </summary>
+    public enum CommonOrderType
+    {
+        /// <summary>
+        /// Limit type
+        /// </summary>
+        Limit,
+        /// <summary>
+        /// Market type
+        /// </summary>
+        Market,
+        /// <summary>
+        /// Other order type
+        /// </summary>
+        Other
+    }
+
+    /// <summary>
+    /// Order side
+    /// </summary>
+    public enum CommonOrderSide
+    {
+        /// <summary>
+        /// Buy order
+        /// </summary>
+        Buy,
+        /// <summary>
+        /// Sell order
+        /// </summary>
+        Sell
+    }
+    /// <summary>
+    /// Order status
+    /// </summary>
+    public enum CommonOrderStatus
+    {
+        /// <summary>
+        /// placed and not fully filled order
+        /// </summary>
+        Active,
+        /// <summary>
+        /// canceled order
+        /// </summary>
+        Canceled,
+        /// <summary>
+        /// filled order
+        /// </summary>
+        Filled
+    }
+    
+    /// <summary>
+    /// Position side
+    /// </summary>
+    public enum CommonPositionSide
+    {
+        /// <summary>
+        /// Long position
+        /// </summary>
+        Long,
+        /// <summary>
+        /// Short position
+        /// </summary>
+        Short,
+        /// <summary>
+        /// Both
+        /// </summary>
+        Both
+    }
+}

CryptoExchange.Net/CommonObjects/Kline.cs

@@ -0,0 +1,35 @@
+using System;
+
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Kline data
+    /// </summary>
+    public class Kline: BaseCommonObject
+    {
+        /// <summary>
+        /// Opening time of the kline
+        /// </summary>
+        public DateTime OpenTime { get; set; }
+        /// <summary>
+        /// Price at the open time
+        /// </summary>
+        public decimal? OpenPrice { get; set; }
+        /// <summary>
+        /// Highest price of the kline
+        /// </summary>
+        public decimal? HighPrice { get; set; }
+        /// <summary>
+        /// Lowest price of the kline
+        /// </summary>
+        public decimal? LowPrice { get; set; }
+        /// <summary>
+        /// Close price of the kline
+        /// </summary>
+        public decimal? ClosePrice { get; set; }
+        /// <summary>
+        /// Volume of the kline
+        /// </summary>
+        public decimal? Volume { get; set; }
+    }
+}

CryptoExchange.Net/CommonObjects/Order.cs

@@ -0,0 +1,47 @@
+using System;
+
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Order data
+    /// </summary>
+    public class Order: BaseCommonObject
+    {
+        /// <summary>
+        /// Id of the order
+        /// </summary>
+        public string Id { get; set; } = string.Empty;
+        /// <summary>
+        /// Symbol of the order
+        /// </summary>
+        public string Symbol { get; set; } = string.Empty;
+        /// <summary>
+        /// Price of the order
+        /// </summary>
+        public decimal? Price { get; set; }
+        /// <summary>
+        /// Quantity of the order
+        /// </summary>
+        public decimal? Quantity { get; set; }
+        /// <summary>
+        /// The quantity of the order which has been filled
+        /// </summary>
+        public decimal? QuantityFilled { get; set; }
+        /// <summary>
+        /// Status of the order
+        /// </summary>
+        public CommonOrderStatus Status { get; set; }
+        /// <summary>
+        /// Side of the order
+        /// </summary>
+        public CommonOrderSide Side { get; set; }
+        /// <summary>
+        /// Type of the order
+        /// </summary>
+        public CommonOrderType Type { get; set; }
+        /// <summary>
+        /// Order time
+        /// </summary>
+        public DateTime Timestamp { get; set; }
+    }
+}

CryptoExchange.Net/CommonObjects/OrderBook.cs

@@ -0,0 +1,20 @@
+using System;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Order book data
+    /// </summary>
+    public class OrderBook: BaseCommonObject
+    {
+        /// <summary>
+        /// List of bids
+        /// </summary>
+        public IEnumerable<OrderBookEntry> Bids { get; set; } = Array.Empty<OrderBookEntry>();
+        /// <summary>
+        /// List of asks
+        /// </summary>
+        public IEnumerable<OrderBookEntry> Asks { get; set; } = Array.Empty<OrderBookEntry>();
+    }
+}

CryptoExchange.Net/CommonObjects/OrderBookEntry.cs

@@ -0,0 +1,17 @@
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Order book entry
+    /// </summary>
+    public class OrderBookEntry
+    {
+        /// <summary>
+        /// Quantity of the entry
+        /// </summary>
+        public decimal Quantity { get; set; }
+        /// <summary>
+        /// Price of the entry
+        /// </summary>
+        public decimal Price { get; set; }
+    }
+}

CryptoExchange.Net/CommonObjects/OrderId.cs

@@ -0,0 +1,13 @@
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Id of an order
+    /// </summary>
+    public class OrderId: BaseCommonObject
+    {
+        /// <summary>
+        /// Id of an order
+        /// </summary>
+        public string Id { get; set; } = string.Empty;
+    }
+}

CryptoExchange.Net/CommonObjects/Position.cs

@@ -0,0 +1,65 @@
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Position data
+    /// </summary>
+    public class Position: BaseCommonObject
+    {
+        /// <summary>
+        /// Id of the position
+        /// </summary>
+        public string? Id { get; set; }
+        /// <summary>
+        /// Symbol of the position
+        /// </summary>
+        public string Symbol { get; set; } = string.Empty;
+        /// <summary>
+        /// Leverage
+        /// </summary>
+        public decimal Leverage { get; set; }
+        /// <summary>
+        /// Position quantity
+        /// </summary>
+        public decimal Quantity { get; set; }
+        /// <summary>
+        /// Entry price
+        /// </summary>
+        public decimal? EntryPrice { get; set; }
+        /// <summary>
+        /// Liquidation price
+        /// </summary>
+        public decimal? LiquidationPrice { get; set; }
+        /// <summary>
+        /// Unrealized profit and loss
+        /// </summary>
+        public decimal? UnrealizedPnl { get; set; }
+        /// <summary>
+        /// Realized profit and loss
+        /// </summary>
+        public decimal? RealizedPnl { get; set; }
+        /// <summary>
+        /// Mark price
+        /// </summary>
+        public decimal? MarkPrice { get; set; }
+        /// <summary>
+        /// Auto adding margin
+        /// </summary>
+        public bool? AutoMargin { get; set; }
+        /// <summary>
+        /// Position margin
+        /// </summary>
+        public decimal? PositionMargin { get; set; }
+        /// <summary>
+        /// Position side
+        /// </summary>
+        public CommonPositionSide? Side { get; set; }
+        /// <summary>
+        /// Is isolated
+        /// </summary>
+        public bool? Isolated { get; set; }
+        /// <summary>
+        /// Maintenance margin
+        /// </summary>
+        public decimal? MaintananceMargin { get; set; }
+    }
+}

CryptoExchange.Net/CommonObjects/Symbol.cs

@@ -0,0 +1,33 @@
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Symbol data
+    /// </summary>
+    public class Symbol: BaseCommonObject
+    {
+        /// <summary>
+        /// Name of the symbol
+        /// </summary>
+        public string Name { get; set; } = string.Empty;
+        /// <summary>
+        /// Minimal quantity of an order
+        /// </summary>
+        public decimal? MinTradeQuantity { get; set; }
+        /// <summary>
+        /// Step with which the quantity should increase
+        /// </summary>
+        public decimal? QuantityStep { get; set; } 
+        /// <summary>
+        /// step with which the price should increase
+        /// </summary>
+        public decimal? PriceStep { get; set; } 
+        /// <summary>
+        /// The max amount of decimals for quantity
+        /// </summary>
+        public int? QuantityDecimals { get; set; } 
+        /// <summary>
+        /// The max amount of decimal for price
+        /// </summary>
+        public int? PriceDecimals { get; set; } 
+    }
+}

CryptoExchange.Net/CommonObjects/Ticker.cs

@@ -0,0 +1,33 @@
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Ticker data
+    /// </summary>
+    public class Ticker: BaseCommonObject
+    {
+        /// <summary>
+        /// Symbol
+        /// </summary>
+        public string Symbol { get; set; } = string.Empty;
+        /// <summary>
+        /// Price 24 hours ago
+        /// </summary>
+        public decimal? Price24H { get; set; }
+        /// <summary>
+        /// Last trade price
+        /// </summary>
+        public decimal? LastPrice { get; set; }
+        /// <summary>
+        /// 24 hour low price
+        /// </summary>
+        public decimal? LowPrice { get; set; }
+        /// <summary>
+        /// 24 hour high price
+        /// </summary>
+        public decimal? HighPrice { get; set; }
+        /// <summary>
+        /// 24 hour volume
+        /// </summary>
+        public decimal? Volume { get; set; }
+    }
+}

CryptoExchange.Net/CommonObjects/Trade.cs

@@ -0,0 +1,50 @@
+using System;
+
+namespace CryptoExchange.Net.CommonObjects
+{
+    /// <summary>
+    /// Trade data
+    /// </summary>
+    public class Trade: BaseCommonObject
+    {
+        /// <summary>
+        /// Symbol of the trade
+        /// </summary>
+        public string Symbol { get; set; } = string.Empty;
+        /// <summary>
+        /// Price of the trade
+        /// </summary>
+        public decimal Price { get; set; }
+        /// <summary>
+        /// Quantity of the trade
+        /// </summary>
+        public decimal Quantity { get; set; }
+        /// <summary>
+        /// Timestamp of the trade
+        /// </summary>
+        public DateTime Timestamp { get; set; }
+    }
+
+    /// <summary>
+    /// User trade info
+    /// </summary>
+    public class UserTrade: Trade
+    {
+        /// <summary>
+        /// Id of the trade
+        /// </summary>
+        public string Id { get; set; } = string.Empty;
+        /// <summary>
+        /// Order id of the trade
+        /// </summary>
+        public string? OrderId { get; set; }
+        /// <summary>
+        /// Fee of the trade
+        /// </summary>
+        public decimal? Fee { get; set; }
+        /// <summary>
+        /// The asset the fee is paid in
+        /// </summary>
+        public string? FeeAsset { get; set; }
+    }
+}

CryptoExchange.Net/Converters/ArrayPropertyAttribute.cs

@@ -0,0 +1,27 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace CryptoExchange.Net.Converters
+{
+    /// <summary>
+    /// Mark property as an index in the array
+    /// </summary>
+    [AttributeUsage(AttributeTargets.Property)]
+    public class ArrayPropertyAttribute : Attribute
+    {
+        /// <summary>
+        /// The index in the array
+        /// </summary>
+        public int Index { get; }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="index"></param>
+        public ArrayPropertyAttribute(int index)
+        {
+            Index = index;
+        }
+    }
+}

CryptoExchange.Net/Converters/JsonNet/ArrayConverter.cs

@@ -8,7 +8,7 @@ using CryptoExchange.Net.Attributes;
 using Newtonsoft.Json;
 using Newtonsoft.Json.Linq;
 
-namespace CryptoExchange.Net.Converters
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <summary>
     /// Converter for arrays to objects. Can deserialize data like [0.1, 0.2, "test"] to an object. Mapping is done by marking the class with [JsonConverter(typeof(ArrayConverter))] and the properties
@@ -16,8 +16,8 @@ namespace CryptoExchange.Net.Converters
     /// </summary>
     public class ArrayConverter : JsonConverter
     {
-        private static readonly ConcurrentDictionary<(MemberInfo, Type), Attribute> attributeByMemberInfoAndTypeCache = new ConcurrentDictionary<(MemberInfo, Type), Attribute>();
-        private static readonly ConcurrentDictionary<(Type, Type), Attribute> attributeByTypeAndTypeCache = new ConcurrentDictionary<(Type, Type), Attribute>();
+        private static readonly ConcurrentDictionary<(MemberInfo, Type), Attribute> _attributeByMemberInfoAndTypeCache = new ConcurrentDictionary<(MemberInfo, Type), Attribute>();
+        private static readonly ConcurrentDictionary<(Type, Type), Attribute> _attributeByTypeAndTypeCache = new ConcurrentDictionary<(Type, Type), Attribute>();
 
         /// <inheritdoc />
         public override bool CanConvert(Type objectType)
@@ -28,6 +28,9 @@ namespace CryptoExchange.Net.Converters
         /// <inheritdoc />
         public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
         {
+            if (reader.TokenType == JsonToken.Null)
+                return null;
+
             if (objectType == typeof(JToken))
                 return JToken.Load(reader);
 
@@ -36,7 +39,7 @@ namespace CryptoExchange.Net.Converters
             return ParseObject(arr, result, objectType);
         }
 
-        private static object? ParseObject(JArray arr, object result, Type objectType)
+        private static object ParseObject(JArray arr, object result, Type objectType)
         {
             foreach (var property in objectType.GetProperties())
             {
@@ -63,8 +66,8 @@ namespace CryptoExchange.Net.Converters
                         var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { innerArray.Count });
                         foreach (var obj in innerArray)
                         {
-                            var innerObj = Activator.CreateInstance(objType);
-                            arrayResult[count] = ParseObject((JArray)obj, innerObj, objType);
+                            var innerObj = Activator.CreateInstance(objType!);
+                            arrayResult[count] = ParseObject((JArray)obj, innerObj, objType!);
                             count++;
                         }
                         property.SetValue(result, arrayResult);
@@ -72,8 +75,8 @@ namespace CryptoExchange.Net.Converters
                     else
                     {
                         var arrayResult = (IList)Activator.CreateInstance(property.PropertyType, new [] { 1 });
-                        var innerObj = Activator.CreateInstance(objType);
-                        arrayResult[0] = ParseObject(innerArray, innerObj, objType);
+                        var innerObj = Activator.CreateInstance(objType!);
+                        arrayResult[0] = ParseObject(innerArray, innerObj, objType!);
                         property.SetValue(result, arrayResult);
                     }
                     continue;
@@ -97,18 +100,30 @@ namespace CryptoExchange.Net.Converters
                 }
 
                 if (value != null && property.PropertyType.IsInstanceOfType(value))
+                {
                     property.SetValue(result, value);
+                }
                 else
                 {
                     if (value is JToken token)
+                    {
                         if (token.Type == JTokenType.Null)
                             value = null;
 
-                    if ((property.PropertyType == typeof(decimal)
-                     || property.PropertyType == typeof(decimal?))
-                     && (value != null && value.ToString().Contains("e")))
+                        if (token.Type == JTokenType.Float)
+                            value = token.Value<decimal>();
+                    }
+
+                    if (value is decimal)
                     {
-                        if (decimal.TryParse(value.ToString(), NumberStyles.Float, CultureInfo.InvariantCulture, out var dec))
+                        property.SetValue(result, value);
+                    }
+                    else if ((property.PropertyType == typeof(decimal)
+                     || property.PropertyType == typeof(decimal?))
+                     && (value != null && value.ToString().IndexOf("e", StringComparison.OrdinalIgnoreCase) >= 0))
+                    {
+                        var v = value.ToString();
+                        if (decimal.TryParse(v, NumberStyles.Float, CultureInfo.InvariantCulture, out var dec))
                             property.SetValue(result, dec);
                     }
                     else
@@ -172,29 +187,9 @@ namespace CryptoExchange.Net.Converters
         }
 
         private static T? GetCustomAttribute<T>(MemberInfo memberInfo) where T : Attribute =>
-            (T?)attributeByMemberInfoAndTypeCache.GetOrAdd((memberInfo, typeof(T)), tuple => memberInfo.GetCustomAttribute(typeof(T)));
+            (T?)_attributeByMemberInfoAndTypeCache.GetOrAdd((memberInfo, typeof(T)), tuple => memberInfo.GetCustomAttribute(typeof(T)));
 
         private static T? GetCustomAttribute<T>(Type type) where T : Attribute =>
-            (T?)attributeByTypeAndTypeCache.GetOrAdd((type, typeof(T)), tuple => type.GetCustomAttribute(typeof(T)));
-    }
-
-    /// <summary>
-    /// Mark property as an index in the array
-    /// </summary>
-    public class ArrayPropertyAttribute: Attribute
-    {
-        /// <summary>
-        /// The index in the array
-        /// </summary>
-        public int Index { get; }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="index"></param>
-        public ArrayPropertyAttribute(int index)
-        {
-            Index = index;
-        }
+            (T?)_attributeByTypeAndTypeCache.GetOrAdd((type, typeof(T)), tuple => type.GetCustomAttribute(typeof(T)));
     }
 }

CryptoExchange.Net/Converters/JsonNet/BaseConverter.cs

@@ -4,7 +4,7 @@ using System.Diagnostics;
 using System.Linq;
 using Newtonsoft.Json;
 
-namespace CryptoExchange.Net.Converters
+namespace CryptoExchange.Net.Converters.JsonNet
 {
     /// <summary>
     /// Base class for enum converters
@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.Converters
         /// The enum->string mapping
         /// </summary>
         protected abstract List<KeyValuePair<T, string>> Mapping { get; }
-        private readonly bool quotes;
+        private readonly bool _quotes;
         
         /// <summary>
         /// ctor
@@ -24,14 +24,14 @@ namespace CryptoExchange.Net.Converters
         /// <param name="useQuotes"></param>
         protected BaseConverter(bool useQuotes)
         {
-            quotes = useQuotes;
+            _quotes = useQuotes;
         }
 
         /// <inheritdoc />
         public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
         {
             var stringValue = value == null? null: GetValue((T) value);
-            if (quotes)
+            if (_quotes)
                 writer.WriteValue(stringValue);
             else
                 writer.WriteRawValue(stringValue);
@@ -43,9 +43,13 @@ namespace CryptoExchange.Net.Converters
             if (reader.Value == null)
                 return null;
 
-            if (!GetValue(reader.Value.ToString(), out var result))
+            var stringValue = reader.Value.ToString();
+            if (string.IsNullOrWhiteSpace(stringValue))
+                return null;
+
+            if (!GetValue(stringValue, out var result))
             {
-                Debug.WriteLine($"Cannot map enum. Type: {typeof(T)}, Value: {reader.Value}");
+                Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Cannot map enum value. EnumType: {typeof(T)}, Value: {reader.Value}, Known values: {string.Join(", ", Mapping.Select(m => m.Value))}. If you think {reader.Value} should added please open an issue on the Github repo");
                 return null;
             }
 
@@ -71,7 +75,7 @@ namespace CryptoExchange.Net.Converters
 
         private bool GetValue(string value, out T result)
         {
-            //check for exact match first, then if not found fallback to a case insensitive match 
+            // Check for exact match first, then if not found fallback to a case insensitive match 
             var mapping = Mapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCulture));
             if(mapping.Equals(default(KeyValuePair<T, string>)))
                 mapping = Mapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCultureIgnoreCase));

CryptoExchange.Net/Converters/JsonNet/BoolConverter.cs

@@ -0,0 +1,80 @@
+using System;
+using Newtonsoft.Json;
+
+namespace CryptoExchange.Net.Converters.JsonNet
+{
+    /// <summary>
+    /// Boolean converter with support for "0"/"1" (strings)
+    /// </summary>
+    public class BoolConverter : JsonConverter
+    {
+        /// <summary>
+        /// Determines whether this instance can convert the specified object type.
+        /// </summary>
+        /// <param name="objectType">Type of the object.</param>
+        /// <returns>
+        /// <c>true</c> if this instance can convert the specified object type; otherwise, <c>false</c>.
+        /// </returns>
+        public override bool CanConvert(Type objectType)
+        {
+            if (Nullable.GetUnderlyingType(objectType) != null)
+                return Nullable.GetUnderlyingType(objectType) == typeof(bool);
+            return objectType == typeof(bool);
+        }
+
+        /// <summary>
+        /// Reads the JSON representation of the object.
+        /// </summary>
+        /// <param name="reader">The <see cref="T:Newtonsoft.Json.JsonReader"/> to read from.</param>
+        /// <param name="objectType">Type of the object.</param>
+        /// <param name="existingValue">The existing value of object being read.</param>
+        /// <param name="serializer">The calling serializer.</param>
+        /// <returns>
+        /// The object value.
+        /// </returns>
+        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
+        {
+            var value = reader.Value?.ToString().ToLower().Trim();
+            if (value == null || value == "")
+            {
+                if (Nullable.GetUnderlyingType(objectType) != null)
+                    return null;
+
+                return false;
+            }
+
+            switch (value)
+            {
+                case "true":
+                case "yes":
+                case "y":
+                case "1":
+                case "on":
+                    return true;
+                case "false":
+                case "no":
+                case "n":
+                case "0":
+                case "off":
+                case "-1":
+                    return false;
+            }
+
+            // If we reach here, we're pretty much going to throw an error so let's let Json.NET throw it's pretty-fied error message.
+            return new JsonSerializer().Deserialize(reader, objectType);
+        }
+
+        /// <summary>
+        /// Specifies that this converter will not participate in writing results.
+        /// </summary>
+        public override bool CanWrite { get { return false; } }
+
+        /// <summary>
+        /// Writes the JSON representation of the object.
+        /// </summary>
+        /// <param name="writer">The <see cref="T:Newtonsoft.Json.JsonWriter"/> to write to.</param><param name="value">The value.</param><param name="serializer">The calling serializer.</param>
+        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
+        {
+        }
+    }
+}

CryptoExchange.Net/Converters/JsonNet/DateTimeConverter.cs

@@ -0,0 +1,204 @@
+using Newtonsoft.Json;
+using System;
+using System.Diagnostics;
+using System.Diagnostics.CodeAnalysis;
+using System.Globalization;
+
+namespace CryptoExchange.Net.Converters.JsonNet
+{
+    /// <summary>
+    /// Datetime converter. Supports converting from string/long/double to DateTime and back. Numbers are assumed to be the time since 1970-01-01.
+    /// </summary>
+    public class DateTimeConverter: JsonConverter
+    {
+        private static readonly DateTime _epoch = new(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
+        private const long _ticksPerSecond = TimeSpan.TicksPerMillisecond * 1000;
+        private const decimal _ticksPerMicrosecond = TimeSpan.TicksPerMillisecond / 1000;
+        private const decimal _ticksPerNanosecond = TimeSpan.TicksPerMillisecond / 1000m / 1000;
+
+        /// <inheritdoc />
+        public override bool CanConvert(Type objectType)
+        {
+            return objectType == typeof(DateTime) || objectType == typeof(DateTime?);
+        }
+
+        /// <inheritdoc />
+        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
+        {
+            if (reader.Value == null)
+            {
+                if (objectType == typeof(DateTime))
+                    return default(DateTime);
+
+                return null;
+            }
+
+            if(reader.TokenType is JsonToken.Integer)
+            {
+                var longValue = (long)reader.Value;
+                if (longValue == 0 || longValue == -1)
+                    return objectType == typeof(DateTime) ? default(DateTime): null;
+                if (longValue < 19999999999)
+                    return ConvertFromSeconds(longValue);
+                if (longValue < 19999999999999)
+                    return ConvertFromMilliseconds(longValue);
+                if (longValue < 19999999999999999)
+                    return ConvertFromMicroseconds(longValue);
+                
+                return ConvertFromNanoseconds(longValue);
+            }
+            else if (reader.TokenType is JsonToken.Float)
+            {
+                var doubleValue = (double)reader.Value;
+                if (doubleValue == 0 || doubleValue == -1)
+                    return objectType == typeof(DateTime) ? default(DateTime) : null;
+
+                if (doubleValue < 19999999999)
+                    return ConvertFromSeconds(doubleValue);
+                
+                return ConvertFromMilliseconds(doubleValue);
+            }
+            else if(reader.TokenType is JsonToken.String)
+            {
+                var stringValue = (string)reader.Value;
+                if (string.IsNullOrWhiteSpace(stringValue)
+                    || stringValue == "-1"
+                    || (double.TryParse(stringValue, out var doubleVal) && doubleVal == 0))
+                {
+                    return objectType == typeof(DateTime) ? default(DateTime) : null;
+                }
+
+                if (stringValue.Length == 8)
+                {
+                    // Parse 20211103 format
+                    if (!int.TryParse(stringValue.Substring(0, 4), out var year)
+                        || !int.TryParse(stringValue.Substring(4, 2), out var month)
+                        || !int.TryParse(stringValue.Substring(6, 2), out var day))
+                    {
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + reader.Value);
+                        return default;
+                    }
+                    return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
+                }
+
+                if (stringValue.Length == 6)
+                {
+                    // Parse 211103 format
+                    if (!int.TryParse(stringValue.Substring(0, 2), out var year)
+                        || !int.TryParse(stringValue.Substring(2, 2), out var month)
+                        || !int.TryParse(stringValue.Substring(4, 2), out var day))
+                    {
+                        Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + reader.Value);
+                        return default;
+                    }
+                    return new DateTime(year + 2000, month, day, 0, 0, 0, DateTimeKind.Utc);
+                }
+
+                if (double.TryParse(stringValue, NumberStyles.Float, CultureInfo.InvariantCulture, out var doubleValue))
+                {
+                    // Parse 1637745563.000 format
+                    if (doubleValue < 19999999999)
+                        return ConvertFromSeconds(doubleValue);
+                    if (doubleValue < 19999999999999)
+                        return ConvertFromMilliseconds((long)doubleValue);
+                    if (doubleValue < 19999999999999999)
+                        return ConvertFromMicroseconds((long)doubleValue);
+
+                    return ConvertFromNanoseconds((long)doubleValue);
+                }
+
+                if(stringValue.Length == 10)
+                {
+                    // Parse 2021-11-03 format
+                    var values = stringValue.Split('-');
+                    if(!int.TryParse(values[0], out var year)
+                        || !int.TryParse(values[1], out var month)
+                        || !int.TryParse(values[2], out var day))
+                    {
+                        Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + reader.Value);
+                        return default;
+                    }
+
+                    return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
+                }
+
+                return DateTime.Parse(stringValue, CultureInfo.InvariantCulture, DateTimeStyles.AdjustToUniversal | DateTimeStyles.AssumeUniversal);
+            }
+            else if(reader.TokenType == JsonToken.Date)
+            {
+                return (DateTime)reader.Value;
+            }
+            else
+            {
+                Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + reader.Value);
+                return default;
+            }
+        }
+
+        /// <summary>
+        /// Convert a seconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="seconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromSeconds(double seconds) => _epoch.AddTicks((long)Math.Round(seconds * _ticksPerSecond));
+        /// <summary>
+        /// Convert a milliseconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="milliseconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromMilliseconds(double milliseconds) => _epoch.AddTicks((long)Math.Round(milliseconds * TimeSpan.TicksPerMillisecond));
+        /// <summary>
+        /// Convert a microseconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="microseconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromMicroseconds(long microseconds) => _epoch.AddTicks((long)Math.Round(microseconds * _ticksPerMicrosecond));
+        /// <summary>
+        /// Convert a nanoseconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="nanoseconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromNanoseconds(long nanoseconds) => _epoch.AddTicks((long)Math.Round(nanoseconds * _ticksPerNanosecond));
+        /// <summary>
+        /// Convert a DateTime value to seconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToSeconds(DateTime? time) => time == null ? null: (long)Math.Round((time.Value - _epoch).TotalSeconds);
+        /// <summary>
+        /// Convert a DateTime value to milliseconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToMilliseconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).TotalMilliseconds);
+        /// <summary>
+        /// Convert a DateTime value to microseconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToMicroseconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).Ticks / _ticksPerMicrosecond);
+        /// <summary>
+        /// Convert a DateTime value to nanoseconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToNanoseconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).Ticks / _ticksPerNanosecond);
+
+
+        /// <inheritdoc />
+        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
+        {
+            var datetimeValue = (DateTime?)value;
+            if (datetimeValue == null)
+                writer.WriteValue((DateTime?)null);
+            if(datetimeValue == default(DateTime))
+                writer.WriteValue((DateTime?)null);
+            else
+                writer.WriteValue((long)Math.Round(((DateTime)value! - new DateTime(1970, 1, 1)).TotalMilliseconds));
+        }
+    }
+}

CryptoExchange.Net/Converters/JsonNet/DecimalStringWriterConverter.cs

@@ -0,0 +1,27 @@
+using Newtonsoft.Json;
+using System;
+using System.Globalization;
+
+namespace CryptoExchange.Net.Converters.JsonNet
+{
+    /// <summary>
+    /// Converter for serializing decimal values as string
+    /// </summary>
+    public class DecimalStringWriterConverter : JsonConverter
+    {
+        /// <inheritdoc />
+        public override bool CanRead => false;
+
+        /// <inheritdoc />
+        public override bool CanConvert(Type objectType) => objectType == typeof(decimal) || objectType == typeof(decimal?);
+
+        /// <inheritdoc />
+        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <inheritdoc />
+        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer) => writer.WriteValue(((decimal?)value)?.ToString(CultureInfo.InvariantCulture) ?? null);
+    }
+}

CryptoExchange.Net/Converters/JsonNet/EnumConverter.cs

@@ -0,0 +1,176 @@
+using CryptoExchange.Net.Attributes;
+using Newtonsoft.Json;
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+
+namespace CryptoExchange.Net.Converters.JsonNet
+{
+    /// <summary>
+    /// Converter for enum values. Enums entries should be noted with a MapAttribute to map the enum value to a string value
+    /// </summary>
+    public class EnumConverter : JsonConverter
+    {
+        private bool _warnOnMissingEntry = true;
+        private bool _writeAsInt;
+
+        /// <summary>
+        /// </summary>
+        public EnumConverter() { }
+
+        /// <summary>
+        /// </summary>
+        /// <param name="writeAsInt"></param>
+        /// <param name="warnOnMissingEntry"></param>
+        public EnumConverter(bool writeAsInt, bool warnOnMissingEntry)
+        {
+            _writeAsInt = writeAsInt;
+            _warnOnMissingEntry = warnOnMissingEntry;
+        }   
+
+        private static readonly ConcurrentDictionary<Type, List<KeyValuePair<object, string>>> _mapping = new();
+
+        /// <inheritdoc />
+        public override bool CanConvert(Type objectType)
+        {
+            return objectType.IsEnum || Nullable.GetUnderlyingType(objectType)?.IsEnum == true;
+        }
+
+        /// <inheritdoc />
+        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
+        {
+            var enumType = Nullable.GetUnderlyingType(objectType) ?? objectType;
+            if (!_mapping.TryGetValue(enumType, out var mapping))
+                mapping = AddMapping(enumType);
+
+            var stringValue = reader.Value?.ToString();
+            if (stringValue == null || stringValue == "")
+            {
+                // Received null value
+                var emptyResult = GetDefaultValue(objectType, enumType);
+                if(emptyResult != null)
+                    // If the property we're parsing to isn't nullable there isn't a correct way to return this as null will either throw an exception (.net framework) or the default enum value (dotnet core).
+                    Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Received null enum value, but property type is not a nullable enum. EnumType: {enumType.Name}. If you think {enumType.Name} should be nullable please open an issue on the Github repo");
+
+                return emptyResult;
+            }
+
+            if (!GetValue(enumType, mapping, stringValue!, out var result))
+            {
+                var defaultValue = GetDefaultValue(objectType, enumType);
+                if (string.IsNullOrWhiteSpace(stringValue))
+                {
+                    if (defaultValue != null)
+                        // We received an empty string and have no mapping for it, and the property isn't nullable
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Received empty string as enum value, but property type is not a nullable enum. EnumType: {enumType.Name}. If you think {enumType.Name} should be nullable please open an issue on the Github repo");
+                }
+                else
+                {
+                    // We received an enum value but weren't able to parse it.
+                    if (_warnOnMissingEntry)
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Cannot map enum value. EnumType: {enumType.Name}, Value: {reader.Value}, Known values: {string.Join(", ", mapping.Select(m => m.Value))}. If you think {reader.Value} should added please open an issue on the Github repo");
+                }
+            
+                return defaultValue;
+            }
+
+            return result;
+        }
+
+        private static object? GetDefaultValue(Type objectType, Type enumType)
+        {
+            if (Nullable.GetUnderlyingType(objectType) != null)
+                return null;
+
+            return Activator.CreateInstance(enumType); // return default value
+        }
+
+        private static List<KeyValuePair<object, string>> AddMapping(Type objectType) 
+        {
+            var mapping = new List<KeyValuePair<object, string>>();
+            var enumMembers = objectType.GetMembers();
+            foreach (var member in enumMembers)
+            {
+                var maps = member.GetCustomAttributes(typeof(MapAttribute), false);
+                foreach (MapAttribute attribute in maps)
+                {
+                    foreach (var value in attribute.Values)
+                        mapping.Add(new KeyValuePair<object, string>(Enum.Parse(objectType, member.Name), value));
+                }
+            }
+            _mapping.TryAdd(objectType, mapping);
+            return mapping;
+        }
+
+        private static bool GetValue(Type objectType, List<KeyValuePair<object, string>> enumMapping, string value, out object? result)
+        {
+            // Check for exact match first, then if not found fallback to a case insensitive match 
+            var mapping = enumMapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCulture));
+            if (mapping.Equals(default(KeyValuePair<object, string>)))
+                mapping = enumMapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCultureIgnoreCase));
+
+            if (!mapping.Equals(default(KeyValuePair<object, string>)))
+            {
+                result = mapping.Key;
+                return true;
+            }
+
+            try
+            {
+                // If no explicit mapping is found try to parse string
+                result = Enum.Parse(objectType, value, true);
+                return true;
+            }
+            catch (Exception)
+            {
+                result = default;
+                return false;
+            }
+        }
+
+        /// <summary>
+        /// Get the string value for an enum value using the MapAttribute mapping. When multiple values are mapped for a enum entry the first value will be returned
+        /// </summary>
+        /// <typeparam name="T"></typeparam>
+        /// <param name="enumValue"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("enumValue")]
+        public static string? GetString<T>(T enumValue) => GetString(typeof(T), enumValue);     
+        
+
+        [return: NotNullIfNotNull("enumValue")]
+        private static string? GetString(Type objectType, object? enumValue)
+        {
+            objectType = Nullable.GetUnderlyingType(objectType) ?? objectType;
+
+            if (!_mapping.TryGetValue(objectType, out var mapping))
+                mapping = AddMapping(objectType);
+
+            return enumValue == null ? null : (mapping.FirstOrDefault(v => v.Key.Equals(enumValue)).Value ?? enumValue.ToString());
+        }
+
+        /// <inheritdoc />
+        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
+        {
+            if (value == null)
+            {
+                writer.WriteNull();
+            }
+            else
+            {
+                if (!_writeAsInt)
+                {
+                    var stringValue = GetString(value.GetType(), value);
+                    writer.WriteValue(stringValue);
+                }
+                else
+                {
+                    writer.WriteValue((int)value);
+                }
+            }
+        }
+    }
+}

CryptoExchange.Net/Converters/JsonNet/JsonNetMessageAccessor.cs

@@ -0,0 +1,337 @@
+using CryptoExchange.Net.Converters.MessageParsing;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Linq;
+using System.Runtime.InteropServices;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Converters.JsonNet
+{
+    /// <summary>
+    /// Json.Net message accessor
+    /// </summary>
+    public abstract class JsonNetMessageAccessor : IMessageAccessor
+    {
+        /// <summary>
+        /// The json token loaded
+        /// </summary>
+        protected JToken? _token;
+        private static readonly JsonSerializer _serializer = JsonSerializer.Create(SerializerOptions.WithConverters);
+
+        /// <inheritdoc />
+        public bool IsJson { get; protected set; }
+
+        /// <inheritdoc />
+        public abstract bool OriginalDataAvailable { get; }
+
+        /// <inheritdoc />
+        public object? Underlying => _token;
+
+        /// <inheritdoc />
+        public CallResult<object> Deserialize(Type type, MessagePath? path = null)
+        {
+            if (!IsJson)
+                return new CallResult<object>(GetOriginalString());
+
+            var source = _token;
+            if (path != null)
+                source = GetPathNode(path.Value);
+
+            try
+            {
+                var result = source!.ToObject(type, _serializer)!;
+                return new CallResult<object>(result);
+            }
+            catch (JsonReaderException jre)
+            {
+                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (JsonSerializationException jse)
+            {
+                var info = $"Deserialize JsonSerializationException: {jse.Message}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (Exception ex)
+            {
+                var exceptionInfo = ex.ToLogString();
+                var info = $"Deserialize Unknown Exception: {exceptionInfo}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+        }
+
+        /// <inheritdoc />
+        public CallResult<T> Deserialize<T>(MessagePath? path = null)
+        {
+            var source = _token;
+            if (path != null)
+                source = GetPathNode(path.Value);
+
+            try
+            {
+                var result = source!.ToObject<T>(_serializer)!;
+                return new CallResult<T>(result);
+            }
+            catch (JsonReaderException jre)
+            {
+                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}";
+                return new CallResult<T>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (JsonSerializationException jse)
+            {
+                var info = $"Deserialize JsonSerializationException: {jse.Message}";
+                return new CallResult<T>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+            catch (Exception ex)
+            {
+                var exceptionInfo = ex.ToLogString();
+                var info = $"Deserialize Unknown Exception: {exceptionInfo}";
+                return new CallResult<T>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType()
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            if (_token == null)
+                return null;
+
+            if (_token.Type == JTokenType.Object)
+                return NodeType.Object;
+
+            if (_token.Type == JTokenType.Array)
+                return NodeType.Array;
+
+            return NodeType.Value;
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var node = GetPathNode(path);
+            if (node == null)
+                return null;
+
+            if (node.Type == JTokenType.Object)
+                return NodeType.Object;
+
+            if (node.Type == JTokenType.Array)
+                return NodeType.Array;
+
+            return NodeType.Value;
+        }
+
+        /// <inheritdoc />
+        public T? GetValue<T>(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var value = GetPathNode(path);
+            if (value == null)
+                return default;
+
+            if (value.Type == JTokenType.Object || value.Type == JTokenType.Array)
+                return default;
+
+            return value!.Value<T>();
+        }
+
+        /// <inheritdoc />
+        public List<T?>? GetValues<T>(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var value = GetPathNode(path);
+            if (value == null)
+                return default;
+
+            if (value.Type == JTokenType.Object)
+                return default;
+
+            return value!.Values<T>().ToList();
+        }
+
+        private JToken? GetPathNode(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var currentToken = _token;
+            foreach (var node in path)
+            {
+                if (node.Type == 0)
+                {
+                    // Int value
+                    var val = node.Index!.Value;
+                    if (currentToken!.Type != JTokenType.Array || ((JArray)currentToken).Count <= val)
+                        return null;
+
+                    currentToken = currentToken[val];
+                }
+                else if (node.Type == 1)
+                {
+                    // String value
+                    if (currentToken!.Type != JTokenType.Object)
+                        return null;
+
+                    currentToken = currentToken[node.Property!];
+                }
+                else
+                {
+                    // Property name
+                    if (currentToken!.Type != JTokenType.Object)
+                        return null;
+
+                    currentToken = (currentToken.First as JProperty)?.Name;
+                }
+
+                if (currentToken == null)
+                    return null;
+            }
+
+            return currentToken;
+        }
+
+        /// <inheritdoc />
+        public abstract string GetOriginalString();
+
+        /// <inheritdoc />
+        public abstract void Clear();
+    }
+
+    /// <summary>
+    /// Json.Net stream message accessor
+    /// </summary>
+    public class JsonNetStreamMessageAccessor : JsonNetMessageAccessor, IStreamMessageAccessor
+    {
+        private Stream? _stream;
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => _stream?.CanSeek == true;
+
+        /// <inheritdoc />
+        public async Task<bool> Read(Stream stream, bool bufferStream)
+        {
+            if (bufferStream && stream is not MemoryStream)
+            {
+                // We need to be buffer the stream, and it's not currently a seekable stream, so copy it to a new memory stream
+                _stream = new MemoryStream();
+                stream.CopyTo(_stream);
+                _stream.Position = 0;
+            }
+            else if (bufferStream)
+            {
+                // We need to buffer the stream, and the current stream is seekable, store as is
+                _stream = stream;
+            }
+            else
+            {
+                // We don't need to buffer the stream, so don't bother keeping the reference
+            }
+
+            var readStream = _stream ?? stream;
+            var length = readStream.CanSeek ? readStream.Length : 4096;
+            using var reader = new StreamReader(readStream, Encoding.UTF8, false, (int)Math.Max(2, length), true);
+            using var jsonTextReader = new JsonTextReader(reader);
+
+            try
+            {
+                _token = await JToken.LoadAsync(jsonTextReader).ConfigureAwait(false);
+                IsJson = true;
+            }
+            catch (Exception)
+            {
+                // Not a json message
+                IsJson = false;
+            }
+
+            return IsJson;
+        }
+        /// <inheritdoc />
+        public override string GetOriginalString()
+        {
+            if (_stream is null)
+                throw new NullReferenceException("Stream not initialized");
+
+            _stream.Position = 0;
+            using var textReader = new StreamReader(_stream, Encoding.UTF8, false, 1024, true);
+            return textReader.ReadToEnd();
+        }
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _stream?.Dispose();
+            _stream = null;
+            _token = null;
+        }
+
+    }
+
+    /// <summary>
+    /// Json.Net byte message accessor
+    /// </summary>
+    public class JsonNetByteMessageAccessor : JsonNetMessageAccessor, IByteMessageAccessor
+    {
+        private ReadOnlyMemory<byte> _bytes;
+
+        /// <inheritdoc />
+        public bool Read(ReadOnlyMemory<byte> data)
+        {
+            _bytes = data;
+
+            // Try getting the underlying byte[] instead of the ToArray to prevent creating a copy
+            using var stream = MemoryMarshal.TryGetArray(data, out var arraySegment)
+                ? new MemoryStream(arraySegment.Array, arraySegment.Offset, arraySegment.Count)
+                : new MemoryStream(data.ToArray());
+            using var reader = new StreamReader(stream, Encoding.UTF8, false, Math.Max(2, data.Length), true);
+            using var jsonTextReader = new JsonTextReader(reader);
+
+            try
+            {
+                _token = JToken.Load(jsonTextReader);
+                IsJson = true;
+            }
+            catch (Exception)
+            {
+                // Not a json message
+                IsJson = false;
+            }
+
+            return IsJson;
+        }
+
+        /// <inheritdoc />
+        public override string GetOriginalString() =>
+            // Netstandard 2.0 doesn't support GetString from a ReadonlySpan<byte>, so use ToArray there instead
+#if NETSTANDARD2_0
+            Encoding.UTF8.GetString(_bytes.ToArray());
+#else
+            Encoding.UTF8.GetString(_bytes.Span);
+#endif
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => true;
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _bytes = null;
+            _token = null;
+        }
+    }
+}

CryptoExchange.Net/Converters/JsonNet/JsonNetMessageSerializer.cs

@@ -0,0 +1,12 @@
+using CryptoExchange.Net.Interfaces;
+using Newtonsoft.Json;
+
+namespace CryptoExchange.Net.Converters.JsonNet
+{
+    /// <inheritdoc />
+    public class JsonNetMessageSerializer : IMessageSerializer
+    {
+        /// <inheritdoc />
+        public string Serialize(object message) => JsonConvert.SerializeObject(message, Formatting.None);
+    }
+}

CryptoExchange.Net/Converters/JsonNet/SerializerOptions.cs

@@ -0,0 +1,35 @@
+using Newtonsoft.Json;
+using System.Globalization;
+
+namespace CryptoExchange.Net.Converters.JsonNet
+{
+    /// <summary>
+    /// Serializer options
+    /// </summary>
+    public static class SerializerOptions
+    {
+        /// <summary>
+        /// Json serializer settings which includes the EnumConverter, DateTimeConverter and BoolConverter
+        /// </summary>
+        public static JsonSerializerSettings WithConverters => new JsonSerializerSettings
+        {
+            DateTimeZoneHandling = DateTimeZoneHandling.Utc,
+            Culture = CultureInfo.InvariantCulture,
+            Converters =
+            {
+                new EnumConverter(),
+                new DateTimeConverter(),
+                new BoolConverter()
+            }
+        };
+
+        /// <summary>
+        /// Default json serializer settings
+        /// </summary>
+        public static JsonSerializerSettings Default => new JsonSerializerSettings
+        {
+            DateTimeZoneHandling = DateTimeZoneHandling.Utc,
+            Culture = CultureInfo.InvariantCulture
+        };
+    }
+}

CryptoExchange.Net/Converters/MessageParsing/MessageNode.cs

@@ -0,0 +1,49 @@
+namespace CryptoExchange.Net.Converters.MessageParsing
+{
+    /// <summary>
+    /// Node accessor
+    /// </summary>
+    public struct NodeAccessor
+    {
+        /// <summary>
+        /// Index
+        /// </summary>
+        public int? Index { get; }
+        /// <summary>
+        /// Property name
+        /// </summary>
+        public string? Property { get; }
+
+        /// <summary>
+        /// Type (0 = int, 1 = string, 2 = prop name)
+        /// </summary>
+        public int Type { get; }
+
+        private NodeAccessor(int? index, string? property, int type)
+        {
+            Index = index;
+            Property = property;
+            Type = type;
+        }
+
+        /// <summary>
+        /// Create an int node accessor
+        /// </summary>
+        /// <param name="value"></param>
+        /// <returns></returns>
+        public static NodeAccessor Int(int value) { return new NodeAccessor(value, null, 0); }
+
+        /// <summary>
+        /// Create a string node accessor
+        /// </summary>
+        /// <param name="value"></param>
+        /// <returns></returns>
+        public static NodeAccessor String(string value) { return new NodeAccessor(null, value, 1); }
+
+        /// <summary>
+        /// Create a property name node accessor
+        /// </summary>
+        /// <returns></returns>
+        public static NodeAccessor PropertyName() { return new NodeAccessor(null, null, 2); }
+    }
+}

CryptoExchange.Net/Converters/MessageParsing/MessagePath.cs

@@ -0,0 +1,50 @@
+using System.Collections;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Converters.MessageParsing
+{
+    /// <summary>
+    /// Message access definition
+    /// </summary>
+    public struct MessagePath : IEnumerable<NodeAccessor>
+    {
+        private List<NodeAccessor> _path;
+
+        internal void Add(NodeAccessor node)
+        {
+            _path.Add(node);
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public MessagePath()
+        {
+            _path = new List<NodeAccessor>();
+        }
+
+        /// <summary>
+        /// Create a new message path
+        /// </summary>
+        /// <returns></returns>
+        public static MessagePath Get()
+        {
+            return new MessagePath();
+        }
+
+        /// <summary>
+        /// IEnumerable implementation
+        /// </summary>
+        /// <returns></returns>
+        public IEnumerator<NodeAccessor> GetEnumerator()
+        {
+            for (var i = 0; i < _path.Count; i++)
+                yield return _path[i];
+        }
+
+        IEnumerator IEnumerable.GetEnumerator()
+        {
+            return GetEnumerator();
+        }
+    }
+}

CryptoExchange.Net/Converters/MessageParsing/MessagePathExtension.cs

@@ -0,0 +1,43 @@
+namespace CryptoExchange.Net.Converters.MessageParsing
+{
+    /// <summary>
+    /// Message path extension methods
+    /// </summary>
+    public static class MessagePathExtension
+    {
+        /// <summary>
+        /// Add a string node accessor
+        /// </summary>
+        /// <param name="path"></param>
+        /// <param name="propName"></param>
+        /// <returns></returns>
+        public static MessagePath Property(this MessagePath path, string propName)
+        {
+            path.Add(NodeAccessor.String(propName));
+            return path;
+        }
+
+        /// <summary>
+        /// Add a property name node accessor
+        /// </summary>
+        /// <param name="path"></param>
+        /// <returns></returns>
+        public static MessagePath PropertyName(this MessagePath path)
+        {
+            path.Add(NodeAccessor.PropertyName());
+            return path;
+        }
+
+        /// <summary>
+        /// Add a int node accessor
+        /// </summary>
+        /// <param name="path"></param>
+        /// <param name="index"></param>
+        /// <returns></returns>
+        public static MessagePath Index(this MessagePath path, int index)
+        {
+            path.Add(NodeAccessor.Int(index));
+            return path;
+        }
+    }
+}

CryptoExchange.Net/Converters/MessageParsing/NodeType.cs

@@ -0,0 +1,21 @@
+namespace CryptoExchange.Net.Converters.MessageParsing
+{
+    /// <summary>
+    /// Message node type
+    /// </summary>
+    public enum NodeType
+    {
+        /// <summary>
+        /// Array node
+        /// </summary>
+        Array,
+        /// <summary>
+        /// Object node
+        /// </summary>
+        Object,
+        /// <summary>
+        /// Value node
+        /// </summary>
+        Value
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/ArrayConverter.cs

@@ -0,0 +1,133 @@
+using System;
+using System.Collections.Concurrent;
+using System.Globalization;
+using System.Linq;
+using System.Reflection;
+using System.Text.Json.Serialization;
+using System.Text.Json;
+using CryptoExchange.Net.Attributes;
+using System.Collections.Generic;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Converter for arrays to objects. Can deserialize data like [0.1, 0.2, "test"] to an object. Mapping is done by marking the class with [JsonConverter(typeof(ArrayConverter))] and the properties
+    /// with [ArrayProperty(x)] where x is the index of the property in the array
+    /// </summary>
+    public class ArrayConverter : JsonConverterFactory
+    {
+        /// <inheritdoc />
+        public override bool CanConvert(Type typeToConvert) => true;
+
+        /// <inheritdoc />
+        public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
+        {
+            Type converterType = typeof(ArrayConverterInner<>).MakeGenericType(typeToConvert);
+            return (JsonConverter)Activator.CreateInstance(converterType);
+        }
+
+        private class ArrayPropertyInfo
+        {
+            public PropertyInfo PropertyInfo { get; set; } = null!;
+            public ArrayPropertyAttribute ArrayProperty { get; set; } = null!;
+            public Type? JsonConverterType { get; set; }
+            public bool DefaultDeserialization { get; set; }
+        }
+
+        private class ArrayConverterInner<T> : JsonConverter<T>
+        {
+            private static readonly ConcurrentDictionary<Type, List<ArrayPropertyInfo>> _typeAttributesCache = new ConcurrentDictionary<Type, List<ArrayPropertyInfo>>();
+
+
+            public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
+            {
+                // TODO
+                throw new NotImplementedException();
+            }
+
+            /// <inheritdoc />
+            public override T? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+            {
+                if (reader.TokenType == JsonTokenType.Null)
+                    return default;
+
+                var result = Activator.CreateInstance(typeToConvert);
+                return (T)ParseObject(ref reader, result, typeToConvert);
+            }
+
+            private static List<ArrayPropertyInfo> CacheTypeAttributes(Type type)
+            {
+                var attributes = new List<ArrayPropertyInfo>();
+                var properties = type.GetProperties();
+                foreach (var property in properties)
+                {
+                    var att = property.GetCustomAttribute<ArrayPropertyAttribute>();
+                    if (att == null)
+                        continue;
+
+                    attributes.Add(new ArrayPropertyInfo
+                    {
+                        ArrayProperty = att,
+                        PropertyInfo = property,
+                        DefaultDeserialization = property.GetCustomAttribute<JsonConversionAttribute>() != null,
+                        JsonConverterType = property.GetCustomAttribute<JsonConverterAttribute>()?.ConverterType
+                    });
+                }
+
+                _typeAttributesCache.TryAdd(type, attributes);
+                return attributes;
+            }
+
+            private static object ParseObject(ref Utf8JsonReader reader, object result, Type objectType)
+            {
+                if (reader.TokenType != JsonTokenType.StartArray)
+                    throw new Exception("1");
+
+                if (!_typeAttributesCache.TryGetValue(objectType, out var attributes))
+                    attributes = CacheTypeAttributes(objectType);
+
+                int index = 0;
+                while (reader.Read())
+                {
+                    if (reader.TokenType == JsonTokenType.EndArray)
+                        break;
+
+                var attribute = attributes.SingleOrDefault(a => a.ArrayProperty.Index == index);
+                var targetType = attribute.PropertyInfo.PropertyType;
+
+                    object? value = null;
+                    if (attribute.JsonConverterType != null)
+                    {
+                        // Has JsonConverter attribute
+                        var options = new JsonSerializerOptions();
+                        options.Converters.Add((JsonConverter)Activator.CreateInstance(attribute.JsonConverterType));
+                        value = JsonDocument.ParseValue(ref reader).Deserialize(targetType, options);
+                    }
+                    else if (attribute.DefaultDeserialization)
+                    {
+                        // Use default deserialization
+                        value = JsonDocument.ParseValue(ref reader).Deserialize(targetType);
+                    }
+                    else
+                    {
+                        value = reader.TokenType switch
+                        {
+                            JsonTokenType.Null => null,
+                            JsonTokenType.False => false,
+                            JsonTokenType.True => true,
+                            JsonTokenType.String => reader.GetString(),
+                            JsonTokenType.Number => reader.GetDecimal(),
+                            _ => throw new NotImplementedException($"Array deserialization of type {reader.TokenType} not supported"),
+                        };
+                    }
+
+                    attribute.PropertyInfo.SetValue(result, value == null ? null : Convert.ChangeType(value, attribute.PropertyInfo.PropertyType, CultureInfo.InvariantCulture));
+                    
+                    index++;
+                }
+
+                return result;
+            }
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/BoolConverter.cs

@@ -0,0 +1,82 @@
+using System;
+using System.Diagnostics;
+using System.Runtime.Serialization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Bool converter
+    /// </summary>
+    public class BoolConverter : JsonConverterFactory
+    {
+        /// <inheritdoc />
+        public override bool CanConvert(Type typeToConvert)
+        {
+            return typeToConvert == typeof(bool) || typeToConvert == typeof(bool?);
+        }
+
+        /// <inheritdoc />
+        public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
+        {
+            Type converterType = typeof(BoolConverterInner<>).MakeGenericType(typeToConvert);
+            return (JsonConverter)Activator.CreateInstance(converterType);
+        }
+
+        private class BoolConverterInner<T> : JsonConverter<T>
+        {
+            public override T Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+                => (T)((object?)ReadBool(ref reader, typeToConvert, options) ?? default(T))!;
+
+            public bool? ReadBool(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+            {
+                if (reader.TokenType == JsonTokenType.True)
+                    return true;
+
+                if (reader.TokenType == JsonTokenType.False)
+                    return false;
+
+                var value = reader.TokenType switch
+                {
+                    JsonTokenType.String => reader.GetString(),
+                    JsonTokenType.Number => reader.GetInt16().ToString(),
+                    _ => null
+                };
+
+                value = value?.ToLowerInvariant().Trim();
+                if (string.IsNullOrEmpty(value))
+                {
+                    if (typeToConvert == typeof(bool))
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Received null bool value, but property type is not a nullable bool");
+                    return default;
+                }
+
+                switch (value)
+                {
+                    case "true":
+                    case "yes":
+                    case "y":
+                    case "1":
+                    case "on":
+                        return true;
+                    case "false":
+                    case "no":
+                    case "n":
+                    case "0":
+                    case "off":
+                    case "-1":
+                        return false;
+                }
+
+                throw new SerializationException($"Can't convert bool value {value}");
+            }
+
+            public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
+            {
+                writer.WriteNullValue();
+            }
+        }
+
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/DateTimeConverter.cs

@@ -0,0 +1,202 @@
+using System;
+using System.Diagnostics;
+using System.Diagnostics.CodeAnalysis;
+using System.Globalization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Date time converter
+    /// </summary>
+    public class DateTimeConverter : JsonConverterFactory
+    {
+        private static readonly DateTime _epoch = new(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
+        private const long _ticksPerSecond = TimeSpan.TicksPerMillisecond * 1000;
+        private const double _ticksPerMicrosecond = TimeSpan.TicksPerMillisecond / 1000d;
+        private const double _ticksPerNanosecond = TimeSpan.TicksPerMillisecond / 1000d / 1000;
+
+        /// <inheritdoc />
+        public override bool CanConvert(Type typeToConvert)
+        {
+            return typeToConvert == typeof(DateTime) || typeToConvert == typeof(DateTime?);
+        }
+
+        /// <inheritdoc />
+        public override JsonConverter CreateConverter(Type typeToConvert, JsonSerializerOptions options)
+        {
+            Type converterType = typeof(DateTimeConverterInner<>).MakeGenericType(typeToConvert);
+            return (JsonConverter)Activator.CreateInstance(converterType);
+        }
+
+        private class DateTimeConverterInner<T> : JsonConverter<T>
+        {
+            public override T Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+                => (T)((object?)ReadDateTime(ref reader, typeToConvert, options) ?? default(T))!;
+
+            private DateTime? ReadDateTime(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+            {
+                if (reader.TokenType == JsonTokenType.Null)
+                {
+                    if (typeToConvert == typeof(DateTime))
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | DateTime value of null, but property is not nullable");
+                    return default;
+                }
+
+                if (reader.TokenType is JsonTokenType.Number)
+                {
+                    var longValue = reader.GetDouble();
+                    if (longValue == 0 || longValue == -1)
+                        return default;
+                    if (longValue < 19999999999)
+                        return ConvertFromSeconds(longValue);
+                    if (longValue < 19999999999999)
+                        return ConvertFromMilliseconds(longValue);
+                    if (longValue < 19999999999999999)
+                        return ConvertFromMicroseconds(longValue);
+
+                    return ConvertFromNanoseconds(longValue);
+                }
+                else if (reader.TokenType is JsonTokenType.String)
+                {
+                    var stringValue = reader.GetString();
+                    if (string.IsNullOrWhiteSpace(stringValue)
+                        || stringValue == "-1"
+                        || double.TryParse(stringValue, out var doubleVal) && doubleVal == 0)
+                    {
+                        return default;
+                    }
+
+                    if (stringValue!.Length == 8)
+                    {
+                        // Parse 20211103 format
+                        if (!int.TryParse(stringValue.Substring(0, 4), out var year)
+                            || !int.TryParse(stringValue.Substring(4, 2), out var month)
+                            || !int.TryParse(stringValue.Substring(6, 2), out var day))
+                        {
+                            Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                            return default;
+                        }
+                        return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
+                    }
+
+                    if (stringValue.Length == 6)
+                    {
+                        // Parse 211103 format
+                        if (!int.TryParse(stringValue.Substring(0, 2), out var year)
+                            || !int.TryParse(stringValue.Substring(2, 2), out var month)
+                            || !int.TryParse(stringValue.Substring(4, 2), out var day))
+                        {
+                            Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                            return default;
+                        }
+                        return new DateTime(year + 2000, month, day, 0, 0, 0, DateTimeKind.Utc);
+                    }
+
+                    if (double.TryParse(stringValue, NumberStyles.Float, CultureInfo.InvariantCulture, out var doubleValue))
+                    {
+                        // Parse 1637745563.000 format
+                        if (doubleValue < 19999999999)
+                            return ConvertFromSeconds(doubleValue);
+                        if (doubleValue < 19999999999999)
+                            return ConvertFromMilliseconds((long)doubleValue);
+                        if (doubleValue < 19999999999999999)
+                            return ConvertFromMicroseconds((long)doubleValue);
+
+                        return ConvertFromNanoseconds((long)doubleValue);
+                    }
+
+                    if (stringValue.Length == 10)
+                    {
+                        // Parse 2021-11-03 format
+                        var values = stringValue.Split('-');
+                        if (!int.TryParse(values[0], out var year)
+                            || !int.TryParse(values[1], out var month)
+                            || !int.TryParse(values[2], out var day))
+                        {
+                            Trace.WriteLine("{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Unknown DateTime format: " + stringValue);
+                            return default;
+                        }
+
+                        return new DateTime(year, month, day, 0, 0, 0, DateTimeKind.Utc);
+                    }
+
+                    return DateTime.Parse(stringValue, CultureInfo.InvariantCulture, DateTimeStyles.AdjustToUniversal | DateTimeStyles.AssumeUniversal);
+                }
+                else
+                {
+                    return reader.GetDateTime();
+                }
+            }
+
+            public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
+            {
+                if (value == null)
+                    writer.WriteNullValue();
+                else
+                {
+                    var dtValue = (DateTime)(object)value;
+                    if (dtValue == default)
+                        writer.WriteStringValue(default(DateTime));
+                    else
+                        writer.WriteNumberValue((long)Math.Round((dtValue - new DateTime(1970, 1, 1)).TotalMilliseconds));
+                }
+            }
+        }
+
+        /// <summary>
+        /// Convert a seconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="seconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromSeconds(double seconds) => _epoch.AddTicks((long)Math.Round(seconds * _ticksPerSecond));
+        /// <summary>
+        /// Convert a milliseconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="milliseconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromMilliseconds(double milliseconds) => _epoch.AddTicks((long)Math.Round(milliseconds * TimeSpan.TicksPerMillisecond));
+        /// <summary>
+        /// Convert a microseconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="microseconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromMicroseconds(double microseconds) => _epoch.AddTicks((long)Math.Round(microseconds * _ticksPerMicrosecond));
+        /// <summary>
+        /// Convert a nanoseconds since epoch (01-01-1970) value to DateTime
+        /// </summary>
+        /// <param name="nanoseconds"></param>
+        /// <returns></returns>
+        public static DateTime ConvertFromNanoseconds(double nanoseconds) => _epoch.AddTicks((long)Math.Round(nanoseconds * _ticksPerNanosecond));
+
+        /// <summary>
+        /// Convert a DateTime value to seconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToSeconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).TotalSeconds);
+        /// <summary>
+        /// Convert a DateTime value to milliseconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToMilliseconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).TotalMilliseconds);
+        /// <summary>
+        /// Convert a DateTime value to microseconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToMicroseconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).Ticks / _ticksPerMicrosecond);
+        /// <summary>
+        /// Convert a DateTime value to nanoseconds since epoch (01-01-1970) value
+        /// </summary>
+        /// <param name="time"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("time")]
+        public static long? ConvertToNanoseconds(DateTime? time) => time == null ? null : (long)Math.Round((time.Value - _epoch).Ticks / _ticksPerNanosecond);
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/DecimalConverter.cs

@@ -0,0 +1,40 @@
+using System;
+using System.Globalization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Decimal converter
+    /// </summary>
+    public class DecimalConverter : JsonConverter<decimal?>
+    {
+        /// <inheritdoc />
+        public override decimal? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            if (reader.TokenType == JsonTokenType.Null)
+                return null;
+
+            if (reader.TokenType == JsonTokenType.String)
+            {
+                var value = reader.GetString();
+                if (string.IsNullOrEmpty(value))
+                    return null;
+
+                return decimal.Parse(value, NumberStyles.Float, CultureInfo.InvariantCulture);
+            }
+
+            return reader.GetDecimal();
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, decimal? value, JsonSerializerOptions options)
+        {
+            if (value == null)
+                writer.WriteNullValue();
+            else
+                writer.WriteNumberValue(value.Value);
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/DecimalStringWriterConverter.cs

@@ -0,0 +1,23 @@
+using System;
+using System.Globalization;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Converter for serializing decimal values as string
+    /// </summary>
+    public class DecimalStringWriterConverter : JsonConverter<decimal>
+    {
+        /// <inheritdoc />
+        public override decimal Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <inheritdoc />
+        public override void Write(Utf8JsonWriter writer, decimal value, JsonSerializerOptions options)
+            => writer.WriteStringValue(value.ToString(CultureInfo.InvariantCulture) ?? null);
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/EnumConverter.cs

@@ -0,0 +1,215 @@
+using CryptoExchange.Net.Attributes;
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+using System.Reflection;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Converter for enum values. Enums entries should be noted with a MapAttribute to map the enum value to a string value
+    /// </summary>
+    public class EnumConverter : JsonConverterFactory
+    {
+        private bool _warnOnMissingEntry = true;
+        private bool _writeAsInt;
+        private static readonly ConcurrentDictionary<Type, List<KeyValuePair<object, string>>> _mapping = new();
+
+        /// <summary>
+        /// </summary>
+        public EnumConverter() { }
+
+        /// <summary>
+        /// </summary>
+        /// <param name="writeAsInt"></param>
+        /// <param name="warnOnMissingEntry"></param>
+        public EnumConverter(bool writeAsInt, bool warnOnMissingEntry)
+        {
+            _writeAsInt = writeAsInt;
+            _warnOnMissingEntry = warnOnMissingEntry;
+        }
+
+        /// <inheritdoc />
+        public override bool CanConvert(Type typeToConvert)
+        {
+            return typeToConvert.IsEnum || Nullable.GetUnderlyingType(typeToConvert)?.IsEnum == true;
+        }
+
+        /// <inheritdoc />
+        public override JsonConverter? CreateConverter(Type typeToConvert, JsonSerializerOptions options)
+        {
+            JsonConverter converter = (JsonConverter)Activator.CreateInstance(
+                typeof(EnumConverterInner<>).MakeGenericType(
+                    new Type[] { typeToConvert }),
+                BindingFlags.Instance | BindingFlags.Public,
+                binder: null,
+                args: new object[] { _writeAsInt, _warnOnMissingEntry },
+                culture: null)!;
+
+            return converter;
+        }
+
+        private static List<KeyValuePair<object, string>> AddMapping(Type objectType)
+        {
+            var mapping = new List<KeyValuePair<object, string>>();
+            var enumMembers = objectType.GetMembers();
+            foreach (var member in enumMembers)
+            {
+                var maps = member.GetCustomAttributes(typeof(MapAttribute), false);
+                foreach (MapAttribute attribute in maps)
+                {
+                    foreach (var value in attribute.Values)
+                        mapping.Add(new KeyValuePair<object, string>(Enum.Parse(objectType, member.Name), value));
+                }
+            }
+            _mapping.TryAdd(objectType, mapping);
+            return mapping;
+        }
+
+        private class EnumConverterInner<T> : JsonConverter<T>
+        {
+            private bool _warnOnMissingEntry = true;
+            private bool _writeAsInt;
+
+            public EnumConverterInner(bool writeAsInt, bool warnOnMissingEntry)
+            {
+                _warnOnMissingEntry = warnOnMissingEntry;
+                _writeAsInt = writeAsInt;
+            }
+
+            public override T? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options)
+            {
+                var enumType = Nullable.GetUnderlyingType(typeToConvert) ?? typeToConvert;
+                if (!_mapping.TryGetValue(enumType, out var mapping))
+                    mapping = AddMapping(enumType);
+
+                var stringValue = reader.TokenType switch
+                {
+                    JsonTokenType.String => reader.GetString(),
+                    JsonTokenType.Number => reader.GetInt16().ToString(),
+                    JsonTokenType.True => reader.GetBoolean().ToString(),
+                    JsonTokenType.False => reader.GetBoolean().ToString(),
+                    JsonTokenType.Null => null,
+                    _ => throw new Exception("Invalid token type for enum deserialization: " + reader.TokenType)
+                };
+
+                if (string.IsNullOrEmpty(stringValue))
+                {
+                    // Received null value
+                    var emptyResult = GetDefaultValue(typeToConvert, enumType);
+                    if (emptyResult != null)
+                        // If the property we're parsing to isn't nullable there isn't a correct way to return this as null will either throw an exception (.net framework) or the default enum value (dotnet core).
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Received null enum value, but property type is not a nullable enum. EnumType: {enumType.Name}. If you think {enumType.Name} should be nullable please open an issue on the Github repo");
+
+                    return (T?)emptyResult;
+                }
+
+                if (!GetValue(enumType, mapping, stringValue!, out var result))
+                {
+                    var defaultValue = GetDefaultValue(typeToConvert, enumType);
+                    if (string.IsNullOrWhiteSpace(stringValue))
+                    {
+                        if (defaultValue != null)
+                            // We received an empty string and have no mapping for it, and the property isn't nullable
+                            Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Received empty string as enum value, but property type is not a nullable enum. EnumType: {enumType.Name}. If you think {enumType.Name} should be nullable please open an issue on the Github repo");
+                    }
+                    else
+                    {
+                        // We received an enum value but weren't able to parse it.
+                        if (_warnOnMissingEntry)
+                            Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Cannot map enum value. EnumType: {enumType.Name}, Value: {stringValue}, Known values: {string.Join(", ", mapping.Select(m => m.Value))}. If you think {stringValue} should added please open an issue on the Github repo");
+                    }
+
+                    return (T?)defaultValue;
+                }
+
+                return (T?)result;
+            }
+
+            public override void Write(Utf8JsonWriter writer, T value, JsonSerializerOptions options)
+            {
+                if (value == null)
+                {
+                    writer.WriteNullValue();
+                }
+                else
+                {
+                    if (!_writeAsInt)
+                    {
+                        var stringValue = GetString(value.GetType(), value);
+                        writer.WriteStringValue(stringValue);
+                    }
+                    else
+                    {
+                        writer.WriteNumberValue((int)Convert.ChangeType(value, typeof(int)));
+                    }
+                }
+            }
+
+            private static object? GetDefaultValue(Type objectType, Type enumType)
+            {
+                if (Nullable.GetUnderlyingType(objectType) != null)
+                    return null;
+
+                return Activator.CreateInstance(enumType); // return default value
+            }
+
+            private static bool GetValue(Type objectType, List<KeyValuePair<object, string>> enumMapping, string value, out object? result)
+            {
+                // Check for exact match first, then if not found fallback to a case insensitive match 
+                var mapping = enumMapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCulture));
+                if (mapping.Equals(default(KeyValuePair<object, string>)))
+                    mapping = enumMapping.FirstOrDefault(kv => kv.Value.Equals(value, StringComparison.InvariantCultureIgnoreCase));
+
+                if (!mapping.Equals(default(KeyValuePair<object, string>)))
+                {
+                    result = mapping.Key;
+                    return true;
+                }
+
+                try
+                {
+                    // If no explicit mapping is found try to parse string
+                    result = Enum.Parse(objectType, value, true);
+                    return true;
+                }
+                catch (Exception)
+                {
+                    result = default;
+                    return false;
+                }
+            }
+        }
+
+        /// <summary>
+        /// Get the string value for an enum value using the MapAttribute mapping. When multiple values are mapped for a enum entry the first value will be returned
+        /// </summary>
+        /// <typeparam name="T"></typeparam>
+        /// <param name="enumValue"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("enumValue")]
+        public static string? GetString<T>(T enumValue) => GetString(typeof(T), enumValue);
+
+        /// <summary>
+        /// Get the string value for an enum value using the MapAttribute mapping. When multiple values are mapped for a enum entry the first value will be returned
+        /// </summary>
+        /// <param name="objectType"></param>
+        /// <param name="enumValue"></param>
+        /// <returns></returns>
+        [return: NotNullIfNotNull("enumValue")]
+        public static string? GetString(Type objectType, object? enumValue)
+        {
+            objectType = Nullable.GetUnderlyingType(objectType) ?? objectType;
+
+            if (!_mapping.TryGetValue(objectType, out var mapping))
+                mapping = AddMapping(objectType);
+
+            return enumValue == null ? null : (mapping.FirstOrDefault(v => v.Key.Equals(enumValue)).Value ?? enumValue.ToString());
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/SerializerOptions.cs

@@ -0,0 +1,27 @@
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// Serializer options
+    /// </summary>
+    public static class SerializerOptions
+    {
+        /// <summary>
+        /// Json serializer settings which includes the EnumConverter, DateTimeConverter, BoolConverter and DecimalConverter
+        /// </summary>
+        public static JsonSerializerOptions WithConverters { get; } = new JsonSerializerOptions
+        {
+            NumberHandling = JsonNumberHandling.AllowReadingFromString | JsonNumberHandling.AllowNamedFloatingPointLiterals,
+            PropertyNameCaseInsensitive = false,
+            Converters =
+                    {
+                        new DateTimeConverter(),
+                        new EnumConverter(),
+                        new BoolConverter(),
+                        new DecimalConverter(),
+                    }
+        };
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/SystemTextJsonMessageAccessor.cs

@@ -0,0 +1,299 @@
+using CryptoExchange.Net.Converters.MessageParsing;
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Objects;
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Text;
+using System.Text.Json;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <summary>
+    /// System.Text.Json message accessor
+    /// </summary>
+    public abstract class SystemTextJsonMessageAccessor : IMessageAccessor
+    {
+        /// <summary>
+        /// The JsonDocument loaded
+        /// </summary>
+        protected JsonDocument? _document;
+
+        private static JsonSerializerOptions _serializerOptions = SerializerOptions.WithConverters;
+
+        /// <inheritdoc />
+        public bool IsJson { get; set; }
+
+        /// <inheritdoc />
+        public abstract bool OriginalDataAvailable { get; }
+
+        /// <inheritdoc />
+        public object? Underlying => throw new NotImplementedException();
+
+        /// <inheritdoc />
+        public CallResult<object> Deserialize(Type type, MessagePath? path = null)
+        {
+            if (!IsJson)
+                return new CallResult<object>(GetOriginalString());
+
+            if (_document == null)
+                throw new InvalidOperationException("No json document loaded");
+
+            try
+            {
+                var result = _document.Deserialize(type, _serializerOptions);
+                return new CallResult<object>(result!);
+            }
+            catch (JsonException ex)
+            {
+                var info = $"Deserialize JsonException: {ex.Message}, Path: {ex.Path}, LineNumber: {ex.LineNumber}, LinePosition: {ex.BytePositionInLine}";
+                return new CallResult<object>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+        }
+
+        /// <inheritdoc />
+        public CallResult<T> Deserialize<T>(MessagePath? path = null)
+        {
+            if (_document == null)
+                throw new InvalidOperationException("No json document loaded");
+
+            try
+            {
+                var result = _document.Deserialize<T>(_serializerOptions);
+                return new CallResult<T>(result!);
+            }
+            catch (JsonException ex)
+            {
+                var info = $"Deserialize JsonException: {ex.Message}, Path: {ex.Path}, LineNumber: {ex.LineNumber}, LinePosition: {ex.BytePositionInLine}";
+                return new CallResult<T>(new DeserializeError(info, OriginalDataAvailable ? GetOriginalString() : "[Data only available when OutputOriginal = true in client options]"));
+            }
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType()
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            if (_document == null)
+                throw new InvalidOperationException("No json document loaded");
+
+            return _document.RootElement.ValueKind switch
+            {
+                JsonValueKind.Object => NodeType.Object,
+                JsonValueKind.Array => NodeType.Array,
+                _ => NodeType.Value
+            };
+        }
+
+        /// <inheritdoc />
+        public NodeType? GetNodeType(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var node = GetPathNode(path);
+            if (!node.HasValue)
+                return null;
+
+            return node.Value.ValueKind switch
+            {
+                JsonValueKind.Object => NodeType.Object,
+                JsonValueKind.Array => NodeType.Array,
+                _ => NodeType.Value
+            };
+        }
+
+        /// <inheritdoc />
+        public T? GetValue<T>(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            var value = GetPathNode(path);
+            if (value == null)
+                return default;
+
+            if (value.Value.ValueKind == JsonValueKind.Object || value.Value.ValueKind == JsonValueKind.Array)
+                return default;
+
+            var ttype = typeof(T);
+            if (ttype == typeof(string))
+                return (T?)(object?)value.Value.GetString();
+            if (ttype == typeof(short))
+                return (T)(object)value.Value.GetInt16();
+            if (ttype == typeof(int))
+                return (T)(object)value.Value.GetInt32();
+            if (ttype == typeof(long))
+                return (T)(object)value.Value.GetInt64();
+
+            return default;
+        }
+
+        /// <inheritdoc />
+        public List<T?>? GetValues<T>(MessagePath path) => throw new NotImplementedException();
+
+        private JsonElement? GetPathNode(MessagePath path)
+        {
+            if (!IsJson)
+                throw new InvalidOperationException("Can't access json data on non-json message");
+
+            if (_document == null)
+                throw new InvalidOperationException("No json document loaded");
+
+            JsonElement? currentToken = _document.RootElement;
+            foreach (var node in path)
+            {
+                if (node.Type == 0)
+                {
+                    // Int value
+                    var val = node.Index!.Value;
+                    if (currentToken!.Value.ValueKind != JsonValueKind.Array || currentToken.Value.GetArrayLength() <= val)
+                        return null;
+
+                    currentToken = currentToken.Value[val];
+                }
+                else if (node.Type == 1)
+                {
+                    // String value
+                    if (currentToken!.Value.ValueKind != JsonValueKind.Object)
+                        return null;
+
+                    if (!currentToken.Value.TryGetProperty(node.Property!, out var token))
+                        return null;
+                    currentToken = token;
+                }
+                else
+                {
+                    // Property name
+                    if (currentToken!.Value.ValueKind != JsonValueKind.Object)
+                        return null;
+
+                    throw new NotImplementedException();
+                }
+
+                if (currentToken == null)
+                    return null;
+            }
+
+            return currentToken;
+        }
+
+        /// <inheritdoc />
+        public abstract string GetOriginalString();
+
+        /// <inheritdoc />
+        public abstract void Clear();
+    }
+
+    /// <summary>
+    /// System.Text.Json stream message accessor
+    /// </summary>
+    public class SystemTextJsonStreamMessageAccessor : SystemTextJsonMessageAccessor, IStreamMessageAccessor
+    {
+        private Stream? _stream;
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => _stream?.CanSeek == true;
+
+        /// <inheritdoc />
+        public async Task<bool> Read(Stream stream, bool bufferStream)
+        {
+            if (bufferStream && stream is not MemoryStream)
+            {
+                // We need to be buffer the stream, and it's not currently a seekable stream, so copy it to a new memory stream
+                _stream = new MemoryStream();
+                stream.CopyTo(_stream);
+                _stream.Position = 0;
+            }
+            else if (bufferStream)
+            {
+                // We need to buffer the stream, and the current stream is seekable, store as is
+                _stream = stream;
+            }
+            else
+            {
+                // We don't need to buffer the stream, so don't bother keeping the reference
+            }
+
+            try
+            {
+                _document = await JsonDocument.ParseAsync(_stream ?? stream).ConfigureAwait(false);
+                IsJson = true;
+            }
+            catch (Exception)
+            {
+                // Not a json message
+                IsJson = false;
+            }
+
+            return IsJson;
+        }
+        /// <inheritdoc />
+        public override string GetOriginalString()
+        {
+            if (_stream is null)
+                throw new NullReferenceException("Stream not initialized");
+
+            _stream.Position = 0;
+            using var textReader = new StreamReader(_stream, Encoding.UTF8, false, 1024, true);
+            return textReader.ReadToEnd();
+        }
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _stream?.Dispose();
+            _stream = null;
+            _document = null;
+        }
+
+    }
+
+    /// <summary>
+    /// System.Text.Json byte message accessor
+    /// </summary>
+    public class SystemTextJsonByteMessageAccessor : SystemTextJsonMessageAccessor, IByteMessageAccessor
+    {
+        private ReadOnlyMemory<byte> _bytes;
+
+        /// <inheritdoc />
+        public bool Read(ReadOnlyMemory<byte> data)
+        {
+            _bytes = data;
+
+            try
+            {
+                _document = JsonDocument.Parse(data);
+                IsJson = true;
+            }
+            catch (Exception)
+            {
+                // Not a json message
+                IsJson = false;
+            }
+
+            return IsJson;
+        }
+
+        /// <inheritdoc />
+        public override string GetOriginalString() =>
+            // Netstandard 2.0 doesn't support GetString from a ReadonlySpan<byte>, so use ToArray there instead
+#if NETSTANDARD2_0
+            Encoding.UTF8.GetString(_bytes.ToArray());
+#else
+            Encoding.UTF8.GetString(_bytes.Span);
+#endif
+
+        /// <inheritdoc />
+        public override bool OriginalDataAvailable => true;
+
+        /// <inheritdoc />
+        public override void Clear()
+        {
+            _bytes = null;
+            _document = null;
+        }
+    }
+}

CryptoExchange.Net/Converters/SystemTextJson/SystemTextJsonMessageSerializer.cs

@@ -0,0 +1,12 @@
+using CryptoExchange.Net.Interfaces;
+using System.Text.Json;
+
+namespace CryptoExchange.Net.Converters.SystemTextJson
+{
+    /// <inheritdoc />
+    public class SystemTextJsonMessageSerializer : IMessageSerializer
+    {
+        /// <inheritdoc />
+        public string Serialize(object message) => JsonSerializer.Serialize(message, SerializerOptions.WithConverters);
+    }
+}

CryptoExchange.Net/Converters/TimestampConverter.cs

@@ -1,36 +0,0 @@
-using System;
-using Newtonsoft.Json;
-
-namespace CryptoExchange.Net.Converters
-{
-    /// <summary>
-    /// converter for milliseconds to datetime
-    /// </summary>
-    public class TimestampConverter : JsonConverter
-    {
-        /// <inheritdoc />
-        public override bool CanConvert(Type objectType)
-        {
-            return objectType == typeof(DateTime);
-        }
-
-        /// <inheritdoc />
-        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
-        {
-            if (reader.Value == null)
-                return null;
-
-            var t = long.Parse(reader.Value.ToString());
-            return new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc).AddMilliseconds(t);
-        }
-
-        /// <inheritdoc />
-        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
-        {
-            if(value == null)
-                writer.WriteValue((DateTime?)null);
-            else
-                writer.WriteValue((long)Math.Round(((DateTime)value - new DateTime(1970, 1, 1)).TotalMilliseconds));
-        }
-    }
-}

CryptoExchange.Net/Converters/TimestampNanoSecondsConverter.cs

@@ -1,35 +0,0 @@
-using System;
-using Newtonsoft.Json;
-
-namespace CryptoExchange.Net.Converters
-{
-    /// <summary>
-    /// Converter for nanoseconds to datetime
-    /// </summary>
-    public class TimestampNanoSecondsConverter : JsonConverter
-    {
-        private const decimal ticksPerNanosecond = TimeSpan.TicksPerMillisecond / 1000m / 1000;
-
-        /// <inheritdoc />
-        public override bool CanConvert(Type objectType)
-        {
-            return objectType == typeof(DateTime);
-        }
-
-        /// <inheritdoc />
-        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
-        {
-            if (reader.Value == null)
-                return null;
-
-            var nanoSeconds = long.Parse(reader.Value.ToString());
-            return new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc).AddTicks((long)Math.Round(nanoSeconds * ticksPerNanosecond));
-        }
-
-        /// <inheritdoc />
-        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
-        {
-            writer.WriteValue((long)Math.Round(((DateTime)value! - new DateTime(1970, 1, 1)).Ticks / ticksPerNanosecond));
-        }
-    }
-}

CryptoExchange.Net/Converters/TimestampSecondsConverter.cs

@@ -1,41 +0,0 @@
-using System;
-using System.Globalization;
-using Newtonsoft.Json;
-
-namespace CryptoExchange.Net.Converters
-{
-    /// <summary>
-    /// Converter for seconds to datetime
-    /// </summary>
-    public class TimestampSecondsConverter : JsonConverter
-    {
-        /// <inheritdoc />
-        public override bool CanConvert(Type objectType)
-        {
-            return objectType == typeof(DateTime);
-        }
-
-        /// <inheritdoc />
-        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
-        {
-            if (reader.Value == null)
-                return null;
-
-            if (reader.Value is double d)
-                return new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc).AddSeconds(d);
-
-            var t = double.Parse(reader.Value.ToString(), CultureInfo.InvariantCulture);
-            // Set ticks instead of seconds or milliseconds, because AddSeconds/AddMilliseconds rounds to nearest millisecond
-            return new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc).AddTicks((long)(t * TimeSpan.TicksPerSecond)); 
-        }
-
-        /// <inheritdoc />
-        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
-        {
-            if (value == null)
-                writer.WriteValue((DateTime?)null);
-            else
-                writer.WriteValue((long)Math.Round(((DateTime)value! - new DateTime(1970, 1, 1)).TotalSeconds));
-        }
-    }
-}

CryptoExchange.Net/Converters/TimestampStringConverter.cs

@@ -1,44 +0,0 @@
-using System;
-using Newtonsoft.Json;
-
-namespace CryptoExchange.Net.Converters
-{
-    /// <summary>
-    /// converter for datetime string (yyyymmdd) to datetime
-    /// </summary>
-    public class TimestampStringConverter : JsonConverter
-    {
-        /// <inheritdoc />
-        public override bool CanConvert(Type objectType)
-        {
-            return objectType == typeof(DateTime);
-        }
-
-        /// <inheritdoc />
-        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
-        {
-            if (reader.Value == null)
-                return null;
-
-            var value = reader.Value.ToString();
-            if (value.Length == 8)
-                return new DateTime(int.Parse(value.Substring(0, 4)), int.Parse(value.Substring(4, 2)), int.Parse(value.Substring(6, 2)), 0, 0, 0, DateTimeKind.Utc);
-            else if(value.Length == 6)
-                return new DateTime(int.Parse(value.Substring(0, 2)), int.Parse(value.Substring(2, 2)), int.Parse(value.Substring(4, 2)), 0, 0, 0, DateTimeKind.Utc);
-
-            throw new Exception("Unknown datetime value: " + value);
-        }
-
-        /// <inheritdoc />
-        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
-        {
-            if (value == null)
-                writer.WriteValue((DateTime?)null);
-            else
-            {
-                var dateTimeValue = (DateTime)value;
-                writer.WriteValue(int.Parse($"{dateTimeValue.Year}{dateTimeValue.Month}{dateTimeValue.Day}"));
-            }
-        }
-    }
-}

CryptoExchange.Net/Converters/UTCDateTimeConverter.cs

@@ -1,38 +0,0 @@
-using System;
-using Newtonsoft.Json;
-
-namespace CryptoExchange.Net.Converters
-{
-    /// <summary>
-    /// Converter for utc datetime
-    /// </summary>
-    public class UTCDateTimeConverter: JsonConverter
-    {
-        /// <inheritdoc />
-        public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
-        {
-            writer.WriteValue(JsonConvert.SerializeObject(value));
-        }
-
-        /// <inheritdoc />
-        public override object? ReadJson(JsonReader reader, Type objectType, object? existingValue, JsonSerializer serializer)
-        {
-            if (reader.Value == null)
-                return null;
-
-            DateTime value;
-            if (reader.Value is string s)
-                value = (DateTime)JsonConvert.DeserializeObject(s)!;
-            else
-                value = (DateTime) reader.Value;
-
-            return DateTime.SpecifyKind(value, DateTimeKind.Utc);
-        }
-
-        /// <inheritdoc />
-        public override bool CanConvert(Type objectType)
-        {
-            return objectType == typeof(DateTime) || objectType == typeof(DateTime?);
-        }
-    }
-}

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -5,21 +5,28 @@
   <PropertyGroup>
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
-    <Description>A base package for implementing cryptocurrency exchange API's</Description>
-    <PackageVersion>4.2.8</PackageVersion>
-    <AssemblyVersion>4.2.8</AssemblyVersion>
-    <FileVersion>4.2.8</FileVersion>
+    <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>7.2.0</PackageVersion>
+    <AssemblyVersion>7.2.0</AssemblyVersion>
+    <FileVersion>7.2.0</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</PackageTags>
     <RepositoryType>git</RepositoryType>
     <RepositoryUrl>https://github.com/JKorf/CryptoExchange.Net.git</RepositoryUrl>
     <PackageProjectUrl>https://github.com/JKorf/CryptoExchange.Net</PackageProjectUrl>
     <NeutralLanguage>en</NeutralLanguage>
+    <PackageReadmeFile>README.md</PackageReadmeFile>
+    <PackageIcon>icon.png</PackageIcon>
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
-    <PackageReleaseNotes>4.2.8 - Fixed deadlock in socket receive, Fixed issue in reconnection handling when the client is disconnected again during resubscribing, Added some additional checking of socket state to prevent sending/expecting data when socket is not connected</PackageReleaseNotes>
+    <PackageReleaseNotes>https://github.com/JKorf/CryptoExchange.Net?tab=readme-ov-file#release-notes</PackageReleaseNotes>
     <Nullable>enable</Nullable>
-    <LangVersion>8.0</LangVersion>
+    <LangVersion>10.0</LangVersion>
     <PackageLicenseExpression>MIT</PackageLicenseExpression>
   </PropertyGroup>
+  <ItemGroup>
+    <None Include="Icon\icon.png" Pack="true" PackagePath="\" />
+    <None Include="..\README.md" Pack="true" PackagePath="\" />
+  </ItemGroup>
   <PropertyGroup Label="Deterministic Build" Condition="'$(Configuration)' == 'Release'">
     <PublishRepositoryUrl>true</PublishRepositoryUrl>
     <IncludeSymbols>true</IncludeSymbols>
@@ -37,15 +44,20 @@
     <DocumentationFile>CryptoExchange.Net.xml</DocumentationFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="ConfigureAwaitChecker.Analyzer" Version="5.0.0">
+    <PackageReference Include="ConfigureAwaitChecker.Analyzer" Version="5.0.0.1">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="5.0.3">
+    <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="8.0.0">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
-    <PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="3.1.0" />
+    <PackageReference Include="Microsoft.Extensions.Http" Version="8.0.0" />
+    <PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
+  </ItemGroup>
+  <ItemGroup>
+    <PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="8.0.1" />
+    <PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="8.0.1" />
+    <PackageReference Include="System.Text.Json" Version="8.0.3" />
   </ItemGroup>
 </Project>

CryptoExchange.Net/ExchangeHelpers.cs

@@ -1,5 +1,6 @@
 using CryptoExchange.Net.Objects;
 using System;
+using System.Security.Cryptography;
 
 namespace CryptoExchange.Net
 {
@@ -8,6 +9,17 @@ namespace CryptoExchange.Net
     /// </summary>
     public static class ExchangeHelpers
     {
+        private const string _allowedRandomChars = "ABCDEFGHIJKLMONOPQRSTUVWXYZabcdefghijklmonopqrstuvwxyz0123456789";
+
+        /// <summary>
+        /// The last used id, use NextId() to get the next id and up this
+        /// </summary>
+        private static int _lastId;
+        /// <summary>
+        /// Lock for id generating
+        /// </summary>
+        private static object _idLock = new();
+
         /// <summary>
         /// Clamp a value between a min and max
         /// </summary>
@@ -43,7 +55,9 @@ namespace CryptoExchange.Net
 
             var offset = value % step.Value;
             if(roundingType == RoundingType.Down)
+            {
                 value -= offset;
+            }
             else
             {
                 if (offset < step / 2)
@@ -116,5 +130,66 @@ namespace CryptoExchange.Net
         {
             return value / 1.000000000000000000000000000000000m;
         }
+
+        /// <summary>
+        /// Generate a new unique id. The id is staticly stored so it is guarenteed to be unique
+        /// </summary>
+        /// <returns></returns>
+        public static int NextId()
+        {
+            lock (_idLock)
+            {
+                _lastId += 1;
+                return _lastId;
+            }
+        }
+
+        /// <summary>
+        /// Return the last unique id that was generated
+        /// </summary>
+        /// <returns></returns>
+        public static int LastId()
+        {
+            lock (_idLock)
+                return _lastId;
+        }
+
+        /// <summary>
+        /// Generate a random string of specified length
+        /// </summary>
+        /// <param name="length">Length of the random string</param>
+        /// <returns></returns>
+        public static string RandomString(int length)
+        {
+            var randomChars = new char[length];
+
+#if NETSTANDARD2_1_OR_GREATER
+            for (int i = 0; i < length; i++)
+                randomChars[i] = _allowedRandomChars[RandomNumberGenerator.GetInt32(0, _allowedRandomChars.Length)];
+#else
+            var random = new Random();
+            for (int i = 0; i < length; i++)
+                randomChars[i] = _allowedRandomChars[random.Next(0, _allowedRandomChars.Length)];
+#endif
+
+            return new string(randomChars);
+        }
+
+        /// <summary>
+        /// Generate a random string of specified length
+        /// </summary>
+        /// <param name="source">The initial string</param>
+        /// <param name="totalLength">Total length of the resulting string</param>
+        /// <returns></returns>
+        public static string AppendRandomString(string source, int totalLength)
+        {
+            if (totalLength < source.Length)
+                throw new ArgumentException("Total length smaller than source string length", nameof(totalLength));
+
+            if (totalLength == source.Length)
+                return source;
+
+            return source + RandomString(totalLength - source.Length);
+        }
     }
 }

CryptoExchange.Net/ExchangeInterfaces/ICommonBalance.cs

@@ -1,21 +0,0 @@
-namespace CryptoExchange.Net.ExchangeInterfaces
-{
-    /// <summary>
-    /// Common balance
-    /// </summary>
-    public interface ICommonBalance
-    {
-        /// <summary>
-        /// The asset name
-        /// </summary>
-        public string CommonAsset { get; }
-        /// <summary>
-        /// Amount available
-        /// </summary>
-        public decimal CommonAvailable { get; }
-        /// <summary>
-        /// Total amount
-        /// </summary>
-        public decimal CommonTotal { get; }
-    }
-}

CryptoExchange.Net/ExchangeInterfaces/ICommonTrade.cs

@@ -1,35 +0,0 @@
-using System;
-
-namespace CryptoExchange.Net.ExchangeInterfaces
-{
-    /// <summary>
-    /// Common trade
-    /// </summary>
-    public interface ICommonTrade
-    {
-        /// <summary>
-        /// Id of the trade
-        /// </summary>
-        public string CommonId { get; }
-        /// <summary>
-        /// Price of the trade
-        /// </summary>
-        public decimal CommonPrice { get; }
-        /// <summary>
-        /// Quantity of the trade
-        /// </summary>
-        public decimal CommonQuantity { get; }
-        /// <summary>
-        /// Fee paid for the trade
-        /// </summary>
-        public decimal CommonFee { get; }
-        /// <summary>
-        /// The asset fee was paid in
-        /// </summary>
-        public string? CommonFeeAsset { get; }
-        /// <summary>
-        /// Trade time
-        /// </summary>
-        DateTime CommonTradeTime { get; }
-    }
-}

CryptoExchange.Net/ExchangeInterfaces/IKline.cs

@@ -1,35 +0,0 @@
-using System;
-
-namespace CryptoExchange.Net.ExchangeInterfaces
-{
-    /// <summary>
-    /// Common kline
-    /// </summary>
-    public interface ICommonKline
-    {
-        /// <summary>
-        /// High price for this kline
-        /// </summary>
-        decimal CommonHigh { get; }
-        /// <summary>
-        /// Low price for this kline
-        /// </summary>
-        decimal CommonLow { get; }
-        /// <summary>
-        /// Open price for this kline
-        /// </summary>
-        decimal CommonOpen { get; }
-        /// <summary>
-        /// Close price for this kline
-        /// </summary>
-        decimal CommonClose { get; }
-        /// <summary>
-        /// Open time for this kline
-        /// </summary>
-        DateTime CommonOpenTime { get; }
-        /// <summary>
-        /// Volume of this kline
-        /// </summary>
-        decimal CommonVolume { get; }
-    }
-}

CryptoExchange.Net/ExchangeInterfaces/IOrder.cs

@@ -1,43 +0,0 @@
-using System;
-
-namespace CryptoExchange.Net.ExchangeInterfaces
-{
-    /// <summary>
-    /// Common order
-    /// </summary>
-    public interface ICommonOrder: ICommonOrderId
-    {
-        /// <summary>
-        /// Symbol of the order
-        /// </summary>
-        public string CommonSymbol { get; }
-        /// <summary>
-        /// Price of the order
-        /// </summary>
-        public decimal CommonPrice { get; }
-        /// <summary>
-        /// Quantity of the order
-        /// </summary>
-        public decimal CommonQuantity { get; }
-        /// <summary>
-        /// Status of the order
-        /// </summary>
-        public IExchangeClient.OrderStatus CommonStatus { get; }
-        /// <summary>
-        /// Whether the order is active
-        /// </summary>
-        public bool IsActive { get; }
-        /// <summary>
-        /// Side of the order
-        /// </summary>
-        public IExchangeClient.OrderSide CommonSide { get; }
-        /// <summary>
-        /// Type of the order
-        /// </summary>
-        public IExchangeClient.OrderType CommonType { get; }
-        /// <summary>
-        /// order time
-        /// </summary>
-        DateTime CommonOrderTime { get; }
-    }
-}

CryptoExchange.Net/ExchangeInterfaces/IOrderBook.cs

@@ -1,20 +0,0 @@
-using System.Collections.Generic;
-using CryptoExchange.Net.Interfaces;
-
-namespace CryptoExchange.Net.ExchangeInterfaces
-{
-    /// <summary>
-    /// Common order book
-    /// </summary>
-    public interface ICommonOrderBook
-    {
-        /// <summary>
-        /// Bids
-        /// </summary>
-        IEnumerable<ISymbolOrderBookEntry> CommonBids { get; }
-        /// <summary>
-        /// Asks
-        /// </summary>
-        IEnumerable<ISymbolOrderBookEntry> CommonAsks { get; }
-    }
-}

CryptoExchange.Net/ExchangeInterfaces/IPlacedOrder.cs

@@ -1,13 +0,0 @@
-namespace CryptoExchange.Net.ExchangeInterfaces
-{
-    /// <summary>
-    /// Common order id
-    /// </summary>
-    public interface ICommonOrderId
-    {
-        /// <summary>
-        /// Id of the order
-        /// </summary>
-        public string CommonId { get; }
-    }
-}

CryptoExchange.Net/ExchangeInterfaces/IRecentTrade.cs

@@ -1,23 +0,0 @@
-using System;
-
-namespace CryptoExchange.Net.ExchangeInterfaces
-{
-    /// <summary>
-    /// Recent trade
-    /// </summary>
-    public interface ICommonRecentTrade
-    {
-        /// <summary>
-        /// Price of the trade
-        /// </summary>
-        decimal CommonPrice { get; }
-        /// <summary>
-        /// Quantity of the trade
-        /// </summary>
-        decimal CommonQuantity { get; }
-        /// <summary>
-        /// Trade time
-        /// </summary>
-        DateTime CommonTradeTime { get; }
-    }
-}

CryptoExchange.Net/ExchangeInterfaces/ISymbol.cs

@@ -1,17 +0,0 @@
-namespace CryptoExchange.Net.ExchangeInterfaces
-{
-    /// <summary>
-    /// Common symbol
-    /// </summary>
-    public interface ICommonSymbol
-    {
-        /// <summary>
-        /// Symbol name
-        /// </summary>
-        public string CommonName { get; }
-        /// <summary>
-        /// Minimum trade size
-        /// </summary>
-        public decimal CommonMinimumTradeSize { get; }
-    }
-}

CryptoExchange.Net/ExchangeInterfaces/ITicker.cs

@@ -1,25 +0,0 @@
-namespace CryptoExchange.Net.ExchangeInterfaces
-{
-    /// <summary>
-    /// Common ticker
-    /// </summary>
-    public interface ICommonTicker
-    {
-        /// <summary>
-        /// Symbol name
-        /// </summary>
-        public string CommonSymbol { get; }
-        /// <summary>
-        /// High price
-        /// </summary>
-        public decimal CommonHigh { get; }
-        /// <summary>
-        /// Low price
-        /// </summary>
-        public decimal CommonLow { get; }
-        /// <summary>
-        /// Volume
-        /// </summary>
-        public decimal CommonVolume { get; }
-    }
-}

CryptoExchange.Net/ExtensionMethods.cs

@@ -1,16 +1,19 @@
 using System;
 using System.Collections.Generic;
 using System.Diagnostics;
+using System.IO.Compression;
+using System.IO;
 using System.Linq;
 using System.Runtime.InteropServices;
 using System.Security;
 using System.Text;
-using System.Threading;
-using System.Threading.Tasks;
-using CryptoExchange.Net.Logging;
+using System.Web;
 using CryptoExchange.Net.Objects;
 using Microsoft.Extensions.Logging;
-using Newtonsoft.Json;
+using System.Globalization;
+using System.Collections;
+using System.Net.Http;
+using System.Data.Common;
 using Newtonsoft.Json.Linq;
 
 namespace CryptoExchange.Net
@@ -31,18 +34,6 @@ namespace CryptoExchange.Net
             parameters.Add(key, value);
         }
 
-        /// <summary>
-        /// Add a parameter
-        /// </summary>
-        /// <param name="parameters"></param>
-        /// <param name="key"></param>
-        /// <param name="value"></param>
-        /// <param name="converter"></param>
-        public static void AddParameter(this Dictionary<string, object> parameters, string key, string value, JsonConverter converter)
-        {
-            parameters.Add(key, JsonConvert.SerializeObject(value, converter));
-        }
-
         /// <summary>
         /// Add a parameter
         /// </summary>
@@ -54,18 +45,6 @@ namespace CryptoExchange.Net
             parameters.Add(key, value);
         }
 
-        /// <summary>
-        /// Add a parameter
-        /// </summary>
-        /// <param name="parameters"></param>
-        /// <param name="key"></param>
-        /// <param name="value"></param>
-        /// <param name="converter"></param>
-        public static void AddParameter(this Dictionary<string, object> parameters, string key, object value, JsonConverter converter)
-        {
-            parameters.Add(key, JsonConvert.SerializeObject(value, converter));
-        }
-
         /// <summary>
         /// Add an optional parameter. Not added if value is null
         /// </summary>
@@ -73,49 +52,11 @@ namespace CryptoExchange.Net
         /// <param name="key"></param>
         /// <param name="value"></param>
         public static void AddOptionalParameter(this Dictionary<string, object> parameters, string key, object? value)
-        {
-            if(value != null)
-                parameters.Add(key, value);
-        }
-
-        /// <summary>
-        /// Add an optional parameter. Not added if value is null
-        /// </summary>
-        /// <param name="parameters"></param>
-        /// <param name="key"></param>
-        /// <param name="value"></param>
-        /// <param name="converter"></param>
-        public static void AddOptionalParameter(this Dictionary<string, object> parameters, string key, object? value, JsonConverter converter)
-        {
-            if (value != null)
-                parameters.Add(key, JsonConvert.SerializeObject(value, converter));
-        }
-
-        /// <summary>
-        /// Add an optional parameter. Not added if value is null
-        /// </summary>
-        /// <param name="parameters"></param>
-        /// <param name="key"></param>
-        /// <param name="value"></param>
-        public static void AddOptionalParameter(this Dictionary<string, string> parameters, string key, string? value)
         {
             if (value != null)
                 parameters.Add(key, value);
         }
 
-        /// <summary>
-        /// Add an optional parameter. Not added if value is null
-        /// </summary>
-        /// <param name="parameters"></param>
-        /// <param name="key"></param>
-        /// <param name="value"></param>
-        /// <param name="converter"></param>
-        public static void AddOptionalParameter(this Dictionary<string, string> parameters, string key, string? value, JsonConverter converter)
-        {
-            if (value != null)
-                parameters.Add(key, JsonConvert.SerializeObject(value, converter));
-        }
-
         /// <summary>
         /// Create a query string of the specified parameters
         /// </summary>
@@ -123,27 +64,58 @@ namespace CryptoExchange.Net
         /// <param name="urlEncodeValues">Whether or not the values should be url encoded</param>
         /// <param name="serializationType">How to serialize array parameters</param>
         /// <returns></returns>
-        public static string CreateParamString(this Dictionary<string, object> parameters, bool urlEncodeValues, ArrayParametersSerialization serializationType)
+        public static string CreateParamString(this IDictionary<string, object> parameters, bool urlEncodeValues, ArrayParametersSerialization serializationType)
         {
             var uriString = string.Empty;
             var arraysParameters = parameters.Where(p => p.Value.GetType().IsArray).ToList();
             foreach (var arrayEntry in arraysParameters)
             {
-                if(serializationType == ArrayParametersSerialization.Array)
-                    uriString += $"{string.Join("&", ((object[])(urlEncodeValues ? Uri.EscapeDataString(arrayEntry.Value.ToString()) : arrayEntry.Value)).Select(v => $"{arrayEntry.Key}[]={v}"))}&";
+                if (serializationType == ArrayParametersSerialization.Array)
+                {
+                    uriString += $"{string.Join("&", ((object[])(urlEncodeValues ? Uri.EscapeDataString(arrayEntry.Value.ToString()) : arrayEntry.Value)).Select(v => $"{arrayEntry.Key}[]={string.Format(CultureInfo.InvariantCulture, "{0}", v)}"))}&";
+                }
+                else if (serializationType == ArrayParametersSerialization.MultipleValues)
+                {
+                    var array = (Array)arrayEntry.Value;
+                    uriString += string.Join("&", array.OfType<object>().Select(a => $"{arrayEntry.Key}={Uri.EscapeDataString(string.Format(CultureInfo.InvariantCulture, "{0}", a))}"));
+                    uriString += "&";
+                }
                 else
                 {
                     var array = (Array)arrayEntry.Value;
-                    uriString += string.Join("&", array.OfType<object>().Select(a => $"{arrayEntry.Key}={Uri.EscapeDataString(a.ToString())}"));
-                    uriString += "&";
+                    uriString += $"{arrayEntry.Key}=[{string.Join(",", array.OfType<object>().Select(a => string.Format(CultureInfo.InvariantCulture, "{0}", a)))}]&";
                 }
             }
 
-            uriString += $"{string.Join("&", parameters.Where(p => !p.Value.GetType().IsArray).Select(s => $"{s.Key}={(urlEncodeValues ? Uri.EscapeDataString(s.Value.ToString()) : s.Value)}"))}";
+            uriString += $"{string.Join("&", parameters.Where(p => !p.Value.GetType().IsArray).Select(s => $"{s.Key}={(urlEncodeValues ? Uri.EscapeDataString(string.Format(CultureInfo.InvariantCulture, "{0}", s.Value)) : string.Format(CultureInfo.InvariantCulture, "{0}", s.Value))}"))}";
             uriString = uriString.TrimEnd('&');
             return uriString;
         }
 
+        /// <summary>
+        /// Convert a dictionary to formdata string
+        /// </summary>
+        /// <param name="parameters"></param>
+        /// <returns></returns>
+        public static string ToFormData(this IDictionary<string, object> parameters)
+        {
+            var formData = HttpUtility.ParseQueryString(string.Empty);
+            foreach (var kvp in parameters)
+            {
+                if (kvp.Value.GetType().IsArray)
+                {
+                    var array = (Array)kvp.Value;
+                    foreach (var value in array)
+                        formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", value));
+                }
+                else
+                {
+                    formData.Add(kvp.Key, string.Format(CultureInfo.InvariantCulture, "{0}", kvp.Value));
+                }
+            }
+            return formData.ToString();
+        }
+
         /// <summary>
         /// Get the string the secure string is representing
         /// </summary>
@@ -177,6 +149,45 @@ namespace CryptoExchange.Net
             }
         }
 
+        /// <summary>
+        /// Are 2 secure strings equal
+        /// </summary>
+        /// <param name="ss1">Source secure string</param>
+        /// <param name="ss2">Compare secure string</param>
+        /// <returns>True if equal by value</returns>
+        public static bool IsEqualTo(this SecureString ss1, SecureString ss2)
+        {
+            IntPtr bstr1 = IntPtr.Zero;
+            IntPtr bstr2 = IntPtr.Zero;
+            try
+            {
+                bstr1 = Marshal.SecureStringToBSTR(ss1);
+                bstr2 = Marshal.SecureStringToBSTR(ss2);
+                int length1 = Marshal.ReadInt32(bstr1, -4);
+                int length2 = Marshal.ReadInt32(bstr2, -4);
+                if (length1 == length2)
+                {
+                    for (int x = 0; x < length1; ++x)
+                    {
+                        byte b1 = Marshal.ReadByte(bstr1, x);
+                        byte b2 = Marshal.ReadByte(bstr2, x);
+                        if (b1 != b2) return false;
+                    }
+                }
+                else
+                {
+                    return false;
+                }
+
+                return true;
+            }
+            finally
+            {
+                if (bstr2 != IntPtr.Zero) Marshal.ZeroFreeBSTR(bstr2);
+                if (bstr1 != IntPtr.Zero) Marshal.ZeroFreeBSTR(bstr1);
+            }
+        }
+
         /// <summary>
         /// Create a secure string from a string
         /// </summary>
@@ -191,37 +202,6 @@ namespace CryptoExchange.Net
             return secureString;
         }
 
-        /// <summary>
-        /// String to JToken
-        /// </summary>
-        /// <param name="stringData"></param>
-        /// <param name="log"></param>
-        /// <returns></returns>
-        public static JToken? ToJToken(this string stringData, Log? log = null)
-        {
-            if (string.IsNullOrEmpty(stringData))
-                return null;
-
-            try
-            {
-                return JToken.Parse(stringData);
-            }
-            catch (JsonReaderException jre)
-            {
-                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}. Data: {stringData}";
-                log?.Write(LogLevel.Error, info);
-                if (log == null) Debug.WriteLine(info);
-                return null;
-            }
-            catch (JsonSerializationException jse)
-            {
-                var info = $"Deserialize JsonSerializationException: {jse.Message}. Data: {stringData}";
-                log?.Write(LogLevel.Error, info);
-                if (log == null) Debug.WriteLine(info);
-                return null;
-            }
-        }
-
         /// <summary>
         /// Validates an int is one of the allowed values
         /// </summary>
@@ -231,8 +211,10 @@ namespace CryptoExchange.Net
         public static void ValidateIntValues(this int value, string argumentName, params int[] allowedValues)
         {
             if (!allowedValues.Contains(value))
+            {
                 throw new ArgumentException(
                     $"{value} not allowed for parameter {argumentName}, allowed values: {string.Join(", ", allowedValues)}", argumentName);
+            }
         }
 
         /// <summary>
@@ -245,8 +227,10 @@ namespace CryptoExchange.Net
         public static void ValidateIntBetween(this int value, string argumentName, int minValue, int maxValue)
         {
             if (value < minValue || value > maxValue)
+            {
                 throw new ArgumentException(
                     $"{value} not allowed for parameter {argumentName}, min: {minValue}, max: {maxValue}", argumentName);
+            }
         }
 
         /// <summary>
@@ -298,7 +282,7 @@ namespace CryptoExchange.Net
         /// </summary>
         /// <param name="exception"></param>
         /// <returns></returns>
-        public static string ToLogString(this Exception exception)
+        public static string ToLogString(this Exception? exception)
         {
             var message = new StringBuilder();
             var indent = 0;
@@ -319,6 +303,173 @@ namespace CryptoExchange.Net
 
             return message.ToString();
         }
+
+        /// <summary>
+        /// Append a base url with provided path
+        /// </summary>
+        /// <param name="url"></param>
+        /// <param name="path"></param>
+        /// <returns></returns>
+        public static string AppendPath(this string url, params string[] path)
+        {
+            if (!url.EndsWith("/"))
+                url += "/";
+
+            foreach (var item in path)
+                url += item.Trim('/') + "/";
+
+            return url.TrimEnd('/');
+        }
+
+        /// <summary>
+        /// Fill parameters in a path. Parameters are specified by '{}' and should be specified in occuring sequence
+        /// </summary>
+        /// <param name="path">The total path string</param>
+        /// <param name="values">The values to fill</param>
+        /// <returns></returns>
+        public static string FillPathParameters(this string path, params string[] values)
+        {
+            foreach (var value in values)
+            {
+                var index = path.IndexOf("{}", StringComparison.Ordinal);
+                if (index >= 0)
+                {
+                    path = path.Remove(index, 2);
+                    path = path.Insert(index, value);
+                }
+            }
+            return path;
+        }
+
+        /// <summary>
+        /// Create a new uri with the provided parameters as query
+        /// </summary>
+        /// <param name="parameters"></param>
+        /// <param name="baseUri"></param>
+        /// <param name="arraySerialization"></param>
+        /// <returns></returns>
+        public static Uri SetParameters(this Uri baseUri, SortedDictionary<string, object> parameters, ArrayParametersSerialization arraySerialization)
+        {
+            var uriBuilder = new UriBuilder();
+            uriBuilder.Scheme = baseUri.Scheme;
+            uriBuilder.Host = baseUri.Host;
+            uriBuilder.Port = baseUri.Port;
+            uriBuilder.Path = baseUri.AbsolutePath;
+            var httpValueCollection = HttpUtility.ParseQueryString(string.Empty);
+            foreach (var parameter in parameters)
+            {
+                if (parameter.Value.GetType().IsArray)
+                {
+                    if (arraySerialization == ArrayParametersSerialization.JsonArray)
+                    {
+                        httpValueCollection.Add(parameter.Key, $"[{string.Join(",", (object[])parameter.Value)}]");
+                    }
+                    else
+                    {
+                        foreach (var item in (object[])parameter.Value)
+                        {
+                            if (arraySerialization == ArrayParametersSerialization.Array)
+                            {
+                                httpValueCollection.Add(parameter.Key + "[]", item.ToString());
+                            }
+                            else
+                            {
+                                httpValueCollection.Add(parameter.Key, item.ToString());
+                            }
+                        }
+                    }
+                }
+                else
+                {
+                    httpValueCollection.Add(parameter.Key, parameter.Value.ToString());
+                }
+            }
+            uriBuilder.Query = httpValueCollection.ToString();
+            return uriBuilder.Uri;
+        }
+
+        /// <summary>
+        /// Create a new uri with the provided parameters as query
+        /// </summary>
+        /// <param name="parameters"></param>
+        /// <param name="baseUri"></param>
+        /// <param name="arraySerialization"></param>
+        /// <returns></returns>
+        public static Uri SetParameters(this Uri baseUri, IOrderedEnumerable<KeyValuePair<string, object>> parameters, ArrayParametersSerialization arraySerialization)
+        {
+            var uriBuilder = new UriBuilder();
+            uriBuilder.Scheme = baseUri.Scheme;
+            uriBuilder.Host = baseUri.Host;
+            uriBuilder.Port = baseUri.Port;
+            uriBuilder.Path = baseUri.AbsolutePath;
+            var httpValueCollection = HttpUtility.ParseQueryString(string.Empty);
+            foreach (var parameter in parameters)
+            {
+                if (parameter.Value.GetType().IsArray)
+                {
+                    if (arraySerialization == ArrayParametersSerialization.JsonArray)
+                    {
+                        httpValueCollection.Add(parameter.Key, $"[{string.Join(",", (object[])parameter.Value)}]");
+                    }
+                    else
+                    {
+                        foreach (var item in (object[])parameter.Value)
+                        {
+                            if (arraySerialization == ArrayParametersSerialization.Array)
+                            {
+                                httpValueCollection.Add(parameter.Key + "[]", item.ToString());
+                            }
+                            else
+                            {
+                                httpValueCollection.Add(parameter.Key, item.ToString());
+                            }
+                        }
+                    }
+                }
+                else
+                {
+                    httpValueCollection.Add(parameter.Key, parameter.Value.ToString());
+                }
+            }
+            uriBuilder.Query = httpValueCollection.ToString();
+            return uriBuilder.Uri;
+        }
+
+        /// <summary>
+        /// Add parameter to URI
+        /// </summary>
+        /// <param name="uri"></param>
+        /// <param name="name"></param>
+        /// <param name="value"></param>
+        /// <returns></returns>
+        public static Uri AddQueryParmeter(this Uri uri, string name, string value)
+        {
+            var httpValueCollection = HttpUtility.ParseQueryString(uri.Query);
+
+            httpValueCollection.Remove(name);
+            httpValueCollection.Add(name, value);
+
+            var ub = new UriBuilder(uri);
+            ub.Query = httpValueCollection.ToString();
+
+            return ub.Uri;
+        }
+
+        /// <summary>
+        /// Decompress using Gzip
+        /// </summary>
+        /// <param name="data"></param>
+        /// <returns></returns>
+        public static ReadOnlyMemory<byte> DecompressGzip(this ReadOnlyMemory<byte> data)
+        {
+            using var decompressedStream = new MemoryStream();
+            using var dataStream = MemoryMarshal.TryGetArray(data, out var arraySegment)
+                ? new MemoryStream(arraySegment.Array, arraySegment.Offset, arraySegment.Count)
+                : new MemoryStream(data.ToArray());
+            using var deflateStream = new GZipStream(new MemoryStream(data.ToArray()), CompressionMode.Decompress);
+            deflateStream.CopyTo(decompressedStream);
+            return new ReadOnlyMemory<byte>(decompressedStream.GetBuffer(), 0, (int)decompressedStream.Length);
+        }
     }
 }
 

CryptoExchange.Net/Interfaces/CommonClients/IBaseRestClient.cs

@@ -1,50 +1,60 @@
-using System;
-using System.Collections.Generic;
-using System.Threading.Tasks;
+using CryptoExchange.Net.CommonObjects;
 using CryptoExchange.Net.Objects;
+using System;
+using System.Collections.Generic;
+using System.Threading;
+using System.Threading.Tasks;
 
-namespace CryptoExchange.Net.ExchangeInterfaces
+namespace CryptoExchange.Net.Interfaces.CommonClients
 {
     /// <summary>
-    /// Shared interface for exchange wrappers based on the CryptoExchange.Net package
+    /// Common rest client endpoints
     /// </summary>
-    public interface IExchangeClient
+    public interface IBaseRestClient
     {
+        /// <summary>
+        /// The name of the exchange
+        /// </summary>
+        string ExchangeName { get; }
+
         /// <summary>
         /// Should be triggered on order placing
         /// </summary>
-        event Action<ICommonOrderId> OnOrderPlaced;
+        event Action<OrderId> OnOrderPlaced;
         /// <summary>
         /// Should be triggered on order cancelling
         /// </summary>
-        event Action<ICommonOrderId> OnOrderCanceled;
+        event Action<OrderId> OnOrderCanceled;
 
         /// <summary>
         /// Get the symbol name based on a base and quote asset
         /// </summary>
-        /// <param name="baseAsset"></param>
-        /// <param name="quoteAsset"></param>
+        /// <param name="baseAsset">The base asset</param>
+        /// <param name="quoteAsset">The quote asset</param>
         /// <returns></returns>
         string GetSymbolName(string baseAsset, string quoteAsset);
 
         /// <summary>
         /// Get a list of symbols for the exchange
         /// </summary>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<ICommonSymbol>>> GetSymbolsAsync();
-
-        /// <summary>
-        /// Get a list of tickers for the exchange
-        /// </summary>
-        /// <returns></returns>
-        Task<WebCallResult<IEnumerable<ICommonTicker>>> GetTickersAsync();
+        Task<WebCallResult<IEnumerable<Symbol>>> GetSymbolsAsync(CancellationToken ct = default);
 
         /// <summary>
         /// Get a ticker for the exchange
         /// </summary>
         /// <param name="symbol">The symbol to get klines for</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<ICommonTicker>> GetTickerAsync(string symbol);
+        Task<WebCallResult<Ticker>> GetTickerAsync(string symbol, CancellationToken ct = default);
+
+        /// <summary>
+        /// Get a list of tickers for the exchange
+        /// </summary>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
+        /// <returns></returns>
+        Task<WebCallResult<IEnumerable<Ticker>>> GetTickersAsync(CancellationToken ct = default);
 
         /// <summary>
         /// Get a list of candles for a given symbol on the exchange
@@ -54,124 +64,75 @@ namespace CryptoExchange.Net.ExchangeInterfaces
         /// <param name="startTime">[Optional] Start time to retrieve klines for</param>
         /// <param name="endTime">[Optional] End time to retrieve klines for</param>
         /// <param name="limit">[Optional] Max number of results</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<ICommonKline>>> GetKlinesAsync(string symbol, TimeSpan timespan, DateTime? startTime = null, DateTime? endTime = null, int? limit = null);
+        Task<WebCallResult<IEnumerable<Kline>>> GetKlinesAsync(string symbol, TimeSpan timespan, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, CancellationToken ct = default);
+
         /// <summary>
         /// Get the order book for a symbol
         /// </summary>
         /// <param name="symbol">The symbol to get the book for</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<ICommonOrderBook>> GetOrderBookAsync(string symbol);
+        Task<WebCallResult<CommonObjects.OrderBook>> GetOrderBookAsync(string symbol, CancellationToken ct = default);
+
         /// <summary>
         /// The recent trades for a symbol
         /// </summary>
         /// <param name="symbol">The symbol to get the trades for</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<ICommonRecentTrade>>> GetRecentTradesAsync(string symbol);
-
-        /// <summary>
-        /// Place an order
-        /// </summary>
-        /// <param name="symbol">The symbol the order is for</param>
-        /// <param name="side">The side of the order</param>
-        /// <param name="type">The type of the order</param>
-        /// <param name="quantity">The quantity of the order</param>
-        /// <param name="price">The price of the order, only for limit orders</param>
-        /// <param name="accountId">[Optional] The account id to place the order on, required for some exchanges, ignored otherwise</param>
-        /// <returns>The id of the resulting order</returns>
-        Task<WebCallResult<ICommonOrderId>> PlaceOrderAsync(string symbol, OrderSide side, OrderType type, decimal quantity, decimal? price = null, string? accountId = null);
-        /// <summary>
-        /// Get an order by id
-        /// </summary>
-        /// <param name="orderId">The id</param>
-        /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
-        /// <returns></returns>
-        Task<WebCallResult<ICommonOrder>> GetOrderAsync(string orderId, string? symbol = null);
-        /// <summary>
-        /// Get trades for an order by id
-        /// </summary>
-        /// <param name="orderId">The id</param>
-        /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
-        /// <returns></returns>
-        Task<WebCallResult<IEnumerable<ICommonTrade>>> GetTradesAsync(string orderId, string? symbol = null);
-        /// <summary>
-        /// Get a list of open orders
-        /// </summary>
-        /// <param name="symbol">[Optional] The symbol to get open orders for, required for some exchanges, ignored otherwise</param>
-        /// <returns></returns>
-        Task<WebCallResult<IEnumerable<ICommonOrder>>> GetOpenOrdersAsync(string? symbol = null);
-
-        /// <summary>
-        /// Get a list of closed orders
-        /// </summary>
-        /// <param name="symbol">[Optional] The symbol to get closed orders for, required for some exchanges, ignored otherwise</param>
-        /// <returns></returns>
-        Task<WebCallResult<IEnumerable<ICommonOrder>>> GetClosedOrdersAsync(string? symbol = null);
-        /// <summary>
-        /// Cancel an order by id
-        /// </summary>
-        /// <param name="orderId">The id</param>
-        /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
-        /// <returns></returns>
-        Task<WebCallResult<ICommonOrderId>> CancelOrderAsync(string orderId, string? symbol = null);
+        Task<WebCallResult<IEnumerable<Trade>>> GetRecentTradesAsync(string symbol, CancellationToken ct = default);
 
         /// <summary>
         /// Get balances
         /// </summary>
         /// <param name="accountId">[Optional] The account id to retrieve balances for, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
         /// <returns></returns>
-        Task<WebCallResult<IEnumerable<ICommonBalance>>> GetBalancesAsync(string? accountId = null);
+        Task<WebCallResult<IEnumerable<Balance>>> GetBalancesAsync(string? accountId = null, CancellationToken ct = default);
 
         /// <summary>
-        /// Common order id
+        /// Get an order by id
         /// </summary>
-        public enum OrderType
-        {
-            /// <summary>
-            /// Limit type
-            /// </summary>
-            Limit,
-            /// <summary>
-            /// Market type
-            /// </summary>
-            Market,
-            /// <summary>
-            /// Other order type
-            /// </summary>
-            Other
-        }
+        /// <param name="orderId">The id</param>
+        /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
+        /// <returns></returns>
+        Task<WebCallResult<Order>> GetOrderAsync(string orderId, string? symbol = null, CancellationToken ct = default);
 
         /// <summary>
-        /// Common order side
+        /// Get trades for an order by id
         /// </summary>
-        public enum OrderSide
-        {
-            /// <summary>
-            /// Buy order
-            /// </summary>
-            Buy,
-            /// <summary>
-            /// Sell order
-            /// </summary>
-            Sell
-        }
+        /// <param name="orderId">The id</param>
+        /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
+        /// <returns></returns>
+        Task<WebCallResult<IEnumerable<UserTrade>>> GetOrderTradesAsync(string orderId, string? symbol = null, CancellationToken ct = default);
+
         /// <summary>
-        /// Common order status
+        /// Get a list of open orders
         /// </summary>
-        public enum OrderStatus
-        {
-            /// <summary>
-            /// placed and not fully filled order
-            /// </summary>
-            Active,
-            /// <summary>
-            /// cancelled order
-            /// </summary>
-            Canceled,
-            /// <summary>
-            /// filled order
-            /// </summary>
-            Filled
-        }
+        /// <param name="symbol">[Optional] The symbol to get open orders for, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
+        /// <returns></returns>
+        Task<WebCallResult<IEnumerable<Order>>> GetOpenOrdersAsync(string? symbol = null, CancellationToken ct = default);
+
+        /// <summary>
+        /// Get a list of closed orders
+        /// </summary>
+        /// <param name="symbol">[Optional] The symbol to get closed orders for, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
+        /// <returns></returns>
+        Task<WebCallResult<IEnumerable<Order>>> GetClosedOrdersAsync(string? symbol = null, CancellationToken ct = default);
+
+        /// <summary>
+        /// Cancel an order by id
+        /// </summary>
+        /// <param name="orderId">The id</param>
+        /// <param name="symbol">[Optional] The symbol the order is on, required for some exchanges, ignored otherwise</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
+        /// <returns></returns>
+        Task<WebCallResult<OrderId>> CancelOrderAsync(string orderId, string? symbol = null, CancellationToken ct = default);
     }
 }

CryptoExchange.Net/Interfaces/CommonClients/IFuturesClient.cs

@@ -0,0 +1,36 @@
+using System.Collections.Generic;
+using System.Threading;
+using System.Threading.Tasks;
+using CryptoExchange.Net.CommonObjects;
+using CryptoExchange.Net.Objects;
+
+namespace CryptoExchange.Net.Interfaces.CommonClients
+{
+    /// <summary>
+    /// Common futures endpoints
+    /// </summary>
+    public interface IFuturesClient : IBaseRestClient
+    {
+        /// <summary>
+        /// Place an order
+        /// </summary>
+        /// <param name="symbol">The symbol the order is for</param>
+        /// <param name="side">The side of the order</param>
+        /// <param name="type">The type of the order</param>
+        /// <param name="quantity">The quantity of the order</param>
+        /// <param name="price">The price of the order, only for limit orders</param>
+        /// <param name="accountId">[Optional] The account id to place the order on, required for some exchanges, ignored otherwise</param>
+        /// <param name="leverage">[Optional] Leverage for this order. This is needed for some exchanges. For exchanges where this is not needed this parameter is ignored (and should be set before hand)</param>
+        /// <param name="clientOrderId">[Optional] Client specified id for this order</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
+        /// <returns>The id of the resulting order</returns>
+        Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, int? leverage = null, string? accountId = null, string? clientOrderId = null, CancellationToken ct = default);
+
+        /// <summary>
+        /// Get position
+        /// </summary>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
+        /// <returns></returns>
+        Task<WebCallResult<IEnumerable<Position>>> GetPositionsAsync(CancellationToken ct = default);
+    }
+}

CryptoExchange.Net/Interfaces/CommonClients/ISpotClient.cs

@@ -0,0 +1,27 @@
+using CryptoExchange.Net.CommonObjects;
+using CryptoExchange.Net.Objects;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Interfaces.CommonClients
+{
+    /// <summary>
+    /// Common spot endpoints
+    /// </summary>
+    public interface ISpotClient: IBaseRestClient
+    {
+        /// <summary>
+        /// Place an order
+        /// </summary>
+        /// <param name="symbol">The symbol the order is for</param>
+        /// <param name="side">The side of the order</param>
+        /// <param name="type">The type of the order</param>
+        /// <param name="quantity">The quantity of the order</param>
+        /// <param name="price">The price of the order, only for limit orders</param>
+        /// <param name="accountId">[Optional] The account id to place the order on, required for some exchanges, ignored otherwise</param>
+        /// <param name="clientOrderId">[Optional] Client specified id for this order</param>
+        /// <param name="ct">[Optional] Cancellation token for cancelling the request</param>
+        /// <returns>The id of the resulting order</returns>
+        Task<WebCallResult<OrderId>> PlaceOrderAsync(string symbol, CommonOrderSide side, CommonOrderType type, decimal quantity, decimal? price = null, string? accountId = null, string? clientOrderId = null, CancellationToken ct = default);
+    }
+}