Updated version

Fixing exponential format parsing

CryptoExchange.Net.UnitTests/BaseClientTests.cs

@@ -16,7 +16,7 @@ namespace CryptoExchange.Net.UnitTests
         {
             // arrange
             var logger = new TestStringLogger();
-            var client = new TestBaseClient(new BaseRestClientOptions()
+            var client = new TestBaseClient(new TestOptions()
             {
                 LogWriters = new List<ILogger> { logger }
             });
@@ -56,7 +56,7 @@ namespace CryptoExchange.Net.UnitTests
         {
             // arrange
             var logger = new TestStringLogger();
-            var options = new BaseRestClientOptions()
+            var options = new TestOptions()
             {
                 LogWriters = new List<ILogger> { logger }
             };
@@ -78,7 +78,7 @@ 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);
@@ -91,7 +91,7 @@ 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);

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

@@ -6,10 +6,10 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <packagereference Include="Microsoft.NET.Test.Sdk" Version="17.1.0-preview-20211130-02"></packagereference>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.1.0-preview-20211130-02"></PackageReference>
     <PackageReference Include="Moq" Version="4.16.1" />
-    <packagereference Include="NUnit" Version="3.13.2"></packagereference>
-    <packagereference Include="NUnit3TestAdapter" Version="4.2.0"></packagereference>
+    <PackageReference Include="NUnit" Version="3.13.2"></PackageReference>
+    <PackageReference Include="NUnit3TestAdapter" Version="4.2.0"></PackageReference>
   </ItemGroup>
 
   <ItemGroup>

CryptoExchange.Net.UnitTests/OptionsTests.cs

@@ -248,7 +248,7 @@ namespace CryptoExchange.Net.UnitTests
         }
     }
 
-    public class TestClientOptions: BaseRestClientOptions
+    public class TestClientOptions: ClientOptions
     {
         /// <summary>
         /// Default options for the futures client

CryptoExchange.Net.UnitTests/RestClientTests.cs

@@ -28,7 +28,7 @@ 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);
@@ -43,7 +43,7 @@ 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);
@@ -58,7 +58,7 @@ namespace CryptoExchange.Net.UnitTests
             client.SetErrorWithoutResponse(System.Net.HttpStatusCode.BadRequest, "Invalid request");
 
             // act
-            var result = await client.Request<TestObject>();
+            var result = await client.Api1.Request<TestObject>();
 
             // assert
             Assert.IsFalse(result.Success);
@@ -73,7 +73,7 @@ namespace CryptoExchange.Net.UnitTests
             client.SetErrorWithResponse("{\"errorMessage\": \"Invalid request\", \"errorCode\": 123}", System.Net.HttpStatusCode.BadRequest);
 
             // act
-            var result = await client.Request<TestObject>();
+            var result = await client.Api1.Request<TestObject>();
 
             // assert
             Assert.IsFalse(result.Success);
@@ -91,7 +91,7 @@ namespace CryptoExchange.Net.UnitTests
             client.SetErrorWithResponse("{\"errorMessage\": \"Invalid request\", \"errorCode\": 123}", System.Net.HttpStatusCode.BadRequest);
 
             // act
-            var result = await client.Request<TestObject>();
+            var result = await client.Api2.Request<TestObject>();
 
             // assert
             Assert.IsFalse(result.Success);
@@ -112,9 +112,9 @@ namespace CryptoExchange.Net.UnitTests
                 {
                     BaseAddress = "http://test.address.com",
                     RateLimiters = new List<IRateLimiter> { new RateLimiter() },
-                    RateLimitingBehaviour = RateLimitingBehaviour.Fail
-                },
-                RequestTimeout = TimeSpan.FromMinutes(1)
+                    RateLimitingBehaviour = RateLimitingBehaviour.Fail,
+                    RequestTimeout = TimeSpan.FromMinutes(1)
+                }                
             });
 
 
@@ -122,7 +122,7 @@ namespace CryptoExchange.Net.UnitTests
             Assert.IsTrue(((TestClientOptions)client.ClientOptions).Api1Options.BaseAddress == "http://test.address.com");
             Assert.IsTrue(((TestClientOptions)client.ClientOptions).Api1Options.RateLimiters.Count == 1);
             Assert.IsTrue(((TestClientOptions)client.ClientOptions).Api1Options.RateLimitingBehaviour == RateLimitingBehaviour.Fail);
-            Assert.IsTrue(client.ClientOptions.RequestTimeout == TimeSpan.FromMinutes(1));
+            Assert.IsTrue(((TestClientOptions)client.ClientOptions).Api1Options.RequestTimeout == TimeSpan.FromMinutes(1));
         }
 
         [TestCase("GET", HttpMethodParameterPosition.InUri)] // No need to test InBody for GET since thats not valid
@@ -148,7 +148,7 @@ namespace CryptoExchange.Net.UnitTests
 
             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 },

CryptoExchange.Net.UnitTests/SocketClientTests.cs

@@ -1,5 +1,6 @@
 using System;
 using System.Threading;
+using CryptoExchange.Net.Logging;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Sockets;
 using CryptoExchange.Net.UnitTests.TestImplementations;
@@ -19,17 +20,17 @@ namespace CryptoExchange.Net.UnitTests
             //act
             var client = new TestSocketClient(new TestOptions()
             {
-                SubOptions = new RestApiClientOptions
+                SubOptions = new SocketApiClientOptions
                 {
-                    BaseAddress = "http://test.address.com"
-                },
-                ReconnectInterval = TimeSpan.FromSeconds(6)
+                    BaseAddress = "http://test.address.com",
+                    ReconnectInterval = TimeSpan.FromSeconds(6)
+                }
             });
 
 
             //assert
             Assert.IsTrue(client.SubClient.Options.BaseAddress == "http://test.address.com");
-            Assert.IsTrue(client.ClientOptions.ReconnectInterval.TotalSeconds == 6);
+            Assert.IsTrue(client.SubClient.Options.ReconnectInterval.TotalSeconds == 6);
         }
 
         [TestCase(true)]
@@ -42,7 +43,7 @@ namespace CryptoExchange.Net.UnitTests
             socket.CanConnect = canConnect;
 
             //act
-            var connectResult = client.ConnectSocketSub(new SocketConnection(client, null, socket));
+            var connectResult = client.SubClient.ConnectSocketSub(new SocketConnection(new Log(""), client.SubClient, socket, null));
 
             //assert
             Assert.IsTrue(connectResult.Success == canConnect);
@@ -52,20 +53,26 @@ namespace CryptoExchange.Net.UnitTests
         public void SocketMessages_Should_BeProcessedInDataHandlers()
         {
             // arrange
-            var client = new TestSocketClient(new TestOptions() { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug });
+            var client = new TestSocketClient(new TestOptions() {
+                SubOptions = new SocketApiClientOptions
+                {
+                    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, null, socket);
+            var sub = new SocketConnection(new Log(""), client.SubClient, socket, null);
             var rstEvent = new ManualResetEvent(false);
             JToken result = null;
-            sub.AddSubscription(SocketSubscription.CreateForIdentifier(10, "TestHandler", true, (messageEvent) =>
+            sub.AddSubscription(SocketSubscription.CreateForIdentifier(10, "TestHandler", true, false, (messageEvent) =>
             {
                 result = messageEvent.JsonData;
                 rstEvent.Set();
             }));
-            client.ConnectSocketSub(sub);
+            client.SubClient.ConnectSocketSub(sub);
 
             // act
             socket.InvokeMessage("{\"property\": 123}");
@@ -80,20 +87,27 @@ namespace CryptoExchange.Net.UnitTests
         public void SocketMessages_Should_ContainOriginalDataIfEnabled(bool enabled)
         {
             // arrange
-            var client = new TestSocketClient(new TestOptions() { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug, OutputOriginalData = enabled });
+            var client = new TestSocketClient(new TestOptions() {
+                SubOptions = new SocketApiClientOptions
+                {
+                    ReconnectInterval = TimeSpan.Zero,
+                    OutputOriginalData = enabled 
+                },
+                LogLevel = LogLevel.Debug,
+            });
             var socket = client.CreateSocket();
             socket.ShouldReconnect = true;
             socket.CanConnect = true;
             socket.DisconnectTime = DateTime.UtcNow;
-            var sub = new SocketConnection(client, null, socket);
+            var sub = new SocketConnection(new Log(""), client.SubClient, socket, null);
             var rstEvent = new ManualResetEvent(false);
             string original = null;
-            sub.AddSubscription(SocketSubscription.CreateForIdentifier(10, "TestHandler", true, (messageEvent) =>
+            sub.AddSubscription(SocketSubscription.CreateForIdentifier(10, "TestHandler", true, false, (messageEvent) =>
             {
                 original = messageEvent.OriginalData;
                 rstEvent.Set();
             }));
-            client.ConnectSocketSub(sub);
+            client.SubClient.ConnectSocketSub(sub);
 
             // act
             socket.InvokeMessage("{\"property\": 123}");
@@ -103,44 +117,25 @@ namespace CryptoExchange.Net.UnitTests
             Assert.IsTrue(original == (enabled ? "{\"property\": 123}" : null));
         }
 
-        [TestCase]
-        public void DisconnectedSocket_Should_Reconnect()
-        {
-            // arrange
-            bool reconnected = false;
-            var client = new TestSocketClient(new TestOptions() { 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, null, 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);
-        }
-
         [TestCase()]
         public void UnsubscribingStream_Should_CloseTheSocket()
         {
             // arrange
-            var client = new TestSocketClient(new TestOptions() { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug });
+            var client = new TestSocketClient(new TestOptions()
+            {
+                SubOptions = new SocketApiClientOptions
+                {
+                    ReconnectInterval = TimeSpan.Zero,
+                },
+                LogLevel = LogLevel.Debug
+            }); 
             var socket = client.CreateSocket();
             socket.CanConnect = true;
-            var sub = new SocketConnection(client, null, socket);
-            client.ConnectSocketSub(sub);
-            var ups = new UpdateSubscription(sub, SocketSubscription.CreateForIdentifier(10, "Test", true, (e) => {}));
+            var sub = new SocketConnection(new Log(""), client.SubClient, socket, null);
+            client.SubClient.ConnectSocketSub(sub);
+            var us = SocketSubscription.CreateForIdentifier(10, "Test", true, false, (e) => { });
+            var ups = new UpdateSubscription(sub, us);
+            sub.AddSubscription(us);
 
             // act
             client.UnsubscribeAsync(ups).Wait();
@@ -153,15 +148,22 @@ namespace CryptoExchange.Net.UnitTests
         public void UnsubscribingAll_Should_CloseAllSockets()
         {
             // arrange
-            var client = new TestSocketClient(new TestOptions() { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug });
+            var client = new TestSocketClient(new TestOptions()
+            {
+                SubOptions = new SocketApiClientOptions
+                {
+                    ReconnectInterval = TimeSpan.Zero,
+                },
+                LogLevel = LogLevel.Debug
+            });
             var socket1 = client.CreateSocket();
             var socket2 = client.CreateSocket();
             socket1.CanConnect = true;
             socket2.CanConnect = true;
-            var sub1 = new SocketConnection(client, null, socket1);
-            var sub2 = new SocketConnection(client, null, socket2);
-            client.ConnectSocketSub(sub1);
-            client.ConnectSocketSub(sub2);
+            var sub1 = new SocketConnection(new Log(""), client.SubClient, socket1, null);
+            var sub2 = new SocketConnection(new Log(""), client.SubClient, socket2, null);
+            client.SubClient.ConnectSocketSub(sub1);
+            client.SubClient.ConnectSocketSub(sub2);
 
             // act
             client.UnsubscribeAllAsync().Wait();
@@ -175,13 +177,20 @@ namespace CryptoExchange.Net.UnitTests
         public void FailingToConnectSocket_Should_ReturnError()
         {
             // arrange
-            var client = new TestSocketClient(new TestOptions() { ReconnectInterval = TimeSpan.Zero, LogLevel = LogLevel.Debug });
+            var client = new TestSocketClient(new TestOptions()
+            {
+                SubOptions = new SocketApiClientOptions
+                {
+                    ReconnectInterval = TimeSpan.Zero,
+                },
+                LogLevel = LogLevel.Debug
+            });
             var socket = client.CreateSocket();
             socket.CanConnect = false;
-            var sub = new SocketConnection(client, null, socket);
+            var sub1 = new SocketConnection(new Log(""), client.SubClient, socket, null);
 
             // act
-            var connectResult = client.ConnectSocketSub(sub);
+            var connectResult = client.SubClient.ConnectSocketSub(sub1);
 
             // assert
             Assert.IsFalse(connectResult.Success);

CryptoExchange.Net.UnitTests/TestImplementations/TestBaseClient.cs

@@ -1,19 +1,25 @@
 using System;
 using System.Collections.Generic;
 using System.Net.Http;
+using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Logging;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.UnitTests.TestImplementations;
 using Microsoft.Extensions.Logging;
 
 namespace CryptoExchange.Net.UnitTests
 {
     public class TestBaseClient: BaseClient
     {       
-        public TestBaseClient(): base("Test", new BaseClientOptions())
+        public TestSubClient SubClient { get; }
+
+        public TestBaseClient(): base("Test", new TestOptions())
         {
+            SubClient = AddApiClient(new TestSubClient(new TestOptions(), new RestApiClientOptions()));
         }
 
-        public TestBaseClient(BaseRestClientOptions exchangeOptions) : base("Test", exchangeOptions)
+        public TestBaseClient(ClientOptions exchangeOptions) : base("Test", exchangeOptions)
         {
         }
 
@@ -21,11 +27,20 @@ namespace CryptoExchange.Net.UnitTests
         {
             log.Write(verbosity, data);
         }
+    }
 
-        public CallResult<T> Deserialize<T>(string data)
+    public class TestSubClient : RestApiClient
+    {
+        public TestSubClient(ClientOptions options, RestApiClientOptions apiOptions) : base(new Log(""), options, apiOptions)
         {
-            return Deserialize<T>(data, null, null);
         }
+
+        public CallResult<T> Deserialize<T>(string data) => Deserialize<T>(data, null, null);
+
+        public override TimeSpan GetTimeOffset() => throw new NotImplementedException();
+        public override TimeSyncInfo GetTimeSyncInfo() => throw new NotImplementedException();
+        protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials) => throw new NotImplementedException();
+        protected override Task<WebCallResult<DateTime>> GetServerTimestampAsync() => throw new NotImplementedException();
     }
 
     public class TestAuthProvider : AuthenticationProvider

CryptoExchange.Net.UnitTests/TestImplementations/TestRestClient.cs

@@ -12,6 +12,7 @@ using System.Threading;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
 using System.Collections.Generic;
+using CryptoExchange.Net.Logging;
 
 namespace CryptoExchange.Net.UnitTests.TestImplementations
 {
@@ -28,7 +29,6 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         {
             Api1 = new TestRestApi1Client(exchangeOptions);
             Api2 = new TestRestApi2Client(exchangeOptions);
-            RequestFactory = new Mock<IRequestFactory>().Object;
         }
 
         public void SetResponse(string responseData, out IRequest requestObj)
@@ -50,7 +50,7 @@ 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);
+            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) => 
                 { 
@@ -58,6 +58,15 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
                     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;
         }
 
@@ -71,7 +80,12 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             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);
+            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);
         }
@@ -94,27 +108,33 @@ 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);
+            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);
-        }
 
-        public async Task<CallResult<T>> Request<T>(CancellationToken ct = default) where T:class
-        {
-            return await SendRequestAsync<T>(Api1, new Uri("http://www.test.com"), HttpMethod.Get, ct);
-        }
-
-        public async Task<CallResult<T>> RequestWithParams<T>(HttpMethod method, Dictionary<string, object> parameters, Dictionary<string, string> headers) where T : class
-        {
-            return await SendRequestAsync<T>(Api1, new Uri("http://www.test.com"), method, default, parameters, additionalHeaders: headers);
+            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 class TestRestApi1Client : RestApiClient
     {
-        public TestRestApi1Client(TestClientOptions options): base(options, options.Api1Options)
+        public TestRestApi1Client(TestClientOptions options): base(new Log(""), 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);
+        }
+
+        public async Task<CallResult<T>> RequestWithParams<T>(HttpMethod method, Dictionary<string, object> parameters, Dictionary<string, string> headers) where T : class
+        {
+            return await SendRequestAsync<T>(new Uri("http://www.test.com"), method, default, parameters, additionalHeaders: headers);
         }
 
         public void SetParameterPosition(HttpMethod method, HttpMethodParameterPosition position)
@@ -135,7 +155,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             throw new NotImplementedException();
         }
 
-        protected override TimeSyncInfo GetTimeSyncInfo()
+        public override TimeSyncInfo GetTimeSyncInfo()
         {
             throw new NotImplementedException();
         }
@@ -143,9 +163,19 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
     public class TestRestApi2Client : RestApiClient
     {
-        public TestRestApi2Client(TestClientOptions options) : base(options, options.Api2Options)
+        public TestRestApi2Client(TestClientOptions options) : base(new Log(""), 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(JToken error)
+        {
+            return new ServerError((int)error["errorCode"], (string)error["errorMessage"]);
         }
 
         public override TimeSpan GetTimeOffset()
@@ -161,7 +191,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             throw new NotImplementedException();
         }
 
-        protected override TimeSyncInfo GetTimeSyncInfo()
+        public override TimeSyncInfo GetTimeSyncInfo()
         {
             throw new NotImplementedException();
         }
@@ -186,9 +216,5 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         public ParseErrorTestRestClient() { }
         public ParseErrorTestRestClient(TestClientOptions exchangeOptions) : base(exchangeOptions) { }
 
-        protected override Error ParseErrorResponse(JToken error)
-        {
-            return new ServerError((int)error["errorCode"], (string)error["errorMessage"]);
-        }
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestSocket.cs

@@ -13,9 +13,15 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         public bool Connected { get; set; }
 
         public event Action OnClose;
+
+#pragma warning disable 0067
+        public event Action OnReconnected;
+        public event Action OnReconnecting;
+#pragma warning restore 0067
         public event Action<string> OnMessage;
         public event Action<Exception> OnError;
         public event Action OnOpen;
+        public Func<Task<Uri>> GetReconnectionUrl { get; set; }
 
         public int Id { get; }
         public bool ShouldReconnect { get; set; }
@@ -40,6 +46,8 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
         public Uri Uri => new Uri("");
 
+        public TimeSpan KeepAliveInterval { get; set; }
+
         public static int lastId = 0;
         public static object lastIdLock = new object();
 
@@ -91,6 +99,7 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         {
             Connected = false;
             DisconnectTime = DateTime.UtcNow;
+            Reconnecting = true;
             OnClose?.Invoke();
         }
 
@@ -113,11 +122,6 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
         {
             OnError?.Invoke(error);
         }
-
-        public async Task ProcessAsync()
-        {
-            while (Connected)
-                await Task.Delay(50);
-        }
+        public Task ReconnectAsync() => Task.CompletedTask;
     }
 }

CryptoExchange.Net.UnitTests/TestImplementations/TestSocketClient.cs

@@ -20,16 +20,39 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
 
         public TestSocketClient(TestOptions exchangeOptions) : base("test", exchangeOptions)
         {
-            SubClient = new TestSubSocketClient(exchangeOptions, exchangeOptions.SubOptions);
-            SocketFactory = new Mock<IWebsocketFactory>().Object;
-            Mock.Get(SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<Log>(), It.IsAny<string>())).Returns(new TestSocket());
+            SubClient = AddApiClient(new TestSubSocketClient(exchangeOptions, exchangeOptions.SubOptions));
+            SubClient.SocketFactory = new Mock<IWebsocketFactory>().Object;
+            Mock.Get(SubClient.SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<Log>(), 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("123");
+            Mock.Get(SubClient.SocketFactory).Setup(f => f.CreateWebsocket(It.IsAny<Log>(), It.IsAny<WebSocketParameters>())).Returns(new TestSocket());
+            return (TestSocket)SubClient.CreateSocketInternal("https://localhost:123/");
         }
+                
+    }
+
+    public class TestOptions: ClientOptions
+    {
+        public SocketApiClientOptions SubOptions { get; set; } = new SocketApiClientOptions();
+    }
+
+    public class TestSubSocketClient : SocketApiClient
+    {
+
+        public TestSubSocketClient(ClientOptions options, SocketApiClientOptions apiOptions): base(new Log(""), 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)
         {
@@ -67,21 +90,4 @@ namespace CryptoExchange.Net.UnitTests.TestImplementations
             throw new NotImplementedException();
         }
     }
-
-    public class TestOptions: BaseSocketClientOptions
-    {
-        public ApiClientOptions SubOptions { get; set; } = new ApiClientOptions();
-    }
-
-    public class TestSubSocketClient : SocketApiClient
-    {
-
-        public TestSubSocketClient(BaseClientOptions options, ApiClientOptions apiOptions): base(options, apiOptions)
-        {
-
-        }
-
-        protected override AuthenticationProvider CreateAuthenticationProvider(ApiCredentials credentials)
-            => new TestAuthProvider(credentials);
-    }
 }

CryptoExchange.Net/Clients/BaseApiClient.cs

@@ -1,8 +1,16 @@
 using System;
 using System.Collections.Generic;
+using System.Globalization;
+using System.IO;
 using System.Net.Http;
+using System.Text;
+using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
+using CryptoExchange.Net.Logging;
 using CryptoExchange.Net.Objects;
+using Microsoft.Extensions.Logging;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
 
 namespace CryptoExchange.Net
 {
@@ -14,7 +22,16 @@ namespace CryptoExchange.Net
         private ApiCredentials? _apiCredentials;
         private AuthenticationProvider? _authenticationProvider;
         private bool _created;
-        private bool _disposing;
+
+        /// <summary>
+        /// Logger
+        /// </summary>
+        protected Log _log;
+
+        /// <summary>
+        /// If we are disposing
+        /// </summary>
+        protected bool _disposing;
 
         /// <summary>
         /// The authentication provider for this API client. (null if no credentials are set)
@@ -70,19 +87,39 @@ namespace CryptoExchange.Net
         internal protected string BaseAddress { get; }
 
         /// <summary>
-        /// Api client options
+        /// Options
         /// </summary>
-        internal ApiClientOptions Options { get; }
+        public ApiClientOptions Options { get; }
+
+        /// <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 ();
+
+        /// <summary>
+        /// A default serializer
+        /// </summary>
+        private static readonly JsonSerializer _defaultSerializer = JsonSerializer.Create(new JsonSerializerSettings
+        {
+            DateTimeZoneHandling = DateTimeZoneHandling.Utc,
+            Culture = CultureInfo.InvariantCulture
+        });
 
         /// <summary>
         /// ctor
         /// </summary>
-        /// <param name="options">Client options</param>
+        /// <param name="log">Logger</param>
+        /// <param name="clientOptions">Client options</param>
         /// <param name="apiOptions">Api client options</param>
-        protected BaseApiClient(BaseClientOptions options, ApiClientOptions apiOptions)
+        protected BaseApiClient(Log log, ClientOptions clientOptions, ApiClientOptions apiOptions)
         {
             Options = apiOptions;
-            _apiCredentials = apiOptions.ApiCredentials?.Copy() ?? options.ApiCredentials?.Copy();
+            _log = log;
+            _apiCredentials = apiOptions.ApiCredentials?.Copy() ?? clientOptions.ApiCredentials?.Copy();
             BaseAddress = apiOptions.BaseAddress;
         }
 
@@ -101,10 +138,216 @@ namespace CryptoExchange.Net
             _authenticationProvider = null;
         }
 
+        /// <summary>
+        /// Tries to parse the json data and return 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>(new DeserializeError(info, data));
+            }
+
+            try
+            {
+                return new CallResult<JToken>(JToken.Parse(data));
+            }
+            catch (JsonReaderException jre)
+            {
+                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}";
+                return new CallResult<JToken>(new DeserializeError(info, data));
+            }
+            catch (JsonSerializationException jse)
+            {
+                var info = $"Deserialize JsonSerializationException: {jse.Message}";
+                return new CallResult<JToken>(new DeserializeError(info, data));
+            }
+            catch (Exception ex)
+            {
+                var exceptionInfo = ex.ToLogString();
+                var info = $"Deserialize Unknown Exception: {exceptionInfo}";
+                return new CallResult<JToken>(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="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, JsonSerializer? serializer = null, int? requestId = null)
+        {
+            var tokenResult = ValidateJson(data);
+            if (!tokenResult)
+            {
+                _log.Write(LogLevel.Error, tokenResult.Error!.Message);
+                return new CallResult<T>(tokenResult.Error);
+            }
+
+            return Deserialize<T>(tokenResult.Data, 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="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, JsonSerializer? serializer = null, int? requestId = null)
+        {
+            serializer ??= _defaultSerializer;
+
+            try
+            {
+                return new CallResult<T>(obj.ToObject<T>(serializer)!);
+            }
+            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>(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>(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>(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)
+        {
+            serializer ??= _defaultSerializer;
+            string? data = null;
+
+            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 (Options.OutputOriginalData == true || _log.Level == LogLevel.Trace)
+                {
+                    data = await reader.ReadToEndAsync().ConfigureAwait(false);
+                    _log.Write(LogLevel.Debug, $"{(requestId != null ? $"[{requestId}] " : "")}Response received{(elapsedMilliseconds != null ? $" in {elapsedMilliseconds}" : " ")}ms{(_log.Level == LogLevel.Trace ? (": " + data) : "")}");
+                    var result = Deserialize<T>(data, serializer, requestId);
+                    if (Options.OutputOriginalData == true)
+                        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);
+                _log.Write(LogLevel.Debug, $"{(requestId != null ? $"[{requestId}] " : "")}Response received{(elapsedMilliseconds != null ? $" in {elapsedMilliseconds}" : " ")}ms");
+                return new CallResult<T>(serializer.Deserialize<T>(jsonReader)!);
+            }
+            catch (JsonReaderException jre)
+            {
+                if (data == null)
+                {
+                    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 Trace LogLevel]";
+                    }
+                }
+                _log.Write(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}, data: {data}");
+                return new CallResult<T>(new DeserializeError($"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}", data));
+            }
+            catch (JsonSerializationException jse)
+            {
+                if (data == null)
+                {
+                    if (stream.CanSeek)
+                    {
+                        stream.Seek(0, SeekOrigin.Begin);
+                        data = await ReadStreamAsync(stream).ConfigureAwait(false);
+                    }
+                    else
+                    {
+                        data = "[Data only available in Trace LogLevel]";
+                    }
+                }
+
+                _log.Write(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonSerializationException: {jse.Message}, data: {data}");
+                return new CallResult<T>(new DeserializeError($"Deserialize JsonSerializationException: {jse.Message}", data));
+            }
+            catch (Exception ex)
+            {
+                if (data == null)
+                {
+                    if (stream.CanSeek)
+                    {
+                        stream.Seek(0, SeekOrigin.Begin);
+                        data = await ReadStreamAsync(stream).ConfigureAwait(false);
+                    }
+                    else
+                    {
+                        data = "[Data only available in Trace LogLevel]";
+                    }
+                }
+
+                var exceptionInfo = ex.ToLogString();
+                _log.Write(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize Unknown Exception: {exceptionInfo}, data: {data}");
+                return new CallResult<T>(new DeserializeError($"Deserialize Unknown Exception: {exceptionInfo}", data));
+            }
+        }
+
+        private static async Task<string> ReadStreamAsync(Stream stream)
+        {
+            using var reader = new StreamReader(stream, Encoding.UTF8, false, 512, true);
+            return await reader.ReadToEndAsync().ConfigureAwait(false);
+        }
+
+        /// <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 static int NextId()
+        {
+            lock (idLock)
+            {
+                lastId += 1;
+                return lastId;
+            }
+        }
+
         /// <summary>
         /// Dispose
         /// </summary>
-        public void Dispose()
+        public virtual void Dispose()
         {
             _disposing = true;
             _apiCredentials?.Dispose();

CryptoExchange.Net/Clients/BaseClient.cs

@@ -2,14 +2,8 @@
 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.Text;
-using System.Threading.Tasks;
 
 namespace CryptoExchange.Net
 {
@@ -30,39 +24,23 @@ namespace CryptoExchange.Net
         /// The log object
         /// </summary>
         protected internal Log log;
-        /// <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>
         /// Provided client options
         /// </summary>
-        public BaseClientOptions ClientOptions { get; }
+        public ClientOptions ClientOptions { get; }
 
         /// <summary>
         /// ctor
         /// </summary>
         /// <param name="name">The name of the API this client is for</param>
         /// <param name="options">The options for this client</param>
-        protected BaseClient(string name, BaseClientOptions options)
+        protected BaseClient(string name, ClientOptions options)
         {
             log = new Log(name);
             log.UpdateWriters(options.LogWriters);
             log.Level = options.LogLevel;
+            options.OnLoggingChanged += HandleLogConfigChange;
 
             ClientOptions = options;
 
@@ -71,6 +49,16 @@ namespace CryptoExchange.Net
             log.Write(LogLevel.Trace, $"Client configuration: {options}, CryptoExchange.Net: v{typeof(BaseClient).Assembly.GetName().Version}, {name}.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>
+        public void SetApiCredentials(ApiCredentials credentials)
+        {
+            foreach (var apiClient in ApiClients)
+                apiClient.SetApiCredentials(credentials);
+        }
+
         /// <summary>
         /// Register an API client
         /// </summary>
@@ -83,203 +71,12 @@ namespace CryptoExchange.Net
         }
 
         /// <summary>
-        /// Tries to parse the json data and return a JToken, validating the input not being empty and being valid json
+        /// Handle a change in the client options log config
         /// </summary>
-        /// <param name="data">The data to parse</param>
-        /// <returns></returns>
-        protected CallResult<JToken> ValidateJson(string data)
+        private void HandleLogConfigChange()
         {
-            if (string.IsNullOrEmpty(data))
-            {
-                var info = "Empty data object received";
-                log.Write(LogLevel.Error, info);
-                return new CallResult<JToken>(new DeserializeError(info, data));
-            }
-
-            try
-            {
-                return new CallResult<JToken>(JToken.Parse(data));
-            }
-            catch (JsonReaderException jre)
-            {
-                var info = $"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}";
-                return new CallResult<JToken>(new DeserializeError(info, data));
-            }
-            catch (JsonSerializationException jse)
-            {
-                var info = $"Deserialize JsonSerializationException: {jse.Message}";
-                return new CallResult<JToken>(new DeserializeError(info, data));
-            }
-            catch (Exception ex)
-            {
-                var exceptionInfo = ex.ToLogString();
-                var info = $"Deserialize Unknown Exception: {exceptionInfo}";
-                return new CallResult<JToken>(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="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, JsonSerializer? serializer = null, int? requestId = null)
-        {
-            var tokenResult = ValidateJson(data);
-            if (!tokenResult)
-            {
-                log.Write(LogLevel.Error, tokenResult.Error!.Message);
-                return new CallResult<T>( tokenResult.Error);
-            }
-
-            return Deserialize<T>(tokenResult.Data, 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="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, JsonSerializer? serializer = null, int? requestId = null)
-        {
-            serializer ??= defaultSerializer;
-
-            try
-            {
-                return new CallResult<T>(obj.ToObject<T>(serializer)!);
-            }
-            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>(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>(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>(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)
-        {
-            serializer ??= defaultSerializer;
-            string? data = null;
-
-            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 (ClientOptions.OutputOriginalData || log.Level == LogLevel.Trace)
-                {
-                    data = await reader.ReadToEndAsync().ConfigureAwait(false);
-                    log.Write(LogLevel.Debug, $"{(requestId != null ? $"[{requestId}] ": "")}Response received{(elapsedMilliseconds != null ? $" in {elapsedMilliseconds}" : " ")}ms{(log.Level == LogLevel.Trace ? (": " + data) : "")}");
-                    var result = Deserialize<T>(data, serializer, requestId);
-                    if(ClientOptions.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);
-                log.Write(LogLevel.Debug, $"{(requestId != null ? $"[{requestId}] ": "")}Response received{(elapsedMilliseconds != null ? $" in {elapsedMilliseconds}" : " ")}ms");
-                return new CallResult<T>(serializer.Deserialize<T>(jsonReader)!);
-            }
-            catch (JsonReaderException jre)
-            {
-                if (data == null)
-                {
-                    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 Trace LogLevel]";
-                }
-                log.Write(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}, data: {data}");
-                return new CallResult<T>(new DeserializeError($"Deserialize JsonReaderException: {jre.Message}, Path: {jre.Path}, LineNumber: {jre.LineNumber}, LinePosition: {jre.LinePosition}", data));
-            }
-            catch (JsonSerializationException jse)
-            {
-                if (data == null)
-                {
-                    if (stream.CanSeek)
-                    {
-                        stream.Seek(0, SeekOrigin.Begin);
-                        data = await ReadStreamAsync(stream).ConfigureAwait(false);
-                    }
-                    else
-                        data = "[Data only available in Trace LogLevel]";
-                }
-
-                log.Write(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize JsonSerializationException: {jse.Message}, data: {data}");
-                return new CallResult<T>(new DeserializeError($"Deserialize JsonSerializationException: {jse.Message}", data));
-            }
-            catch (Exception ex)
-            {
-                if (data == null)
-                {
-                    if (stream.CanSeek)
-                    {
-                        stream.Seek(0, SeekOrigin.Begin);
-                        data = await ReadStreamAsync(stream).ConfigureAwait(false);
-                    }
-                    else
-                        data = "[Data only available in Trace LogLevel]";
-                }
-
-                var exceptionInfo = ex.ToLogString();
-                log.Write(LogLevel.Error, $"{(requestId != null ? $"[{requestId}] " : "")}Deserialize Unknown Exception: {exceptionInfo}, data: {data}");
-                return new CallResult<T>(new DeserializeError($"Deserialize Unknown Exception: {exceptionInfo}", data));
-            }
-        }
-
-        private static async Task<string> ReadStreamAsync(Stream stream)
-        { 
-            using var reader = new StreamReader(stream, Encoding.UTF8, false, 512, true);
-            return await reader.ReadToEndAsync().ConfigureAwait(false);
-        }
-
-        /// <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 static int NextId()
-        {
-            lock (idLock)
-            {
-                lastId += 1;
-                return lastId;
-            }
+            log.UpdateWriters(ClientOptions.LogWriters);
+            log.Level = ClientOptions.LogLevel;
         }
 
         /// <summary>
@@ -288,6 +85,7 @@ namespace CryptoExchange.Net
         public virtual void Dispose()
         {
             log.Write(LogLevel.Debug, "Disposing client");
+            ClientOptions.OnLoggingChanged -= HandleLogConfigChange;
             foreach (var client in ApiClients)
                 client.Dispose();
         }

CryptoExchange.Net/Clients/BaseRestClient.cs

@@ -1,19 +1,8 @@
 using System;
-using System.Collections.Generic;
-using System.Diagnostics;
-using System.Diagnostics.CodeAnalysis;
-using System.IO;
 using System.Linq;
-using System.Net.Http;
-using System.Threading;
-using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
-using CryptoExchange.Net.Requests;
-using Microsoft.Extensions.Logging;
-using Newtonsoft.Json;
-using Newtonsoft.Json.Linq;
 
 namespace CryptoExchange.Net
 {
@@ -22,469 +11,18 @@ namespace CryptoExchange.Net
     /// </summary>
     public abstract class BaseRestClient : BaseClient, IRestClient
     {
-        /// <summary>
-        /// The factory for creating requests. Used for unit testing
-        /// </summary>
-        public IRequestFactory RequestFactory { get; set; } = new RequestFactory();
-        
         /// <inheritdoc />
         public int TotalRequestsMade => ApiClients.OfType<RestApiClient>().Sum(s => s.TotalRequestsMade);
 
-        /// <summary>
-        /// Request headers to be sent with each request
-        /// </summary>
-        protected Dictionary<string, string>? StandardRequestHeaders { get; set; }
-
-        /// <summary>
-        /// Client options
-        /// </summary>
-        public new BaseRestClientOptions ClientOptions { get; }
-
         /// <summary>
         /// ctor
         /// </summary>
         /// <param name="name">The name of the API this client is for</param>
         /// <param name="options">The options for this client</param>
-        protected BaseRestClient(string name, BaseRestClientOptions options) : base(name, options)
+        protected BaseRestClient(string name, ClientOptions options) : base(name, options)
         {
             if (options == null)
                 throw new ArgumentNullException(nameof(options));
-
-            ClientOptions = options;
-            RequestFactory.Configure(options.RequestTimeout, options.Proxy, options.HttpClient);
-        }
-
-        /// <inheritdoc />
-        public void SetApiCredentials(ApiCredentials credentials)
-        {
-            foreach (var apiClient in ApiClients)
-                apiClient.SetApiCredentials(credentials);
-        }
-
-        /// <summary>
-        /// Execute a request to the uri and returns if it was successful
-        /// </summary>
-        /// <param name="apiClient">The API client the request is for</param>
-        /// <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="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="deserializer">The JsonSerializer to use for deserialization</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(RestApiClient apiClient,
-            Uri uri,
-            HttpMethod method,
-            CancellationToken cancellationToken,
-            Dictionary<string, object>? parameters = null,
-            bool signed = false,
-            HttpMethodParameterPosition? parameterPosition = null,
-            ArrayParametersSerialization? arraySerialization = null,
-            int requestWeight = 1,
-            JsonSerializer? deserializer = null,
-            Dictionary<string, string>? additionalHeaders = null,
-            bool ignoreRatelimit = false)
-        {
-            var request = await PrepareRequestAsync(apiClient, uri, method, cancellationToken, parameters, signed, parameterPosition, arraySerialization, requestWeight, deserializer, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
-            if (!request)
-                return new WebCallResult(request.Error!);
-
-            var result = await GetResponseAsync<object>(apiClient, request.Data, deserializer, cancellationToken, true).ConfigureAwait(false);
-            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="apiClient">The API client the request is for</param>
-        /// <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="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="deserializer">The JsonSerializer to use for deserialization</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>(
-            RestApiClient apiClient,
-            Uri uri, 
-            HttpMethod method, 
-            CancellationToken cancellationToken,            
-            Dictionary<string, object>? parameters = null, 
-            bool signed = false, 
-            HttpMethodParameterPosition? parameterPosition = null,
-            ArrayParametersSerialization? arraySerialization = null, 
-            int requestWeight = 1,
-            JsonSerializer? deserializer = null,
-            Dictionary<string, string>? additionalHeaders = null,
-            bool ignoreRatelimit = false
-            ) where T : class
-        {
-            var request = await PrepareRequestAsync(apiClient, uri, method, cancellationToken, parameters, signed, parameterPosition, arraySerialization, requestWeight, deserializer, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
-            if (!request)
-                return new WebCallResult<T>(request.Error!);
-
-            return await GetResponseAsync<T>(apiClient, request.Data, deserializer, cancellationToken, false).ConfigureAwait(false);
-        }
-
-        /// <summary>
-        /// Prepares a request to be sent to the server
-        /// </summary>
-        /// <param name="apiClient">The API client the request is for</param>
-        /// <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="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="deserializer">The JsonSerializer to use for deserialization</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(RestApiClient apiClient,
-            Uri uri,
-            HttpMethod method,
-            CancellationToken cancellationToken,
-            Dictionary<string, object>? parameters = null,
-            bool signed = false,
-            HttpMethodParameterPosition? parameterPosition = null,
-            ArrayParametersSerialization? arraySerialization = null,
-            int requestWeight = 1,
-            JsonSerializer? deserializer = null,
-            Dictionary<string, string>? additionalHeaders = null,
-            bool ignoreRatelimit = false)
-        {
-            var requestId = NextId();
-
-            if (signed)
-            {
-                var syncTimeResult = await apiClient.SyncTimeAsync().ConfigureAwait(false);
-                if (!syncTimeResult)
-                {
-                    log.Write(LogLevel.Debug, $"[{requestId}] Failed to sync time, aborting request: " + syncTimeResult.Error);
-                    return syncTimeResult.As<IRequest>(default);
-                }
-            }
-
-            if (!ignoreRatelimit)
-            {
-                foreach (var limiter in apiClient.RateLimiters)
-                {
-                    var limitResult = await limiter.LimitRequestAsync(log, uri.AbsolutePath, method, signed, apiClient.Options.ApiCredentials?.Key, apiClient.Options.RateLimitingBehaviour, requestWeight, cancellationToken).ConfigureAwait(false);
-                    if (!limitResult.Success)
-                        return new CallResult<IRequest>(limitResult.Error!);
-                }
-            }
-
-            if (signed && apiClient.AuthenticationProvider == null)
-            {
-                log.Write(LogLevel.Warning, $"[{requestId}] Request {uri.AbsolutePath} failed because no ApiCredentials were provided");
-                return new CallResult<IRequest>(new NoApiCredentialsError());
-            }
-
-            log.Write(LogLevel.Information, $"[{requestId}] Creating request for " + uri);
-            var paramsPosition = parameterPosition ?? apiClient.ParameterPositions[method];
-            var request = ConstructRequest(apiClient, uri, method, parameters, signed, paramsPosition, arraySerialization ?? apiClient.arraySerialization, 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)}]"));
-
-            apiClient.TotalRequestsMade++;
-            log.Write(LogLevel.Trace, $"[{requestId}] Sending {method}{(signed ? " signed" : "")} request to {request.Uri}{paramString ?? " "}{(ClientOptions.Proxy == null ? "" : $" via proxy {ClientOptions.Proxy.Host}")}");
-            return new CallResult<IRequest>(request);
-        }
-
-
-
-        /// <summary>
-        /// Executes the request and returns the result deserialized into the type parameter class
-        /// </summary>
-        /// <param name="apiClient">The client making the request</param>
-        /// <param name="request">The request object to execute</param>
-        /// <param name="deserializer">The JsonSerializer to use for deserialization</param>
-        /// <param name="cancellationToken">Cancellation token</param>
-        /// <param name="expectedEmptyResponse">If an empty response is expected</param>
-        /// <returns></returns>
-        protected virtual async Task<WebCallResult<T>> GetResponseAsync<T>(
-            BaseApiClient apiClient, 
-            IRequest request, 
-            JsonSerializer? deserializer, 
-            CancellationToken cancellationToken,
-            bool expectedEmptyResponse)
-        {
-            try
-            {
-                var sw = Stopwatch.StartNew();
-                var response = await request.GetResponseAsync(cancellationToken).ConfigureAwait(false);
-                sw.Stop();
-                var statusCode = response.StatusCode;
-                var headers = response.ResponseHeaders;
-                var responseStream = await response.GetResponseStreamAsync().ConfigureAwait(false);
-                if (response.IsSuccessStatusCode)
-                {
-                    // If we have to manually parse error responses (can't rely on HttpStatusCode) we'll need to read the full
-                    // response before being able to deserialize it into the resulting type since we don't know if it an error response or data
-                    if (apiClient.manualParseError)
-                    {
-                        using var reader = new StreamReader(responseStream);
-                        var data = await reader.ReadToEndAsync().ConfigureAwait(false);
-                        responseStream.Close();
-                        response.Close();
-                        log.Write(LogLevel.Debug, $"[{request.RequestId}] Response received in {sw.ElapsedMilliseconds}ms{(log.Level == LogLevel.Trace ? (": "+data): "")}");
-
-                        if (!expectedEmptyResponse)
-                        {
-                            // Validate if it is valid json. Sometimes other data will be returned, 502 error html pages for example
-                            var parseResult = ValidateJson(data);
-                            if (!parseResult.Success)
-                                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, ClientOptions.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parseResult.Error!);
-
-                            // Let the library implementation see if it is an error response, and if so parse the error
-                            var error = await TryParseErrorAsync(parseResult.Data).ConfigureAwait(false);
-                            if (error != null)
-                                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, ClientOptions.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
-
-                            // Not an error, so continue deserializing
-                            var deserializeResult = Deserialize<T>(parseResult.Data, deserializer, request.RequestId);
-                            return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, ClientOptions.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), deserializeResult.Data, deserializeResult.Error);
-                        }
-                        else
-                        {
-                            if (!string.IsNullOrEmpty(data))
-                            {
-                                var parseResult = ValidateJson(data);
-                                if (!parseResult.Success)
-                                    // Not empty, and not json
-                                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, ClientOptions.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parseResult.Error!);
-
-                                var error = await TryParseErrorAsync(parseResult.Data).ConfigureAwait(false);
-                                if (error != null)
-                                    // Error response
-                                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, ClientOptions.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
-                            }
-
-                            // Empty success response; okay
-                            return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, ClientOptions.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, default);
-                        }
-                    }
-                    else
-                    {
-                        if (expectedEmptyResponse)
-                        {
-                            // We expected an empty response and the request is successful and don't manually parse errors, so assume it's correct
-                            responseStream.Close();
-                            response.Close();
-
-                            return new WebCallResult<T>(statusCode, headers, sw.Elapsed, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, null);
-                        }
-
-                        // Success status code, and we don't have to check for errors. Continue deserializing directly from the stream
-                        var desResult = await DeserializeAsync<T>(responseStream, deserializer, request.RequestId, sw.ElapsedMilliseconds).ConfigureAwait(false);
-                        responseStream.Close();
-                        response.Close();
-
-                        return new WebCallResult<T>(statusCode, headers, sw.Elapsed, ClientOptions.OutputOriginalData ? desResult.OriginalData : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), desResult.Data, desResult.Error);
-                    }
-                }
-                else
-                {
-                    // Http status code indicates error
-                    using var reader = new StreamReader(responseStream);
-                    var data = await reader.ReadToEndAsync().ConfigureAwait(false);
-                    log.Write(LogLevel.Warning, $"[{request.RequestId}] Error received in {sw.ElapsedMilliseconds}ms: {data}");
-                    responseStream.Close();
-                    response.Close();
-                    var parseResult = ValidateJson(data);
-                    var error = parseResult.Success ? ParseErrorResponse(parseResult.Data) : parseResult.Error!;
-                    if(error.Code == null || error.Code == 0)
-                        error.Code = (int)response.StatusCode;
-                    return new WebCallResult<T>(statusCode, headers, sw.Elapsed, data, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error);
-                }
-            }
-            catch (HttpRequestException requestException)
-            {
-                // Request exception, can't reach server for instance
-                var exceptionInfo = requestException.ToLogString();
-                log.Write(LogLevel.Warning, $"[{request.RequestId}] Request exception: " + exceptionInfo);
-                return new WebCallResult<T>(null, null, null, null, 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
-                    log.Write(LogLevel.Warning, $"[{request.RequestId}] Request canceled by cancellation token");
-                    return new WebCallResult<T>(null, null, null, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new CancellationRequestedError());
-                }
-                else
-                {
-                    // Request timed out
-                    log.Write(LogLevel.Warning, $"[{request.RequestId}] Request timed out: " + canceledException.ToLogString());
-                    return new WebCallResult<T>(null, null, null, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError($"[{request.RequestId}] Request timed out"));
-                }
-            }
-        }
-
-        /// <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="data">Received data</param>
-        /// <returns>Null if not an error, Error otherwise</returns>
-        protected virtual Task<ServerError?> TryParseErrorAsync(JToken data)
-        {
-            return Task.FromResult<ServerError?>(null);
-        }
-
-        /// <summary>
-        /// Creates a request object
-        /// </summary>
-        /// <param name="apiClient">The API client the request is for</param>
-        /// <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="requestId">Unique id of a request</param>
-        /// <param name="additionalHeaders">Additional headers to send with the request</param>
-        /// <returns></returns>
-        protected virtual IRequest ConstructRequest(
-            RestApiClient apiClient,
-            Uri uri,
-            HttpMethod method,
-            Dictionary<string, object>? parameters,
-            bool signed,
-            HttpMethodParameterPosition parameterPosition,
-            ArrayParametersSerialization arraySerialization,
-            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 (apiClient.AuthenticationProvider != null)
-                apiClient.AuthenticationProvider.AuthenticateRequest(
-                    apiClient, 
-                    uri, 
-                    method, 
-                    parameters, 
-                    signed, 
-                    arraySerialization,
-                    parameterPosition,
-                    out uriParameters, 
-                    out bodyParameters, 
-                    out headers);
-                 
-            // 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 = apiClient.requestBodyFormat == RequestBodyFormat.Json ? Constants.JsonContentHeader : Constants.FormContentHeader;
-                if (bodyParameters.Any())
-                    WriteParamBody(apiClient, request, bodyParameters, contentType);
-                else
-                    request.SetContent(apiClient.requestBodyEmptyContent, contentType);
-            }
-
-            return request;
-        }
-
-        /// <summary>
-        /// Writes the parameters of the request to the request object body
-        /// </summary>
-        /// <param name="apiClient">The client making the request</param>
-        /// <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(BaseApiClient apiClient, IRequest request, SortedDictionary<string, object> parameters, string contentType)
-        {
-            if (apiClient.requestBodyFormat == RequestBodyFormat.Json)
-            {
-                // Write the parameters as json in the body
-                var stringData = JsonConvert.SerializeObject(parameters);
-                request.SetContent(stringData, contentType);
-            }
-            else if (apiClient.requestBodyFormat == RequestBodyFormat.FormData)
-            {
-                // 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)
-        /// </summary>
-        /// <param name="error">The string the request returned</param>
-        /// <returns></returns>
-        protected virtual Error ParseErrorResponse(JToken error)
-        {
-            return new ServerError(error.ToString());
         }
     }
 }

CryptoExchange.Net/Clients/BaseSocketClient.cs

@@ -1,18 +1,13 @@
 using System;
-using System.Collections.Concurrent;
 using System.Collections.Generic;
-using System.Diagnostics.CodeAnalysis;
 using System.Linq;
-using System.Net.WebSockets;
-using System.Threading;
+using System.Text;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Authentication;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Objects;
 using CryptoExchange.Net.Sockets;
 using Microsoft.Extensions.Logging;
-using Newtonsoft.Json;
-using Newtonsoft.Json.Linq;
 
 namespace CryptoExchange.Net
 {
@@ -22,81 +17,18 @@ namespace CryptoExchange.Net
     public abstract class BaseSocketClient: BaseClient, ISocketClient
     {
         #region fields
-        /// <summary>
-        /// The factory for creating sockets. Used for unit testing
-        /// </summary>
-        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>
-        /// The max amount of concurrent socket connections
-        /// </summary>
-        protected int MaxSocketConnections { get; set; } = 9999;        
-        /// <summary>
-        /// Delegate used for processing byte data received from socket connections before it is processed by handlers
-        /// </summary>
-        protected Func<byte[], string>? dataInterpreterBytes;
-        /// <summary>
-        /// Delegate used for processing string data received from socket connections before it is processed by handlers
-        /// </summary>
-        protected Func<string, string>? dataInterpreterString;
-        /// <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 Dictionary<string, Action<MessageEvent>> genericHandlers = new();
-        /// <summary>
-        /// The task that is sending periodic data on the websocket. Can be used for sending Ping messages every x seconds or similair. Not necesarry.
-        /// </summary>
-        protected Task? periodicTask;
-        /// <summary>
-        /// Wait event for the periodicTask
-        /// </summary>
-        protected AsyncResetEvent? periodicEvent;
+        
         /// <summary>
         /// If client is disposing
         /// </summary>
         protected bool disposing;
-
-        /// <summary>
-        /// If true; data which is a response to a query will also be distributed to subscriptions
-        /// If false; data which is a response to a query won't get forwarded to subscriptions as well
-        /// </summary>
-        protected internal bool ContinueOnQueryResponse { get; protected set; }
-
-        /// <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>
-        /// The max amount of outgoing messages per socket per second
-        /// </summary>
-        protected internal int? RateLimitPerSocketPerSecond { get; set; }
-
+        
         /// <inheritdoc />
-        public double IncomingKbps
-        {
-            get
-            {
-                if (!socketConnections.Any())
-                    return 0;
-
-                return socketConnections.Sum(s => s.Value.IncomingKbps);
-            }
-        }
-
-        /// <summary>
-        /// Client options
-        /// </summary>
-        public new BaseSocketClientOptions ClientOptions { get; }
-
+        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>
@@ -104,535 +36,8 @@ namespace CryptoExchange.Net
         /// </summary>
         /// <param name="name">The name of the API this client is for</param>
         /// <param name="options">The options for this client</param>
-        protected BaseSocketClient(string name, BaseSocketClientOptions options) : base(name, options)
+        protected BaseSocketClient(string name, ClientOptions options) : base(name, options)
         {
-            if (options == null)
-                throw new ArgumentNullException(nameof(options));
-
-            ClientOptions = options;
-        }
-
-        /// <inheritdoc />
-        public void SetApiCredentials(ApiCredentials credentials)
-        {
-            foreach (var apiClient in ApiClients)
-                apiClient.SetApiCredentials(credentials);
-        }
-
-        /// <summary>
-        /// Set a delegate to be used for processing data received from socket connections before it is processed by handlers
-        /// </summary>
-        /// <param name="byteHandler">Handler for byte data</param>
-        /// <param name="stringHandler">Handler for string data</param>
-        protected void SetDataInterpreter(Func<byte[], string>? byteHandler, Func<string, string>? stringHandler)
-        {
-            dataInterpreterBytes = byteHandler;
-            dataInterpreterString = stringHandler;
-        }
-
-        /// <summary>
-        /// Connect to an url and listen for data on the BaseAddress
-        /// </summary>
-        /// <typeparam name="T">The type of the expected data</typeparam>
-        /// <param name="apiClient">The API client the subscription is for</param>
-        /// <param name="request">The optional request object to send, will be serialized to json</param>
-        /// <param name="identifier">The identifier to use, necessary if no request object is sent</param>
-        /// <param name="authenticated">If the subscription is to an authenticated endpoint</param>
-        /// <param name="dataHandler">The handler of update data</param>
-        /// <param name="ct">Cancellation token for closing this subscription</param>
-        /// <returns></returns>
-        protected virtual Task<CallResult<UpdateSubscription>> SubscribeAsync<T>(SocketApiClient apiClient, object? request, string? identifier, bool authenticated, Action<DataEvent<T>> dataHandler, CancellationToken ct)
-        {
-            return SubscribeAsync(apiClient, apiClient.Options.BaseAddress, request, identifier, authenticated, dataHandler, ct);
-        }
-
-        /// <summary>
-        /// Connect to an url and listen for data
-        /// </summary>
-        /// <typeparam name="T">The type of the expected data</typeparam>
-        /// <param name="apiClient">The API client the subscription is for</param>
-        /// <param name="url">The URL to connect to</param>
-        /// <param name="request">The optional request object to send, will be serialized to json</param>
-        /// <param name="identifier">The identifier to use, necessary if no request object is sent</param>
-        /// <param name="authenticated">If the subscription is to an authenticated endpoint</param>
-        /// <param name="dataHandler">The handler of update data</param>
-        /// <param name="ct">Cancellation token for closing this subscription</param>
-        /// <returns></returns>
-        protected virtual async Task<CallResult<UpdateSubscription>> SubscribeAsync<T>(SocketApiClient apiClient, string url, object? request, string? identifier, bool authenticated, Action<DataEvent<T>> dataHandler, CancellationToken ct)
-        {
-            if (disposing)
-                return new CallResult<UpdateSubscription>(new InvalidOperationError("Client disposed, can't subscribe"));
-
-            SocketConnection socketConnection;
-            SocketSubscription subscription;
-            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
-            {
-                // Get a new or existing socket connection
-                socketConnection = GetSocketConnection(apiClient, url, authenticated);
-
-                // Add a subscription on the socket connection
-                subscription = AddSubscription(request, identifier, true, socketConnection, dataHandler);
-                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, authenticated).ConfigureAwait(false);
-                if (!connectResult)
-                    return new CallResult<UpdateSubscription>(connectResult.Error!);
-            }
-            finally
-            {
-                if(!released)
-                    semaphoreSlim.Release();
-            }
-
-            if (socketConnection.PausedActivity)
-            {
-                log.Write(LogLevel.Warning, $"Socket {socketConnection.SocketId} has been paused, can't subscribe at this moment");
-                return new CallResult<UpdateSubscription>( new ServerError("Socket is paused"));
-            }
-
-            if (request != null)
-            {
-                // Send the request and wait for answer
-                var subResult = await SubscribeAndWaitAsync(socketConnection, request, subscription).ConfigureAwait(false);
-                if (!subResult)
-                {
-                    await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
-                    return new CallResult<UpdateSubscription>(subResult.Error!);
-                }
-            }
-            else
-            {
-                // No request to be sent, so just mark the subscription as comfirmed
-                subscription.Confirmed = true;
-            }
-
-            socketConnection.ShouldReconnect = true;
-            if (ct != default)
-            {
-                subscription.CancellationTokenRegistration = ct.Register(async () =>
-                {
-                    log.Write(LogLevel.Information, $"Socket {socketConnection.SocketId} Cancellation token set, closing subscription");
-                    await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
-                }, false);
-            }
-
-            log.Write(LogLevel.Information, $"Socket {socketConnection.SocketId} subscription completed");
-            return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription));
-        }
-
-        /// <summary>
-        /// Sends the subscribe request and waits for a response to that request
-        /// </summary>
-        /// <param name="socketConnection">The connection to send the request on</param>
-        /// <param name="request">The request to send, will be serialized to json</param>
-        /// <param name="subscription">The subscription the request is for</param>
-        /// <returns></returns>
-        protected internal virtual async Task<CallResult<bool>> SubscribeAndWaitAsync(SocketConnection socketConnection, object request, SocketSubscription subscription)
-        {
-            CallResult<object>? callResult = null;
-            await socketConnection.SendAndWaitAsync(request, ClientOptions.SocketResponseTimeout, data => HandleSubscriptionResponse(socketConnection, subscription, request, data, out callResult)).ConfigureAwait(false);
-
-            if (callResult?.Success == true)
-            {
-                subscription.Confirmed = true;
-                return new CallResult<bool>(true);
-            }
-
-            if(callResult== null)
-                return new CallResult<bool>(new ServerError("No response on subscription request received"));
-
-            return new CallResult<bool>(callResult.Error!);
-        }
-
-        /// <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="apiClient">The API client the query is for</param>
-        /// <param name="request">The request to send, will be serialized to json</param>
-        /// <param name="authenticated">If the query is to an authenticated endpoint</param>
-        /// <returns></returns>
-        protected virtual Task<CallResult<T>> QueryAsync<T>(SocketApiClient apiClient, object request, bool authenticated)
-        {
-            return QueryAsync<T>(apiClient, apiClient.Options.BaseAddress, request, authenticated);
-        }
-
-        /// <summary>
-        /// Send a query on a socket connection and wait for the response
-        /// </summary>
-        /// <typeparam name="T">The expected result type</typeparam>
-        /// <param name="apiClient">The API client the query is for</param>
-        /// <param name="url">The url for the request</param>
-        /// <param name="request">The request to send</param>
-        /// <param name="authenticated">Whether the socket should be authenticated</param>
-        /// <returns></returns>
-        protected virtual async Task<CallResult<T>> QueryAsync<T>(SocketApiClient apiClient, string url, object request, bool authenticated)
-        {
-            if (disposing)
-                return new CallResult<T>(new InvalidOperationError("Client disposed, can't query"));
-
-            SocketConnection socketConnection;
-            var released = false;
-            await semaphoreSlim.WaitAsync().ConfigureAwait(false);
-            try
-            {
-                socketConnection = GetSocketConnection(apiClient, url, authenticated);
-                if (ClientOptions.SocketSubscriptionsCombineTarget == 1)
-                {
-                    // Can release early when only a single sub per connection
-                    semaphoreSlim.Release();
-                    released = true;
-                }
-
-                var connectResult = await ConnectIfNeededAsync(socketConnection, authenticated).ConfigureAwait(false);
-                if (!connectResult)
-                    return new CallResult<T>(connectResult.Error!);
-            }
-            finally
-            {
-                //When the task is ready, release the semaphore. It is vital to ALWAYS release the semaphore when we are ready, or else we will end up with a Semaphore that is forever locked.
-                //This is why it is important to do the Release within a try...finally clause; program execution may crash or take a different path, this way you are guaranteed execution
-                if (!released)
-                    semaphoreSlim.Release();
-            }
-
-            if (socketConnection.PausedActivity)
-            {
-                log.Write(LogLevel.Warning, $"Socket {socketConnection.SocketId} has been paused, can't send query at this moment");
-                return new CallResult<T>(new ServerError("Socket is paused"));
-            }
-
-            return await QueryAndWaitAsync<T>(socketConnection, request).ConfigureAwait(false);
-        }
-
-        /// <summary>
-        /// Sends the query request and waits for the result
-        /// </summary>
-        /// <typeparam name="T">The expected result type</typeparam>
-        /// <param name="socket">The connection to send and wait on</param>
-        /// <param name="request">The request to send</param>
-        /// <returns></returns>
-        protected virtual async Task<CallResult<T>> QueryAndWaitAsync<T>(SocketConnection socket, object request)
-        {
-            var dataResult = new CallResult<T>(new ServerError("No response on query received"));
-            await socket.SendAndWaitAsync(request, ClientOptions.SocketResponseTimeout, data =>
-            {
-                if (!HandleQueryResponse<T>(socket, request, data, out var callResult))
-                    return false;
-
-                dataResult = callResult;
-                return true;
-            }).ConfigureAwait(false);
-
-            return dataResult;
-        }
-
-        /// <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 (!authenticated || socket.Authenticated)
-                return new CallResult<bool>(true);
-
-            var result = await AuthenticateSocketAsync(socket).ConfigureAwait(false);
-            if (!result)
-            {
-                await socket.CloseAsync().ConfigureAwait(false);
-                log.Write(LogLevel.Warning, $"Socket {socket.SocketId} authentication failed");
-                result.Error!.Message = "Authentication failed: " + result.Error.Message;
-                return new CallResult<bool>(result.Error);
-            }
-
-            socket.Authenticated = true;
-            return new CallResult<bool>(true);
-        }
-
-        /// <summary>
-        /// The socketConnection received data (the data JToken parameter). The implementation of this method should check if the received data is a response to the query that was send (the request parameter).
-        /// For example; A query is sent in a request message with an Id parameter with value 10. The socket receives data and calls this method to see if the data it received is an
-        /// anwser to any query that was done. The implementation of this method should check if the response.Id == request.Id to see if they match (assuming the api has some sort of Id tracking on messages,
-        /// if not some other method has be implemented to match the messages).
-        /// If the messages match, the callResult out parameter should be set with the deserialized data in the from of (T) and return true.
-        /// </summary>
-        /// <typeparam name="T">The type of response that is expected on the query</typeparam>
-        /// <param name="socketConnection">The socket connection</param>
-        /// <param name="request">The request that a response is awaited for</param>
-        /// <param name="data">The message received from the server</param>
-        /// <param name="callResult">The interpretation (null if message wasn't a response to the request)</param>
-        /// <returns>True if the message was a response to the query</returns>
-        protected internal abstract bool HandleQueryResponse<T>(SocketConnection socketConnection, object request, JToken data, [NotNullWhen(true)]out CallResult<T>? callResult);
-        /// <summary>
-        /// The socketConnection received data (the data JToken parameter). The implementation of this method should check if the received data is a response to the subscription request that was send (the request parameter).
-        /// For example; A subscribe request message is send with an Id parameter with value 10. The socket receives data and calls this method to see if the data it received is an
-        /// anwser to any subscription request that was done. The implementation of this method should check if the response.Id == request.Id to see if they match (assuming the api has some sort of Id tracking on messages,
-        /// if not some other method has be implemented to match the messages).
-        /// If the messages match, the callResult out parameter should be set with the deserialized data in the from of (T) and return true.
-        /// </summary>
-        /// <param name="socketConnection">The socket connection</param>
-        /// <param name="subscription">A subscription that waiting for a subscription response</param>
-        /// <param name="request">The request that the subscription sent</param>
-        /// <param name="data">The message received from the server</param>
-        /// <param name="callResult">The interpretation (null if message wasn't a response to the request)</param>
-        /// <returns>True if the message was a response to the subscription request</returns>
-        protected internal abstract bool HandleSubscriptionResponse(SocketConnection socketConnection, SocketSubscription subscription, object request, JToken data, out CallResult<object>? callResult);
-        /// <summary>
-        /// Needs to check if a received message matches a handler by request. After subscribing data message will come in. These data messages need to be matched to a specific connection
-        /// to pass the correct data to the correct handler. The implementation of this method should check if the message received matches the subscribe request that was sent.
-        /// </summary>
-        /// <param name="socketConnection">The socket connection the message was recieved on</param>
-        /// <param name="message">The received data</param>
-        /// <param name="request">The subscription request</param>
-        /// <returns>True if the message is for the subscription which sent the request</returns>
-        protected internal abstract bool MessageMatchesHandler(SocketConnection socketConnection, JToken message, object request);
-        /// <summary>
-        /// Needs to check if a received message matches a handler by identifier. Generally used by GenericHandlers. For example; a generic handler is registered which handles ping messages
-        /// from the server. This method should check if the message received is a ping message and the identifer is the identifier of the GenericHandler
-        /// </summary>
-        /// <param name="socketConnection">The socket connection the message was recieved on</param>
-        /// <param name="message">The received data</param>
-        /// <param name="identifier">The string identifier of the handler</param>
-        /// <returns>True if the message is for the handler which has the identifier</returns>
-        protected internal abstract bool MessageMatchesHandler(SocketConnection socketConnection, JToken message, string identifier);
-        /// <summary>
-        /// Needs to authenticate the socket so authenticated queries/subscriptions can be made on this socket connection
-        /// </summary>
-        /// <param name="socketConnection">The socket connection that should be authenticated</param>
-        /// <returns></returns>
-        protected internal abstract Task<CallResult<bool>> AuthenticateSocketAsync(SocketConnection socketConnection);
-        /// <summary>
-        /// Needs to unsubscribe a subscription, typically by sending an unsubscribe request. If multiple subscriptions per socket is not allowed this can just return since the socket will be closed anyway
-        /// </summary>
-        /// <param name="connection">The connection on which to unsubscribe</param>
-        /// <param name="subscriptionToUnsub">The subscription to unsubscribe</param>
-        /// <returns></returns>
-        protected internal abstract Task<bool> UnsubscribeAsync(SocketConnection connection, SocketSubscription subscriptionToUnsub);
-
-        /// <summary>
-        /// Optional handler to interpolate data before sending it to the handlers
-        /// </summary>
-        /// <param name="message"></param>
-        /// <returns></returns>
-        protected internal virtual JToken ProcessTokenData(JToken message)
-
-
-
-        {
-            return message;
-        }
-
-        /// <summary>
-        /// Add a subscription to a connection
-        /// </summary>
-        /// <typeparam name="T">The type of data the subscription expects</typeparam>
-        /// <param name="request">The request of the subscription</param>
-        /// <param name="identifier">The identifier of the subscription (can be null if request param is used)</param>
-        /// <param name="userSubscription">Whether or not this is a user subscription (counts towards the max amount of handlers on a socket)</param>
-        /// <param name="connection">The socket connection the handler is on</param>
-        /// <param name="dataHandler">The handler of the data received</param>
-        /// <returns></returns>
-        protected virtual SocketSubscription AddSubscription<T>(object? request, string? identifier, bool userSubscription, SocketConnection connection, Action<DataEvent<T>> dataHandler)
-        {
-            void InternalHandler(MessageEvent messageEvent)
-            {
-                if (typeof(T) == typeof(string))
-                {
-                    var stringData = (T)Convert.ChangeType(messageEvent.JsonData.ToString(), typeof(T));
-                    dataHandler(new DataEvent<T>(stringData, null, ClientOptions.OutputOriginalData ? messageEvent.OriginalData : null, messageEvent.ReceivedTimestamp));
-                    return;
-                }
-
-                var desResult = Deserialize<T>(messageEvent.JsonData);
-                if (!desResult)
-                {
-                    log.Write(LogLevel.Warning, $"Socket {connection.SocketId} Failed to deserialize data into type {typeof(T)}: {desResult.Error}");
-                    return;
-                }
-
-                dataHandler(new DataEvent<T>(desResult.Data, null, ClientOptions.OutputOriginalData ? messageEvent.OriginalData : null, messageEvent.ReceivedTimestamp));
-            }
-
-            var subscription = request == null
-                ? SocketSubscription.CreateForIdentifier(NextId(), identifier!, userSubscription, InternalHandler)
-                : SocketSubscription.CreateForRequest(NextId(), request, userSubscription, InternalHandler);
-            connection.AddSubscription(subscription);
-            return subscription;
-        }
-
-        /// <summary>
-        /// Adds a generic message handler. Used for example to reply to ping requests
-        /// </summary>
-        /// <param name="identifier">The name of the request handler. Needs to be unique</param>
-        /// <param name="action">The action to execute when receiving a message for this handler (checked by <see cref="MessageMatchesHandler(SocketConnection, Newtonsoft.Json.Linq.JToken,string)"/>)</param>
-        protected void AddGenericHandler(string identifier, Action<MessageEvent> action)
-        {
-            genericHandlers.Add(identifier, action);
-            var subscription = SocketSubscription.CreateForIdentifier(NextId(), identifier, false, action);
-            foreach (var connection in socketConnections.Values)
-                connection.AddSubscription(subscription);
-        }
-
-        /// <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="apiClient">The API client the connection is for</param>
-        /// <param name="address">The address the socket is for</param>
-        /// <param name="authenticated">Whether the socket should be authenticated</param>
-        /// <returns></returns>
-        protected virtual SocketConnection GetSocketConnection(SocketApiClient apiClient, string address, bool authenticated)
-        {
-            var socketResult = socketConnections.Where(s => s.Value.Uri.ToString().TrimEnd('/') == address.TrimEnd('/')
-                                                  && (s.Value.ApiClient.GetType() == apiClient.GetType())
-                                                  && (s.Value.Authenticated == authenticated || !authenticated) && s.Value.Connected).OrderBy(s => s.Value.SubscriptionCount).FirstOrDefault();
-            var result = socketResult.Equals(default(KeyValuePair<int, SocketConnection>)) ? null : socketResult.Value;
-            if (result != null)
-            {
-                if (result.SubscriptionCount < ClientOptions.SocketSubscriptionsCombineTarget || (socketConnections.Count >= MaxSocketConnections && socketConnections.All(s => s.Value.SubscriptionCount >= 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 result;
-                }
-            }
-
-            // Create new socket
-            var socket = CreateSocket(address);
-            var socketConnection = new SocketConnection(this, apiClient, socket);
-            socketConnection.UnhandledMessage += HandleUnhandledMessage;
-            foreach (var kvp in genericHandlers)
-            {
-                var handler = SocketSubscription.CreateForIdentifier(NextId(), kvp.Key, false, kvp.Value);
-                socketConnection.AddSubscription(handler);
-            }
-
-            return socketConnection;
-        }
-
-        /// <summary>
-        /// Process an unhandled message
-        /// </summary>
-        /// <param name="token">The token that wasn't processed</param>
-        protected virtual void HandleUnhandledMessage(JToken token)
-        {
-        }
-
-        /// <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>
-        /// 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(log, address);
-            log.Write(LogLevel.Debug, $"Socket {socket.Id} new socket created for " + address);
-
-            if (ClientOptions.Proxy != null)
-                socket.SetProxy(ClientOptions.Proxy);
-
-            socket.Timeout = ClientOptions.SocketNoDataTimeout;
-            socket.DataInterpreterBytes = dataInterpreterBytes;
-            socket.DataInterpreterString = dataInterpreterString;
-            socket.RatelimitPerSecond = RateLimitPerSocketPerSecond;
-            socket.OnError += e =>
-            {
-                if(e is WebSocketException wse)
-                    log.Write(LogLevel.Warning, $"Socket {socket.Id} error: Websocket error code {wse.WebSocketErrorCode}, details: " + e.ToLogString());
-                else
-                    log.Write(LogLevel.Warning, $"Socket {socket.Id} error: " + e.ToLogString());
-            };
-            return socket;
-        }
-
-        /// <summary>
-        /// Periodically sends data over a socket connection
-        /// </summary>
-        /// <param name="identifier">Identifier for the periodic send</param>
-        /// <param name="interval">How often</param>
-        /// <param name="objGetter">Method returning the object to send</param>
-        public virtual void SendPeriodic(string identifier, TimeSpan interval, Func<SocketConnection, object> objGetter)
-        {
-            if (objGetter == null)
-                throw new ArgumentNullException(nameof(objGetter));
-
-            periodicEvent = new AsyncResetEvent();
-            periodicTask = Task.Run(async () =>
-            {
-                while (!disposing)
-                {
-                    await periodicEvent.WaitAsync(interval).ConfigureAwait(false);
-                    if (disposing)
-                        break;
-                    
-                    foreach (var socketConnection in socketConnections.Values)
-                    {
-                        if (disposing)
-                            break;
-
-                        if (!socketConnection.Connected)
-                            continue;
-
-                        var obj = objGetter(socketConnection);
-                        if (obj == null)
-                            continue;
-
-                        log.Write(LogLevel.Trace, $"Socket {socketConnection.SocketId} sending periodic {identifier}");
-
-                        try
-                        {
-                            socketConnection.Send(obj);
-                        }
-                        catch (Exception ex)
-                        {
-                            log.Write(LogLevel.Warning, $"Socket {socketConnection.SocketId} Periodic send {identifier} failed: " + ex.ToLogString());
-                        }
-                    }
-                }
-            });
         }
 
         /// <summary>
@@ -642,24 +47,12 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task UnsubscribeAsync(int subscriptionId)
         {
-
-            SocketSubscription? subscription = null;
-            SocketConnection? connection = null;
-            foreach(var socket in socketConnections.Values.ToList())
+            foreach(var socket in ApiClients.OfType<SocketApiClient>())
             {
-                subscription = socket.GetSubscription(subscriptionId);
-                if (subscription != null)
-                {
-                    connection = socket;
-                    break;
-                }
+                var result = await socket.UnsubscribeAsync(subscriptionId).ConfigureAwait(false);
+                if (result)
+                    break;                
             }
-
-            if (subscription == null || connection == null)
-                return;
-
-            log.Write(LogLevel.Information, "Closing subscription " + subscriptionId);
-            await connection.CloseAsync(subscription).ConfigureAwait(false);
         }
 
         /// <summary>
@@ -672,7 +65,7 @@ namespace CryptoExchange.Net
             if (subscription == null)
                 throw new ArgumentNullException(nameof(subscription));
 
-            log.Write(LogLevel.Information, "Closing subscription " + subscription.Id);
+            log.Write(LogLevel.Information, $"Socket {subscription.SocketId} Unsubscribing subscription  " + subscription.Id);
             await subscription.CloseAsync().ConfigureAwait(false);
         }
 
@@ -682,29 +75,37 @@ namespace CryptoExchange.Net
         /// <returns></returns>
         public virtual async Task UnsubscribeAllAsync()
         {
-            log.Write(LogLevel.Information, $"Closing all {socketConnections.Sum(s => s.Value.SubscriptionCount)} subscriptions");
-            var tasks = new List<Task>();
-            {
-                var socketList = socketConnections.Values;
-                foreach (var sub in socketList)
-                    tasks.Add(sub.CloseAsync());
-            }
-
+            var tasks = new List<Task>();            
+            foreach (var client in ApiClients.OfType<SocketApiClient>())
+                tasks.Add(client.UnsubscribeAllAsync());
+            
             await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
         }
 
         /// <summary>
-        /// Dispose the client
+        /// Reconnect all connections
         /// </summary>
-        public override void Dispose()
+        /// <returns></returns>
+        public virtual async Task ReconnectAsync()
         {
-            disposing = true;
-            periodicEvent?.Set();
-            periodicEvent?.Dispose();
-            log.Write(LogLevel.Debug, "Disposing socket client, closing all subscriptions");
-            _ = UnsubscribeAllAsync();
-            semaphoreSlim?.Dispose();
-            base.Dispose();
+            log.Write(LogLevel.Information, $"Reconnecting all {CurrentConnections} connections");
+            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>())            
+                result.AppendLine(client.GetSubscriptionsState());            
+            return result.ToString();
         }
     }
 }

CryptoExchange.Net/Clients/RestApiClient.cs

@@ -1,11 +1,19 @@
 using System;
 using System.Collections.Generic;
+using System.Diagnostics;
+using System.Diagnostics.CodeAnalysis;
+using System.IO;
+using System.Linq;
+using System.Net.Http;
 using System.Threading;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Requests;
 using Microsoft.Extensions.Logging;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
 
 namespace CryptoExchange.Net
 {
@@ -14,11 +22,21 @@ namespace CryptoExchange.Net
     /// </summary>
     public abstract class RestApiClient: BaseApiClient
     {
+        /// <summary>
+        /// The factory for creating requests. Used for unit testing
+        /// </summary>
+        public IRequestFactory RequestFactory { get; set; } = new RequestFactory();
+
+        /// <summary>
+        /// Request headers to be sent with each request
+        /// </summary>
+        protected Dictionary<string, string>? StandardRequestHeaders { get; set; }
+
         /// <summary>
         /// Get time sync info for an API client
         /// </summary>
         /// <returns></returns>
-        protected abstract TimeSyncInfo GetTimeSyncInfo();
+        public abstract TimeSyncInfo GetTimeSyncInfo();
         
         /// <summary>
         /// Get time offset for an API client
@@ -41,17 +59,455 @@ namespace CryptoExchange.Net
         /// </summary>
         internal IEnumerable<IRateLimiter> RateLimiters { get; }
 
+        /// <summary>
+        /// Options
+        /// </summary>
+        internal ClientOptions ClientOptions { get; set; }
+
         /// <summary>
         /// ctor
         /// </summary>
+        /// <param name="log">Logger</param>
         /// <param name="options">The base client options</param>
         /// <param name="apiOptions">The Api client options</param>
-        public RestApiClient(BaseRestClientOptions options, RestApiClientOptions apiOptions): base(options, apiOptions)
+        public RestApiClient(Log log, ClientOptions options, RestApiClientOptions apiOptions): base(log, options, apiOptions)
         {
             var rateLimiters = new List<IRateLimiter>();
             foreach (var rateLimiter in apiOptions.RateLimiters)
                 rateLimiters.Add(rateLimiter);
             RateLimiters = rateLimiters;
+            ClientOptions = options;
+
+            RequestFactory.Configure(apiOptions.RequestTimeout, options.Proxy, apiOptions.HttpClient);
+        }
+
+        /// <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="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="deserializer">The JsonSerializer to use for deserialization</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,
+            HttpMethodParameterPosition? parameterPosition = null,
+            ArrayParametersSerialization? arraySerialization = null,
+            int requestWeight = 1,
+            JsonSerializer? deserializer = null,
+            Dictionary<string, string>? additionalHeaders = null,
+            bool ignoreRatelimit = false)
+        {
+            var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, parameterPosition, arraySerialization, requestWeight, deserializer, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
+            if (!request)
+                return new WebCallResult(request.Error!);
+
+            var result = await GetResponseAsync<object>(request.Data, deserializer, cancellationToken, true).ConfigureAwait(false);
+            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="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="deserializer">The JsonSerializer to use for deserialization</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,
+            HttpMethodParameterPosition? parameterPosition = null,
+            ArrayParametersSerialization? arraySerialization = null,
+            int requestWeight = 1,
+            JsonSerializer? deserializer = null,
+            Dictionary<string, string>? additionalHeaders = null,
+            bool ignoreRatelimit = false
+            ) where T : class
+        {
+            var request = await PrepareRequestAsync(uri, method, cancellationToken, parameters, signed, parameterPosition, arraySerialization, requestWeight, deserializer, additionalHeaders, ignoreRatelimit).ConfigureAwait(false);
+            if (!request)
+                return new WebCallResult<T>(request.Error!);
+
+            return await GetResponseAsync<T>(request.Data, deserializer, cancellationToken, false).ConfigureAwait(false);
+        }
+
+        /// <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="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="deserializer">The JsonSerializer to use for deserialization</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,
+            HttpMethodParameterPosition? parameterPosition = null,
+            ArrayParametersSerialization? arraySerialization = null,
+            int requestWeight = 1,
+            JsonSerializer? deserializer = null,
+            Dictionary<string, string>? additionalHeaders = null,
+            bool ignoreRatelimit = false)
+        {
+            var requestId = NextId();
+
+            if (signed)
+            {
+                var syncTask = SyncTimeAsync();
+                var timeSyncInfo = GetTimeSyncInfo();
+                if (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)
+                    {
+                        _log.Write(LogLevel.Debug, $"[{requestId}] Failed to sync time, aborting request: " + syncTimeResult.Error);
+                        return syncTimeResult.As<IRequest>(default);
+                    }
+                }
+            }
+
+            if (!ignoreRatelimit)
+            {
+                foreach (var limiter in RateLimiters)
+                {
+                    var limitResult = await limiter.LimitRequestAsync(_log, uri.AbsolutePath, method, signed, Options.ApiCredentials?.Key, Options.RateLimitingBehaviour, requestWeight, cancellationToken).ConfigureAwait(false);
+                    if (!limitResult.Success)
+                        return new CallResult<IRequest>(limitResult.Error!);
+                }
+            }
+
+            if (signed && AuthenticationProvider == null)
+            {
+                _log.Write(LogLevel.Warning, $"[{requestId}] Request {uri.AbsolutePath} failed because no ApiCredentials were provided");
+                return new CallResult<IRequest>(new NoApiCredentialsError());
+            }
+
+            _log.Write(LogLevel.Information, $"[{requestId}] Creating request for " + uri);
+            var paramsPosition = parameterPosition ?? ParameterPositions[method];
+            var request = ConstructRequest(uri, method, parameters, signed, paramsPosition, arraySerialization ?? this.arraySerialization, 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++;
+            _log.Write(LogLevel.Trace, $"[{requestId}] Sending {method}{(signed ? " signed" : "")} request to {request.Uri}{paramString ?? " "}{(ClientOptions.Proxy == null ? "" : $" via proxy {ClientOptions.Proxy.Host}")}");
+            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="deserializer">The JsonSerializer to use for deserialization</param>
+        /// <param name="cancellationToken">Cancellation token</param>
+        /// <param name="expectedEmptyResponse">If an empty response is expected</param>
+        /// <returns></returns>
+        protected virtual async Task<WebCallResult<T>> GetResponseAsync<T>(
+            IRequest request,
+            JsonSerializer? deserializer,
+            CancellationToken cancellationToken,
+            bool expectedEmptyResponse)
+        {
+            try
+            {
+                var sw = Stopwatch.StartNew();
+                var response = await request.GetResponseAsync(cancellationToken).ConfigureAwait(false);
+                sw.Stop();
+                var statusCode = response.StatusCode;
+                var headers = response.ResponseHeaders;
+                var responseStream = await response.GetResponseStreamAsync().ConfigureAwait(false);
+                if (response.IsSuccessStatusCode)
+                {
+                    // If we have to manually parse error responses (can't rely on HttpStatusCode) we'll need to read the full
+                    // response before being able to deserialize it into the resulting type since we don't know if it an error response or data
+                    if (manualParseError)
+                    {
+                        using var reader = new StreamReader(responseStream);
+                        var data = await reader.ReadToEndAsync().ConfigureAwait(false);
+                        responseStream.Close();
+                        response.Close();
+                        _log.Write(LogLevel.Debug, $"[{request.RequestId}] Response received in {sw.ElapsedMilliseconds}ms{(_log.Level == LogLevel.Trace ? (": " + data) : "")}");
+
+                        if (!expectedEmptyResponse)
+                        {
+                            // Validate if it is valid json. Sometimes other data will be returned, 502 error html pages for example
+                            var parseResult = ValidateJson(data);
+                            if (!parseResult.Success)
+                                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, Options.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parseResult.Error!);
+
+                            // Let the library implementation see if it is an error response, and if so parse the error
+                            var error = await TryParseErrorAsync(parseResult.Data).ConfigureAwait(false);
+                            if (error != null)
+                                return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, Options.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
+
+                            // Not an error, so continue deserializing
+                            var deserializeResult = Deserialize<T>(parseResult.Data, deserializer, request.RequestId);
+                            return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, Options.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), deserializeResult.Data, deserializeResult.Error);
+                        }
+                        else
+                        {
+                            if (!string.IsNullOrEmpty(data))
+                            {
+                                var parseResult = ValidateJson(data);
+                                if (!parseResult.Success)
+                                    // Not empty, and not json
+                                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, Options.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, parseResult.Error!);
+
+                                var error = await TryParseErrorAsync(parseResult.Data).ConfigureAwait(false);
+                                if (error != null)
+                                    // Error response
+                                    return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, Options.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error!);
+                            }
+
+                            // Empty success response; okay
+                            return new WebCallResult<T>(response.StatusCode, response.ResponseHeaders, sw.Elapsed, Options.OutputOriginalData ? data : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, default);
+                        }
+                    }
+                    else
+                    {
+                        if (expectedEmptyResponse)
+                        {
+                            // We expected an empty response and the request is successful and don't manually parse errors, so assume it's correct
+                            responseStream.Close();
+                            response.Close();
+
+                            return new WebCallResult<T>(statusCode, headers, sw.Elapsed, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, null);
+                        }
+
+                        // Success status code, and we don't have to check for errors. Continue deserializing directly from the stream
+                        var desResult = await DeserializeAsync<T>(responseStream, deserializer, request.RequestId, sw.ElapsedMilliseconds).ConfigureAwait(false);
+                        responseStream.Close();
+                        response.Close();
+
+                        return new WebCallResult<T>(statusCode, headers, sw.Elapsed, Options.OutputOriginalData ? desResult.OriginalData : null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), desResult.Data, desResult.Error);
+                    }
+                }
+                else
+                {
+                    // Http status code indicates error
+                    using var reader = new StreamReader(responseStream);
+                    var data = await reader.ReadToEndAsync().ConfigureAwait(false);
+                    _log.Write(LogLevel.Warning, $"[{request.RequestId}] Error received in {sw.ElapsedMilliseconds}ms: {data}");
+                    responseStream.Close();
+                    response.Close();
+                    var parseResult = ValidateJson(data);
+                    var error = parseResult.Success ? ParseErrorResponse(parseResult.Data) : new ServerError(data)!;
+                    if (error.Code == null || error.Code == 0)
+                        error.Code = (int)response.StatusCode;
+                    return new WebCallResult<T>(statusCode, headers, sw.Elapsed, data, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, error);
+                }
+            }
+            catch (HttpRequestException requestException)
+            {
+                // Request exception, can't reach server for instance
+                var exceptionInfo = requestException.ToLogString();
+                _log.Write(LogLevel.Warning, $"[{request.RequestId}] Request exception: " + exceptionInfo);
+                return new WebCallResult<T>(null, null, null, null, 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
+                    _log.Write(LogLevel.Warning, $"[{request.RequestId}] Request canceled by cancellation token");
+                    return new WebCallResult<T>(null, null, null, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new CancellationRequestedError());
+                }
+                else
+                {
+                    // Request timed out
+                    _log.Write(LogLevel.Warning, $"[{request.RequestId}] Request timed out: " + canceledException.ToLogString());
+                    return new WebCallResult<T>(null, null, null, null, request.Uri.ToString(), request.Content, request.Method, request.GetHeaders(), default, new WebError($"[{request.RequestId}] Request timed out"));
+                }
+            }
+        }
+
+        /// <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="data">Received data</param>
+        /// <returns>Null if not an error, Error otherwise</returns>
+        protected virtual Task<ServerError?> TryParseErrorAsync(JToken data)
+        {
+            return Task.FromResult<ServerError?>(null);
+        }
+
+        /// <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="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,
+            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)
+            {
+                AuthenticationProvider.AuthenticateRequest(
+                    this,
+                    uri,
+                    method,
+                    parameters,
+                    signed,
+                    arraySerialization,
+                    parameterPosition,
+                    out uriParameters,
+                    out bodyParameters,
+                    out headers);
+            }
+
+            // 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 = requestBodyFormat == 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 (requestBodyFormat == RequestBodyFormat.Json)
+            {
+                // Write the parameters as json in the body
+                var stringData = JsonConvert.SerializeObject(parameters);
+                request.SetContent(stringData, contentType);
+            }
+            else if (requestBodyFormat == RequestBodyFormat.FormData)
+            {
+                // 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)
+        /// </summary>
+        /// <param name="error">The string the request returned</param>
+        /// <returns></returns>
+        protected virtual Error ParseErrorResponse(JToken error)
+        {
+            return new ServerError(error.ToString());
         }
 
         /// <summary>

CryptoExchange.Net/Clients/SocketApiClient.cs

@@ -1,4 +1,17 @@
+using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Logging;
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Sockets;
+using Microsoft.Extensions.Logging;
+using Newtonsoft.Json.Linq;
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+using System.Text;
+using System.Threading;
+using System.Threading.Tasks;
 
 namespace CryptoExchange.Net
 {
@@ -7,13 +20,792 @@ namespace CryptoExchange.Net
     /// </summary>
     public abstract class SocketApiClient : BaseApiClient
     {
+        #region Fields
+
+        /// <summary>
+        /// The factory for creating sockets. Used for unit testing
+        /// </summary>
+        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>
+        /// Delegate used for processing byte data received from socket connections before it is processed by handlers
+        /// </summary>
+        protected Func<byte[], string>? dataInterpreterBytes;
+        /// <summary>
+        /// Delegate used for processing string data received from socket connections before it is processed by handlers
+        /// </summary>
+        protected Func<string, string>? dataInterpreterString;
+        /// <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 Dictionary<string, Action<MessageEvent>> genericHandlers = new();
+        /// <summary>
+        /// The task that is sending periodic data on the websocket. Can be used for sending Ping messages every x seconds or similair. Not necesarry.
+        /// </summary>
+        protected Task? periodicTask;
+        /// <summary>
+        /// Wait event for the periodicTask
+        /// </summary>
+        protected AsyncResetEvent? periodicEvent;
+
+        /// <summary>
+        /// If true; data which is a response to a query will also be distributed to subscriptions
+        /// If false; data which is a response to a query won't get forwarded to subscriptions as well
+        /// </summary>
+        protected internal bool ContinueOnQueryResponse { get; protected set; }
+
+        /// <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>
+        /// The max amount of outgoing messages per socket per second
+        /// </summary>
+        protected internal int? RateLimitPerSocketPerSecond { get; set; }
+
+        /// <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.SubscriptionCount);
+            }
+        }
+
+        /// <inheritdoc />
+        public new SocketApiClientOptions Options => (SocketApiClientOptions)base.Options;
+
+        /// <summary>
+        /// Options
+        /// </summary>
+        internal ClientOptions ClientOptions { get; set; }
+        #endregion
+
         /// <summary>
         /// ctor
         /// </summary>
-        /// <param name="options">The base client options</param>
+        /// <param name="log">log</param>
+        /// <param name="options">Client options</param>
         /// <param name="apiOptions">The Api client options</param>
-        public SocketApiClient(BaseClientOptions options, ApiClientOptions apiOptions): base(options, apiOptions)
+        public SocketApiClient(Log log, ClientOptions options, SocketApiClientOptions apiOptions): base(log, options, apiOptions)
         {
+            ClientOptions = options;
+        }
+
+        /// <summary>
+        /// Set a delegate to be used for processing data received from socket connections before it is processed by handlers
+        /// </summary>
+        /// <param name="byteHandler">Handler for byte data</param>
+        /// <param name="stringHandler">Handler for string data</param>
+        protected void SetDataInterpreter(Func<byte[], string>? byteHandler, Func<string, string>? stringHandler)
+        {
+            dataInterpreterBytes = byteHandler;
+            dataInterpreterString = stringHandler;
+        }
+
+        /// <summary>
+        /// Connect to an url and listen for data on the BaseAddress
+        /// </summary>
+        /// <typeparam name="T">The type of the expected data</typeparam>
+        /// <param name="request">The optional request object to send, will be serialized to json</param>
+        /// <param name="identifier">The identifier to use, necessary if no request object is sent</param>
+        /// <param name="authenticated">If the subscription is to an authenticated endpoint</param>
+        /// <param name="dataHandler">The handler of update data</param>
+        /// <param name="ct">Cancellation token for closing this subscription</param>
+        /// <returns></returns>
+        protected virtual Task<CallResult<UpdateSubscription>> SubscribeAsync<T>(object? request, string? identifier, bool authenticated, Action<DataEvent<T>> dataHandler, CancellationToken ct)
+        {
+            return SubscribeAsync(Options.BaseAddress, request, identifier, authenticated, dataHandler, ct);
+        }
+
+        /// <summary>
+        /// Connect to an url and listen for data
+        /// </summary>
+        /// <typeparam name="T">The type of the expected data</typeparam>
+        /// <param name="url">The URL to connect to</param>
+        /// <param name="request">The optional request object to send, will be serialized to json</param>
+        /// <param name="identifier">The identifier to use, necessary if no request object is sent</param>
+        /// <param name="authenticated">If the subscription is to an authenticated endpoint</param>
+        /// <param name="dataHandler">The handler of update data</param>
+        /// <param name="ct">Cancellation token for closing this subscription</param>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<UpdateSubscription>> SubscribeAsync<T>(string url, object? request, string? identifier, bool authenticated, Action<DataEvent<T>> dataHandler, CancellationToken ct)
+        {
+            if (_disposing)
+                return new CallResult<UpdateSubscription>(new InvalidOperationError("Client disposed, can't subscribe"));
+
+            SocketConnection socketConnection;
+            SocketSubscription? subscription;
+            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, authenticated).ConfigureAwait(false);
+                    if (!socketResult)
+                        return socketResult.As<UpdateSubscription>(null);
+
+                    socketConnection = socketResult.Data;
+
+                    // Add a subscription on the socket connection
+                    subscription = AddSubscription(request, identifier, true, socketConnection, dataHandler, authenticated);
+                    if (subscription == null)
+                    {
+                        _log.Write(LogLevel.Trace, $"Socket {socketConnection.SocketId} failed to add subscription, retrying on different connection");
+                        continue;
+                    }
+
+                    if (Options.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, authenticated).ConfigureAwait(false);
+                    if (!connectResult)
+                        return new CallResult<UpdateSubscription>(connectResult.Error!);
+
+                    break;
+                }
+            }
+            finally
+            {
+                if (!released)
+                    semaphoreSlim.Release();
+            }
+
+            if (socketConnection.PausedActivity)
+            {
+                _log.Write(LogLevel.Warning, $"Socket {socketConnection.SocketId} has been paused, can't subscribe at this moment");
+                return new CallResult<UpdateSubscription>(new ServerError("Socket is paused"));
+            }
+
+            if (request != null)
+            {
+                // Send the request and wait for answer
+                var subResult = await SubscribeAndWaitAsync(socketConnection, request, subscription).ConfigureAwait(false);
+                if (!subResult)
+                {
+                    _log.Write(LogLevel.Warning, $"Socket {socketConnection.SocketId} failed to subscribe: {subResult.Error}");
+                    await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
+                    return new CallResult<UpdateSubscription>(subResult.Error!);
+                }
+            }
+            else
+            {
+                // No request to be sent, so just mark the subscription as comfirmed
+                subscription.Confirmed = true;
+            }
+
+            if (ct != default)
+            {
+                subscription.CancellationTokenRegistration = ct.Register(async () =>
+                {
+                    _log.Write(LogLevel.Information, $"Socket {socketConnection.SocketId} Cancellation token set, closing subscription");
+                    await socketConnection.CloseAsync(subscription).ConfigureAwait(false);
+                }, false);
+            }
+
+            _log.Write(LogLevel.Information, $"Socket {socketConnection.SocketId} subscription {subscription.Id} completed successfully");
+            return new CallResult<UpdateSubscription>(new UpdateSubscription(socketConnection, subscription));
+        }
+
+        /// <summary>
+        /// Sends the subscribe request and waits for a response to that request
+        /// </summary>
+        /// <param name="socketConnection">The connection to send the request on</param>
+        /// <param name="request">The request to send, will be serialized to json</param>
+        /// <param name="subscription">The subscription the request is for</param>
+        /// <returns></returns>
+        protected internal virtual async Task<CallResult<bool>> SubscribeAndWaitAsync(SocketConnection socketConnection, object request, SocketSubscription subscription)
+        {
+            CallResult<object>? callResult = null;
+            await socketConnection.SendAndWaitAsync(request, Options.SocketResponseTimeout, data => HandleSubscriptionResponse(socketConnection, subscription, request, data, out callResult)).ConfigureAwait(false);
+
+            if (callResult?.Success == true)
+            {
+                subscription.Confirmed = true;
+                return new CallResult<bool>(true);
+            }
+
+            if (callResult == null)
+                return new CallResult<bool>(new ServerError("No response on subscription request received"));
+
+            return new CallResult<bool>(callResult.Error!);
+        }
+
+        /// <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="request">The request to send, will be serialized to json</param>
+        /// <param name="authenticated">If the query is to an authenticated endpoint</param>
+        /// <returns></returns>
+        protected virtual Task<CallResult<T>> QueryAsync<T>(object request, bool authenticated)
+        {
+            return QueryAsync<T>(Options.BaseAddress, request, authenticated);
+        }
+
+        /// <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="request">The request to send</param>
+        /// <param name="authenticated">Whether the socket should be authenticated</param>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<T>> QueryAsync<T>(string url, object request, bool authenticated)
+        {
+            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, authenticated).ConfigureAwait(false);
+                if (!socketResult)
+                    return socketResult.As<T>(default);
+
+                socketConnection = socketResult.Data;
+
+                if (Options.SocketSubscriptionsCombineTarget == 1)
+                {
+                    // Can release early when only a single sub per connection
+                    semaphoreSlim.Release();
+                    released = true;
+                }
+
+                var connectResult = await ConnectIfNeededAsync(socketConnection, authenticated).ConfigureAwait(false);
+                if (!connectResult)
+                    return new CallResult<T>(connectResult.Error!);
+            }
+            finally
+            {
+                if (!released)
+                    semaphoreSlim.Release();
+            }
+
+            if (socketConnection.PausedActivity)
+            {
+                _log.Write(LogLevel.Warning, $"Socket {socketConnection.SocketId} has been paused, can't send query at this moment");
+                return new CallResult<T>(new ServerError("Socket is paused"));
+            }
+
+            return await QueryAndWaitAsync<T>(socketConnection, request).ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Sends the query request and waits for the result
+        /// </summary>
+        /// <typeparam name="T">The expected result type</typeparam>
+        /// <param name="socket">The connection to send and wait on</param>
+        /// <param name="request">The request to send</param>
+        /// <returns></returns>
+        protected virtual async Task<CallResult<T>> QueryAndWaitAsync<T>(SocketConnection socket, object request)
+        {
+            var dataResult = new CallResult<T>(new ServerError("No response on query received"));
+            await socket.SendAndWaitAsync(request, Options.SocketResponseTimeout, data =>
+            {
+                if (!HandleQueryResponse<T>(socket, request, data, out var callResult))
+                    return false;
+
+                dataResult = callResult;
+                return true;
+            }).ConfigureAwait(false);
+
+            return dataResult;
+        }
+
+        /// <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 (Options.DelayAfterConnect != TimeSpan.Zero)
+                await Task.Delay(Options.DelayAfterConnect).ConfigureAwait(false);
+
+            if (!authenticated || socket.Authenticated)
+                return new CallResult<bool>(true);
+
+            _log.Write(LogLevel.Debug, $"Attempting to authenticate {socket.SocketId}");
+            var result = await AuthenticateSocketAsync(socket).ConfigureAwait(false);
+            if (!result)
+            {
+                _log.Write(LogLevel.Warning, $"Socket {socket.SocketId} authentication failed");
+                if (socket.Connected)
+                    await socket.CloseAsync().ConfigureAwait(false);
+
+                result.Error!.Message = "Authentication failed: " + result.Error.Message;
+                return new CallResult<bool>(result.Error);
+            }
+
+            socket.Authenticated = true;
+            return new CallResult<bool>(true);
+        }
+
+        /// <summary>
+        /// The socketConnection received data (the data JToken parameter). The implementation of this method should check if the received data is a response to the query that was send (the request parameter).
+        /// For example; A query is sent in a request message with an Id parameter with value 10. The socket receives data and calls this method to see if the data it received is an
+        /// anwser to any query that was done. The implementation of this method should check if the response.Id == request.Id to see if they match (assuming the api has some sort of Id tracking on messages,
+        /// if not some other method has be implemented to match the messages).
+        /// If the messages match, the callResult out parameter should be set with the deserialized data in the from of (T) and return true.
+        /// </summary>
+        /// <typeparam name="T">The type of response that is expected on the query</typeparam>
+        /// <param name="socketConnection">The socket connection</param>
+        /// <param name="request">The request that a response is awaited for</param>
+        /// <param name="data">The message received from the server</param>
+        /// <param name="callResult">The interpretation (null if message wasn't a response to the request)</param>
+        /// <returns>True if the message was a response to the query</returns>
+        protected internal abstract bool HandleQueryResponse<T>(SocketConnection socketConnection, object request, JToken data, [NotNullWhen(true)] out CallResult<T>? callResult);
+        /// <summary>
+        /// The socketConnection received data (the data JToken parameter). The implementation of this method should check if the received data is a response to the subscription request that was send (the request parameter).
+        /// For example; A subscribe request message is send with an Id parameter with value 10. The socket receives data and calls this method to see if the data it received is an
+        /// anwser to any subscription request that was done. The implementation of this method should check if the response.Id == request.Id to see if they match (assuming the api has some sort of Id tracking on messages,
+        /// if not some other method has be implemented to match the messages).
+        /// If the messages match, the callResult out parameter should be set with the deserialized data in the from of (T) and return true.
+        /// </summary>
+        /// <param name="socketConnection">The socket connection</param>
+        /// <param name="subscription">A subscription that waiting for a subscription response</param>
+        /// <param name="request">The request that the subscription sent</param>
+        /// <param name="data">The message received from the server</param>
+        /// <param name="callResult">The interpretation (null if message wasn't a response to the request)</param>
+        /// <returns>True if the message was a response to the subscription request</returns>
+        protected internal abstract bool HandleSubscriptionResponse(SocketConnection socketConnection, SocketSubscription subscription, object request, JToken data, out CallResult<object>? callResult);
+        /// <summary>
+        /// Needs to check if a received message matches a handler by request. After subscribing data message will come in. These data messages need to be matched to a specific connection
+        /// to pass the correct data to the correct handler. The implementation of this method should check if the message received matches the subscribe request that was sent.
+        /// </summary>
+        /// <param name="socketConnection">The socket connection the message was recieved on</param>
+        /// <param name="message">The received data</param>
+        /// <param name="request">The subscription request</param>
+        /// <returns>True if the message is for the subscription which sent the request</returns>
+        protected internal abstract bool MessageMatchesHandler(SocketConnection socketConnection, JToken message, object request);
+        /// <summary>
+        /// Needs to check if a received message matches a handler by identifier. Generally used by GenericHandlers. For example; a generic handler is registered which handles ping messages
+        /// from the server. This method should check if the message received is a ping message and the identifer is the identifier of the GenericHandler
+        /// </summary>
+        /// <param name="socketConnection">The socket connection the message was recieved on</param>
+        /// <param name="message">The received data</param>
+        /// <param name="identifier">The string identifier of the handler</param>
+        /// <returns>True if the message is for the handler which has the identifier</returns>
+        protected internal abstract bool MessageMatchesHandler(SocketConnection socketConnection, JToken message, string identifier);
+        /// <summary>
+        /// Needs to authenticate the socket so authenticated queries/subscriptions can be made on this socket connection
+        /// </summary>
+        /// <param name="socketConnection">The socket connection that should be authenticated</param>
+        /// <returns></returns>
+        protected internal abstract Task<CallResult<bool>> AuthenticateSocketAsync(SocketConnection socketConnection);
+        /// <summary>
+        /// Needs to unsubscribe a subscription, typically by sending an unsubscribe request. If multiple subscriptions per socket is not allowed this can just return since the socket will be closed anyway
+        /// </summary>
+        /// <param name="connection">The connection on which to unsubscribe</param>
+        /// <param name="subscriptionToUnsub">The subscription to unsubscribe</param>
+        /// <returns></returns>
+        protected internal abstract Task<bool> UnsubscribeAsync(SocketConnection connection, SocketSubscription subscriptionToUnsub);
+
+        /// <summary>
+        /// Optional handler to interpolate data before sending it to the handlers
+        /// </summary>
+        /// <param name="message"></param>
+        /// <returns></returns>
+        protected internal virtual JToken ProcessTokenData(JToken message)
+        {
+            return message;
+        }
+
+        /// <summary>
+        /// Add a subscription to a connection
+        /// </summary>
+        /// <typeparam name="T">The type of data the subscription expects</typeparam>
+        /// <param name="request">The request of the subscription</param>
+        /// <param name="identifier">The identifier of the subscription (can be null if request param is used)</param>
+        /// <param name="userSubscription">Whether or not this is a user subscription (counts towards the max amount of handlers on a socket)</param>
+        /// <param name="connection">The socket connection the handler is on</param>
+        /// <param name="dataHandler">The handler of the data received</param>
+        /// <param name="authenticated">Whether the subscription needs authentication</param>
+        /// <returns></returns>
+        protected virtual SocketSubscription? AddSubscription<T>(object? request, string? identifier, bool userSubscription, SocketConnection connection, Action<DataEvent<T>> dataHandler, bool authenticated)
+        {
+            void InternalHandler(MessageEvent messageEvent)
+            {
+                if (typeof(T) == typeof(string))
+                {
+                    var stringData = (T)Convert.ChangeType(messageEvent.JsonData.ToString(), typeof(T));
+                    dataHandler(new DataEvent<T>(stringData, null, Options.OutputOriginalData ? messageEvent.OriginalData : null, messageEvent.ReceivedTimestamp));
+                    return;
+                }
+
+                var desResult = Deserialize<T>(messageEvent.JsonData);
+                if (!desResult)
+                {
+                    _log.Write(LogLevel.Warning, $"Socket {connection.SocketId} Failed to deserialize data into type {typeof(T)}: {desResult.Error}");
+                    return;
+                }
+
+                dataHandler(new DataEvent<T>(desResult.Data, null, Options.OutputOriginalData ? messageEvent.OriginalData : null, messageEvent.ReceivedTimestamp));
+            }
+
+            var subscription = request == null
+                ? SocketSubscription.CreateForIdentifier(NextId(), identifier!, userSubscription, authenticated, InternalHandler)
+                : SocketSubscription.CreateForRequest(NextId(), request, userSubscription, authenticated, InternalHandler);
+            if (!connection.AddSubscription(subscription))
+                return null;
+            return subscription;
+        }
+
+        /// <summary>
+        /// Adds a generic message handler. Used for example to reply to ping requests
+        /// </summary>
+        /// <param name="identifier">The name of the request handler. Needs to be unique</param>
+        /// <param name="action">The action to execute when receiving a message for this handler (checked by <see cref="MessageMatchesHandler(SocketConnection, Newtonsoft.Json.Linq.JToken,string)"/>)</param>
+        protected void AddGenericHandler(string identifier, Action<MessageEvent> action)
+        {
+            genericHandlers.Add(identifier, action);
+            var subscription = SocketSubscription.CreateForIdentifier(NextId(), identifier, false, false, action);
+            foreach (var connection in socketConnections.Values)
+                connection.AddSubscription(subscription);
+        }
+
+        /// <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>
+        public virtual Task<Uri?> GetReconnectUriAsync(SocketConnection connection)
+        {
+            return Task.FromResult<Uri?>(connection.ConnectionUri);
+        }
+
+        /// <summary>
+        /// Update the original request to send when the connection is restored after disconnecting. Can be used to update an authentication token for example.
+        /// </summary>
+        /// <param name="request">The original request</param>
+        /// <returns></returns>
+        public virtual Task<CallResult<object>> RevitalizeRequestAsync(object request)
+        {
+            return Task.FromResult(new CallResult<object>(request));
+        }
+
+        /// <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.SubscriptionCount).FirstOrDefault();
+            var result = socketResult.Equals(default(KeyValuePair<int, SocketConnection>)) ? null : socketResult.Value;
+            if (result != null)
+            {
+                if (result.SubscriptionCount < Options.SocketSubscriptionsCombineTarget || (socketConnections.Count >= Options.MaxSocketConnections && socketConnections.All(s => s.Value.SubscriptionCount >= Options.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)
+            {
+                _log.Write(LogLevel.Warning, $"Failed to determine connection url: " + connectionAddress.Error);
+                return connectionAddress.As<SocketConnection>(null);
+            }
+
+            if (connectionAddress.Data != address)
+                _log.Write(LogLevel.Debug, $"Connection address set to " + connectionAddress.Data);
+
+            // Create new socket
+            var socket = CreateSocket(connectionAddress.Data!);
+            var socketConnection = new SocketConnection(_log, this, socket, address);
+            socketConnection.UnhandledMessage += HandleUnhandledMessage;
+            foreach (var kvp in genericHandlers)
+            {
+                var handler = SocketSubscription.CreateForIdentifier(NextId(), kvp.Key, false, false, kvp.Value);
+                socketConnection.AddSubscription(handler);
+            }
+
+            return new CallResult<SocketConnection>(socketConnection);
+        }
+
+        /// <summary>
+        /// Process an unhandled message
+        /// </summary>
+        /// <param name="token">The token that wasn't processed</param>
+        protected virtual void HandleUnhandledMessage(JToken token)
+        {
+        }
+
+        /// <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), Options.AutoReconnect)
+            {
+                DataInterpreterBytes = dataInterpreterBytes,
+                DataInterpreterString = dataInterpreterString,
+                KeepAliveInterval = KeepAliveInterval,
+                ReconnectInterval = Options.ReconnectInterval,
+                RatelimitPerSecond = RateLimitPerSocketPerSecond,
+                Proxy = ClientOptions.Proxy,
+                Timeout = Options.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(_log, GetWebSocketParameters(address));
+            _log.Write(LogLevel.Debug, $"Socket {socket.Id} new socket created for " + address);
+            return socket;
+        }
+
+        /// <summary>
+        /// Periodically sends data over a socket connection
+        /// </summary>
+        /// <param name="identifier">Identifier for the periodic send</param>
+        /// <param name="interval">How often</param>
+        /// <param name="objGetter">Method returning the object to send</param>
+        public virtual void SendPeriodic(string identifier, TimeSpan interval, Func<SocketConnection, object> objGetter)
+        {
+            if (objGetter == null)
+                throw new ArgumentNullException(nameof(objGetter));
+
+            periodicEvent = new AsyncResetEvent();
+            periodicTask = Task.Run(async () =>
+            {
+                while (!_disposing)
+                {
+                    await periodicEvent.WaitAsync(interval).ConfigureAwait(false);
+                    if (_disposing)
+                        break;
+
+                    foreach (var socketConnection in socketConnections.Values)
+                    {
+                        if (_disposing)
+                            break;
+
+                        if (!socketConnection.Connected)
+                            continue;
+
+                        var obj = objGetter(socketConnection);
+                        if (obj == null)
+                            continue;
+
+                        _log.Write(LogLevel.Trace, $"Socket {socketConnection.SocketId} sending periodic {identifier}");
+
+                        try
+                        {
+                            socketConnection.Send(obj);
+                        }
+                        catch (Exception ex)
+                        {
+                            _log.Write(LogLevel.Warning, $"Socket {socketConnection.SocketId} Periodic send {identifier} failed: " + ex.ToLogString());
+                        }
+                    }
+                }
+            });
+        }
+
+        /// <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)
+        {
+            SocketSubscription? 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;
+
+            _log.Write(LogLevel.Information, $"Socket {connection.SocketId} Unsubscribing subscription " + 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));
+
+            _log.Write(LogLevel.Information, $"Socket {subscription.SocketId} Unsubscribing subscription  " + subscription.Id);
+            await subscription.CloseAsync().ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Unsubscribe all subscriptions
+        /// </summary>
+        /// <returns></returns>
+        public virtual async Task UnsubscribeAllAsync()
+        {
+            _log.Write(LogLevel.Information, $"Unsubscribing all {socketConnections.Sum(s => s.Value.SubscriptionCount)} subscriptions");
+            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()
+        {
+            _log.Write(LogLevel.Information, $"Reconnecting all {socketConnections.Count} connections");
+            var tasks = new List<Task>();
+            {
+                var socketList = socketConnections.Values;
+                foreach (var sub in socketList)
+                    tasks.Add(sub.TriggerReconnectAsync());
+            }
+
+            await Task.WhenAll(tasks.ToArray()).ConfigureAwait(false);
+        }
+
+        /// <summary>
+        /// Log the current state of connections and subscriptions
+        /// </summary>
+        public string GetSubscriptionsState()
+        {
+            var sb = new StringBuilder();
+            sb.AppendLine($"{socketConnections.Count} connections, {CurrentSubscriptions} subscriptions, kbps: {IncomingKbps}");
+            foreach (var connection in socketConnections)
+            {
+                sb.AppendLine($"  Connection {connection.Key}: {connection.Value.SubscriptionCount} subscriptions, status: {connection.Value.Status}, authenticated: {connection.Value.Authenticated}, kbps: {connection.Value.IncomingKbps}");
+                foreach (var subscription in connection.Value.Subscriptions)
+                    sb.AppendLine($"    Subscription {subscription.Id}, authenticated: {subscription.Authenticated}, confirmed: {subscription.Confirmed}");
+            }
+            return sb.ToString();
+        }
+
+        /// <summary>
+        /// Dispose the client
+        /// </summary>
+        public override void Dispose()
+        {
+            _disposing = true;
+            periodicEvent?.Set();
+            periodicEvent?.Dispose();
+            if (socketConnections.Sum(s => s.Value.SubscriptionCount) > 0)
+            {
+                _log.Write(LogLevel.Debug, "Disposing socket client, closing all subscriptions");
+                _ = UnsubscribeAllAsync();
+            }
+            semaphoreSlim?.Dispose();
+            base.Dispose();
         }
     }
 }

CryptoExchange.Net/Converters/ArrayConverter.cs

@@ -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);
 
@@ -106,7 +109,7 @@ namespace CryptoExchange.Net.Converters
 
                     if ((property.PropertyType == typeof(decimal)
                      || property.PropertyType == typeof(decimal?))
-                     && (value != null && value.ToString().Contains("e")))
+                     && (value != null && value.ToString().IndexOf("e", StringComparison.OrdinalIgnoreCase) >= 0))
                     {
                         if (decimal.TryParse(value.ToString(), NumberStyles.Float, CultureInfo.InvariantCulture, out var dec))
                             property.SetValue(result, dec);

CryptoExchange.Net/Converters/EnumConverter.cs

@@ -132,7 +132,7 @@ namespace CryptoExchange.Net.Converters
         public override void WriteJson(JsonWriter writer, object? value, JsonSerializer serializer)
         {
             var stringValue = GetString(value);
-            writer.WriteRawValue(stringValue);
+            writer.WriteValue(stringValue);
         }
     }
 }

CryptoExchange.Net/CryptoExchange.Net.csproj

@@ -6,16 +6,16 @@
     <PackageId>CryptoExchange.Net</PackageId>
     <Authors>JKorf</Authors>
     <Description>A base package for implementing cryptocurrency API's</Description>
-    <PackageVersion>5.1.10</PackageVersion>
-    <AssemblyVersion>5.1.10</AssemblyVersion>
-    <FileVersion>5.1.10</FileVersion>
+    <PackageVersion>5.3.0</PackageVersion>
+    <AssemblyVersion>5.3.0</AssemblyVersion>
+    <FileVersion>5.3.0</FileVersion>
     <PackageRequireLicenseAcceptance>false</PackageRequireLicenseAcceptance>
     <RepositoryType>git</RepositoryType>
     <RepositoryUrl>https://github.com/JKorf/CryptoExchange.Net.git</RepositoryUrl>
     <PackageProjectUrl>https://github.com/JKorf/CryptoExchange.Net</PackageProjectUrl>
     <NeutralLanguage>en</NeutralLanguage>
     <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
-    <PackageReleaseNotes>5.1.10 - Fixed order book reconnecting while Diposed, Fixed exception when disposing socket client while reconnecting, Added additional null/default checking in DateTimeConverter, Changed ConnectionLost subscription event to run in seperate task to prevent exception/longer operations from intervering with reconnecting</PackageReleaseNotes>
+    <PackageReleaseNotes>5.3.0 - Reworked client architecture, shifting funcationality to the ApiClient, Fixed ArrayConverter exponent parsing, Fixed ArrayConverter not checking null, Added optional delay setting after establishing socket connection, Added callback for revitalizing a socket request when reconnecting, Fixed proxy setting websocket</PackageReleaseNotes>
     <Nullable>enable</Nullable>
     <LangVersion>9.0</LangVersion>
     <PackageLicenseExpression>MIT</PackageLicenseExpression>

CryptoExchange.Net/ExtensionMethods.cs

@@ -426,6 +426,7 @@ namespace CryptoExchange.Net
             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)
@@ -454,6 +455,7 @@ namespace CryptoExchange.Net
             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)

CryptoExchange.Net/Interfaces/IRestClient.cs

@@ -10,20 +10,15 @@ namespace CryptoExchange.Net.Interfaces
     public interface IRestClient: IDisposable
     {
         /// <summary>
-        /// The factory for creating requests. Used for unit testing
+        /// The options provided for this client
         /// </summary>
-        IRequestFactory RequestFactory { get; set; }
+        ClientOptions ClientOptions { get; }
 
         /// <summary>
         /// The total amount of requests made with this client
         /// </summary>
         int TotalRequestsMade { get; }
 
-        /// <summary>
-        /// The options provided for this client
-        /// </summary>
-        BaseRestClientOptions ClientOptions { get; }
-
         /// <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>

CryptoExchange.Net/Interfaces/ISocketClient.cs

@@ -14,7 +14,7 @@ namespace CryptoExchange.Net.Interfaces
         /// <summary>
         /// The options provided for this client
         /// </summary>
-        BaseSocketClientOptions ClientOptions { get; }
+        ClientOptions ClientOptions { get; }
 
         /// <summary>
         /// Set the API credentials for this client. All Api clients in this client will use the new credentials, regardless of earlier set options.
@@ -27,6 +27,16 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         public double IncomingKbps { get; }
 
+        /// <summary>
+        /// The current amount of connections to the API from this client. A connection can have multiple subscriptions.
+        /// </summary>
+        public int CurrentConnections { get; }
+        
+        /// <summary>
+        /// The current amount of subscriptions running from the client
+        /// </summary>
+        public int CurrentSubscriptions { get; }
+
         /// <summary>
         /// Unsubscribe from a stream using the subscription id received when starting the subscription
         /// </summary>

CryptoExchange.Net/Interfaces/IWebsocket.cs

@@ -1,4 +1,5 @@
 using CryptoExchange.Net.Objects;
+using CryptoExchange.Net.Sockets;
 using System;
 using System.Security.Authentication;
 using System.Text;
@@ -27,36 +28,28 @@ namespace CryptoExchange.Net.Interfaces
         /// Websocket opened event
         /// </summary>
         event Action OnOpen;
+        /// <summary>
+        /// Websocket has lost connection to the server and is attempting to reconnect
+        /// </summary>
+        event Action OnReconnecting;
+        /// <summary>
+        /// Websocket has reconnected to the server
+        /// </summary>
+        event Action OnReconnected;
+        /// <summary>
+        /// Get reconntion url
+        /// </summary>
+        Func<Task<Uri?>>? GetReconnectionUrl { get; set; }
 
         /// <summary>
         /// Unique id for this socket
         /// </summary>
         int Id { get; }
         /// <summary>
-        /// Origin header
-        /// </summary>
-        string? Origin { get; set; }
-        /// <summary>
-        /// Encoding to use for sending/receiving string data
-        /// </summary>
-        Encoding? Encoding { get; set; }
-        /// <summary>
-        /// The max amount of outgoing messages per second
-        /// </summary>
-        int? RatelimitPerSecond { get; set; }
-        /// <summary>
         /// The current kilobytes per second of data being received, averaged over the last 3 seconds
         /// </summary>
         double IncomingKbps { get; }
         /// <summary>
-        /// Handler for byte data
-        /// </summary>
-        Func<byte[], string>? DataInterpreterBytes { get; set; }
-        /// <summary>
-        /// Handler for string data
-        /// </summary>
-        Func<string, string>? DataInterpreterString { get; set; }
-        /// <summary>
         /// The uri the socket connects to
         /// </summary>
         Uri Uri { get; }
@@ -69,37 +62,20 @@ namespace CryptoExchange.Net.Interfaces
         /// </summary>
         bool IsOpen { get; }
         /// <summary>
-        /// Supported ssl protocols
-        /// </summary>
-        SslProtocols SSLProtocols { get; set; }
-        /// <summary>
-        /// The max time for no data being received before the connection is considered lost
-        /// </summary>
-        TimeSpan Timeout { get; set; }
-        /// <summary>
-        /// Set a proxy to use when connecting
-        /// </summary>
-        /// <param name="proxy"></param>
-        void SetProxy(ApiProxy proxy);
-        /// <summary>
         /// Connect the socket
         /// </summary>
         /// <returns></returns>
-        Task<bool> ConnectAsync();        
-        /// <summary>
-        /// Receive and send messages over the connection. Resulting task should complete when closing the socket.
-        /// </summary>
-        /// <returns></returns>
-        Task ProcessAsync();
+        Task<bool> ConnectAsync();
         /// <summary>
         /// Send data
         /// </summary>
         /// <param name="data"></param>
         void Send(string data);
         /// <summary>
-        /// Reset socket when a connection is lost to prepare for a new connection
+        /// Reconnect the socket
         /// </summary>
-        void Reset();
+        /// <returns></returns>
+        Task ReconnectAsync();
         /// <summary>
         /// Close the connection
         /// </summary>

CryptoExchange.Net/Interfaces/IWebsocketFactory.cs

@@ -1,5 +1,5 @@
-using System.Collections.Generic;
-using CryptoExchange.Net.Logging;
+using CryptoExchange.Net.Logging;
+using CryptoExchange.Net.Sockets;
 
 namespace CryptoExchange.Net.Interfaces
 {
@@ -12,17 +12,8 @@ namespace CryptoExchange.Net.Interfaces
         /// Create a websocket for an url
         /// </summary>
         /// <param name="log">The logger</param>
-        /// <param name="url">The url the socket is fo</param>
+        /// <param name="parameters">The parameters to use for the connection</param>
         /// <returns></returns>
-        IWebsocket CreateWebsocket(Log log, string url);
-        /// <summary>
-        /// Create a websocket for an url
-        /// </summary>
-        /// <param name="log">The logger</param>
-        /// <param name="url">The url the socket is fo</param>
-        /// <param name="cookies">Cookies to be send in the initial request</param>
-        /// <param name="headers">Headers to be send in the initial request</param>
-        /// <returns></returns>
-        IWebsocket CreateWebsocket(Log log, string url, IDictionary<string, string> cookies, IDictionary<string, string> headers);
+        IWebsocket CreateWebsocket(Log log, WebSocketParameters parameters);
     }
 }

CryptoExchange.Net/Logging/Log.cs

@@ -26,6 +26,8 @@ namespace CryptoExchange.Net.Logging
         /// </summary>
         public string ClientName { get; set; }
 
+        private readonly object _lock = new object();
+
         /// <summary>
         /// ctor
         /// </summary>
@@ -42,7 +44,8 @@ namespace CryptoExchange.Net.Logging
         /// <param name="textWriters"></param>
         public void UpdateWriters(List<ILogger> textWriters)
         {
-            writers = textWriters;
+            lock (_lock)
+                writers = textWriters;
         }
 
         /// <summary>
@@ -56,16 +59,19 @@ namespace CryptoExchange.Net.Logging
                 return;
 
             var logMessage = $"{ClientName,-10} | {message}";
-            foreach (var writer in writers.ToList())
+            lock (_lock)
             {
-                try
+                foreach (var writer in writers)
                 {
-                    writer.Log(logLevel, logMessage);
-                }
-                catch (Exception e)
-                {
-                    // Can't write to the logging so where else to output..
-                    Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Failed to write log to writer {writer.GetType()}: " + e.ToLogString());
+                    try
+                    {
+                        writer.Log(logLevel, logMessage);
+                    }
+                    catch (Exception e)
+                    {
+                        // Can't write to the logging so where else to output..
+                        Trace.WriteLine($"{DateTime.Now:yyyy/MM/dd HH:mm:ss:fff} | Warning | Failed to write log to writer {writer.GetType()}: " + e.ToLogString());
+                    }
                 }
             }
         }

CryptoExchange.Net/Objects/Options.cs

@@ -10,215 +10,89 @@ using Microsoft.Extensions.Logging;
 namespace CryptoExchange.Net.Objects
 {
     /// <summary>
-    /// Base options, applicable to everything
+    /// Client options
     /// </summary>
-    public class BaseOptions
+    public abstract class ClientOptions
     {
+        internal event Action? OnLoggingChanged;
+
+        private LogLevel _logLevel = LogLevel.Information;
         /// <summary>
         /// The minimum log level to output
         /// </summary>
-        public LogLevel LogLevel { get; set; } = LogLevel.Information;
+        public LogLevel LogLevel
+        {
+            get => _logLevel;
+            set
+            {
+                _logLevel = value;
+                OnLoggingChanged?.Invoke();
+            }
+        }
 
+        private List<ILogger> _logWriters = new List<ILogger> { new DebugLogger() };
         /// <summary>
         /// The log writers
         /// </summary>
-        public List<ILogger> LogWriters { get; set; } = new List<ILogger> { new DebugLogger() };
-
-        /// <summary>
-        /// If true, the CallResult and DataEvent objects will also include the originally received json data in the OriginalData property
-        /// </summary>
-        public bool OutputOriginalData { get; set; } = false;
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        public BaseOptions(): this(null)
+        public List<ILogger> LogWriters
         {
+            get => _logWriters;
+            set
+            {
+                _logWriters = value;
+                OnLoggingChanged?.Invoke();
+            }
         }
 
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="baseOptions">Copy options from these options to the new options</param>
-        public BaseOptions(BaseOptions? baseOptions)
-        {
-            if (baseOptions == null)
-                return;
-
-            LogLevel = baseOptions.LogLevel;
-            LogWriters = baseOptions.LogWriters.ToList();
-            OutputOriginalData = baseOptions.OutputOriginalData;
-        }
-
-        /// <inheritdoc />
-        public override string ToString()
-        {
-            return $"LogLevel: {LogLevel}, Writers: {LogWriters.Count}, OutputOriginalData: {OutputOriginalData}";
-        }
-    }
-
-    /// <summary>
-    /// Client options, for both the socket and rest clients
-    /// </summary>
-    public class BaseClientOptions : BaseOptions
-    {
         /// <summary>
         /// Proxy to use when connecting
         /// </summary>
         public ApiProxy? Proxy { get; set; }
 
         /// <summary>
-        /// Api credentials to be used for signing requests to private endpoints. These credentials will be used for each API in the client, unless overriden in the API options 
-        /// </summary>
+        /// The api credentials used for signing requests to this API.
+        /// </summary>        
         public ApiCredentials? ApiCredentials { get; set; }
 
         /// <summary>
         /// ctor
         /// </summary>
-        public BaseClientOptions() : this(null)
+        public ClientOptions()
         {
         }
 
         /// <summary>
         /// ctor
         /// </summary>
-        /// <param name="baseOptions">Copy options from these options to the new options</param>
-        public BaseClientOptions(BaseClientOptions? baseOptions) : base(baseOptions)
+        /// <param name="clientOptions">Copy values for the provided options</param>
+        public ClientOptions(ClientOptions? clientOptions)
         {
-            if (baseOptions == null)
+            if (clientOptions == null)
                 return;
 
-            Proxy = baseOptions.Proxy;
-            ApiCredentials = baseOptions.ApiCredentials?.Copy();
+            LogLevel = clientOptions.LogLevel;
+            LogWriters = clientOptions.LogWriters.ToList();
+            Proxy = clientOptions.Proxy;
+            ApiCredentials = clientOptions.ApiCredentials?.Copy();
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="baseOptions">Copy values for the provided options</param>
+        /// <param name="newValues">Copy values for the provided options</param>
+        internal ClientOptions(ClientOptions baseOptions, ClientOptions? newValues)
+        {
+            Proxy = newValues?.Proxy ?? baseOptions.Proxy;
+            LogLevel = baseOptions.LogLevel;
+            LogWriters = baseOptions.LogWriters.ToList();
+            ApiCredentials = newValues?.ApiCredentials?.Copy() ?? baseOptions.ApiCredentials?.Copy();
         }
 
         /// <inheritdoc />
         public override string ToString()
         {
-            return $"{base.ToString()}, Proxy: {(Proxy == null ? "-" : Proxy.Host)}, Base.ApiCredentials: {(ApiCredentials == null ? "-" : "set")}";
-        }
-    }
-
-    /// <summary>
-    /// Rest client options
-    /// </summary>
-    public class BaseRestClientOptions : BaseClientOptions
-    {
-        /// <summary>
-        /// The time the server has to respond to a request before timing out
-        /// </summary>
-        public TimeSpan RequestTimeout { get; set; } = TimeSpan.FromSeconds(30);
-
-        /// <summary>
-        /// Http client to use. If a HttpClient is provided in this property the RequestTimeout and Proxy options provided in these options will be ignored in requests and should be set on the provided HttpClient instance
-        /// </summary>
-        public HttpClient? HttpClient { get; set; }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        public BaseRestClientOptions(): this(null)
-        {
-        }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="baseOptions">Copy options from these options to the new options</param>
-        public BaseRestClientOptions(BaseRestClientOptions? baseOptions): base(baseOptions)
-        {
-            if (baseOptions == null)
-                return;
-
-            HttpClient = baseOptions.HttpClient;
-            RequestTimeout = baseOptions.RequestTimeout;
-        }
-
-        /// <inheritdoc />
-        public override string ToString()
-        {
-            return $"{base.ToString()}, RequestTimeout: {RequestTimeout:c}, HttpClient: {(HttpClient == null ? "-" : "set")}";
-        }
-    }
-
-    /// <summary>
-    /// Socket client options
-    /// </summary>
-    public class BaseSocketClientOptions : BaseClientOptions
-    {
-        /// <summary>
-        /// Whether or not the socket should automatically reconnect when losing connection
-        /// </summary>
-        public bool AutoReconnect { get; set; } = true;
-
-        /// <summary>
-        /// Time to wait between reconnect attempts
-        /// </summary>
-        public TimeSpan ReconnectInterval { get; set; } = TimeSpan.FromSeconds(5);
-
-        /// <summary>
-        /// The maximum number of times to try to reconnect, default null will retry indefinitely 
-        /// </summary>
-        public int? MaxReconnectTries { get; set; }
-
-        /// <summary>
-        /// The maximum number of times to try to resubscribe after reconnecting
-        /// </summary>
-        public int? MaxResubscribeTries { get; set; }
-
-        /// <summary>
-        /// Max number of concurrent resubscription tasks per socket after reconnecting a socket
-        /// </summary>
-        public int MaxConcurrentResubscriptionsPerSocket { get; set; } = 5;
-
-        /// <summary>
-        /// The max time to wait for a response after sending a request on the socket before giving a timeout
-        /// </summary>
-        public TimeSpan SocketResponseTimeout { get; set; } = TimeSpan.FromSeconds(10);
-
-        /// <summary>
-        /// The max time of not receiving any data after which the connection is assumed to be dropped. This can only be used for socket connections where a steady flow of data is expected,
-        /// for example when the server sends intermittent ping requests
-        /// </summary>
-        public TimeSpan SocketNoDataTimeout { get; set; }
-
-        /// <summary>
-        /// The amount of subscriptions that should be made on a single socket connection. Not all API's support multiple subscriptions on a single socket.
-        /// Setting this to a higher number increases subscription speed because not every subscription needs to connect to the server, but having more subscriptions on a 
-        /// single connection will also increase the amount of traffic on that single connection, potentially leading to issues.
-        /// </summary>
-        public int? SocketSubscriptionsCombineTarget { get; set; }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        public BaseSocketClientOptions(): this(null)
-        {
-        }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="baseOptions">Copy options from these options to the new options</param>
-        public BaseSocketClientOptions(BaseSocketClientOptions? baseOptions): base(baseOptions)
-        {
-            if (baseOptions == null)
-                return;
-
-            AutoReconnect = baseOptions.AutoReconnect;
-            ReconnectInterval = baseOptions.ReconnectInterval;
-            MaxReconnectTries = baseOptions.MaxReconnectTries;
-            MaxResubscribeTries = baseOptions.MaxResubscribeTries;
-            MaxConcurrentResubscriptionsPerSocket = baseOptions.MaxConcurrentResubscriptionsPerSocket;
-            SocketResponseTimeout = baseOptions.SocketResponseTimeout;
-            SocketNoDataTimeout = baseOptions.SocketNoDataTimeout;
-            SocketSubscriptionsCombineTarget = baseOptions.SocketSubscriptionsCombineTarget;
-        }
-
-        /// <inheritdoc />
-        public override string ToString()
-        {
-            return $"{base.ToString()}, AutoReconnect: {AutoReconnect}, ReconnectInterval: {ReconnectInterval}, MaxReconnectTries: {MaxReconnectTries}, MaxResubscribeTries: {MaxResubscribeTries}, MaxConcurrentResubscriptionsPerSocket: {MaxConcurrentResubscriptionsPerSocket}, SocketResponseTimeout: {SocketResponseTimeout:c}, SocketNoDataTimeout: {SocketNoDataTimeout}, SocketSubscriptionsCombineTarget: {SocketSubscriptionsCombineTarget}";
+            return $"LogLevel: {LogLevel}, Writers: {LogWriters.Count}, Proxy: {(Proxy == null ? "-" : Proxy.Host)}";
         }
     }
 
@@ -227,6 +101,11 @@ namespace CryptoExchange.Net.Objects
     /// </summary>
     public class ApiClientOptions
     {
+        /// <summary>
+        /// If true, the CallResult and DataEvent objects will also include the originally received json data in the OriginalData property
+        /// </summary>
+        public bool OutputOriginalData { get; set; } = false;
+
         /// <summary>
         /// The base address of the API
         /// </summary>
@@ -264,12 +143,13 @@ namespace CryptoExchange.Net.Objects
         {
             BaseAddress = newValues?.BaseAddress ?? baseOptions.BaseAddress;
             ApiCredentials = newValues?.ApiCredentials?.Copy() ?? baseOptions.ApiCredentials?.Copy();
+            OutputOriginalData = newValues?.OutputOriginalData ?? baseOptions.OutputOriginalData;
         }
 
         /// <inheritdoc />
         public override string ToString()
         {
-            return $"Credentials: {(ApiCredentials == null ? "-" : "Set")}, BaseAddress: {BaseAddress}";
+            return $"OutputOriginalData: {OutputOriginalData}, Credentials: {(ApiCredentials == null ? "-" : "Set")}, BaseAddress: {BaseAddress}";
         }
     }
     
@@ -278,6 +158,16 @@ namespace CryptoExchange.Net.Objects
     /// </summary>
     public class RestApiClientOptions: ApiClientOptions
     {
+        /// <summary>
+        /// The time the server has to respond to a request before timing out
+        /// </summary>
+        public TimeSpan RequestTimeout { get; set; } = TimeSpan.FromSeconds(30);
+
+        /// <summary>
+        /// Http client to use. If a HttpClient is provided in this property the RequestTimeout and Proxy options provided in these options will be ignored in requests and should be set on the provided HttpClient instance
+        /// </summary>
+        public HttpClient? HttpClient { get; set; }
+
         /// <summary>
         /// List of rate limiters to use
         /// </summary>
@@ -320,6 +210,8 @@ namespace CryptoExchange.Net.Objects
         /// <param name="newValues">Copy values for the provided options</param>
         public RestApiClientOptions(RestApiClientOptions baseOn, RestApiClientOptions? newValues): base(baseOn, newValues)
         {
+            HttpClient = newValues?.HttpClient ?? baseOn.HttpClient;
+            RequestTimeout = newValues == default ? baseOn.RequestTimeout : newValues.RequestTimeout;
             RateLimitingBehaviour = newValues?.RateLimitingBehaviour ?? baseOn.RateLimitingBehaviour;
             AutoTimestamp = newValues?.AutoTimestamp ?? baseOn.AutoTimestamp;
             TimestampRecalculationInterval = newValues?.TimestampRecalculationInterval ?? baseOn.TimestampRecalculationInterval;
@@ -329,14 +221,103 @@ namespace CryptoExchange.Net.Objects
         /// <inheritdoc />
         public override string ToString()
         {
-            return $"{base.ToString()}, RateLimiters: {RateLimiters?.Count}, RateLimitBehaviour: {RateLimitingBehaviour}, AutoTimestamp: {AutoTimestamp}, TimestampRecalculationInterval: {TimestampRecalculationInterval}";
+            return $"{base.ToString()}, RequestTimeout: {RequestTimeout:c}, HttpClient: {(HttpClient == null ? "-" : "set")}, RateLimiters: {RateLimiters?.Count}, RateLimitBehaviour: {RateLimitingBehaviour}, AutoTimestamp: {AutoTimestamp}, TimestampRecalculationInterval: {TimestampRecalculationInterval}";
+        }
+    }
+
+    /// <summary>
+    /// Rest API client options
+    /// </summary>
+    public class SocketApiClientOptions : ApiClientOptions
+    {
+        /// <summary>
+        /// Whether or not the socket should automatically reconnect when losing connection
+        /// </summary>
+        public bool AutoReconnect { get; set; } = true;
+
+        /// <summary>
+        /// Time to wait between reconnect attempts
+        /// </summary>
+        public TimeSpan ReconnectInterval { get; set; } = TimeSpan.FromSeconds(5);
+
+        /// <summary>
+        /// Max number of concurrent resubscription tasks per socket after reconnecting a socket
+        /// </summary>
+        public int MaxConcurrentResubscriptionsPerSocket { get; set; } = 5;
+
+        /// <summary>
+        /// The max time to wait for a response after sending a request on the socket before giving a timeout
+        /// </summary>
+        public TimeSpan SocketResponseTimeout { get; set; } = TimeSpan.FromSeconds(10);
+
+        /// <summary>
+        /// The max time of not receiving any data after which the connection is assumed to be dropped. This can only be used for socket connections where a steady flow of data is expected,
+        /// for example when the server sends intermittent ping requests
+        /// </summary>
+        public TimeSpan SocketNoDataTimeout { get; set; }
+
+        /// <summary>
+        /// The amount of subscriptions that should be made on a single socket connection. Not all API's support multiple subscriptions on a single socket.
+        /// Setting this to a higher number increases subscription speed because not every subscription needs to connect to the server, but having more subscriptions on a 
+        /// single connection will also increase the amount of traffic on that single connection, potentially leading to issues.
+        /// </summary>
+        public int? SocketSubscriptionsCombineTarget { get; set; }
+
+        /// <summary>
+        /// The max amount of connections to make to the server. Can be used for API's which only allow a certain number of connections. Changing this to a high value might cause issues.
+        /// </summary>
+        public int? MaxSocketConnections { get; set; }
+
+        /// <summary>
+        /// The time to wait after connecting a socket before sending messages. Can be used for API's which will rate limit if you subscribe directly after connecting.
+        /// </summary>
+        public TimeSpan DelayAfterConnect = TimeSpan.Zero;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        public SocketApiClientOptions()
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="baseAddress">Base address for the API</param>
+        public SocketApiClientOptions(string baseAddress) : base(baseAddress)
+        {
+        }
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="baseOptions">Copy values for the provided options</param>
+        /// <param name="newValues">Copy values for the provided options</param>
+        public SocketApiClientOptions(SocketApiClientOptions baseOptions, SocketApiClientOptions? newValues) : base(baseOptions, newValues)
+        {
+            if (baseOptions == null)
+                return;
+
+            AutoReconnect = baseOptions.AutoReconnect;
+            ReconnectInterval = baseOptions.ReconnectInterval;
+            MaxConcurrentResubscriptionsPerSocket = baseOptions.MaxConcurrentResubscriptionsPerSocket;
+            SocketResponseTimeout = baseOptions.SocketResponseTimeout;
+            SocketNoDataTimeout = baseOptions.SocketNoDataTimeout;
+            SocketSubscriptionsCombineTarget = baseOptions.SocketSubscriptionsCombineTarget;
+            MaxSocketConnections = baseOptions.MaxSocketConnections;
+        }
+
+        /// <inheritdoc />
+        public override string ToString()
+        {
+            return $"{base.ToString()}, AutoReconnect: {AutoReconnect}, ReconnectInterval: {ReconnectInterval}, MaxConcurrentResubscriptionsPerSocket: {MaxConcurrentResubscriptionsPerSocket}, SocketResponseTimeout: {SocketResponseTimeout:c}, SocketNoDataTimeout: {SocketNoDataTimeout}, SocketSubscriptionsCombineTarget: {SocketSubscriptionsCombineTarget}, MaxSocketConnections: {MaxSocketConnections}";
         }
     }
 
     /// <summary>
     /// Base for order book options
     /// </summary>
-    public class OrderBookOptions : BaseOptions
+    public class OrderBookOptions : ClientOptions
     {
         /// <summary>
         /// Whether or not checksum validation is enabled. Default is true, disabling will ignore checksum messages.

CryptoExchange.Net/OrderBook/SymbolOrderBook.cs

@@ -40,7 +40,7 @@ namespace CryptoExchange.Net.OrderBook
                 set { } }
         }
 
-        private static readonly ISymbolOrderBookEntry emptySymbolOrderBookEntry = new EmptySymbolOrderBookEntry();
+        private static readonly ISymbolOrderBookEntry _emptySymbolOrderBookEntry = new EmptySymbolOrderBookEntry();
 
 
         /// <summary>
@@ -167,7 +167,7 @@ namespace CryptoExchange.Net.OrderBook
             get
             {
                 lock (_bookLock)
-                    return bids.FirstOrDefault().Value ?? emptySymbolOrderBookEntry;
+                    return bids.FirstOrDefault().Value ?? _emptySymbolOrderBookEntry;
             }
         }
 
@@ -177,7 +177,7 @@ namespace CryptoExchange.Net.OrderBook
             get
             {
                 lock (_bookLock)
-                    return asks.FirstOrDefault().Value ?? emptySymbolOrderBookEntry;
+                    return asks.FirstOrDefault().Value ?? _emptySymbolOrderBookEntry;
             }
         }
 
@@ -581,7 +581,9 @@ namespace CryptoExchange.Net.OrderBook
             var (bestBid, bestAsk) = BestOffers;
             if (bestBid.Price != prevBestBid.Price || bestBid.Quantity != prevBestBid.Quantity ||
                    bestAsk.Price != prevBestAsk.Price || bestAsk.Quantity != prevBestAsk.Quantity)
+            {
                 OnBestOffersChanged?.Invoke((bestBid, bestAsk));
+            }
         }
 
         private void Reset()
@@ -752,7 +754,9 @@ namespace CryptoExchange.Net.OrderBook
                     _ = _subscription!.ReconnectAsync();
                 }
                 else
+                {
                     await ResyncAsync().ConfigureAwait(false);
+                }
             });
         }
 

CryptoExchange.Net/Sockets/CryptoExchangeWebSocketClient.cs

@@ -5,13 +5,11 @@ using Microsoft.Extensions.Logging;
 using System;
 using System.Collections.Concurrent;
 using System.Collections.Generic;
-using System.Diagnostics;
 using System.IO;
 using System.Linq;
 using System.Net;
 using System.Net.WebSockets;
-using System.Security.Authentication;
-using System.Text;
+using System.Runtime.InteropServices;
 using System.Threading;
 using System.Threading.Tasks;
 
@@ -22,18 +20,32 @@ namespace CryptoExchange.Net.Sockets
     /// </summary>
     public class CryptoExchangeWebSocketClient : IWebsocket
     {
+        enum ProcessState
+        {
+            Idle,
+            Processing,
+            WaitingForClose,
+            Reconnecting
+        }
+
         internal static int lastStreamId;
         private static readonly object streamIdLock = new();
 
-        private ClientWebSocket _socket;
         private readonly AsyncResetEvent _sendEvent;
         private readonly ConcurrentQueue<byte[]> _sendBuffer;
-        private readonly IDictionary<string, string> cookies;
-        private readonly IDictionary<string, string> headers;
-        private CancellationTokenSource _ctsSource;
-
+        private readonly SemaphoreSlim _closeSem;
         private readonly List<DateTime> _outgoingMessages;
+
+        private ClientWebSocket _socket;
+        private CancellationTokenSource _ctsSource;
         private DateTime _lastReceivedMessagesUpdate;
+        private Task? _processTask;
+        private Task? _closeTask;
+        private bool _stopRequested;
+        private bool _disposed;
+        private ProcessState _processState;
+        private DateTime _lastReconnectTime;
+
 
         /// <summary>
         /// Received messages, the size and the timstamp
@@ -48,48 +60,21 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Log
         /// </summary>
-        protected Log log;
-
-        /// <summary>
-        /// Handlers for when an error happens on the socket
-        /// </summary>
-        protected readonly List<Action<Exception>> errorHandlers = new();
-        /// <summary>
-        /// Handlers for when the socket connection is opened
-        /// </summary>
-        protected readonly List<Action> openHandlers = new();
-        /// <summary>
-        /// Handlers for when the connection is closed
-        /// </summary>
-        protected readonly List<Action> closeHandlers = new();
-        /// <summary>
-        /// Handlers for when a message is received
-        /// </summary>
-        protected readonly List<Action<string>> messageHandlers = new();
+        protected Log _log;
 
         /// <inheritdoc />
         public int Id { get; }
 
         /// <inheritdoc />
-        public string? Origin { get; set; }
+        public WebSocketParameters Parameters { get; }
 
         /// <summary>
         /// The timestamp this socket has been active for the last time
         /// </summary>
         public DateTime LastActionTime { get; private set; }
-
-        /// <summary>
-        /// Delegate used for processing byte data received from socket connections before it is processed by handlers
-        /// </summary>
-        public Func<byte[], string>? DataInterpreterBytes { get; set; }
-
-        /// <summary>
-        /// Delegate used for processing string data received from socket connections before it is processed by handlers
-        /// </summary>
-        public Func<string, string>? DataInterpreterString { get; set; }
-
+        
         /// <inheritdoc />
-        public Uri Uri { get; }
+        public Uri Uri => Parameters.Uri;
 
         /// <inheritdoc />
         public bool IsClosed => _socket.State == WebSocketState.Closed;
@@ -97,31 +82,6 @@ namespace CryptoExchange.Net.Sockets
         /// <inheritdoc />
         public bool IsOpen => _socket.State == WebSocketState.Open && !_ctsSource.IsCancellationRequested;
 
-        /// <summary>
-        /// Ssl protocols supported. NOT USED BY THIS IMPLEMENTATION
-        /// </summary>
-        public SslProtocols SSLProtocols { get; set; }
-
-        private Encoding _encoding = Encoding.UTF8;
-        /// <inheritdoc />
-        public Encoding? Encoding
-        {
-            get => _encoding;
-            set
-            {
-                if(value != null)
-                    _encoding = value;
-            }
-        }
-
-        /// <summary>
-        /// The max amount of outgoing messages per second
-        /// </summary>
-        public int? RatelimitPerSecond { get; set; }
-
-        /// <inheritdoc />
-        public TimeSpan Timeout { get; set; }
-
         /// <inheritdoc />
         public double IncomingKbps
         {
@@ -140,57 +100,31 @@ namespace CryptoExchange.Net.Sockets
         }
 
         /// <inheritdoc />
-        public event Action OnClose
-        {
-            add => closeHandlers.Add(value);
-            remove => closeHandlers.Remove(value);
-        }
-
+        public event Action? OnClose;
         /// <inheritdoc />
-        public event Action<string> OnMessage
-        {
-            add => messageHandlers.Add(value);
-            remove => messageHandlers.Remove(value);
-        }
-
+        public event Action<string>? OnMessage;
         /// <inheritdoc />
-        public event Action<Exception> OnError
-        {
-            add => errorHandlers.Add(value);
-            remove => errorHandlers.Remove(value);
-        }
-
+        public event Action<Exception>? OnError;
         /// <inheritdoc />
-        public event Action OnOpen
-        {
-            add => openHandlers.Add(value);
-            remove => openHandlers.Remove(value);
-        }
+        public event Action? OnOpen;
+        /// <inheritdoc />
+        public event Action? OnReconnecting;
+        /// <inheritdoc />
+        public event Action? OnReconnected;
+        /// <inheritdoc />
+        public Func<Task<Uri?>>? GetReconnectionUrl { get; set; }
 
         /// <summary>
         /// ctor
         /// </summary>
         /// <param name="log">The log object to use</param>
-        /// <param name="uri">The uri the socket should connect to</param>
-        public CryptoExchangeWebSocketClient(Log log, Uri uri) : this(log, uri, new Dictionary<string, string>(), new Dictionary<string, string>())
-        {
-        }
-
-        /// <summary>
-        /// ctor
-        /// </summary>
-        /// <param name="log">The log object to use</param>
-        /// <param name="uri">The uri the socket should connect to</param>
-        /// <param name="cookies">Cookies to sent in the socket connection request</param>
-        /// <param name="headers">Headers to sent in the socket connection request</param>
-        public CryptoExchangeWebSocketClient(Log log, Uri uri, IDictionary<string, string> cookies, IDictionary<string, string> headers)
+        /// <param name="websocketParameters">The parameters for this socket</param>
+        public CryptoExchangeWebSocketClient(Log log, WebSocketParameters websocketParameters)
         {
             Id = NextStreamId();
-            this.log = log;
-            Uri = uri;
-            this.cookies = cookies;
-            this.headers = headers;
+            _log = log;
 
+            Parameters = websocketParameters;
             _outgoingMessages = new List<DateTime>();
             _receivedMessages = new List<ReceiveItem>();
             _sendEvent = new AsyncResetEvent();
@@ -198,84 +132,209 @@ namespace CryptoExchange.Net.Sockets
             _ctsSource = new CancellationTokenSource();
             _receivedMessagesLock = new object();
 
+            _closeSem = new SemaphoreSlim(1, 1);
             _socket = CreateSocket();
         }
 
-        /// <inheritdoc />
-        public virtual void SetProxy(ApiProxy proxy)
-        {
-            if (!Uri.TryCreate($"{proxy.Host}:{proxy.Port}", UriKind.Absolute, out var uri))
-                throw new ArgumentException("Proxy settings invalid, {proxy.Host}:{proxy.Port} not a valid URI", nameof(proxy));
-
-            _socket.Options.Proxy = uri?.Scheme == null
-                ? _socket.Options.Proxy = new WebProxy(proxy.Host, proxy.Port)
-                : _socket.Options.Proxy = new WebProxy
-                {
-                    Address = uri
-                };
-
-            if (proxy.Login != null)
-                _socket.Options.Proxy.Credentials = new NetworkCredential(proxy.Login, proxy.Password);
-        }
-
         /// <inheritdoc />
         public virtual async Task<bool> ConnectAsync()
         {
-            log.Write(LogLevel.Debug, $"Socket {Id} connecting");
+            if (!await ConnectInternalAsync().ConfigureAwait(false))
+                return false;
+            
+            OnOpen?.Invoke();
+            _processTask = ProcessAsync();
+            return true;            
+        }
+
+        /// <summary>
+        /// Create the socket object
+        /// </summary>
+        private ClientWebSocket CreateSocket()
+        {
+            var cookieContainer = new CookieContainer();
+            foreach (var cookie in Parameters.Cookies)
+                cookieContainer.Add(new Cookie(cookie.Key, cookie.Value));
+
+            var socket = new ClientWebSocket();
             try
             {
-                using CancellationTokenSource tcs = new(TimeSpan.FromSeconds(10));                
+                socket.Options.Cookies = cookieContainer;
+                foreach (var header in Parameters.Headers)
+                    socket.Options.SetRequestHeader(header.Key, header.Value);
+                socket.Options.KeepAliveInterval = Parameters.KeepAliveInterval ?? TimeSpan.Zero;
+                socket.Options.SetBuffer(65536, 65536); // Setting it to anything bigger than 65536 throws an exception in .net framework
+                if (Parameters.Proxy != null)
+                    SetProxy(socket, Parameters.Proxy);
+            }
+            catch (PlatformNotSupportedException)
+            {
+                // Options are not supported on certain platforms (WebAssembly for instance)
+                // best we can do it try to connect without setting options.
+            }
+
+            return socket;
+        }
+
+        private async Task<bool> ConnectInternalAsync()
+        {
+            _log.Write(LogLevel.Debug, $"Socket {Id} connecting");
+            try
+            {
+                using CancellationTokenSource tcs = new(TimeSpan.FromSeconds(10));
                 await _socket.ConnectAsync(Uri, tcs.Token).ConfigureAwait(false);
-                
-                Handle(openHandlers);
             }
             catch (Exception e)
             {
-                log.Write(LogLevel.Debug, $"Socket {Id} connection failed: " + e.ToLogString());
+                _log.Write(LogLevel.Debug, $"Socket {Id} connection failed: " + e.ToLogString());
                 return false;
             }
-    
-            log.Write(LogLevel.Debug, $"Socket {Id} connected to {Uri}");
+
+            _log.Write(LogLevel.Debug, $"Socket {Id} connected to {Uri}");
             return true;
         }
 
         /// <inheritdoc />
-        public virtual async Task ProcessAsync()
+        private async Task ProcessAsync()
         {
-            log.Write(LogLevel.Trace, $"Socket {Id} ProcessAsync started");
-            var sendTask = SendLoopAsync();
-            var receiveTask = ReceiveLoopAsync();
-            var timeoutTask = Timeout != default ? CheckTimeoutAsync() : Task.CompletedTask;
-            log.Write(LogLevel.Trace, $"Socket {Id} processing startup completed");
-            await Task.WhenAll(sendTask, receiveTask, timeoutTask).ConfigureAwait(false);
-            log.Write(LogLevel.Trace, $"Socket {Id} ProcessAsync finished");
+            while (!_stopRequested)
+            {
+                _log.Write(LogLevel.Debug, $"Socket {Id} starting processing tasks");
+                _processState = ProcessState.Processing;
+                var sendTask = SendLoopAsync();
+                var receiveTask = ReceiveLoopAsync();
+                var timeoutTask = Parameters.Timeout != null && Parameters.Timeout > TimeSpan.FromSeconds(0) ? CheckTimeoutAsync() : Task.CompletedTask;
+                await Task.WhenAll(sendTask, receiveTask, timeoutTask).ConfigureAwait(false);
+                _log.Write(LogLevel.Debug, $"Socket {Id} processing tasks finished");
+
+                _processState = ProcessState.WaitingForClose;
+                while (_closeTask == null)
+                    await Task.Delay(50).ConfigureAwait(false);
+
+                await _closeTask.ConfigureAwait(false);
+                _closeTask = null;
+
+                if (!Parameters.AutoReconnect)
+                {
+                    _processState = ProcessState.Idle;
+                    OnClose?.Invoke();
+                    return;
+                }    
+
+                if (!_stopRequested)
+                {
+                    _processState = ProcessState.Reconnecting;
+                    OnReconnecting?.Invoke();                    
+                }
+
+                var sinceLastReconnect = DateTime.UtcNow - _lastReconnectTime;
+                if (sinceLastReconnect < Parameters.ReconnectInterval)
+                    await Task.Delay(Parameters.ReconnectInterval - sinceLastReconnect).ConfigureAwait(false);
+
+                while (!_stopRequested)
+                {
+                    _log.Write(LogLevel.Debug, $"Socket {Id} attempting to reconnect");
+                    var task = GetReconnectionUrl?.Invoke();
+                    if (task != null)
+                    {
+                        var reconnectUri = await task.ConfigureAwait(false);
+                        if (reconnectUri != null && Parameters.Uri != reconnectUri)
+                        {
+                            _log.Write(LogLevel.Debug, $"Socket {Id} reconnect URI set to {reconnectUri}");
+                            Parameters.Uri = reconnectUri;
+                        }
+                    }
+
+                    _socket = CreateSocket();
+                    _ctsSource.Dispose();
+                    _ctsSource = new CancellationTokenSource();
+                    while (_sendBuffer.TryDequeue(out _)) { } // Clear send buffer
+
+                    var connected = await ConnectInternalAsync().ConfigureAwait(false);
+                    if (!connected)
+                    {
+                        await Task.Delay(Parameters.ReconnectInterval).ConfigureAwait(false);
+                        continue;
+                    }
+
+                    _lastReconnectTime = DateTime.UtcNow;
+                    OnReconnected?.Invoke();
+                    break;
+                }
+            }
+
+            _processState = ProcessState.Idle;
         }
 
         /// <inheritdoc />
         public virtual void Send(string data)
         {
             if (_ctsSource.IsCancellationRequested)
-                throw new InvalidOperationException($"Socket {Id} Can't send data when socket is not connected");
+                return;
 
-            var bytes = _encoding.GetBytes(data);
-            log.Write(LogLevel.Trace, $"Socket {Id} Adding {bytes.Length} to sent buffer");
+            var bytes = Parameters.Encoding.GetBytes(data);
+            _log.Write(LogLevel.Trace, $"Socket {Id} Adding {bytes.Length} to sent buffer");
             _sendBuffer.Enqueue(bytes);
             _sendEvent.Set();
         }
 
+        /// <inheritdoc />
+        public virtual async Task ReconnectAsync()
+        {
+            if (_processState != ProcessState.Processing && IsOpen)
+                return;
+
+            _log.Write(LogLevel.Debug, $"Socket {Id} reconnect requested");
+            _closeTask = CloseInternalAsync();
+            await _closeTask.ConfigureAwait(false);
+        }
+
         /// <inheritdoc />
         public virtual async Task CloseAsync()
         {
-            log.Write(LogLevel.Debug, $"Socket {Id} closing");
-            await CloseInternalAsync().ConfigureAwait(false);
+            await _closeSem.WaitAsync().ConfigureAwait(false);
+            try
+            {
+                if (_closeTask != null && !_closeTask.IsCompleted)
+                {
+                    _log.Write(LogLevel.Debug, $"Socket {Id} CloseAsync() waiting for existing close task");
+                    await _closeTask.ConfigureAwait(false);
+                    return;
+                }
+
+                _stopRequested = true;
+
+                if (!IsOpen)
+                {
+                    _log.Write(LogLevel.Debug, $"Socket {Id} CloseAsync() socket not open");
+                    return;
+                }
+
+                _log.Write(LogLevel.Debug, $"Socket {Id} closing");
+                _closeTask = CloseInternalAsync();
+            }
+            finally
+            {
+                _closeSem.Release();
+            }
+
+            await _closeTask.ConfigureAwait(false);
+            if(_processTask != null)
+                await _processTask.ConfigureAwait(false);
+            OnClose?.Invoke();
+            _log.Write(LogLevel.Debug, $"Socket {Id} closed");
         }
-        
+
         /// <summary>
         /// Internal close method
         /// </summary>
         /// <returns></returns>
         private async Task CloseInternalAsync()
         {
+            if (_disposed)
+                return;
+
+            //_closeState = CloseState.Closing;
             _ctsSource.Cancel();
             _sendEvent.Set();
 
@@ -285,11 +344,26 @@ namespace CryptoExchange.Net.Sockets
                 {
                     await _socket.CloseOutputAsync(WebSocketCloseStatus.NormalClosure, "Closing", default).ConfigureAwait(false);
                 }
-                catch(Exception)
-                { } // Can sometimes throw an exception when socket is in aborted state due to timing
+                catch (Exception)
+                {
+                    // Can sometimes throw an exception when socket is in aborted state due to timing
+                    // Websocket is set to Aborted state when the cancelation token is set during SendAsync/ReceiveAsync
+                    // So socket might go to aborted state, might still be open
+                }
+            }
+            else if(_socket.State == WebSocketState.CloseReceived)
+            {
+                try
+                {
+                    await _socket.CloseAsync(WebSocketCloseStatus.NormalClosure, "Closing", default).ConfigureAwait(false);
+                }
+                catch (Exception)
+                {
+                    // Can sometimes throw an exception when socket is in aborted state due to timing
+                    // Websocket is set to Aborted state when the cancelation token is set during SendAsync/ReceiveAsync
+                    // So socket might go to aborted state, might still be open
+                }
             }
-            log.Write(LogLevel.Debug, $"Socket {Id} closed");
-            Handle(closeHandlers);
         }
 
         /// <summary>
@@ -297,44 +371,14 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public void Dispose()
         {
-            log.Write(LogLevel.Debug, $"Socket {Id} disposing");
+            if (_disposed)
+                return;
+
+            _log.Write(LogLevel.Debug, $"Socket {Id} disposing");
+            _disposed = true;
             _socket.Dispose();
             _ctsSource.Dispose();
-
-            errorHandlers.Clear();
-            openHandlers.Clear();
-            closeHandlers.Clear();
-            messageHandlers.Clear();
-            log.Write(LogLevel.Trace, $"Socket {Id} disposed");
-        }
-
-        /// <inheritdoc />
-        public void Reset()
-        {
-            log.Write(LogLevel.Debug, $"Socket {Id} resetting");
-            _ctsSource = new CancellationTokenSource();
-
-            while (_sendBuffer.TryDequeue(out _)) { } // Clear send buffer
-
-            _socket = CreateSocket();
-        }
-        
-        /// <summary>
-        /// Create the socket object
-        /// </summary>
-        private ClientWebSocket CreateSocket()
-        {
-            var cookieContainer = new CookieContainer();
-            foreach (var cookie in cookies)
-                cookieContainer.Add(new Cookie(cookie.Key, cookie.Value));
-
-            var socket = new ClientWebSocket();
-            socket.Options.Cookies = cookieContainer;
-            foreach (var header in headers)
-                socket.Options.SetRequestHeader(header.Key, header.Value);
-            socket.Options.KeepAliveInterval = TimeSpan.FromSeconds(10);
-            socket.Options.SetBuffer(65536, 65536); // Setting it to anything bigger than 65536 throws an exception in .net framework
-            return socket;
+            _log.Write(LogLevel.Trace, $"Socket {Id} disposed");
         }
 
         /// <summary>
@@ -357,25 +401,25 @@ namespace CryptoExchange.Net.Sockets
 
                     while (_sendBuffer.TryDequeue(out var data))
                     {
-                        if (RatelimitPerSecond != null)
+                        if (Parameters.RatelimitPerSecond != null)
                         {
                             // Wait for rate limit
                             DateTime? start = null;
-                            while (MessagesSentLastSecond() >= RatelimitPerSecond)
+                            while (MessagesSentLastSecond() >= Parameters.RatelimitPerSecond)
                             {
                                 start ??= DateTime.UtcNow;
                                 await Task.Delay(50).ConfigureAwait(false);
                             }
 
                             if (start != null)
-                                log.Write(LogLevel.Trace, $"Socket {Id} sent delayed {Math.Round((DateTime.UtcNow - start.Value).TotalMilliseconds)}ms because of rate limit");
+                                _log.Write(LogLevel.Debug, $"Socket {Id} sent delayed {Math.Round((DateTime.UtcNow - start.Value).TotalMilliseconds)}ms because of rate limit");
                         }
 
                         try
                         {
                             await _socket.SendAsync(new ArraySegment<byte>(data, 0, data.Length), WebSocketMessageType.Text, true, _ctsSource.Token).ConfigureAwait(false);
                             _outgoingMessages.Add(DateTime.UtcNow);
-                            log.Write(LogLevel.Trace, $"Socket {Id} sent {data.Length} bytes");
+                            _log.Write(LogLevel.Trace, $"Socket {Id} sent {data.Length} bytes");
                         }
                         catch (OperationCanceledException)
                         {
@@ -384,9 +428,9 @@ namespace CryptoExchange.Net.Sockets
                         }
                         catch (Exception ioe)
                         {
-                            // Connection closed unexpectedly, .NET framework                      
-                            Handle(errorHandlers, ioe);
-                            await CloseInternalAsync().ConfigureAwait(false);
+                            // Connection closed unexpectedly, .NET framework
+                            OnError?.Invoke(ioe);
+                            _closeTask = CloseInternalAsync();
                             break;
                         }
                     }
@@ -397,12 +441,12 @@ namespace CryptoExchange.Net.Sockets
                 // Because this is running in a separate task and not awaited until the socket gets closed
                 // any exception here will crash the send processing, but do so silently unless the socket get's stopped.
                 // Make sure we at least let the owner know there was an error
-                Handle(errorHandlers, e);
+                OnError?.Invoke(e);
                 throw;
             }
             finally
             {
-                log.Write(LogLevel.Trace, $"Socket {Id} Send loop finished");
+                _log.Write(LogLevel.Debug, $"Socket {Id} Send loop finished");
             }
         }
 
@@ -440,17 +484,17 @@ namespace CryptoExchange.Net.Sockets
                         }
                         catch (Exception wse)
                         {
-                            // Connection closed unexpectedly        
-                            Handle(errorHandlers, wse);
-                            await CloseInternalAsync().ConfigureAwait(false);
+                            // Connection closed unexpectedly
+                            OnError?.Invoke(wse);
+                            _closeTask = CloseInternalAsync();
                             break;
                         }
 
                         if (receiveResult.MessageType == WebSocketMessageType.Close)
                         {
                             // Connection closed unexpectedly        
-                            log.Write(LogLevel.Debug, $"Socket {Id} received `Close` message");
-                            await CloseInternalAsync().ConfigureAwait(false);
+                            _log.Write(LogLevel.Debug, $"Socket {Id} received `Close` message");
+                            _closeTask = CloseInternalAsync();
                             break;
                         }
 
@@ -459,7 +503,7 @@ namespace CryptoExchange.Net.Sockets
                             // We received data, but it is not complete, write it to a memory stream for reassembling
                             multiPartMessage = true;
                             memoryStream ??= new MemoryStream();
-                            log.Write(LogLevel.Trace, $"Socket {Id} received {receiveResult.Count} bytes in partial message");
+                            _log.Write(LogLevel.Trace, $"Socket {Id} received {receiveResult.Count} bytes in partial message");
                             await memoryStream.WriteAsync(buffer.Array, buffer.Offset, receiveResult.Count).ConfigureAwait(false);
                         }
                         else
@@ -467,13 +511,13 @@ namespace CryptoExchange.Net.Sockets
                             if (!multiPartMessage)
                             {
                                 // Received a complete message and it's not multi part
-                                log.Write(LogLevel.Trace, $"Socket {Id} received {receiveResult.Count} bytes in single message");
+                                _log.Write(LogLevel.Trace, $"Socket {Id} received {receiveResult.Count} bytes in single message");
                                 HandleMessage(buffer.Array!, buffer.Offset, receiveResult.Count, receiveResult.MessageType);
                             }
                             else
                             {
                                 // Received the end of a multipart message, write to memory stream for reassembling
-                                log.Write(LogLevel.Trace, $"Socket {Id} received {receiveResult.Count} bytes in partial message");
+                                _log.Write(LogLevel.Trace, $"Socket {Id} received {receiveResult.Count} bytes in partial message");
                                 await memoryStream!.WriteAsync(buffer.Array, buffer.Offset, receiveResult.Count).ConfigureAwait(false);
                             }
                             break;
@@ -501,12 +545,12 @@ namespace CryptoExchange.Net.Sockets
                         if (receiveResult?.EndOfMessage == true)
                         {
                             // Reassemble complete message from memory stream
-                            log.Write(LogLevel.Trace, $"Socket {Id} reassembled message of {memoryStream!.Length} bytes");
+                            _log.Write(LogLevel.Trace, $"Socket {Id} reassembled message of {memoryStream!.Length} bytes");
                             HandleMessage(memoryStream!.ToArray(), 0, (int)memoryStream.Length, receiveResult.MessageType);
                             memoryStream.Dispose();
                         }
                         else
-                            log.Write(LogLevel.Trace, $"Socket {Id} discarding incomplete message of {memoryStream!.Length} bytes");
+                            _log.Write(LogLevel.Trace, $"Socket {Id} discarding incomplete message of {memoryStream!.Length} bytes");
                     }
                 }
             }
@@ -515,12 +559,12 @@ namespace CryptoExchange.Net.Sockets
                 // Because this is running in a separate task and not awaited until the socket gets closed
                 // any exception here will crash the receive processing, but do so silently unless the socket gets stopped.
                 // Make sure we at least let the owner know there was an error
-                Handle(errorHandlers, e);
+                OnError?.Invoke(e);
                 throw;
             }
             finally
             {
-                log.Write(LogLevel.Trace, $"Socket {Id} Receive loop finished");
+                _log.Write(LogLevel.Debug, $"Socket {Id} Receive loop finished");
             }
         }
 
@@ -536,54 +580,92 @@ namespace CryptoExchange.Net.Sockets
             string strData;
             if (messageType == WebSocketMessageType.Binary)
             {
-                if (DataInterpreterBytes == null)
+                if (Parameters.DataInterpreterBytes == null)
                     throw new Exception("Byte interpreter not set while receiving byte data");
 
                 try
                 {
                     var relevantData = new byte[count];
                     Array.Copy(data, offset, relevantData, 0, count);
-                    strData = DataInterpreterBytes(relevantData);
+                    strData = Parameters.DataInterpreterBytes(relevantData);
                 }
                 catch(Exception e)
                 {
-                    log.Write(LogLevel.Error, $"Socket {Id} unhandled exception during byte data interpretation: " + e.ToLogString());
+                    _log.Write(LogLevel.Error, $"Socket {Id} unhandled exception during byte data interpretation: " + e.ToLogString());
                     return;
                 }
             }
             else
-                strData = _encoding.GetString(data, offset, count);
+                strData = Parameters.Encoding.GetString(data, offset, count);
 
-            if (DataInterpreterString != null)
+            if (Parameters.DataInterpreterString != null)
             {
                 try
                 {
-                    strData = DataInterpreterString(strData);
+                    strData = Parameters.DataInterpreterString(strData);
                 }
                 catch(Exception e)
                 {
-                    log.Write(LogLevel.Error, $"Socket {Id} unhandled exception during string data interpretation: " + e.ToLogString());
+                    _log.Write(LogLevel.Error, $"Socket {Id} unhandled exception during string data interpretation: " + e.ToLogString());
                     return;
                 }
             }
 
             try
             {
-                Handle(messageHandlers, strData);
+                LastActionTime = DateTime.UtcNow;
+                OnMessage?.Invoke(strData);
             }
             catch(Exception e)
             {
-                log.Write(LogLevel.Error, $"Socket {Id} unhandled exception during message processing: " + e.ToLogString());
+                _log.Write(LogLevel.Error, $"Socket {Id} unhandled exception during message processing: " + e.ToLogString());
             }
         }
 
+        /// <summary>
+        /// Trigger the OnMessage event
+        /// </summary>
+        /// <param name="data"></param>
+        protected void TriggerOnMessage(string data)
+        {
+            LastActionTime = DateTime.UtcNow;
+            OnMessage?.Invoke(data);
+        }
+
+        /// <summary>
+        /// Trigger the OnError event
+        /// </summary>
+        /// <param name="ex"></param>
+        protected void TriggerOnError(Exception ex) => OnError?.Invoke(ex);
+
+        /// <summary>
+        /// Trigger the OnError event
+        /// </summary>
+        protected void TriggerOnOpen() => OnOpen?.Invoke();
+
+        /// <summary>
+        /// Trigger the OnError event
+        /// </summary>
+        protected void TriggerOnClose() => OnClose?.Invoke();
+
+        /// <summary>
+        /// Trigger the OnReconnecting event
+        /// </summary>
+        protected void TriggerOnReconnecting() => OnReconnecting?.Invoke();
+
+        /// <summary>
+        /// Trigger the OnReconnected event
+        /// </summary>
+        protected void TriggerOnReconnected() => OnReconnected?.Invoke();
+
         /// <summary>
         /// Checks if there is no data received for a period longer than the specified timeout
         /// </summary>
         /// <returns></returns>
         protected async Task CheckTimeoutAsync()
         {
-            log.Write(LogLevel.Debug, $"Socket {Id} Starting task checking for no data received for {Timeout}");
+            _log.Write(LogLevel.Debug, $"Socket {Id} Starting task checking for no data received for {Parameters.Timeout}");
+            LastActionTime = DateTime.UtcNow;
             try 
             { 
                 while (true)
@@ -591,10 +673,10 @@ namespace CryptoExchange.Net.Sockets
                     if (_ctsSource.IsCancellationRequested)
                         return;
 
-                    if (DateTime.UtcNow - LastActionTime > Timeout)
+                    if (DateTime.UtcNow - LastActionTime > Parameters.Timeout)
                     {
-                        log.Write(LogLevel.Warning, $"Socket {Id} No data received for {Timeout}, reconnecting socket");
-                        _ = CloseAsync().ConfigureAwait(false);
+                        _log.Write(LogLevel.Warning, $"Socket {Id} No data received for {Parameters.Timeout}, reconnecting socket");
+                        _ = ReconnectAsync().ConfigureAwait(false);
                         return;
                     }
                     try
@@ -613,35 +695,11 @@ namespace CryptoExchange.Net.Sockets
                 // Because this is running in a separate task and not awaited until the socket gets closed
                 // any exception here will stop the timeout checking, but do so silently unless the socket get's stopped.
                 // Make sure we at least let the owner know there was an error
-                Handle(errorHandlers, e);
+                OnError?.Invoke(e);
                 throw;
             }
         }
 
-        /// <summary>
-        /// Helper to invoke handlers
-        /// </summary>
-        /// <param name="handlers"></param>
-        protected void Handle(List<Action> handlers)
-        {
-            LastActionTime = DateTime.UtcNow;
-            foreach (var handle in new List<Action>(handlers))
-                handle?.Invoke();
-        }
-
-        /// <summary>
-        /// Helper to invoke handlers
-        /// </summary>
-        /// <typeparam name="T"></typeparam>
-        /// <param name="handlers"></param>
-        /// <param name="data"></param>
-        protected void Handle<T>(List<Action<T>> handlers, T data)
-        {
-            LastActionTime = DateTime.UtcNow;
-            foreach (var handle in new List<Action<T>>(handlers))
-                handle?.Invoke(data);
-        }
-
         /// <summary>
         /// Get the next identifier
         /// </summary>
@@ -677,6 +735,28 @@ namespace CryptoExchange.Net.Sockets
                 _lastReceivedMessagesUpdate = checkTime;
             }
         }
+
+        /// <summary>
+        /// Set proxy on socket
+        /// </summary>
+        /// <param name="socket"></param>
+        /// <param name="proxy"></param>
+        /// <exception cref="ArgumentException"></exception>
+        protected virtual void SetProxy(ClientWebSocket socket, ApiProxy proxy)
+        {
+            if (!Uri.TryCreate($"{proxy.Host}:{proxy.Port}", UriKind.Absolute, out var uri))
+                throw new ArgumentException("Proxy settings invalid, {proxy.Host}:{proxy.Port} not a valid URI", nameof(proxy));
+
+            socket.Options.Proxy = uri?.Scheme == null
+                ? socket.Options.Proxy = new WebProxy(proxy.Host, proxy.Port)
+                : socket.Options.Proxy = new WebProxy
+                {
+                    Address = uri
+                };
+
+            if (proxy.Login != null)
+                socket.Options.Proxy.Credentials = new NetworkCredential(proxy.Login, proxy.Password);
+        }
     }
 
     /// <summary>

CryptoExchange.Net/Sockets/DataEvent.cs

@@ -25,7 +25,12 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public T Data { get; set; }
 
-        internal DataEvent(T data, DateTime timestamp)
+        /// <summary>
+        /// Ctor
+        /// </summary>
+        /// <param name="data"></param>
+        /// <param name="timestamp"></param>
+        public DataEvent(T data, DateTime timestamp)
         {
             Data = data;
             Timestamp = timestamp;

CryptoExchange.Net/Sockets/SocketConnection.cs

@@ -3,13 +3,13 @@ using System;
 using System.Collections.Generic;
 using System.Diagnostics;
 using System.Linq;
-using System.Threading;
 using System.Threading.Tasks;
 using CryptoExchange.Net.Logging;
 using Newtonsoft.Json;
 using Newtonsoft.Json.Linq;
 using Microsoft.Extensions.Logging;
 using CryptoExchange.Net.Objects;
+using System.Net.WebSockets;
 
 namespace CryptoExchange.Net.Sockets
 {
@@ -53,14 +53,26 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public int SubscriptionCount
         {
-            get { lock (subscriptionLock)
-                return subscriptions.Count(h => h.UserSubscription); }
+            get { lock (_subscriptionLock)
+                return _subscriptions.Count(h => h.UserSubscription); }
+        }
+
+        /// <summary>
+        /// Get a copy of the current subscriptions
+        /// </summary>
+        public SocketSubscription[] Subscriptions
+        {
+            get
+            {
+                lock (_subscriptionLock)
+                    return _subscriptions.Where(h => h.UserSubscription).ToArray();
+            }
         }
 
         /// <summary>
         /// If the connection has been authenticated
         /// </summary>
-        public bool Authenticated { get; set; }
+        public bool Authenticated { get; internal set; }
 
         /// <summary>
         /// If connection is made
@@ -80,28 +92,13 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// The connection uri
         /// </summary>
-        public Uri Uri => _socket.Uri;
+        public Uri ConnectionUri => _socket.Uri;
 
         /// <summary>
         /// The API client the connection is for
         /// </summary>
         public SocketApiClient ApiClient { get; set; }
 
-        /// <summary>
-        /// If the socket should be reconnected upon closing
-        /// </summary>
-        public bool ShouldReconnect { get; set; }
-
-        /// <summary>
-        /// Current reconnect try, reset when a successful connection is made
-        /// </summary>
-        public int ReconnectTry { get; set; }
-
-        /// <summary>
-        /// Current resubscribe try, reset when a successful connection is made
-        /// </summary>
-        public int ResubscribeTry { get; set; }
-
         /// <summary>
         /// Time of disconnecting
         /// </summary>
@@ -110,36 +107,50 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// Tag for identificaion
         /// </summary>
-        public string? Tag { get; set; }
+        public string Tag { get; set; }
 
         /// <summary>
         /// If activity is paused
         /// </summary>
         public bool PausedActivity
         {
-            get => pausedActivity;
+            get => _pausedActivity;
             set
             {
-                if (pausedActivity != value)
+                if (_pausedActivity != value)
                 {
-                    pausedActivity = value;
-                    log.Write(LogLevel.Information, $"Socket {SocketId} Paused activity: " + value);
-                    if(pausedActivity) ActivityPaused?.Invoke();
-                    else ActivityUnpaused?.Invoke();
+                    _pausedActivity = value;
+                    _log.Write(LogLevel.Information, $"Socket {SocketId} Paused activity: " + value);
+                    if(_pausedActivity) _ = Task.Run(() => ActivityPaused?.Invoke());
+                    else _ = Task.Run(() => ActivityUnpaused?.Invoke());
                 }
             }
         }
 
-        private bool pausedActivity;
-        private readonly List<SocketSubscription> subscriptions;
-        private readonly object subscriptionLock = new();
+        /// <summary>
+        /// Status of the socket connection
+        /// </summary>
+        public SocketStatus Status
+        {
+            get => _status;
+            private set
+            {
+                if (_status == value)
+                    return;
 
-        private bool lostTriggered;
-        private readonly Log log;
-        private readonly BaseSocketClient socketClient;
+                var oldStatus = _status;
+                _status = value;
+                _log.Write(LogLevel.Debug, $"Socket {SocketId} status changed from {oldStatus} to {_status}");
+            }
+        }
 
-        private readonly List<PendingRequest> pendingRequests;
-        private Task? _socketProcessReconnectTask;
+        private bool _pausedActivity;
+        private readonly List<SocketSubscription> _subscriptions;
+        private readonly object _subscriptionLock = new();
+
+        private readonly Log _log;
+
+        private readonly List<PendingRequest> _pendingRequests;
 
         private SocketStatus _status;
 
@@ -151,55 +162,205 @@ namespace CryptoExchange.Net.Sockets
         /// <summary>
         /// New socket connection
         /// </summary>
-        /// <param name="client">The socket client</param>
+        /// <param name="log">The logger</param>
         /// <param name="apiClient">The api client</param>
         /// <param name="socket">The socket</param>
-        public SocketConnection(BaseSocketClient client, SocketApiClient apiClient, IWebsocket socket)
+        /// <param name="tag"></param>
+        public SocketConnection(Log log, SocketApiClient apiClient, IWebsocket socket, string tag)
         {
-            log = client.log;
-            socketClient = client;
+            this._log = log;
             ApiClient = apiClient;
+            Tag = tag;
 
-            pendingRequests = new List<PendingRequest>();
+            _pendingRequests = new List<PendingRequest>();
+            _subscriptions = new List<SocketSubscription>();
 
-            subscriptions = new List<SocketSubscription>();
             _socket = socket;
-
-            _socket.Timeout = client.ClientOptions.SocketNoDataTimeout;
-            _socket.OnMessage += ProcessMessage;
-            _socket.OnOpen += SocketOnOpen;
+            _socket.OnMessage += HandleMessage;
+            _socket.OnOpen += HandleOpen;
+            _socket.OnClose += HandleClose;
+            _socket.OnReconnecting += HandleReconnecting;
+            _socket.OnReconnected += HandleReconnected;
+            _socket.OnError += HandleError;
+            _socket.GetReconnectionUrl = GetReconnectionUrlAsync;
         }
-        
+
         /// <summary>
-        /// Connect the websocket and start processing
+        /// Handler for a socket opening
+        /// </summary>
+        protected virtual void HandleOpen()
+        {
+            Status = SocketStatus.Connected;
+            PausedActivity = false;
+        }
+
+        /// <summary>
+        /// Handler for a socket closing without reconnect
+        /// </summary>
+        protected virtual void HandleClose()
+        {
+            Status = SocketStatus.Closed;
+            Authenticated = false;
+            lock(_subscriptionLock)
+            {
+                foreach (var sub in _subscriptions)
+                    sub.Confirmed = false;
+            }    
+            Task.Run(() => ConnectionClosed?.Invoke());
+        }
+
+        /// <summary>
+        /// Handler for a socket losing conenction and starting reconnect
+        /// </summary>
+        protected virtual void HandleReconnecting()
+        {
+            Status = SocketStatus.Reconnecting;
+            DisconnectTime = DateTime.UtcNow;
+            Authenticated = false;
+            lock (_subscriptionLock)
+            {
+                foreach (var sub in _subscriptions)
+                    sub.Confirmed = false;
+            }
+
+            _ = Task.Run(() => ConnectionLost?.Invoke());
+        }
+
+        /// <summary>
+        /// Get the url to connect to when reconnecting
         /// </summary>
         /// <returns></returns>
-        public async Task<bool> ConnectAsync()
+        protected virtual async Task<Uri?> GetReconnectionUrlAsync()
         {
-            var connected = await _socket.ConnectAsync().ConfigureAwait(false);
-            if (connected)
-                StartProcessingTask();
-
-            return connected;
+            return await ApiClient.GetReconnectUriAsync(this).ConfigureAwait(false);
         }
 
+        /// <summary>
+        /// Handler for a socket which has reconnected
+        /// </summary>
+        protected virtual async void HandleReconnected()
+        {
+            Status = SocketStatus.Resubscribing;
+            lock (_pendingRequests)
+            {
+                foreach (var pendingRequest in _pendingRequests.ToList())
+                {
+                    pendingRequest.Fail();
+                    _pendingRequests.Remove(pendingRequest);
+                }
+            }
+
+            var reconnectSuccessful = await ProcessReconnectAsync().ConfigureAwait(false);
+            if (!reconnectSuccessful)
+            {
+                _log.Write(LogLevel.Warning, "Failed reconnect processing, reconnecting again");
+                await _socket.ReconnectAsync().ConfigureAwait(false);
+            }
+            else
+            {
+                Status = SocketStatus.Connected;
+                _ = Task.Run(() =>
+                {
+                    ConnectionRestored?.Invoke(DateTime.UtcNow - DisconnectTime!.Value);
+                    DisconnectTime = null;
+                });
+            }
+        }
+
+        /// <summary>
+        /// Handler for an error on a websocket
+        /// </summary>
+        /// <param name="e">The exception</param>
+        protected virtual void HandleError(Exception e)
+        {
+            if (e is WebSocketException wse)
+                _log.Write(LogLevel.Warning, $"Socket {SocketId} error: Websocket error code {wse.WebSocketErrorCode}, details: " + e.ToLogString());
+            else
+                _log.Write(LogLevel.Warning, $"Socket {SocketId} error: " + e.ToLogString());
+        }
+
+        /// <summary>
+        /// Process a message received by the socket
+        /// </summary>
+        /// <param name="data">The received data</param>
+        protected virtual void HandleMessage(string data)
+        {
+            var timestamp = DateTime.UtcNow;
+            _log.Write(LogLevel.Trace, $"Socket {SocketId} received data: " + data);
+            if (string.IsNullOrEmpty(data)) return;
+
+            var tokenData = data.ToJToken(_log);
+            if (tokenData == null)
+            {
+                data = $"\"{data}\"";
+                tokenData = data.ToJToken(_log);
+                if (tokenData == null)
+                    return;
+            }
+
+            var handledResponse = false;
+
+            // Remove any timed out requests
+            PendingRequest[] requests;
+            lock (_pendingRequests)
+            {
+                _pendingRequests.RemoveAll(r => r.Completed);
+                requests = _pendingRequests.ToArray();
+            }
+
+            // Check if this message is an answer on any pending requests
+            foreach (var pendingRequest in requests)
+            {
+                if (pendingRequest.CheckData(tokenData))
+                {
+                    lock (_pendingRequests)
+                        _pendingRequests.Remove(pendingRequest);
+
+                    if (!ApiClient.ContinueOnQueryResponse)
+                        return;
+
+                    handledResponse = true;
+                    break;
+                }
+            }
+
+            // Message was not a request response, check data handlers
+            var messageEvent = new MessageEvent(this, tokenData, ApiClient.Options.OutputOriginalData ? data : null, timestamp);
+            var (handled, userProcessTime, subscription) = HandleData(messageEvent);
+            if (!handled && !handledResponse)
+            {
+                if (!ApiClient.UnhandledMessageExpected)
+                    _log.Write(LogLevel.Warning, $"Socket {SocketId} Message not handled: " + tokenData);
+                UnhandledMessage?.Invoke(tokenData);
+            }
+
+            var total = DateTime.UtcNow - timestamp;
+            if (userProcessTime.TotalMilliseconds > 500)
+            {
+                _log.Write(LogLevel.Debug, $"Socket {SocketId}{(subscription == null ? "" : " subscription " + subscription!.Id)} message processing slow ({(int)total.TotalMilliseconds}ms, {(int)userProcessTime.TotalMilliseconds}ms user code), consider offloading data handling to another thread. " +
+                                                "Data from this socket may arrive late or not at all if message processing is continuously slow.");
+            }
+
+            _log.Write(LogLevel.Trace, $"Socket {SocketId}{(subscription == null ? "" : " subscription " + subscription!.Id)} message processed in {(int)total.TotalMilliseconds}ms, ({(int)userProcessTime.TotalMilliseconds}ms user code)");
+        }
+
+        /// <summary>
+        /// Connect the websocket
+        /// </summary>
+        /// <returns></returns>
+        public async Task<bool> ConnectAsync() => await _socket.ConnectAsync().ConfigureAwait(false);
+
         /// <summary>
         /// Retrieve the underlying socket
         /// </summary>
         /// <returns></returns>
-        public IWebsocket GetSocket()
-        {
-            return _socket;
-        }
+        public IWebsocket GetSocket() => _socket;
 
         /// <summary>
         /// Trigger a reconnect of the socket connection
         /// </summary>
         /// <returns></returns>
-        public async Task TriggerReconnectAsync()
-        {
-            await _socket.CloseAsync().ConfigureAwait(false);
-        }
+        public async Task TriggerReconnectAsync() => await _socket.ReconnectAsync().ConfigureAwait(false);
 
         /// <summary>
         /// Close the connection
@@ -207,37 +368,22 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public async Task CloseAsync()
         {
-            ShouldReconnect = false;
-            if (socketClient.socketConnections.ContainsKey(SocketId))
-                socketClient.socketConnections.TryRemove(SocketId, out _);
+            if (Status == SocketStatus.Closed || Status == SocketStatus.Disposed)
+                return;
 
-            lock (subscriptionLock)
+            if (ApiClient.socketConnections.ContainsKey(SocketId))
+                ApiClient.socketConnections.TryRemove(SocketId, out _);
+
+            lock (_subscriptionLock)
             {
-                foreach (var subscription in subscriptions)
+                foreach (var subscription in _subscriptions)
                 {
                     if (subscription.CancellationTokenRegistration.HasValue)
                         subscription.CancellationTokenRegistration.Value.Dispose();
                 }
             }
 
-            if (_status == SocketStatus.Reconnecting)
-            {
-                // Wait for reconnect task to finish
-                log.Write(LogLevel.Trace, "In reconnecting state, waiting for reconnecting to end");
-                if (_socketProcessReconnectTask != null)
-                    await _socketProcessReconnectTask.ConfigureAwait(false);
-
-                await _socket.CloseAsync().ConfigureAwait(false);
-            }
-            else
-            {
-                // Close before waiting for process task to finish
-                await _socket.CloseAsync().ConfigureAwait(false);
-
-                if (_socketProcessReconnectTask != null)
-                    await _socketProcessReconnectTask.ConfigureAwait(false);
-            }
-
+            await _socket.CloseAsync().ConfigureAwait(false);
             _socket.Dispose();
         }
 
@@ -248,165 +394,46 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public async Task CloseAsync(SocketSubscription subscription)
         {
-            if (!_socket.IsOpen || _status == SocketStatus.Disposed)
+            lock (_subscriptionLock)
+            {
+                if (!_subscriptions.Contains(subscription))
+                    return;
+
+                subscription.Closed = true;
+            }
+
+            if (Status == SocketStatus.Closing || Status == SocketStatus.Closed || Status == SocketStatus.Disposed)
                 return;
 
+            _log.Write(LogLevel.Debug, $"Socket {SocketId} closing subscription {subscription.Id}");
             if (subscription.CancellationTokenRegistration.HasValue)
                 subscription.CancellationTokenRegistration.Value.Dispose();
 
-            if (subscription.Confirmed)
-                await socketClient.UnsubscribeAsync(this, subscription).ConfigureAwait(false);
+            if (subscription.Confirmed && _socket.IsOpen)
+                await ApiClient.UnsubscribeAsync(this, subscription).ConfigureAwait(false);
 
             bool shouldCloseConnection;
-            lock (subscriptionLock)
-                shouldCloseConnection = !subscriptions.Any(r => r.UserSubscription && subscription != r);
+            lock (_subscriptionLock)
+            {
+                if (Status == SocketStatus.Closing)
+                {
+                    _log.Write(LogLevel.Debug, $"Socket {SocketId} already closing");
+                    return;
+                }
+
+                shouldCloseConnection = _subscriptions.All(r => !r.UserSubscription || r.Closed);
+                if (shouldCloseConnection)
+                    Status = SocketStatus.Closing;
+            }
 
             if (shouldCloseConnection)
+            {
+                _log.Write(LogLevel.Debug, $"Socket {SocketId} closing as there are no more subscriptions");
                 await CloseAsync().ConfigureAwait(false);
-
-            lock (subscriptionLock)
-                subscriptions.Remove(subscription);
-        }
-
-        private void StartProcessingTask()
-        {
-            log.Write(LogLevel.Trace, $"Starting {SocketId} process/reconnect task");
-            _status = SocketStatus.Processing;
-            _socketProcessReconnectTask = Task.Run(async () =>
-            {
-                await _socket.ProcessAsync().ConfigureAwait(false);
-                _status = SocketStatus.Reconnecting;
-                await ReconnectAsync().ConfigureAwait(false);
-                log.Write(LogLevel.Trace, $"Process/reconnect {SocketId} task finished");
-            });
-        }
-
-        private async Task ReconnectAsync()
-        {
-            // Fail all pending requests
-            lock (pendingRequests)
-            {
-                foreach (var pendingRequest in pendingRequests.ToList())
-                {
-                    pendingRequest.Fail();
-                    pendingRequests.Remove(pendingRequest);
-                }
             }
 
-            if (socketClient.ClientOptions.AutoReconnect && ShouldReconnect)
-            {
-                // Should reconnect
-                DisconnectTime = DateTime.UtcNow;
-                log.Write(LogLevel.Warning, $"Socket {SocketId} Connection lost, will try to reconnect");
-                if (!lostTriggered)
-                {
-                    lostTriggered = true;
-                    _ = Task.Run(() => ConnectionLost?.Invoke());
-                }
-
-                while (ShouldReconnect)
-                {
-                    if (ReconnectTry > 0)
-                    {
-                        // Wait a bit before attempting reconnect
-                        await Task.Delay(socketClient.ClientOptions.ReconnectInterval).ConfigureAwait(false);
-                    }
-
-                    if (!ShouldReconnect)
-                    {
-                        // Should reconnect changed to false while waiting to reconnect
-                        return;
-                    }
-
-                    _socket.Reset();
-                    if (!await _socket.ConnectAsync().ConfigureAwait(false))
-                    {
-                        // Reconnect failed
-                        ReconnectTry++;
-                        ResubscribeTry = 0;
-                        if (socketClient.ClientOptions.MaxReconnectTries != null
-                        && ReconnectTry >= socketClient.ClientOptions.MaxReconnectTries)
-                        {
-                            log.Write(LogLevel.Warning, $"Socket {SocketId} failed to reconnect after {ReconnectTry} tries, closing");
-                            ShouldReconnect = false;
-
-                            if (socketClient.socketConnections.ContainsKey(SocketId))
-                                socketClient.socketConnections.TryRemove(SocketId, out _);
-
-                            _ = Task.Run(() => ConnectionClosed?.Invoke());
-                            // Reached max tries, break loop and leave connection closed
-                            break;
-                        }
-
-                        // Continue to try again
-                        log.Write(LogLevel.Debug, $"Socket {SocketId} failed to reconnect{(socketClient.ClientOptions.MaxReconnectTries != null ? $", try {ReconnectTry}/{socketClient.ClientOptions.MaxReconnectTries}" : "")}, will try again in {socketClient.ClientOptions.ReconnectInterval}");
-                        continue;
-                    }
-
-                    // Successfully reconnected, start processing
-                    StartProcessingTask();
-
-                    ReconnectTry = 0;
-                    var time = DisconnectTime;
-                    DisconnectTime = null;
-
-                    log.Write(LogLevel.Information, $"Socket {SocketId} reconnected after {DateTime.UtcNow - time}");
-
-                    var reconnectResult = await ProcessReconnectAsync().ConfigureAwait(false);
-                    if (!reconnectResult)
-                    {
-                        // Failed to resubscribe everything
-                        ResubscribeTry++;
-                        DisconnectTime = time;
-
-                        if (socketClient.ClientOptions.MaxResubscribeTries != null &&
-                        ResubscribeTry >= socketClient.ClientOptions.MaxResubscribeTries)
-                        {
-                            log.Write(LogLevel.Warning, $"Socket {SocketId} failed to resubscribe after {ResubscribeTry} tries, closing. Last resubscription error: {reconnectResult.Error}");
-                            ShouldReconnect = false;
-
-                            if (socketClient.socketConnections.ContainsKey(SocketId))
-                                socketClient.socketConnections.TryRemove(SocketId, out _);
-
-                            _ = Task.Run(() => ConnectionClosed?.Invoke());
-                        }
-                        else
-                            log.Write(LogLevel.Debug, $"Socket {SocketId} resubscribing all subscriptions failed on reconnected socket{(socketClient.ClientOptions.MaxResubscribeTries != null ? $", try {ResubscribeTry}/{socketClient.ClientOptions.MaxResubscribeTries}" : "")}. Error: {reconnectResult.Error}. Disconnecting and reconnecting.");
-
-                        // Failed resubscribe, close socket if it is still open
-                        if (_socket.IsOpen)
-                            await _socket.CloseAsync().ConfigureAwait(false);
-                        else
-                            DisconnectTime = DateTime.UtcNow;
-
-                        // Break out of the loop, the new processing task should reconnect again
-                        break;
-                    }
-                    else
-                    {
-                        // Succesfully reconnected
-                        log.Write(LogLevel.Information, $"Socket {SocketId} data connection restored.");
-                        ResubscribeTry = 0;
-                        if (lostTriggered)
-                        {
-                            lostTriggered = false;
-                            _ = Task.Run(() => ConnectionRestored?.Invoke(time.HasValue ? DateTime.UtcNow - time.Value : TimeSpan.FromSeconds(0)));
-                        }
-
-                        break;
-                    }
-                }
-            }
-            else
-            {
-                if (!socketClient.ClientOptions.AutoReconnect && ShouldReconnect)
-                    _ = Task.Run(() => ConnectionClosed?.Invoke());
-
-                // No reconnecting needed
-                log.Write(LogLevel.Information, $"Socket {SocketId} closed");
-                if (socketClient.socketConnections.ContainsKey(SocketId))
-                    socketClient.socketConnections.TryRemove(SocketId, out _);
-            }
+            lock (_subscriptionLock)
+                _subscriptions.Remove(subscription);
         }
 
         /// <summary>
@@ -414,83 +441,26 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public void Dispose()
         {
-            _status = SocketStatus.Disposed;
+            Status = SocketStatus.Disposed;
             _socket.Dispose();
         }
 
-        /// <summary>
-        /// Process a message received by the socket
-        /// </summary>
-        /// <param name="data">The received data</param>
-        private void ProcessMessage(string data)
-        {
-            var timestamp = DateTime.UtcNow;
-            log.Write(LogLevel.Trace, $"Socket {SocketId} received data: " + data);
-            if (string.IsNullOrEmpty(data)) return;
-
-            var tokenData = data.ToJToken(log);
-            if (tokenData == null)
-            {
-                data = $"\"{data}\"";
-                tokenData = data.ToJToken(log);
-                if (tokenData == null)
-                    return;
-            }
-
-            var handledResponse = false;
-            PendingRequest[] requests;
-            lock(pendingRequests)			
-                requests = pendingRequests.ToArray();
-
-            // Remove any timed out requests
-            foreach (var request in requests.Where(r => r.Completed))
-            {
-                lock (pendingRequests)
-                    pendingRequests.Remove(request);
-            }
-
-            // Check if this message is an answer on any pending requests
-            foreach (var pendingRequest in requests)
-            {
-                if (pendingRequest.CheckData(tokenData))
-                {
-                    lock (pendingRequests)                    
-                        pendingRequests.Remove(pendingRequest);
-
-                    if (!socketClient.ContinueOnQueryResponse)
-                        return;
-
-                    handledResponse = true;
-                    break;
-                }
-            }
-
-            // Message was not a request response, check data handlers
-            var messageEvent = new MessageEvent(this, tokenData, socketClient.ClientOptions.OutputOriginalData ? data: null, timestamp);
-            var (handled, userProcessTime) = HandleData(messageEvent);
-            if (!handled && !handledResponse)
-            {
-                if (!socketClient.UnhandledMessageExpected)
-                    log.Write(LogLevel.Warning, $"Socket {SocketId} Message not handled: " + tokenData);
-                UnhandledMessage?.Invoke(tokenData);
-            }
-
-            var total = DateTime.UtcNow - timestamp;
-            if (userProcessTime.TotalMilliseconds > 500)
-                log.Write(LogLevel.Debug, $"Socket {SocketId} message processing slow ({(int)total.TotalMilliseconds}ms, {(int)userProcessTime.TotalMilliseconds}ms user code), consider offloading data handling to another thread. " +
-                                                "Data from this socket may arrive late or not at all if message processing is continuously slow.");
-            
-            log.Write(LogLevel.Trace, $"Socket {SocketId} message processed in {(int)total.TotalMilliseconds}ms, ({(int)userProcessTime.TotalMilliseconds}ms user code)");
-        }
-
         /// <summary>
         /// Add a subscription to this connection
         /// </summary>
         /// <param name="subscription"></param>
-        public void AddSubscription(SocketSubscription subscription)
+        public bool AddSubscription(SocketSubscription subscription)
         {
-            lock(subscriptionLock)
-                subscriptions.Add(subscription);
+            lock (_subscriptionLock)
+            {
+                if (Status != SocketStatus.None && Status != SocketStatus.Connected)
+                    return false;
+
+                _subscriptions.Add(subscription);
+                if(subscription.UserSubscription)
+                    _log.Write(LogLevel.Debug, $"Socket {SocketId} adding new subscription with id {subscription.Id}, total subscriptions on connection: {_subscriptions.Count(s => s.UserSubscription)}");
+                return true;
+            }
         }
 
         /// <summary>
@@ -499,8 +469,8 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="id"></param>
         public SocketSubscription? GetSubscription(int id)
         {
-            lock (subscriptionLock)
-                return subscriptions.SingleOrDefault(s => s.Id == id);
+            lock (_subscriptionLock)
+                return _subscriptions.SingleOrDefault(s => s.Id == id);
         }
 
         /// <summary>
@@ -510,8 +480,8 @@ namespace CryptoExchange.Net.Sockets
         /// <returns></returns>
         public SocketSubscription? GetSubscriptionByRequest(Func<object?, bool> predicate)
         {
-            lock(subscriptionLock)
-                return subscriptions.SingleOrDefault(s => predicate(s.Request));
+            lock(_subscriptionLock)
+                return _subscriptions.SingleOrDefault(s => predicate(s.Request));
         }
 
         /// <summary>
@@ -519,7 +489,7 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         /// <param name="messageEvent"></param>
         /// <returns>True if the data was successfully handled</returns>
-        private (bool, TimeSpan) HandleData(MessageEvent messageEvent)
+        private (bool, TimeSpan, SocketSubscription?) HandleData(MessageEvent messageEvent)
         {
             SocketSubscription? currentSubscription = null;
             try
@@ -529,15 +499,15 @@ namespace CryptoExchange.Net.Sockets
 
                 // Loop the subscriptions to check if any of them signal us that the message is for them
                 List<SocketSubscription> subscriptionsCopy;
-                lock (subscriptionLock)
-                    subscriptionsCopy = subscriptions.ToList();
+                lock (_subscriptionLock)
+                    subscriptionsCopy = _subscriptions.ToList();
 
                 foreach (var subscription in subscriptionsCopy)
                 {
                     currentSubscription = subscription;
                     if (subscription.Request == null)
                     {
-                        if (socketClient.MessageMatchesHandler(this, messageEvent.JsonData, subscription.Identifier!))
+                        if (ApiClient.MessageMatchesHandler(this, messageEvent.JsonData, subscription.Identifier!))
                         {
                             handled = true;
                             var userSw = Stopwatch.StartNew();
@@ -548,10 +518,10 @@ namespace CryptoExchange.Net.Sockets
                     }
                     else
                     {
-                        if (socketClient.MessageMatchesHandler(this, messageEvent.JsonData, subscription.Request))
+                        if (ApiClient.MessageMatchesHandler(this, messageEvent.JsonData, subscription.Request))
                         {
                             handled = true;
-                            messageEvent.JsonData = socketClient.ProcessTokenData(messageEvent.JsonData);
+                            messageEvent.JsonData = ApiClient.ProcessTokenData(messageEvent.JsonData);
                             var userSw = Stopwatch.StartNew();
                             subscription.MessageHandler(messageEvent);
                             userSw.Stop();
@@ -560,13 +530,13 @@ namespace CryptoExchange.Net.Sockets
                     }
                 }
                                
-                return (handled, userCodeDuration);
+                return (handled, userCodeDuration, currentSubscription);
             }
             catch (Exception ex)
             {
-                log.Write(LogLevel.Error, $"Socket {SocketId} Exception during message processing\r\nException: {ex.ToLogString()}\r\nData: {messageEvent.JsonData}");
+                _log.Write(LogLevel.Error, $"Socket {SocketId} Exception during message processing\r\nException: {ex.ToLogString()}\r\nData: {messageEvent.JsonData}");
                 currentSubscription?.InvokeExceptionHandler(ex);
-                return (false, TimeSpan.Zero);
+                return (false, TimeSpan.Zero, null);
             }
         }
 
@@ -581,9 +551,9 @@ namespace CryptoExchange.Net.Sockets
         public virtual Task SendAndWaitAsync<T>(T obj, TimeSpan timeout, Func<JToken, bool> handler)
         {
             var pending = new PendingRequest(handler, timeout);
-            lock (pendingRequests)
+            lock (_pendingRequests)
             {
-                pendingRequests.Add(pending);
+                _pendingRequests.Add(pending);
             }
             var sendOk = Send(obj);
             if(!sendOk)            
@@ -612,7 +582,7 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="data">The data to send</param>
         public virtual bool Send(string data)
         {
-            log.Write(LogLevel.Trace, $"Socket {SocketId} sending data: {data}");
+            _log.Write(LogLevel.Trace, $"Socket {SocketId} sending data: {data}");
             try
             {
                 _socket.Send(data);
@@ -624,63 +594,88 @@ namespace CryptoExchange.Net.Sockets
             }
         }
 
-        /// <summary>
-        /// Handler for a socket opening
-        /// </summary>
-        protected virtual void SocketOnOpen()
-        {
-            ReconnectTry = 0;
-            PausedActivity = false;
-        }
-
         private async Task<CallResult<bool>> ProcessReconnectAsync()
         {
             if (!_socket.IsOpen)
                 return new CallResult<bool>(new WebError("Socket not connected"));
 
-            if (Authenticated)
+            bool anySubscriptions = false;
+            lock (_subscriptionLock)
+                anySubscriptions = _subscriptions.Any(s => s.UserSubscription);
+
+            if (!anySubscriptions)
+            {
+                // No need to resubscribe anything
+                _log.Write(LogLevel.Debug, $"Socket {SocketId} Nothing to resubscribe, closing connection");
+                _ = _socket.CloseAsync();
+                return new CallResult<bool>(true);
+            }
+
+            if (_subscriptions.Any(s => s.Authenticated))
             {
                 // If we reconnected a authenticated connection we need to re-authenticate
-                var authResult = await socketClient.AuthenticateSocketAsync(this).ConfigureAwait(false);
+                var authResult = await ApiClient.AuthenticateSocketAsync(this).ConfigureAwait(false);
                 if (!authResult)
                 {
-                    log.Write(LogLevel.Warning, $"Socket {SocketId} authentication failed on reconnected socket. Disconnecting and reconnecting.");
+                    _log.Write(LogLevel.Warning, $"Socket {SocketId} authentication failed on reconnected socket. Disconnecting and reconnecting.");
                     return authResult;
                 }
 
-                log.Write(LogLevel.Debug, $"Socket {SocketId} authentication succeeded on reconnected socket.");
+                Authenticated = true;
+                _log.Write(LogLevel.Debug, $"Socket {SocketId} authentication succeeded on reconnected socket.");
             }
 
             // Get a list of all subscriptions on the socket
-            List<SocketSubscription> subscriptionList;
-            lock (subscriptionLock)
-                subscriptionList = subscriptions.Where(h => h.Request != null).ToList();
+            List<SocketSubscription> subscriptionList = new List<SocketSubscription>();
+            lock (_subscriptionLock)
+            {
+                foreach (var subscription in _subscriptions)
+                {
+                    if (subscription.Request != null)
+                        subscriptionList.Add(subscription);
+                    else
+                        subscription.Confirmed = true;
+                }
+            }
+
+            foreach(var subscription in subscriptionList.Where(s => s.Request != null))
+            {
+                var result = await ApiClient.RevitalizeRequestAsync(subscription.Request!).ConfigureAwait(false);
+                if (!result)
+                {
+                    _log.Write(LogLevel.Warning, "Failed request revitalization: " + result.Error);
+                    return result.As<bool>(false);
+                }
+            }
 
             // Foreach subscription which is subscribed by a subscription request we will need to resend that request to resubscribe
-            for (var i = 0; i < subscriptionList.Count; i += socketClient.ClientOptions.MaxConcurrentResubscriptionsPerSocket)
+            for (var i = 0; i < subscriptionList.Count; i += ApiClient.Options.MaxConcurrentResubscriptionsPerSocket)
             {
                 if (!_socket.IsOpen)
                     return new CallResult<bool>(new WebError("Socket not connected"));
 
                 var taskList = new List<Task<CallResult<bool>>>();
-                foreach (var subscription in subscriptionList.Skip(i).Take(socketClient.ClientOptions.MaxConcurrentResubscriptionsPerSocket))
-                    taskList.Add(socketClient.SubscribeAndWaitAsync(this, subscription.Request!, subscription));                
+                foreach (var subscription in subscriptionList.Skip(i).Take(ApiClient.Options.MaxConcurrentResubscriptionsPerSocket))
+                    taskList.Add(ApiClient.SubscribeAndWaitAsync(this, subscription.Request!, subscription));
 
                 await Task.WhenAll(taskList).ConfigureAwait(false);
                 if (taskList.Any(t => !t.Result.Success))
                     return taskList.First(t => !t.Result.Success).Result;
             }
 
+            foreach (var subscription in subscriptionList)
+                subscription.Confirmed = true;
+
             if (!_socket.IsOpen)
                 return new CallResult<bool>(new WebError("Socket not connected"));
 
-            log.Write(LogLevel.Debug, $"Socket {SocketId} all subscription successfully resubscribed on reconnected socket.");
+            _log.Write(LogLevel.Debug, $"Socket {SocketId} all subscription successfully resubscribed on reconnected socket.");
             return new CallResult<bool>(true);
         }
 
         internal async Task UnsubscribeAsync(SocketSubscription socketSubscription)
         {
-            await socketClient.UnsubscribeAsync(this, socketSubscription).ConfigureAwait(false);
+            await ApiClient.UnsubscribeAsync(this, socketSubscription).ConfigureAwait(false);
         }
 
         internal async Task<CallResult<bool>> ResubscribeAsync(SocketSubscription socketSubscription)
@@ -688,14 +683,41 @@ namespace CryptoExchange.Net.Sockets
             if (!_socket.IsOpen)
                 return new CallResult<bool>(new UnknownError("Socket is not connected"));
 
-            return await socketClient.SubscribeAndWaitAsync(this, socketSubscription.Request!, socketSubscription).ConfigureAwait(false);
+            return await ApiClient.SubscribeAndWaitAsync(this, socketSubscription.Request!, socketSubscription).ConfigureAwait(false);
         }
-    
-        private enum SocketStatus
+
+        /// <summary>
+        /// Status of the socket connection
+        /// </summary>
+        public enum SocketStatus
         {
+            /// <summary>
+            /// None/Initial
+            /// </summary>
             None,
-            Processing,
+            /// <summary>
+            /// Connected
+            /// </summary>
+            Connected,
+            /// <summary>
+            /// Reconnecting
+            /// </summary>
             Reconnecting,
+            /// <summary>
+            /// Resubscribing on reconnected socket
+            /// </summary>
+            Resubscribing,
+            /// <summary>
+            /// Closing
+            /// </summary>
+            Closing,
+            /// <summary>
+            /// Closed
+            /// </summary>
+            Closed,
+            /// <summary>
+            /// Disposed
+            /// </summary>
             Disposed
         }
     }

CryptoExchange.Net/Sockets/SocketSubscription.cs

@@ -43,19 +43,30 @@ namespace CryptoExchange.Net.Sockets
         /// </summary>
         public bool Confirmed { get; set; }
 
+        /// <summary>
+        /// Whether authentication is needed for this subscription
+        /// </summary>
+        public bool Authenticated { get; set; }
+
+        /// <summary>
+        /// Whether we're closing this subscription and a socket connection shouldn't be kept open for it
+        /// </summary>
+        public bool Closed { get; set; }
+
         /// <summary>
         /// Cancellation token registration, should be disposed when subscription is closed. Used for closing the subscription with 
         /// a provided cancelation token
         /// </summary>
         public CancellationTokenRegistration? CancellationTokenRegistration { get; set; }
 
-        private SocketSubscription(int id, object? request, string? identifier, bool userSubscription, Action<MessageEvent> dataHandler)
+        private SocketSubscription(int id, object? request, string? identifier, bool userSubscription, bool authenticated, Action<MessageEvent> dataHandler)
         {
             Id = id;
             UserSubscription = userSubscription;
             MessageHandler = dataHandler;
             Request = request;
             Identifier = identifier;
+            Authenticated = authenticated;
         }
 
         /// <summary>
@@ -64,12 +75,13 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="id"></param>
         /// <param name="request"></param>
         /// <param name="userSubscription"></param>
+        /// <param name="authenticated"></param>
         /// <param name="dataHandler"></param>
         /// <returns></returns>
         public static SocketSubscription CreateForRequest(int id, object request, bool userSubscription,
-            Action<MessageEvent> dataHandler)
+            bool authenticated, Action<MessageEvent> dataHandler)
         {
-            return new SocketSubscription(id, request, null, userSubscription, dataHandler);
+            return new SocketSubscription(id, request, null, userSubscription, authenticated, dataHandler);
         }
 
         /// <summary>
@@ -78,12 +90,13 @@ namespace CryptoExchange.Net.Sockets
         /// <param name="id"></param>
         /// <param name="identifier"></param>
         /// <param name="userSubscription"></param>
+        /// <param name="authenticated"></param>
         /// <param name="dataHandler"></param>
         /// <returns></returns>
         public static SocketSubscription CreateForIdentifier(int id, string identifier, bool userSubscription,
-            Action<MessageEvent> dataHandler)
+            bool authenticated, Action<MessageEvent> dataHandler)
         {
-            return new SocketSubscription(id, null, identifier, userSubscription, dataHandler);
+            return new SocketSubscription(id, null, identifier, userSubscription, authenticated, dataHandler);
         }
 
         /// <summary>

CryptoExchange.Net/Sockets/UpdateSubscription.cs

@@ -22,8 +22,7 @@ namespace CryptoExchange.Net.Sockets
         }
 
         /// <summary>
-        /// Event when the connection is closed. This event happens when reconnecting/resubscribing has failed too often based on the <see cref="BaseSocketClientOptions.MaxReconnectTries"/> and <see cref="BaseSocketClientOptions.MaxResubscribeTries"/> options,
-        /// or <see cref="BaseSocketClientOptions.AutoReconnect"/> is false. The socket will not be reconnected
+        /// Event when the connection is closed and will not be reconnected
         /// </summary>
         public event Action ConnectionClosed
         {

CryptoExchange.Net/Sockets/WebSocketParameters.cs

@@ -0,0 +1,80 @@
+using CryptoExchange.Net.Objects;
+using System;
+using System.Collections.Generic;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace CryptoExchange.Net.Sockets
+{
+    /// <summary>
+    /// Parameters for a websocket
+    /// </summary>
+    public class WebSocketParameters
+    {
+        /// <summary>
+        /// The uri to connect to
+        /// </summary>
+        public Uri Uri { get; set; }
+        /// <summary>
+        /// Headers to send in the connection handshake
+        /// </summary>
+        public IDictionary<string, string> Headers { get; set; } = new Dictionary<string, string>();
+        /// <summary>
+        /// Cookies to send in the connection handshake
+        /// </summary>
+        public IDictionary<string, string> Cookies { get; set; } = new Dictionary<string, string>();
+        /// <summary>
+        /// The time to wait between reconnect attempts
+        /// </summary>
+        public TimeSpan ReconnectInterval { get; set; } = TimeSpan.FromSeconds(5);
+        /// <summary>
+        /// Proxy for the connection
+        /// </summary>
+        public ApiProxy? Proxy { get; set; }
+        /// <summary>
+        /// Whether the socket should automatically reconnect when connection is lost
+        /// </summary>
+        public bool AutoReconnect { get; set; }
+        /// <summary>
+        /// The maximum time of no data received before considering the connection lost and closting/reconnecting the socket
+        /// </summary>
+        public TimeSpan? Timeout { get; set; }
+        /// <summary>
+        /// Interval at which to send ping frames
+        /// </summary>
+        public TimeSpan? KeepAliveInterval { get; set; }
+        /// <summary>
+        /// The max amount of messages to send per second
+        /// </summary>
+        public int? RatelimitPerSecond { get; set; }
+        /// <summary>
+        /// Origin header value to send in the connection handshake
+        /// </summary>
+        public string? Origin { get; set; }
+        /// <summary>
+        /// Delegate used for processing byte data received from socket connections before it is processed by handlers
+        /// </summary>
+        public Func<byte[], string>? DataInterpreterBytes { get; set; }
+
+        /// <summary>
+        /// Delegate used for processing string data received from socket connections before it is processed by handlers
+        /// </summary>
+        public Func<string, string>? DataInterpreterString { get; set; }
+
+        /// <summary>
+        /// Encoding for sending/receiving data
+        /// </summary>
+        public Encoding Encoding { get; set; } = Encoding.UTF8;
+
+        /// <summary>
+        /// ctor
+        /// </summary>
+        /// <param name="uri">Uri</param>
+        /// <param name="autoReconnect">Auto reconnect</param>
+        public WebSocketParameters(Uri uri, bool autoReconnect)
+        {
+            Uri = uri;
+            AutoReconnect = autoReconnect;
+        }
+    }
+}

CryptoExchange.Net/Sockets/WebsocketFactory.cs

@@ -1,6 +1,4 @@
-using System;
-using System.Collections.Generic;
-using CryptoExchange.Net.Interfaces;
+using CryptoExchange.Net.Interfaces;
 using CryptoExchange.Net.Logging;
 
 namespace CryptoExchange.Net.Sockets
@@ -11,15 +9,9 @@ namespace CryptoExchange.Net.Sockets
     public class WebsocketFactory : IWebsocketFactory
     {
         /// <inheritdoc />
-        public IWebsocket CreateWebsocket(Log log, string url)
+        public IWebsocket CreateWebsocket(Log log, WebSocketParameters parameters)
         {
-            return new CryptoExchangeWebSocketClient(log, new Uri(url));
-        }
-
-        /// <inheritdoc />
-        public IWebsocket CreateWebsocket(Log log, string url, IDictionary<string, string> cookies, IDictionary<string, string> headers)
-        {
-            return new CryptoExchangeWebSocketClient(log, new Uri(url), cookies, headers);
+            return new CryptoExchangeWebSocketClient(log, parameters);
         }
     }
 }

README.md

@@ -8,16 +8,78 @@ CryptoExchange.Net is a base package which can be used to easily implement crypt
 ## Discord
 A Discord server is available [here](https://discord.gg/MSpeEtSY8t). Feel free to join for discussion and/or questions around the CryptoExchange.Net and implementation libraries.
 
-## Donate / Sponsor
-I develop and maintain this package on my own for free in my spare time. Donations are greatly appreciated. If you prefer to donate any other currency please contact me.
+## Support the project
+I develop and maintain this package on my own for free in my spare time, any support is greatly appreciated.
+
+### Referral link
+Use one of the following following referral links to signup to a new exchange to pay a small percentage of the trading fees you pay to support the project instead of paying them straight to the exchange. This doesn't cost you a thing!
+[Binance](https://accounts.binance.com/en/register?ref=10153680)  
+[Bitfinex](https://www.bitfinex.com/sign-up?refcode=kCCe-CNBO)  
+[Bittrex](https://bittrex.com/discover/join?referralCode=TST-DJM-CSX)  
+[Bybit](https://partner.bybit.com/b/jkorf)  
+[CoinEx](https://www.coinex.com/register?refer_code=hd6gn)  
+[FTX](https://ftx.com/referrals#a=31620192)  
+[Huobi](https://www.huobi.com/en-us/v/register/double-invite/?inviter_id=11343840&invite_code=fxp93)  
+[Kucoin](https://www.kucoin.com/ucenter/signup?rcode=RguMux)  
+
+### Donate
+Make a one time donation in a crypto currency of your choice. If you prefer to donate a currency not listed here please contact me.
 
 **Btc**:  12KwZk3r2Y3JZ2uMULcjqqBvXmpDwjhhQS  
 **Eth**:  0x069176ca1a4b1d6e0b7901a6bc0dbf3bb0bf5cc2  
 **Nano**: xrb_1ocs3hbp561ef76eoctjwg85w5ugr8wgimkj8mfhoyqbx4s1pbc74zggw7gs  
 
-Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf)  
+### Sponsor
+Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf). 
 
 ## Release notes
+* Version 5.3.0 - 14 Nov 2022
+    * Reworked client architecture, shifting funcationality to the ApiClient
+    * Fixed ArrayConverter exponent parsing
+    * Fixed ArrayConverter not checking null
+    * Added optional delay setting after establishing socket connection
+    * Added callback for revitalizing a socket request when reconnecting
+    * Fixed proxy setting websocket
+
+* Version 5.2.4 - 31 Jul 2022
+    * Added handling of PlatformNotSupportedException when trying to use websocket from WebAssembly
+    * Changed DataEvent to have a public constructor for testing purposes
+    * Fixed EnumConverter serializing values without proper quotes
+    * Fixed websocket connection reconnecting too quickly when resubscribing/reauthenticating fails
+
+* Version 5.2.3 - 19 Jul 2022
+    * Fixed socket getting disconnected when `no data` timeout is reached instead of being reconnected
+
+* Version 5.2.2 - 17 Jul 2022
+    * Added support for retrieving a new url when socket connection is lost and reconnection will happen
+
+* Version 5.2.1 - 16 Jul 2022
+    * Fixed socket reconnect issue
+    * Fixed `message not handled` messages after unsubscribing
+    * Fixed error returning for non-json error responses
+
+* Version 5.2.0 - 10 Jul 2022
+    * Refactored websocket code, removed some clutter and simplified
+    * Added ReconnectAsync and GetSubscriptionsState methods on socket clients
+
+* Version 5.1.12 - 12 Jun 2022
+    * Changed time sync so requests no longer wait for it to complete unless it's the first time
+    * Made log client options changable after client creation
+    * Fixed proxy setting not used when reconnecting socket
+    * Changed MaxSocketConnections to a client options
+    * Updated socket reconnection logic
+
+* Version 5.1.12 - 12 Jun 2022
+    * Changed time sync so requests no longer wait for it to complete unless it's the first time
+    * Made log client options changable after client creation
+    * Fixed proxy setting not used when reconnecting socket
+    * Updated socket reconnection logic
+
+* Version 5.1.11 - 24 May 2022
+    * Added KeepAliveInterval setting
+    * Fixed port not being copied when setting parameters on request
+    * Fixed inconsistent PackageReference casing in csproj
+
 * Version 5.1.10 - 22 May 2022
     * Fixed order book reconnecting while Diposed
     * Fixed exception when disposing socket client while reconnecting

docs/Clients.md

@@ -105,7 +105,7 @@ All updates are wrapped in a `DataEvent<>` object, which contain a `Timestamp`,
 *[WARNING] Do not use `using` statements in combination with constructing a `SocketClient`. Doing so will dispose the `SocketClient` instance when the subscription is done, which will result in the connection getting closed. Instead assign the socket client to a variable outside of the method scope.*
 
 ### Processing subscribe responses
-Subscribing to a stream will return a `CallResult<UpdateSubscription>` object. This should be checked for success the same was as the [rest client](#processing-request-responses). The `UpdateSubscription` object can be used to listen for connection events of the socket connection. 
+Subscribing to a stream will return a `CallResult<UpdateSubscription>` object. This should be checked for success the same way as the [rest client](#processing-request-responses). The `UpdateSubscription` object can be used to listen for connection events of the socket connection. 
 ```csharp
 
 var subscriptionResult = await kucoinSocketClient.SpotStreams.SubscribeToAllTickerUpdatesAsync(DataHandler);

docs/index.md

@@ -42,11 +42,26 @@ These might not be compatible with other libraries, make sure to check the Crypt
 ## Discord
 A Discord server is available [here](https://discord.gg/MSpeEtSY8t). Feel free to join for discussion and/or questions around the CryptoExchange.Net and implementation libraries.
 
-## Donate / Sponsor
-I develop and maintain this package on my own for free in my spare time. Donations are greatly appreciated. If you prefer to donate any other currency please contact me.
+## Support the project
+I develop and maintain this package on my own for free in my spare time, any support is greatly appreciated.
+
+### Referral link
+Use one of the following following referral links to signup to a new exchange to pay a small percentage of the trading fees you pay to support the project instead of paying them straight to the exchange. This doesn't cost you a thing!
+[Binance](https://accounts.binance.com/en/register?ref=10153680)  
+[Bitfinex](https://www.bitfinex.com/sign-up?refcode=kCCe-CNBO)  
+[Bittrex](https://bittrex.com/discover/join?referralCode=TST-DJM-CSX)  
+[Bybit](https://partner.bybit.com/b/jkorf)  
+[CoinEx](https://www.coinex.com/register?refer_code=hd6gn)  
+[FTX](https://ftx.com/referrals#a=31620192)  
+[Huobi](https://www.huobi.com/en-us/v/register/double-invite/?inviter_id=11343840&invite_code=fxp93)  
+[Kucoin](https://www.kucoin.com/ucenter/signup?rcode=RguMux)  
+
+### Donate
+Make a one time donation in a crypto currency of your choice. If you prefer to donate a currency not listed here please contact me.
 
 **Btc**:  12KwZk3r2Y3JZ2uMULcjqqBvXmpDwjhhQS  
 **Eth**:  0x069176ca1a4b1d6e0b7901a6bc0dbf3bb0bf5cc2  
 **Nano**: xrb_1ocs3hbp561ef76eoctjwg85w5ugr8wgimkj8mfhoyqbx4s1pbc74zggw7gs  
 
-Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf)  
+### Sponsor
+Alternatively, sponsor me on Github using [Github Sponsors](https://github.com/sponsors/JKorf).